Economics and Finance
Professor Robin L. Lumsdaine
- Qualifications: Ph.D. and M.A. in economics, Harvard University; B.S. in mathematics, Brown University
- Role Title: Professor of Economics
- Address: Richmond Building Portland Street Portsmouth PO1 3DE
- Telephone: +1-202-885-1964
- Email: email@example.com
- Department: Economics and Finance
- Faculty: Portsmouth Business School
I joined the Kogod School of Business at American University as the Crown Prince of Bahrain Chair in International Finance. I was previously an Associate Director in the Division of Banking Supervision and Regulation and Head of the Quantitative Risk Management Group at the Board of Governors of the Federal Reserve System. Before joining the Board, I was a Director in the Global Markets Research division of Deutsche Bank where I served as the Global Inflation-Linked Bond Strategist. I have also held positions as Professor of Economics at Brown University, Senior Economist at the President's Council of Economic Advisers, and Assistant Professor at Princeton University.
Area of Expertise: global financial markets, recent financial crisis, sovereign debt, volatility, banking, financial regulation, Basel II and capital requirements, risk management, stress testing, asset management, fixed income, Treasury securities, inflation-linked bonds (e.g.,TIPS), GSEs, inflation/stagflation/deflation, aging, retirement income, retirement planning, pensions, Social Security, healthcare, Medicare, eldercare (caregiving for the elderly), statistical modeling
Additional Information: I joined Kogod from the Board of Governors of the Federal Reserve System, where I was an associate director in the Division of Banking Supervision and Regulation and Head of Quantitative Risk Management. I am also a research associate of the National Bureau of Economic Research and a senior fellow of the Center for Financial Stability. Earlier in my career, I was a director at Deutsche Bank, a professor at Brown University, and an assistant professor at Princeton University. I have also served as a senior economist for the White House Council of Economic Advisers. In addition, I have been an associate editor for the Journal of Business and Economic Statistics, and a National Fellow at the Hoover Institution, Stanford University.
International Finance, Econometrics, Banking Regulation, Pensions, ALM, Fixed Income
Professor Lumsdaine's publication credits include a range of economics and finance journals including Econometrica, Journal of Financial Economics, Review of Economic Studies, Journal of Business and Economic Statistics, Journal of International Money and Finance, Review of Economics and Statistics, the Economic Journal, and others.
- Market Set-Up in Advance of Federal Reserve Policy Rate Decisions," Economic Journal 126 (May), 618-653, 2016 [with Dick van Dijk and Michel van der Wel]. doi: 10.1111/ecoj.12372.
- "Retirement Timing of Women and the Role of Care Responsibilities for Grandchildren," Demography 52, 433-454, 2015 [with Stephanie J.C. Vermeer]. doi: 10.1007/s13524-015-0382-5.
- "How Survey Design Affects Self-Assessed Health Responses in the Survey of Health, Ageing, and Retirement in Europe (SHARE)," European Economic Review, 63, pp. 299-307, 2013[with Anneke Exterkate].
- "Why Systemic Risk Considerations Affect the Market for Long-Term Care Insurance," The Economists' Voice: Vol. 8: Iss. 3, Article 3, October 2011.
Professor Lumsdaine's research has also been featured in the following articles:
Kogod Now, Fall 2011. "Aging & Health Care." View article
Work in progress:
- Wall Street vs. Main Street: An Evaluation of Probabilities, NBER working paper #19103 [with Rogier J.D. Potter van Loon].
- The Relationship between Oil Prices and Breakeven Inflation Rates
- What the Market Watched: Bloomberg News Stories and Bank Returns as the Financial Crisis Unfolded