On Wednesday, 17 May 2023 the Econometric Institute will organise a Research Workshop on Econometric Advances in Macro and Finance with Professor Sydney Ludvigson as keynote speaker. Other confirmed presenters are Pierrie Collin-Dufresne, Cesare Robotti, Valentina Raponi, Frank Kleibergen, and Tim Kroencke.
- Speaker
- Date
- Wednesday 17 May 2023, 09:00 - 17:30
- Type
- Workshop
- Spoken Language
- English
- Room
- C1-4
- Building
- Theil Building
- Location
- Campus Woudestein
Poster session open to PhD students and junior researchers
During the workshop, there will be a poster session open to PhD students and junior researchers. If you want to participate, you can submit an extended abstract below.
Programme
This workshop follows the Tinbergen Econometrics Lectures 2023, which will be given by Professor Ludvigson on the Monday and Tuesday preceding the workshop.
| Time | Topic | Speaker |
|---|---|---|
| 09:10-09:25 | ||
| 09:25-09:30 | Opening remarks | |
| 09:30-10:30 | Monetary-Based Asset Pricing: A Mixed-Frequency Structural Approach | Sydney Ludvigson (New York University) |
| 10:30-10:55 | Coffee break | |
| 10:55-11:50 | Admissible Surplus Dynamics and the Government Debt Puzzle | Pierre Collin-Dufresne (EPFL) |
| 11:50-12:45 | Priced Risk in Corporate Bonds | Cesare Robotti (Warwick Business School) |
| 12:45-14:15 | Lunch - poster session | |
| 14:15-15:10 | Identification robust inference for risk premia in short panels | Frank Kleibergen (University of Amsterdam) |
| 15:10-16:05 | A Skeptical Appraisal of Robust Asset Pricing Tests | Tim Kroencke (University of Neuchâtel) |
| 16:05-16:30 | Coffee break | |
| 16:30-17:25 | Dissecting Anomalies in Conditional Asset Pricing | Valentina Raponi (IESE) |
| 17:25-18:15 | Drinks |
Registration
Registration is closed.
Contact
See also
- More information
Econometric Institute, phone: +31 (0)10 408 12 59/ 12 64, Email: eb-secr@ese.eur.nl
