Department of Econometrics and Operations Research

Welcome to the Department of Econometrics and Operations Research. We are a group of driven researchers striving for science with purpose by pushing the academic frontier and publishing in the top international outlets in our field. We like to collaborate with outside partners to link academic advancement with real world problems. Our teaching mission is to empower students with the methodological skills and continuing curiosity to contribute to solving today’s challenges in business and economics. Read more about our BSc in Econometrics and Operations Research, our BSc specialization in Econometrics and Data Science, our MSc in Econometrics and Operations Research and our minor programme Applied Econometrics.

André LucasAndré Lucas
Department chair
Contact: a.lucas@vu.nl




News

Junior and senior faculty positions

banner We are looking for new colleagues to accommodate our growth. Are you enthusiastic about Econometrics and Data Science? Then we invite you to apply for our junior or senior positions. Read more.

(October 2018)

 

Bachelor programmes awarded ‘Top Rated Programme’ distinction

TopRatedProgramme

In the 2019 Keuzegids Universiteiten, students of the bachelor’s programmes in Econometrics and Operations Researchand Econometrics and Operations Research: Econometrics and Data Science at VU Amsterdam assessed our programme as the best in its field of study!

(November 2018)



Paper forthcoming in Journal of Financial Econometrics

JournalofFinancialEconometrics

Fractional Integration and Fat Tails for Realized Covariance Kernels and Returns by Andre Lucas is forthcoming in Journal of Financial Econometrics.


(November 2018)



SBE Diversity Fund awarded to Siem Jan Koopman

Nieuw: Component

Siem Jan Koopman received financial support from the diversity fund of the School of Business and Economics. The fund is established to increase gender diversity among academic personnel and support talented female researchers in their academic career development. Janneke van Brummelen, VU EOR alumna and current Tinbergen Institute MPhil student will be hired to conduct research during Spring 2019 under the supervision of Siem Jan Koopman.

(November 2018)


Paper accepted to the Journal of Applied Econometrics

JournalofAppliedEconometrics

CCE Estimation of Factor‐Augmented Regression Models with more Factors than Observables by Hande Karabiyik is accepted to the Journal of Applied Econometrics.

(November 2018)




VIDI grant for Neil Olver

Neil OlverNeil Olver has started his Vidi grant (€800.000) by NWO for his research ‘Usable algorithms for network optimization’. Networks of many kinds have been growing in size and importance. The same mathematical problems about efficiently designing and utilizing networks occur in many different contexts. This project will uncover new algorithms for these problems that are faster, more accurate and more revealing. He is an Assistant Professor in the Department of Econometrics and Operations Research.

(October 2018)

VENI grant for Geert Mesters

mestersGeert Mesters has started his Veni Grant by NWO for his research ‘Testing Networks’. Network structures have large implications for aggregate output in economics and financial stability in finance. A key difficulty is that these networks are typically not observed. In this research we develop methodology that facilitates testing different network structures that are estimated from large time series panels. He is assistant professor at the Universitat Pompeu Fabra in Barcelona and will conduct his Veni research at the Department of Econometrics and Operations Research.

(September 2018)

Forthcoming paper in Social Choice and Welfare

scw The paper ‘A Bargaining Experiment with Asymmetric Institutions and Preferences’ by Harold Houba is forthcoming in the journal Social Choice and Welfare. Read paper.

(September 2018)

Paper accepted to Environmental Modelling & Software

emsThe paper 'Implementation of stochastic multi attribute analysis (SMAA) in comparative environmental assessments' co-authored by Reinout Heijungs has been accepted to Environmental Modelling & Software.

(August 2018)


Ilka van de Werve Fellow at NCSR

werve Since July, Ilka van de Werve is a fellow of the Life-course Cluster at The Netherlands Institute for the Study of Crime and Law Enforcement (NSCR). Read more.

(July 2018)

Julia Schaumberg awarded a Lamfalussy Fellowship

schaumbergIn April Julia Schaumburg was awarded a Lamfalussy Fellowship by the European Central Bank for her proposal "Networking the Yield Curve". Read more.

(April 2018)