Center of Excellence funded by the Danish National Research Foundation and hosted by the Department of Economics and Business.

    13th OxMetrics User Conference
    5-6 September 2013

    CREATES, Aarhus University and
    Timberlake Consultants

    Call for papers

    NEWS

    2013.05.08 | CREATES

    Golden Pointer to Anders Bredahl Kock

    Postdoc Anders Bredahl Kock has been awarded the 2013 Golden Pointer (Den Gyldne Pegepind) awarded by the oecon and soc students. Anders has taught mathematics classes at BA and amongst the nominators it was stated that "Anders is one of few persons who can count to infinitiy......in opposite direction". At CREATES Professor Tom Engsted and…

    2013.04.08 | CREATES

    Peter Christoffersen receives award

    Professor Peter Christoffersen, University of Toronto's Rotman School of Management is the recipient of the Bank of Canada's Fellowship Award for 2013. For more information, read more here link.

    VISITORS

    2 April-30 June
    Jilber Urbina, Universitat Rovira i Virgili
    Visiting PhD fellow

    2 April-9 July
    Bilel Sanhaji, Aix-Marseille University
    Visiting PhD fellow

    23-24 May
    Benedikt Pötscher, University of Vienna
    Visiting seminar speaker

    26-31 May
    Nicholas M. Kiefer, Cornell University
    Visiting Professor

    27 May-28 June
    Morten Ø. Nielsen, Queen's University and CREATES
    Professor

    29-30 May
    Rolf Tschernig, University of Regensburg
    Visiting Professor

    WORKING PAPERS

    • 2013-14: Forecasting US Recessions: The Role of Sentiments by Charlotte Christiansen, Jonas Nygaard Eriksen and Stig V. Møller
    • 2013-15: Assessing Relative Volatility/Intermittency/Energy Dissipation by Ole E. Barndorff-Nielsen, Mikko S. Pakkanen and Jürgen Schmiegel
    • See all papers

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    Comments on content: 
    Solveig Nygaard Sørensen

    Revised 2013.05.14

    ACTIVITIES

    Tue 21 May
    12:00-12:30 | Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303
    CREATES lunch seminar: Federico Carlini, Aarhus University and CREATES
    Title: Fractional Integration and Cointegration with the Fast Fractional Filter
    Thu 23 May
    14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303
    CREATES seminar: Benedikt Pötscher, University of Vienna
    Title: On Size and Power of Heteroscedasticity and Autocorrelation Robust Tests
    Thu 30 May
    14:15-15:15 | Fuglesangs Allé 4, 8210 Aarhus V, building 2628, room 303
    CREATES seminar: Rolf Tschernig, University of Regensburg
    Title: Fractionally Integrated VAR Models with a Fractional Lag Operator and Deterministic Trends: Finite Sample Identification and Two-step Estimation
    Mon 24 Jun
    09:00-16:00 | Fuglesangs Allé 4, 8210 Aarhus V
    DGPE PhD Course: Fractional Time Series Models
    Lecturer: Morten Ø. Nielsen, Queen's University and CREATES, 24-25 June 2013

    CREATES CALENDAR

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    ### UNIT NAME ### is part of School of Business and Social Sciences, which is accredited by EQUIS (European Quality Improvement System).

    About the School of Business and Social Sciences?

    School of Business and Social Sciences is a broad business school and one of the four main academic areas at Aarhus University.

    With approx. 14,000 full-time students, several thousand part-time students, almost 225 PhD students and more than 500 academic staff members, School of Business and Social Sciences ranks among the largest business schools in Europe. Furthermore, it is the largest business and social sciences unit in Denmark at university level with a broad academic base.

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    Aarhus University
    Nordre Ringgade 1
    DK-8000 Aarhus C

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    Tel: +45 8715 0000
    Fax: +45 8715 0201

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