Department of Economics and Business Economics

Niels Haldrup


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11 October 2016   

Curriculum Vitae

Niels Haldrup


Personal information:

Date and place of birth:                   March 22, 1963, Aarhus, Denmark

Marital Status:                                    Married,2 children

Citizenship:                                        Danish



CREATES, Department of Economics and Business Economics, School ofBusiness and Social Sciences, Aarhus University,  Fuglesangs Allé 4, DK-8210 Aarhus V, Denmark.+45 5150 4526 (phone),



             PhD (Econ),1993, University of Aarhus.

MA (Econ), 1988, University of Warwick, UK.


Academic Positions:

Section Head (Econometrics), 2016-

Director and Research Fellow, Center for Research in Econometric Analysis of TimE Series, (CREATES), 2007-

Professor of Economics, Department of Economics, University of Aarhus, 1999-

             Research Scholar, Aarhus University Research Foundation, 2000.

             Associate Professor, Department of Economics, University of Aarhus, 1995-1999.

Jean Monnet Fellow, Department of Economics, EUI,Florence, Italy, 1992-1993.

             AssistantProfessor, Department of Economics, University of Aarhus, 1991-1995.

Research Scholar, Department of Economics, Universityof Aarhus, 1988-1991.


Main Visits Abroad:

Visiting Professor, Department of Economics, University of California,San Diego. February-June, 2000, September-December, 2014.

Visiting Professor, The Tinbergen Institute andErasmus University, Rotterdam, The Netherlands, October 1998.

                             VisitingFellow, European University Institute, Florence, Italy, January-August, 1997.

Postdoctoral Visiting Scholar, Department of Economics, University ofCalifornia, San Diego,

September-December, 1995.



             Associate Editor, MacroeconomicDynamics, 2012-

Associate Editor, ScandinavianJournal of Economics, 2006- 2014

             Associate Editor, Journal of Time SeriesEconometrics, 2008-

              Associate Editor, Journal of Applied Econometrics, 2004-

              RegionalEditor, Palgrave Texts in Econometrics;Palgrave Advanced Texts in Econometrics, 2011-

Editor (jointly with Pentti Saikkonen, Mika Meitz) Essays on Non-linear Time Series

Econometrics, Oxford University Press, 2013.

Guest Editor (jointly with David F. Hendry, Herman K. van Dijk) OxfordBulletin of Economics &Statistics 65, 2003: Special issue: Model Selection and Evaluation in Econometrics.

Guest Editor (jointly with TimBollerslev, Bent Jesper Christensen, and Asger Lunde), Journal

ofTime Series Econometrics, 2011: Special issue: Periodicity,Non-stationarity, and Forecasting of Economic and Financial Time Series.


Selected Honors, Awards, and Rankings:

Ranked as no. 128 in “Ranking of individuals by all econometricspublications based on standardized page counts, 1989-99”, and as no. 142 in “Impactcitation ranking of individuals by theoretical econometrics publications,1989-1999”. Reference: Badi H. Baltagi, 2003, Worldwide Institutional andIndividual Rankings in Econometrics over the Period 1989-1999, EconometricTheory, 19, 165-224.

Listed in Marquis Who’s Who in Science and Engineering, and Who’s Whoin the World.

Rigmor og Carl Holst-Knudsens Videnskabspris, 75,000 DKK (University ofAarhus Prize for Excellence in Research), May 2001.

“Den Gyldne Pegepind”, teaching award, University ofAarhus, May 1994, and May 2006.

Fellow of the Society for Financial Econometrics,SoFiE, 2012-

Knight of the Order of the Dannebrog (Ridder afDannebrog), 2010.



             ResearchGrant, (Aarhus University ResearchFoundation), 240.000 DKK, 2000.

Research Grant 275-05-0199 (Danish Social SciencesResearch Council), 3,223,272 DKK, 2005.

