Professor of Econometrics
Vrije Universiteit Amsterdam School of Business and Economics
CREATES, Aarhus University
Tinbergen Institute
VU Econometrics
The
Department of Econometrics
is part of the
Vrije Universiteit Amsterdam
School of Business and Economics.
VU Econometrics Group
Faculty
- prof. dr. Eric Beutner (PhD Aachen University, Germany)
- dr. Frits Bijleveld (PhD VU Amsterdam, NL; Researcher at SWOV Institute for Road Safety Research)
- prof. dr. Francisco Blasques (PhD Maastricht University, NL)
- prof. dr. Kris Boudt (PhD K.U. Leuven, Belgium;
Professor of Econometrics and Finance, Ghent University, Belgium)
- dr. Juan Juan Cai (PhD Tilburg University, NL)
- emeritus prof. dr. Jacques J.F. Commandeur (PhD Leiden University; Researcher at SWOV Institute for Road Safety Research)
- dr. Artem Duplinskiy (PhD Maastricht University, NL)
- dr. Marina Friedrich (PhD Maastricht University, NL)
- dr. Sebastien Fries (PhD CREST, Paris)
- dr. Paolo Gorgi (PhD University of Padova, Italy)
- dr. Lennart Hoogerheide (PhD Erasmus University Rotterdam)
- dr. Matteo Iacopini (PhD Venice University, Italy)
- dr. Hande Karabiyik (PhD Maastricht University, NL)
- prof. dr. Siem Jan Koopman (PhD London School of Economics, UK)
- dr. Yicong Lin (PhD Maastricht University, NL)
- prof. dr. Andre Lucas (PhD Erasmus University Rotterdam, NL)
- prof. dr. Jan R. Magnus (PhD University of Amsterdam, NL)
- dr. Geert Mesters (PhD VU Amsterdam, NL)
- dr. Marc Nientker (PhD VU Amsterdam, NL)
- dr. Julia Schaumburg (PhD Humboldt-Universität Berlin, Germany)
- dr. Sean Telg (PhD Maastricht University)
Research Associates
PhD students
- Ilka van de Werve MPhil, Tinbergen Institute
- Janneke van Brummelen MPhil, Tinbergen Institute
- Quint Wiersma MPhil, Tinbergen Institute
- Marente Vlekke MSc, CPB Netherlands Bureau for Economic Policy Analysis
- James Sampi Bravo MSc, World Bank
- Karim Moussa MSc Econometrics, VU Amsterdam, ABN-Amro
- Youri Weesi MSc Econometrics, VU Amsterdam ABN-Amro
- Meindert Heres Hoogerkamp MSc, Ministry of Education, Netherlands
- Mariia Artemova MPhil, Tinbergen Institute
- Georgia Banava MSc Econometrics, VU Amsterdam
- Noah Stegehuis MSc Econometrics, VU Amsterdam
- Michael van Baren MSc Econometrics, VU Amsterdam, PGGM
- Roman Gorlov MSc Quantitative Finance, Erasmus University Rotterdam, PGGM
- Yuxuan Gao MSc Statistics, School of Statistics, Southwestern University of Finance and Economics, Chengdu, Sichuan, P.R. China
Visiting PhD students
Former PhD students
- dr. Istvan Barra (Quantitative Researcher, Vice President at BlackRock)
- dr. Frits Bijleveld (SWOV Institute for Road Safety Research, Netherlands)
- dr. Agnieszka Borowska (Postdoc Researcher, Department of Statistics, University of Glasgow)
- dr. Falk Brauning (Economist, Research Department at Federal Reserve Bank of Boston)
- dr. Virginie Dordonnant (Data Scientist, RTE - Reseau de Transport d'Electricite, La Defense, Paris)
- dr. Irma Hindrayanto (Economic Research, De Nederlandsche Bank, Amsterdam)
- prof. dr. Marc Francke (Professor, Amsterdam Business School, University of Amsterdam and Head of Real Estate Research at Ortec Finance)
- dr. Paolo Gorgi (Assistant Professor, VU Amsterdam)
- dr. Pawel Janus (UBS Research, Zurich)
- dr. Borus Jungbacker (Morgan Stanley, London)
- dr. Mengheng Li (University of Technology Sydney Business School)
- dr. Rutger Lit (Nlitn, VU Amsterdam)
- dr. Kai Ming Lee (Booking.com, Amsterdam)
- dr. Rob Luginbuhl (CPB Netherlands Bureau for Economic Policy Analysis)
- dr. Geert Mesters (Assistant Professor, Department of Economics and Business, Universitat Pompeu Fabra, Barcelona GSE)
- dr. Marc Nientker (Assistant Professor, VU Amsterdam)
- dr. Marcel Scharth (Lecturer of Business Analytics, The University of Sydney Business School, Australia)
- dr. Bernd Schwaab (Financial Research, European Central Bank, Frankfurt)
- dr. Suncica Vujic (Associate Professor in Econometrics, Department of Economics, University of Antwerp)
- prof.dr. Michel van der Wel (Full Professor, Econometric Institute, Erasmus University and CREATES, Aarhus University, Denmark)
- dr. Marcin Zamojski (Research Fellow, University of Gothenburg's Centre for Finance, Sweden)
- dr. Xin Zhang (Economic Research, Sveriges Riksbank, Stockholm, Sweden)
- dr. Zhaokun Zhang (Shanghai University, China)
Former researchers at VU Econometrics
- dr. Giovanni Angelini, University of Bologna, Department of Statistical Sciences (PhD, University of Bologna).
