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 , 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 (鲍苍颈惫别谤蝉颈迟测&苍产蝉辫;辞蹿&苍产蝉辫;狈别耻肠丑芒迟别濒) |
| 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