Research Grant (Danish Agency for Science Technology and Innovation), 2,300,000DKK: Danish Graduate Programme inEconomics, 2007-2012.

Research Grants (Danish Council for IndependentResearch), various grants: 912.000 DKK , 2006-2007, 96.000 DKK, 2008, 122.400DKK, 2009.

Research Grant (Ministry of Science Technology and Innovation),PhD scholarships: 1.856.000 DKK, 2008-2011.

Research Grant (Danmarks Nationalbank), 76.000 DKK,2008, 75.000 DKK, 2015.

Research Grant (NBER and NSF), 66.000 DKK, 2008.

Research Grant (Stevanovich Center for MathematicalFinance), 300.000 DKK, 2009.

Research Grant (The European Central Bank), 37.225DKK, 2009.

Research Grant (Danish National Research Foundation), 40,203,854DKK: Center for Research in EconometricAnalysis of TimE Series, CREATES. 2007-2012.

Research Grant (Danish National Research Foundation),40,000,000 DKK: Center for Research inEconometric Analysis of TimE Series, CREATES. 2012-2017.

Research Grant (Aarhus University ResearchFoundation), 500.000 DKK: AU-Ideas, 2014-16; 334.200 DKK: Guest Researchers,2013. 478.000 DKK: Guest Researchers, 2014; 112.000 DKK, Conference.

Research Grant (Villum Fonden), 469.000 DKK, 2015-17,Visiting Professor.

European Research Council, “Marie Skłodowska-CurieInnovative Training Networks” for the project “Training for Big Data inFinancial Research and Risk Management” (BigDataFinance), 4.117.649 DKK.2015-2019.



Graduate Student Advisees:

Christian M. Dahl (1996-1999), Purdue University; Michael Jansson(1996,-2000), Univ. of California, Berkeley; Peter M. Lildholt (1998-2002),Bank of England; Boriss Siliverstovs (1998-2001), German Institute for EconomicResearch (DIW), Berlin; Morten ØrregaardNielsen (1999-2003), Cornell University; Lars P. Stentoft (1999-2004), HECMontréal. Dmitri Koulikov (2001-2004), Nuffield College, University of Oxford; MartinSeneca (2003-2006), Bank of Iceland;  DavidGlavind Skovmand (2004-2007), Aarhus School of Business; Torben BeedholmRasmussen (2004-2010), Jyske Bank; Frank S. Nielsen (2006-2009), DONG Energy; EskeStig Hansen (2007-2010), Copenhagen Economics; Anders B. Koch (2007-2011),Aarhus University; Mateusz Piotr Dziubinski (2008-12), Aalborg University;Stefan Holst Bache (2008-2011), University of Southern Denmark; Laurent Callot(2009-12), Free University Amsterdam; Kasper Vinther Olesen (2010-2014), Bankof America; Niels Strange Hansen (2011-2014), Aarhus University; FedericoCarlini (2011-); Oskar Knapik (2013-2016); Carlos Vladimir Rodríguz-Caballero(2013-2016); Eduardo Vera-Valdés (2013-2016); Carsten Paysen T. Rosenskjold(2013-);


Memberships etc. (selected):


Committee member AbilitazioneScientifica Nationale, Ministery of Research, Roma, Italy, 2013-2014.

Member of the Scientific Committee (chair) for 2008NBER-NSF Time Series Conference, CREATES.

Fellow of the Society forFinancial Econometrics, SoFiE, 2012-

Council member, Society forFinancial Econometrics, SoFiE, 2009-2012

Member of the board for The Danish Center for Scientific Computing,2006-2007

Research Director, Danish GraduateProgramme in Economics, 2006-2008

Member of School Council, School of Economics andManagement, AU, 2005-2011

Member of Departmental Forum, Department of Economicsand Business, AU, 2012-13

Member of AU Forum for Research, (deputy chair) 2012-2015.

Member of the steering committee for Nordic Centerof Excellence Programme in the Humanities and the Social Sciences, 2004-2005.

