Niels Haldrup

Staff portrait: Niels Haldrup

Niels Haldrup is professor at the Department and is director of CREATES.

How long have you been employed at the Department of Economics and Business Economics?
Well, just for a few months with the current name of the department. However, I have been employed at Aarhus University since 1988 and had my 25th anniversary a couple of years ago. I could have taken the day off, but realized too late J

What is your background?
I acquired my MA in economics from University of Warwick, and my PhD from Aarhus University. Since then I have been employed at the Department and became a Professor in 1999. I’ve spent several sabbatical periods at University of California in San Diego and I was a Jean Monnet Fellow at the European University Institute in Florence for a year early in my career. Since 2007 I have been director of CREATES, which is partially funded by the Danish National Research Foundation.

What is your main area of research?
My main area of research is theoretical and applied econometrics in general terms with particular focus on time series econometrics. This includes the econometrics of seasonality, non-stationary time series econometrics and long memory. More recently, I have worked on the econometric modelling of price behavior of power markets.

What research projects are you working on at the moment?                                                                                                                              
With co-authors I am currently working on a number of projects including the modelling of the term structure of mortality using factor models, spatial modelling of electricity prices in power grids, high dimensional factor models with long memory, discriminating between spurious and genuine long memory processes, amongst other things.

What are you involved in teaching-wise at the moment?
In addition to supervising PhD and masters students, I am sharing the teaching of the course “Time Series Econometrics” with a colleague.

Are you planning to take part in any conferences or the like abroad in the future?
In mid August I will present a paper at the 2015 Econometric Society World Congress in Montreal. Later in the fall I will participate in a conference in Salvador in Brazil. Next year, I currently have plans to visit various universities in Spain and I schedule a visit to Australia (QUT in Brisbane, University of Sydney, amongst other places) in the (European) fall.

Are you expecting any visiting researchers from abroad in the near future (or have you had any visitors from abroad recently)?
At CREATES we have a regular flow of both long term and short term visitors. During 2014 we had 50-60 visiting professors to give seminars, PhD courses, and to collaborate on research projects. Also, during 2014 CREATES hosted 11 visiting PhD students from various international universities.

Are you collaborating with researchers from other departments at AU at the moment?
Nope, not on research projects. But I do collaborate along a number of dimensions, especially with people from Department of Mathematics.

What do you do when you are not at work?
Well, I have a lovely family and two sons aged 9 and 12 who teach me a lot about computers. In addition, I love relaxing with garden work, in-land and coastal fishing, as well as hunting (Yes, I shoot animals, - but a lion is still on the to-do list). I also love to relax with acrylic painting.

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