Spring School > Lecturers

Christian BROWNLEES, Universitat Pompeu Fabra

"Large dimensional network models"

Christian Brownlees is an Associate Professor in the Department of Economics and Business at the Universitat Pompeu Fabra since 2017. His research interests include: Time Series, Forecasting, Network Analysis, Statistical Computing, Empirical Finance. He published in top field journals including Journal of Business and Economics Statistics, Journal of Monetary Economics, Journal of Econometrics, The Review of Economics and Statistics and The Review of Financial Studies among others.

Peter Reinhard HANSEN, University of North Carolina

"Estimation of covariances and correlations in finance"

Peter Hansen is the Henry A. Latané Distinguished Professor in Economics at the University of North Carolina, Chapel Hill. He holds a M.Sc in Mathematics and Economics from University of Copenhagen and a Ph.D. in Economics from University of California, San Diego. Before joining the Department of Economics at UNC in 2016, he was Professor of Econometrics at the European University Institute (2011-2016), Assistant Professor of Economics at Stanford University (2004-2012) and Assistant Professor of Economics at Brown University (2000-2004). He is the current director of the (EC) 2 conference series.

Peter Hansen is also associate editor of Journal of Applied Econometrics, Econometric Theory and Journal of Econometric Methods.

He published many articles in leading journals including Econometrica, Journal of Econometrics, Econometric Theory and Journal of Business and Economic Statistics.

© Barcelona School of Economics, University of North Carolina