Niels Haldrup acquired his PhD in economics from Aarhus University in 1993 and since 1999 he has been a professor of economics at the School of Economics and Management.

He has been a member of the Danish Social Sciences Research Council (2001-2007) and Research Director for the Danish Graduate Programme in Economics, DGPE, (2002-2008). Presently he is Director of CREATES.

His research interests include non-stationary time series analysis, seasonality, long memory and the modelling of persistence in economic time series. He has published more than 30 articles in peer-reviewed journals including Journal of Econometrics, Journal of Business and Economic Statistics, Journal of Applied Econometrics, and Econometric Theory. He is member of the editorial board for Scandinavian Journal of Economics, Journal of Applied Econometrics, and Journal of Time Series Econometrics.

• Niels Haldrup, Svend Hylleberg, Gabriel Pons and Andreu Sansó, 2007, Common Periodic Correlation Features and the Interaction of Stocks and Flows in Daily Airport Data. Journal of Business and Economic Statistics 25, pp. 21-32.
• Niels Haldrup and Michael Jansson, 2006, Improving Power and Size in Unit Root Testing. Palgrave Handbooks of Econometrics: Vol. 1 Econometric Theory, Chapter 7. T. C. Mills and K. Patterson (eds.) Palgrave McMillan, Basingstoke.
• Niels Haldrup and Morten Ørregaard Nielsen, 2006, A Regime Switching Long Memory Model for Electricity Prices. Journal of Econometrics 135, pp. 349-376.
• Niels Haldrup, Antonio Montanés and Andreu Sansó, 2005, Measurement Errors and Outliers in Seasonal Unit Root Testing. Journal of Econometrics 127, pp. 103-128.
• Michael Jansson and Niels Haldrup, 2002, Regression Theory for Nearly Co-integrated Time Series. Econometric Theory 18(6), pp. 1309-1335.
• Clive W. J. Granger and Niels Haldrup, 1997, Separation in Cointegrated Systems and Persistent-Transitory Decompositions. Oxford Bulletin of Economics and Statistics 59, pp. 449-463.