llceco

Økonomisk Institut

Lisbeth
La Cour
Professor MSO
,
Time Series Econometrics, Lic.polit, viceinstitutleder


Kontor: POR/16.A-1.84
Tel:
+4538152488
E-mail: llc.eco@cbs.dk
Præsentation

Applied Econometrics meaning econometric models and methods used in various fields of Economics. Originally I was a time series econometrician specializing in VAR- and cointegration models. I have extended my profile to e.g. also study panels data sets and measurement of treatment effects based on selection models. As seen above, economically my research interests has a very broad economic focus.

Primære forskningsområder
  • Econometrics applied to e.g. exchange rates  using VAR/cointregation modelling
  • Econometrics applied to productivity analysis and spill-over effects using panel data methods
  • Econometrics applied to Industrial Organisation problems like market domination
  • Econometrics applied to course evaluation and education more generally
  • Econoemtrics applied to growth models
  • Econometrics applied to public procurement
Curriculum Vitae
Link til denne hjemmeside
www.cbs.dk/staff/llceco
Kurser

Previously taught courses:

  • Applied Econometrics
  • Macroeconomics
  • Empirical Methods in Business Economics
Vejledning

Business Project and Master Thesis at cand.merc.:

  • AEF
  • FSM
  • FIR

Bachelor Thesis at:

  • HA-IB
  • HA(mat)
Udvalgte publikationer
  • Modelling the ECU against the US Dollar: A Structural Monetary Interpretation’. Journal of Business and Economic Statistics 2000, vol 18, No 4, pp 436-450, with Ronald MacDonald, Universitiy of Glasgow
  • A Parametric Characterization  of  Integrated  Vector Autoregressive (VAR) Processes’. Econometric Theory 1998, 14, pp 187-199
  • The Sale of Alcohol in Denmark - Recent Developments and Dependencies on Prices/Taxes’. Applied Economics 2009 vol 41 (9), pp 1089-1103, with Anders Milhøj, University of Copenhagen
  • Competition, Ownership and Productivity. A Panel Analysis of Czech Firms, Journal of Economics and Business 2013 vol 69, pp86-100, with Delia Baghdasaryan, GAEL-INRA
  • How large is the benefit for university student performance of participation in a private tutorial course? The case of Macro Economics at the Diploma Program in Business Economics at Copenhagen Business School, with Anders Milhøj, submitted
Publikationer sorteret efter:
2013
Delia Baghdasaryan; Lisbeth la Cour / Competition, Ownership and Productivity : A Panel Analysis of Czech Firms .
I: Journal of Economics and Business, Vol. 69, Nr. 9-10, 9.2013, s. 86-100
Tidsskriftartikel > peer review
Lisbeth la Cour; Anders Milhøj / Public Procurement : An Explorative Study of the Tender Electronic Daily (TED).
I: Symposion i anvendt statistik: 28.-29. januar 2013. . red. /Peter Linde. København : Danmarks Statistik 2013, s. 178-194
Konferencebidrag i proceedings > peer review
2012
Lisbeth la Cour; Anders Milhøj / Cointegration and Quantile Regression : Some Ideas and an Explorative Study within the Field of Stock Market Common Trends .
I: Symposium i anvendt statistik. red. /Peter Linde. København : Danmarks Statistik 28. Symposium i Anvendt Statistik, 2012, s. 240-252
Bidrag til bog/antologi > peer review
2011
Lisbeth la Cour; Anders Milhøj / Does Participation in a Private Tutorial Course Increase the Performance of Students? : The Case of Macro Economics at the Diploma Program in Business Economics at CBS.
I: Symposium i anvendt statistik: 24.-26. januar 2011. . red. /Peter Linde. København : Københavns Universitet 2011, s. 180-191
Konferencebidrag i proceedings > peer review
Lisbeth la Cour; Anders Milhøj / Temporal Aggregation in First Order Cointegrated Vector Autoregressive models
I: Advances and Applications in Statistical Sciences, Vol. 6, Nr. 4, 2011, s. 207-227
Tidsskriftartikel > peer review
2010
Lisbeth la Cour; Anders Milhøj / Beregning af Value at Risk (VaR) ved hjælp af kvantilregression
I: Symposium i anvendt statistik: 25.-27. januar 2010. . red. /Peter Linde . København : Københavns Universitet 2010, s. 321-330
Konferencebidrag i proceedings
Lisbeth la Cour; Delia Baghdasaryan / Competition, Ownership and Productivity : A Panel Analysis of Czech Firms.
Paper presented at The 37th Annual European Association for Research in Industrial Economics Conference EARIE 2010, 2010
Paper > peer review
2009
Lisbeth la Cour; Anders Milhøj / Anvendelse af kvantilregression ved beregning af betaværdier for en aktie i det danske Omxc20 indeks
I: Symposium i anvendt statistik 2009. red. /Peter Linde. : Danmarks Statistik 2009, s. 228-237
Konferencebidrag i proceedings
Delia Baghdasaryan; Lisbeth la Cour / Competition, Ownership and Productivity : A Panel Analysis of Czech Firms.
I: Symposium i anvendt statistik 2009. red. /Peter Linde. : Danmarks Statistik 2009, s. 146-164
Konferencebidrag i proceedings
Delia Baghdasaryan; Lisbeth la Cour / Competition, Ownership and productivity : A Panel Analysis of Czech Firms.
Frederiksberg : Copenhagen Business School, CBS 2009, 21 s. (Working Paper / Department of Economics. Copenhagen Business School, Nr. 1-2009)
Working paper
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