NWO Open Competition grant for Andre Lucas
Andre Lucas received an Open Competition grant (250k) from NWO for a PhD student on Dynamic clustering for business model identification and financial stability. The project aims to develop new methodology to study the dynamics of financial business models and their convergence/divergence in times of stress and under non-standard monetary policies. The results will be applied to the European banking sector and will be developed in a network that involves prime regulatory players such as the ECB and BIS as well as national central banks.
Paper accepted to the Journal of Econometrics
Vidi grant for Chico Blasques
The Netherlands Organisation for Scientific Research has awarded Francisco Blasques a Vidi grant for his research "Econometric methods for incorrect models". Econometric models offer simplistic and stylized representations of vastly complex economies. Statistical methods used in econometrics are designed to be reliable and efficient only when the model provides a perfect description of reality. This project investigates new econometric methods that are optimal in situations when the model is not perfect.!
Econometrics Summer Workshop August 2019
The Econometrics Summer Workshop to be held on Wednesday, Aug. 21 - Friday, Aug. 30 2019 is now open for registration! Are you a student entering the Econometrics Master or a PhD student, and interested in attending a summer workshop covering all the basic econometrics methods and tools for analyzing both cross-sectional and time-series data? Then please find more details and register for the course
Junior and senior faculty positions
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.
Master Econometrics and Operations Research rated as Top Programme
Two professors EOR in top 10 of ESB Economentop 40
Siem Jan Koopman
(8) are in the Top 10 of this year's Top 40 of Economists in The Netherlands. The Economentop 40 is published annually by Economisch Statistische Berichten (ESB). Ten researchers of Vrije Universiteit Amsterdam are in the Economists top 40, from which nine members are affiliated with the School of Business and Economics. You can read the entire article (in Dutch)
Farewell Symposium prof. Gerrit Timmer
On 31 October, professor Gerrit Timmer retired from the Vrije Universiteit Amsterdam. Besides being CEO of Ortec, he was more than 25 years professor of Bedrijfseconometrie at the department of Econometrics and Operations Reseach. In honour of his retirement we organize the symposium “Is Data Science the new Operations Research” on 31 January 2019, to be held in the Auditorium of Symphony Building in Amsterdam from 2:00 - 6:30 pm. For the programme and registration click here.
Bachelor programmes awarded ‘Top Rated Programme’ distinction
Paper forthcoming in Journal of Financial Econometrics
SBE Diversity Fund awarded to Siem Jan Koopman
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.
Paper accepted to the Journal of Applied Econometrics
VIDI grant for Neil Olver
has started his
(€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.
VENI grant for Geert Mesters
has started his
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.
Forthcoming paper in Social Choice and Welfare
The paper ‘A Bargaining Experiment with Asymmetric Institutions and Preferences’ by
is forthcoming in the journal Social Choice and Welfare.
Paper accepted to Environmental Modelling & Software
Ilka van de Werve Fellow at NCSR
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).
Julia Schaumberg awarded a Lamfalussy Fellowship
was awarded a Lamfalussy Fellowship by the European Central Bank for her proposal "Networking the Yield Curve".