Siem Jan Koopman

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Siem Jan Koopman 2016
Vrije Universiteit Amsterdam
CREATES, Aarhus University
Tinbergen Institute

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Siem Jan Koopman

Department of Econometrics | VU University Amsterdam | FEWEB

Address: S.J. Koopman | Department of Econometrics | VU University Amsterdam / FEWEB | De Boelelaan 1105 | 1081 HV Amsterdam | The Netherlands
My Office: VU Campus | Main Building | A wing | Eleventh Floor | Room 11A-95
Telephone:+31 20 598 60 19
Fax:+31 20 598 60 20
E-mail: s.j.koopman [at] vu.nl
Homepage: http://personal.vu.nl/s.j.koopman/
Secretary: Hedda Werkman (+31 20 598 6010)

Short CV

SJK is Professor of Econometrics, Head of the Department of Econometrics and Operations Research at VU University Amsterdam and research fellow at the Tinbergen Institute. Furthermore, he is a long-term Visiting Professor at CREATES, University of Aarhus and a Visiting Researcher at the European Central Bank, Financial Research. Since 2013, he is a Journal of Applied Econometrics Distinguished Author.

He held positions at the London School of Economics between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow. Furthermore, he was a Fernand Braudel Senior Fellow at the Department of Economics, European University Institute, Florence, Italy, in 2010. His Ph.D. is from the LSE and dates back to 1992.

The monograph Time Series Analysis by State Space Methods is written by J. Durbin and SJK. The book originally appeared in 2001. The Second Edition is recently published by Oxford University Press, in May 2012. The Durbin & Koopman 2012 book consists of 368 pages. The book An Introduction to State Space Time Series Analysis appeared in 2007 and is written by J.J.F. Commandeur and SJK. His other books (co-authored, software and editorial) are listed here

The research interests of SJK cover topics in statistical analysis of time series, financial econometrics, simulation-based estimation, Kalman filter, economic forecasting and, more generally, time series econometrics. His number of publications in refereed journals since 1992 is 75 while his work includes 29 entries in books and discussions. His current citation h-index at Thomson Reuters is 19 and at Google Scholar is 42.

He fullfills editorial duties at the Journal of Applied Econometrics and the Journal of Forecasting. Finally he is an OxMetrics software developer and is actively engaged in the development of the time series software packages STAMP and SsfPack.