Welcome!

My name is Daan Opschoor and I am a PhD candidate in econometrics at Erasmus University Rotterdam and the Tinbergen Institute, under the supervision of Prof. Dick van Dijk and Prof. Philip Hans Franses.

My research interests are time series econometrics in empirical macroeconomics and finance, with a special focus on dynamic factor models, tail risks, and forecasting and nowcasting.

In Spring 2022, I visited the University of Pennsylvania in Philadelphia hosted by Prof. Francis X. Diebold, and in Spring 2023 I visited the SKEMA Business School in Paris hosted by Prof. Laurent Ferrara. 

I am on the 2023/2024 European job market.

In my job market paper, titled "Tracking Sectoral Economic Conditions", I construct a novel set of monthly U.S. sector-level economic conditions indices from a small but diverse set of sectoral economic indicators using mixed-frequency dynamic factor models. These indices can be used to monitor the current economic state of each sector and to examine their heterogenous dynamics over the business cycle, as well as for other applications like examing their explanatory power on aggregate fluctuations and nowcasting sector-level GDP growth. 

Placement information

Placement director: Prof. Eric Bartelsman (e.j.bartelsman@vu.nl)

Placement assistant: Christina Månsson (c.mansson@tinbergen.nl)

References: Prof. Dick van Dijk, Prof. Michel van der Wel, Prof. Laurent Ferrara