Welcome!

My name is Daan Opschoor and I am a quantitative researcher in the economic scenario modelling team of Ortec Finance. Currently, I am also a visiting fellow at the Econometric Institute of Erasmus University Rotterdam.

In January 2025, I obtained my PhD at the Econometric Institute of Erasmus University Rotterdam and the Tinbergen Institute under the supervision of Prof. Dick van Dijk and Prof. Philip Hans Franses.

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