I am Bart Keijsers, a PhD candidate at the Econometric Institute at the Erasmus School of Economics and Tinbergen Institute, under supervision of Dick van Dijk and Erik Kole, and previously by Bart Diris. In August 2018, I will start as an Assistant Professor in Econometrics at the University of Amsterdam.
My primary research area is applied time series econometrics. My research interests include financial econometrics, state space modeling and Bayesian econometrics. I have applied these methods to credit risk, asset allocation and forecasting macroeconomic data. My previous work has been published at the Journal of Applied Econometrics.