February 10, 2016
Salle du sénat académique
CORE (Center for Operations Research & Econometrics) and CeSAM (Center of studies of Asset Management) are organizing a CORE-Wide seminar with Prof. Lars Peter HANSEN (University of Chicago). The seminar will be held on February 10, 11:00 a.m. at UCL.
And it's a wrap! If you weren't able to attend, the video of Lars Peter HANSEN's seminar will be uploaded on our website in the coming days so stay tuned! #CORE50 #CORENobelTalks
Prof. Lars Peter Hansen
Lars Peter Hansen is an internationally known leader in economic dynamics who works at the boundary of economics and statistics. He is a recipient of the 2013 Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel. Hansen is recognized for making fundamental advances in our understanding of how economic agents cope with changing and risky environments. He has contributed to the development of statistical methods designed to explore the interconnections between macroeconomic indicators and assets in financial markets. These methods are widely used in empirical research in financial economics. Before receiving the Nobel Prize in Economic Sciences, he received several other awards and honors. Hansen won the 2010 BBVA Foundation Frontiers of Knowledge Award in the Economics, Finance and Management “for making fundamental contributions to our understanding of how economic actors cope with risky and changing environments.” He also received the CME Group-MSRI Prize in Innovative Quantitative Applications in 2008 and the Erwin Plein Nemmers Prize in Economics from Northwestern University in 2006.
Lars Peter Hansen’s recent work focuses on uncertainty and its relationship to long run risks in the macroeconomy. He explores how models that incorporate ambiguities, beliefs, and skepticism of consumers and investors can explain economic and financial data and reveal the long-term consequences of policy options. Hansen, Thomas J. Sargent, and coauthors have recently developed methods for modeling economic decision-making in environments in which uncertainty is hard to quantify. They explore the consequences for models with financial markets and characterize environments in which the beliefs of economic actors are fragile. Sargent and Hansen coauthored Robustness',' which explores implications of robust control theory for macroeconomic modeling when the decision maker is skeptical of any single statistical model's ability to capture how decisions are linked to outcomes.
Salle du Sénat Académique (3rd floor of "Les Halles")
Place de l'Université 1, 1348 Louvain-la-Neuve
Please note that registration is free but mandatory. To register, simply fill out the form.
Zhengyuan GAO (CORE), Leonardo IANIA (CeSAM/CORE) and Sébastien VAN BELLEGEM (CORE).
Prof. Lars Peter Hansen will also present a seminar at the National Bank of Belgium (NBB), entitled "Misspecified Recovery".
Joint Financial Research and Macroeconomics Seminar: National Bank of Belgium, Rue Montagne aux Herbes Potagères 61, 1000 Brussels. Belgium
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