Member of the steering committee, for the ESF SCSSprogramme “Quantitative Methods in the Social Sciences”, 2004-2008

Member of the board, DREAM - Danish Rational Economic Agents Model,2004-2007

Member of the steering committee, Danish GraduateProgramme in Economics, 2002-2012

Member of Standing Committee EC2, 2002-

Research Fellow, The Institute for Study of Labor (IZA), 2002-

Member of the DanishSocial Science Research Council/ TheDanish Council for Independent Research-Social Sciences, (Statens Samfundsvidenskabelige Forskningsråd,Forskningsrådet for Samfund og Erhverv) 2001-2007

Member of the PhD board, Department of Economics, 1998-2012.

Member of The Econometric Society,1992-.

Member of the American EconomicSociety, 1992-.

Member of the Royal EconomicSociety, 1992-.


Invited Research Seminars:

Erasmus University, Rotterdam, Holland, 1991; CORE-Louvain-La-Neuve,Belgium, 1993; European University Institute, Florence, Italy, 1993; Universityof Limburg, Maastricht, Holland, 1994; Tinbergen Institute, Rotterdam, 1994;Institute for International Economic Studies, University of Stockholm, 1994;Uppsala University, 1994; European University Institute, Florence, Italy, 1995;University of California, Riverside, USA, 1995; University of California, SanDiego, USA, 1995; University of Bologna, Italy, 1997; University of Pennsylvania,USA, 1998; Tinbergen Institute and Erasmus University, Rotterdam, Holland, 1998;Pennsylvania State University, USA, 1998; University of Maastricht, Holland,1999; University of California, Riverside, USA, 2000; Humboldt University,Berlin, Germany, 2001; Universitat de les Illes Balears, Palma de Mallorca,Spain, 2002; University of Southampton, UK, 2002; Copenhagen Business School,Denmark, 2004; University of Copenhagen, 2005; Erasmus University, Rotterdam,2005; ESRC Econometric Study Group, Bristol, 2007 (invited speaker); StatistiskSentralbyrå, Oslo, 2007; University of Oslo, 2007; CORE Louvain la Neuve, 2008;European University Institute, Firenze, 2009; Free University Amsterdam, 2011;Erasmus University Rotterdam, 2011; Leibnitz Universität Hannover, 2011; OxfordUniversity, 2013; University of California at San Diego, 2014; DIW Berlin,2015; Brunel University, 2015, Queen Mary College, 2015, University of Rome TorVergata, 2016,


Refereeing and Programme Committees:

Organizer and co-organizer of numerous workshops andsymposia (15-30 participants) at CREATES 2007-.

Member of the Programme Committee, the EuropeanMeeting of the Econometric Society, 1996 (Istanbul), 1998 (Berlin), 1999(Santiago di Compostela), 2002 (Venice), 2007 (Budapest), 2008 (Milan), 2009(Barcelona), 2011 (Oslo)

Organizing Committee (Chair), 2010 (EC)2-meeting, Real Time Econometrics,CREATES.

Member of the Programme Committee, HUKU Conference, Berlin, 2013, VieCo Conference, Vienna, 2017.

Organizer Committee (Chair), 2015, 8th Annual Meeting of theSociety for Financial

Econometrics, SoFiE, Aarhus.

Organizing Committee (Chair), 2013, OxMetrics 13th Conference,CREATES.

Member of the Programme Committee, OxMetrics Conference 2013 (CREATES),2014 (Washington).

Member of the Programme Committee, The Society forFinancial Econometrics Annual Conference, 2009 (Geneva), 2014 (Toronto).

Joint Programme Chairman and organizer, SoFiE-CREATESjoint conference, Measuring and Predicting Risk from Financial High FrequencyData, 2010.

Programme Chairman and organizer of the 2008 NBER-NSFTime Series Conference, (Aarhus).

