Enrique Sentana has been Professor of Economics at CEMFI in Madrid since 1992. Prior to that, he was a lecturer at the LSE Economics Department. He is also affiliated with the LSE Financial Markets Group and the Centre for Economic Policy Research (CEPR). He holds a BSc in Economics from the University of Alicante, an MSc in Econometrics and Mathematical Economics from the London School of Economics and a PhD in Economics from the same institution.
He has served as editor of the Review of Economic Studies, co-editor of the Journal of Financial Econometrics and associate editor of several other journals. He has also been Scientific Organiser of the European Meetings of the Econometric Society, the Finance Forum and the Symposium of Economic Analysis, and has served as programme committee member of many other international conferences. He is a Fellow of the Econometric Society and former President of both the Spanish Finance Association and the Spanish Economic Association. He received the Rey Jaime I Prize awarded by the Fundacion Valenciana de Estudios Avanzados for highly significant scientific work in Economics in 2014.
He contributed to the development of multivariate dynamic factor models for time-varying volatilities and correlations, designing forward inference methods for them and analysing their asset pricing implications in theory and practice. He has also worked on the predictability of stock returns and exchange rates, volatility derivatives, inference methods for mean variance frontiers, identification tests of structural models and estimation by simulation. More recently, he has studied (conditional) distributions for financial returns, with applications to portfolio allocation, option valuation and risk management.
Fabio Canova is Professor of Economics at BI Norwegian Business School, program director of the Budapest School of Central Bank Studies, Head of Training at the Florence School of Banking and Finance, Director of theInternational Association of Applied Econometrics, member of the scientific committee of the Euro Area Business Cycle network, a permanent research visitor at the European Central Bank and an editor of the Journal of AppliedEconometrics.
In the recent past he has been program chair for the European Meetings of the Econometric Society 2014, a panelist of ANVUR in 2013, coeditor of the Journal of the European Economic Association from 2008 to 2013 and a referee for ERC, NSF, ESRC proposals. He has also held The Pierre Werner Chair at the European University Institute from 2012 to 2014, a ICREA research professorship at Universitat Pompeu Fabra from 2005 to 2012 and a chairin Monetary Economics at the University of Bern in 2008.
Has has taught classes in numerous universities and given professional courses at the Bank of England, Riksbank, Bank of Italy, Bundesbank, ECB, Bank of Spain, Bank of Portugal, Bank of Hungary, Bank of Argentina, Banco do Brazil, Banco de Peru, South African Central Bank, Central Bank of Indonesia, Swiss National Bank, Banco de Mexico, Banco de La Republica de Colombia, Banco de Venezuela, Bank of Israel, Monetary and Banking Institute of Iran, Waifem, Central Bank of Chile, Central Bank of Korea, Bank of Albania, at the EABCN, at the Central Bank program in Genzersee, the IMF, the EU commission, the UK Foreign Office and UK treasury, among others. He has held consultancy positions with the Bank of England, the ECB, the Bank of Italy, the Bank of Spain, The Norges Bank and the IMF.
He has published over 85 articles in international journals and his graduate textbook, Methods for Applied Macroeconomic Research, has been published in 2007 by Princeton University Press and translated in Chinese in 2010.
Barbara Rossi is an ICREA professor of Economics at Universitat Pompeu Fabra. She previously has been an Associate Professor with tenure at the department of Economics at Duke University, after earning her Ph.D. from Princeton University. She is a CEPR Fellow, is a member of the CEPR Business Cycle Dating Committee and a Director of the International Association of Applied Econometrics. She has also been visiting researcher at the University of California—Berkeley, the University of Montreal, UC San Diego, the Federal Reserve Banks of Atlanta and Philadelphia, Norges Bank, Bank of France, and ENSAE-CREST.
Professor Rossi specializes in the fields of time series econometrics,applied international
finance and macroeconomics. Her current research focuses on forecasting and macroeconometrics. She has published her research findings in the Review of Economic Studies, Quarterly Journal of Economics, and other topjournals. Her research has been awarded two National Science Foundation, a Marie Curie and an ERC grants.
She has presented her findings at a variety of professional conferences and meetings, including the Econometric Society Meetings, the NBER-NSF Time Series Conference, the SED meetings, the Joint Statistical Meetings, the NBER, as well as the AEA meetings.
She serves as the editor of the Journal of Applied Econometrics and as an associate editor of Quantitative Economics, and is the Program Chair for the 2016 Econometric Society European Summer Meetings.
Jesper Linde defended his PhD-thesis in empirical macroeconomics at the Stockholm School of Economics in 1999. Between 1999-2006, he worked in the research department at Sveriges Riksbank, and during 2006-2008 is was head of the modelling unit at the monetary policy department. In 2008, he took up the position as Section chief for the Trade and Financial Studies section in the Division of International Finance at the Board of Governors of the Federal Reserve System (in Washington D.C.). In the fall of 2014, Linde returned to the Riksbank as Head of Research. Since January 2015, Linde is also part-time associate professor at the Stockholm School of Economics
Linde’s main research interests are applied macroeconomics and credit risk modelling. Linde has published papers in leading academic journals like the American Economic Review, Journal of the European Economic Association, Journal of Monetary Economics, Journal of International Economics, and in the Journal of Banking and Finance. He has received an outstanding referee award from several journals, including the American Economic Review and the Journal of Economic Dynamics and Control, and is since 2014 an associate editor of the Scandinavian Journal of Economics. Linde has also taught courses in monetary economics in the PhD student program in Stockholm, and been faculty opponent on PhD dissertations at various universities.