More information
Work
- Christoph Bertsch, Isaiah Hull, Robin L. Lumsdaine & Xin Zhang (2025) - Central bank mandates and monetary policy stances: Through the lens of Federal Reserve speeches - Journal of Econometrics - doi: 10.1016/j.jeconom.2025.105948 - [link]
- Robin Lumsdaine, Ryo Okui & Wendun Wang (2023) - Estimation of panel group structure models with structural breaks in group memberships and coefficients - Journal of Econometrics, 233 (1), 45-65 - doi: 10.1016/j.jeconom.2022.01.001 - [link]
- Robin Lumsdaine, DN Rockmore, NJ Foti, G Leibon & JD Farmer (2020) - The Intrafirm Complexity of Systemically Important Financial Institutions - Journal of Financial Stability, 52 - doi: 10.1016/j.jfs.2020.100804 - [link]
- MD Flood, Robin Lumsdaine, DY Kenett & JK Simon (2020) - The Complexity of Bank Holding Company Resolution: A Topological Approach - Journal of Banking and Finance, 118 (September) - doi: 10.1016/j.jbankfin.2020.105789
- Robin Lumsdaine & Rogier Potter van Loon (2017) - Do Survey Probabilities Match Financial Market Beliefs? - Journal of Behavioral Finance, 19 (2), 209-220 - doi: 10.1080/15427560.2017.1376330 - [link]
- Robin Lumsdaine (2017) - Econometric Perceptions and Complexities
- Dick van Dijk, Robin Lumsdaine & Michel van der Wel (2016) - Market set-up in advance of Federal Reserve policy rate decisions - The Economic Journal, 126 (592), 618-653 - doi: 10.1111/ecoj.12372 - [link]
- Robin Lumsdaine & A Golan (2016) - On the construction of prior information: An info-metrics approach
- Robin Lumsdaine & SJC Vermeer (2015) - Retirement timing of women and the role of caring responsibilities for grandchildren - Demography, 52 (2), 433-454 - doi: 10.1007/s13524-015-0382-5
- Dick van Dijk, Robin Lumsdaine & Michel van der Wel (2014) - Market set-up in advance of Federal Reserve policy decisions
- Robin Lumsdaine & A Exterkate (2013) - How survey design affects self-assessed health responses in the survey of health - European Economic Review, 63, 299-307 - doi: 10.1016/j.euroecorev.2013.06.002
- Robin Lumsdaine (2003) - Comment on 'Statistical Adequacy and the Testing of Trend versus Difference Stationarity' - Econometric Reviews, 22 (3), 247-252
- Robin Lumsdaine (2003) - Correlation, models, and risk management in challenging times - Journal of Financial Econometrics, 40-51
- Robin Lumsdaine & S Prasad (2003) - Identifying the common component in international economic fluctuations - The Economic Journal, 113, 101-127
- D Ben-David, Robin Lumsdaine & DH Papell (2003) - The unit root hypothesis is long-term output: evidence from two structural breaks for 16 countries - Empirical Economics: A quarterly journal of the Institute for Advanced Studies, 28 (2), 303-319
- G Bekaert, Robin Lumsdaine & CR Harvey (2002) - Dating the integration of world equity markets - Journal of Financial Economics, 21 (3), 295-350
- G Bekaert, Robin Lumsdaine & CR Harvey (2002) - The dynamics of emerging market equity flows - Journal of International Money and Finance, 21 (3), 327-363
- WF Bassett & Robin Lumsdaine (2001) - Probability limits: are subjective assessments adequately accurate? - Journal of Human Resources, 36 (2), 327-363
American University - KOGOD School of Business
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- WASHINGTON
Center of Financial Stability
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- NEW YORK
- Description
- senior fellow
Journal of Financial Econometrics
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- OXFORD
- Description
- Associate Editor of the journal
National Bureau of Economic Research
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- MASSACHUSETTS
- Description
- Research Associate
Netspar
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- TILBURG
- Description
- Fellow
New York University
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- NEW YORK
- Description
- Research Affiliate, Volatility Institute
Society for Financial Econometrics (SoFIE)
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- NEW YORK
- Description
- Treasurer/Member of Governing Council
University of Portsmouth
- Start date approval
- January 2017
- End date approval
- December 9999
- Place
- PORTSMOUTH
- Description
- unpaid Visiting Professor
Advisory Scientific Committee, ESRB
- Start date approval
- May 2023
- End date approval
- April 2027
- Place
- FRANKFURT
- Description
- Committee Member