Programme Chairman of the 2002 EC2-meeting,(European Conferences of the

Econom[etr]ics Community), Bologna, Italy.

Refereeing of research proposals for the “Natural Sciences and Engineering Research Council of

Canada”,1996, 1997, and the “Natural Science Foundation”, USA, 2000, 2003

Reviewer, Turku Institute for Advanced Studies, 2011.

Member of peer reviewer panel, EuropeanScience Foundation (ESF), 2006-

Ad hoc refereeing: The Journal of Econometrics, The ScandinavianJournal of Economics,

Econometric Theory, Journal of Applied Econometrics, InternationalJournal of Forecasting, The European Journal of Political Economy, Journal ofBusiness and Economic Statistics, Econometric Reviews, Journal of Time SeriesAnalysis, Economic Journal, Journal of Money Credit and Banking, StatisticaNeerlandica, Statistica, Journal of Empirical Finance, Statistical Papers, TheEconometrics Journal, Oxford Bulletin of Economics and Statistics, Review ofEconomics and Statistics, Empirical Economics, Economica, Econometrica,Bulletin of Economic Research, Journal of Population Economics, NationaløkonomiskTidsskrift, International Economic Review, Empirica, German Economic Review,Arab Journal of Administrative Sciences, Review of Economic Studies,International Economic Review, Energy Journal, Studies in Nonlinear Dynamicsand Econometrics, Computational Statistics and Data Analysis, various editedbooks.


Thesis and Position Assessment Committees:

PhD Theses: Kerstin Jacobsen (1994), IIES, Universityof Stockholm; Kristina Kostial (1994), Stefania Fabrizio (1995), Matteo Manera(1998), Fragiskos Archontakis (2002), European University Institute, Florence;Kim Lind (1998), Heino Bohn Nielsen (2004), University of Copenhagen; ThorarinnPetursson (1998), Asger Lunde (1999), Morten Berg Jensen (2000), Michael SvarerNielsen (2000), Julia Chiriaeva (2005), Morten Spange (2005), University ofAarhus; Heikki Kauppi (1999), University of Helsinki; Alain Hecq (2000), Universityof Maastricht;  Gabriel Pons Rotger(2001), University of Barcelona; Christopher Peacock (2002), University ofSouthampton; Ulf Erlandsson (2005), University of Lund; Per Frederiksen (2006),Aarhus School of Business; Irma Hindrayanto (2011), Free University Amsterdam;Peter Exterkate (2011), Erasmus University Rotterdam; André Kallåk Anundsen(2014), University of Oslo.


Position and Honorary Awarding Committees:

Assistant professor (1997), University of Aarhus; Associate professor (1999),University of Copenhagen; Associate professor (2000), University of Aarhus; Temporaryassociate professor, (2000), University of Aarhus; Docent (2001), StockholmSchool of Economics; Associate professor (2001), Aarhus School of Business;Senior researcher (2002), Danish Research Institute of Food Economics; Full professor(2004), University of Southern Denmark; Full professor (2006), University ofCopenhagen, (2006, Head of assessment committee); Honorary Doctoral DegreeCommittee (2003), Prof. Clive W. J. Granger, University of Aarhus; Fullprofessor (2010), European University Institute, Firenze; Full and AssociateProfessors (2013-2014), Abilitazione Scientifica Nationale, Roma;



More than 40 publications in international peerreviewed journals including: Journal ofEconometrics, Journal of Applied Econometrics, Journal of Business and EconomicStatistics, Econometric Theory, Statistics and Probability Letters,Computational Statistics and Data Analysis, Studies in Nonlinear Dynamics andEconometrics, Palgrave Handbook of Econometrics, Journal of Forecasting, OxfordBulletin of Economics and Statistics, Journal of Time Series Analysis, EconomicPolicy, Statistica Neerlandica, Journal of Economic Surveys, Journal of PolicyModelling, Journal of Competition Law and Economics, Economics Letters, EnergyEconomics.