- dr. Joao Valle e Azevedo, Head of Monetary Policy Division, Economics and Research Department, Banco de Portugal, Nova School of Business and Economics, and Catolica Lisbon School of Business and Economics (PhD Stanford University)
- dr. Marco Bazzi, Barclays, London (PhD University of Padova, Italy)
- dr. Charles S. Bos, Department of Finance, VU Amsterdam (PhD Erasmus University Rotterdam, NL)
- Giuseppe Buccheri, PhD student, Scuola Normale Superiore, Pisa.
- dr. Laurent Callot, Amazon, Berlin (PhD CREATES Aarhus University, Denmark)
- dr. Francesco Calvori, UnipolSai Assicurazioni, Bologna, Italy, (University of Florence)
- Marcos Cascone (UNICAMP, University of Campinas, Brazil, Department of Statistics and Scientific Computing)
- prof. dr. Drew D. Creal, University of Chicago Booth School of Business (PhD University of Washington)
- dr. Maria Angeles Carnero Fernandez, University of Alicante (PhD University Carlos III, Madrid)
- dr. Carolina Garcia Martos (PhD, Technical University of Madrid, UPM)
- prof.dr. G. Valle Moura, Universidade Federal de Santa Catarina, Department of Economics (PhD Kiel University)
- dr. Stefano Grassi, University of Rome 'Tor Vergata', (PhD CREATES Aarhus University)
- dr. Philip Gould (PhD, Monash University, Australia)
- dr. Xiaowen Jin, Hong Kong University
- dr. Johannes Tang Kristensen, Department of Mathematical Sciences, Aalborg University (PhD CREATES Aarhus University)
- dr. Katarzyna A. Lasak, Tinbergen Institute (PhD University Autònoma, Barcelona, Spain)
- dr. Xiuping Mao (PhD University Carlos III, Madrid, Department of Statistics)
- dr. Matias Pacce (PhD University of Alicante, Department of Economics)
- dr. Desislava Petrova, Institut Català de Ciències del Clima, Barcelona, (PhD University of Barcelona).
- dr. Luca Rossini (PhD University of Padova, Italy)
- dr. Douglas Eduardo Turatti (PhD student, Aarhus University, Denmark).
- Angela Caro Navarro, PhD student, Universidad Carlos III de Madrid.
- dr. Enzo D'Innocenzo, University of Bologna, Department of Statistical Sciences (PhD student, University of Bologna).
- Christopher Sacha Aristide Lauria (PhD student, University of Bologna), 2019-2020.
Web master
Secretaries
Research interests
-
Dynamic econometrics
-
Time-Varying Parameters
-
Kalman filter and state space methods (linear/nonlinear, Gaussian/non-Gaussian)
-
Score-driven time series models
-
Simulation-based inference
-
Financial econometrics
-
Semi-nonparametric econometrics
-
Dynamic panel data models
-
Bayesian econometrics
-
Climate econometrics
Undergraduate program (Bachelor, BSc)
The VU undergraduate study in Econometrics and OR
consists of two Bachelor programs:
We also offer a Minor program in Applied Econometrics for any other undergraduate study in The Netherlands and outside:
Graduate program (Master, MSc)
The VU graduate study in Econometrics
consists of a Master program with seven specialisations:
Graduate program (Research Master, MPhil)
We participate in the teaching programs of the Tinbergen Institute: