Peter Exterkate

Peter Exterkate
Post-doctoral researcher

Department of Economics and Business
Aarhus University
Fuglesangs Allé 4
8210 Aarhus V, Denmark

+45 8716 5548

I am a post-doctoral research fellow at CREATES, the Center for Research in Econometric Analysis of Time Series at the Department of Economics and Business, Aarhus University, Denmark. I am currently on the job market, and I will be attending the AEA/ASSA Meetings in Philadelphia, January 3-5, 2014.

My research interests are in econometric forecasting techniques, with a focus on nonlinear methods using large data sets. My main applications are in financial econometrics and macroeconomics.

I received my PhD from Erasmus University Rotterdam, The Netherlands, in 2011, with a thesis on the broad subject of forecasting with large data sets in economics. In the spring of 2011 I was a visiting scholar at Katholieke Universiteit Leuven, Belgium.