Phyllis Wan
Phyllis Wans has been awarded a VENI grant for her three-year project: “Data-driven pattern recognition in multivariate extremes,” which focusses on the study of extremes. Extreme events, such as the 2008 financial crisis or the 2021 European flooding, entail high risks for the society.
Mariia Artemova, Quint Wiersma
Thirty universities from all over the world participated in the yearly Econometric Game on April 8-9. PhD students of the Tinbergen Institute were part of the teams of Erasmus University Rotterdam, the University of Amsterdam and Vrije Universiteit Amsterdam. The team of Vrije Universiteit Amsterdam, consisting of TI PhD students and research master alumni Quint Wiersma (team captain) and Mariia Artemova, and VU master students Niels Ota and Arne Platteau, were rewarded a second place in this prestigious competition for students in econometrics. The team of Erasmus University Rotterdam with TI PhD student Terri van der Zwan (team captain) made top 10.
Arturas Juodis
The editors of The Econometrics Journal have awarded the 2019 Denis Sargan Econometrics Prize to research fellow and TI alumnus Artūras Juodis (University of Amsterdam) for his article "Optimal panel unit root testing with covariates” with Joakim Westerlund in the January 2019 issue of The Econometrics Journal (https://doi.org/10.1111/ectj.12118). The price will be presented on Tuesday April, 13 2021.
Julia Schaumburg
Julia Schaumburg (School of Business and Economics, Vrije Universiteit Amsterdam) has received a VIDI grant for her research project "Statistical learning over time: closing the gap between time-series econometrics and the statistical learning literature".
Siem Jan Koopman
Siem Jan Koopman (School of Business and Economics, Vrije Universiteit Amsterdam, has been appointed as the 2019-2020 Laureate of the Francqui Chair, at the Faculty of Business and Economics, University of Antwerp, Belgium.
Bernd Heidergott
The winners of the INFORMS Simulation Society Outstanding Publication Award for 2019 are Yijie Peng, Michael Fu, Jian-Qiang Hu and Bernd Heidergott for their article titled "A New Unbiased Stochastic Derivative Estimator for Discontinuous Sample Performances with Structural Parameters". Bernd Heidergott is Professor of Stochastic Optimization at the School of Business and Economics of the Vrije Universiteit Amsterdam.
Julia Schaumburg
The 2019 Engle Prize, awarded by the Journal of Financial Econometrics, has been awarded to Julia Schaumburg (School of Business and Economics, Vrije Universiteit). Julia received the prize for her article "Beyond dimension two: A test for higher-order tail risk” (2016, co-authors: Carsten Bormann and Melanie Schienle). The Engle Prize was awarded to a young scholar, for best paper published in 2016, 2017 and 2018 volumes.
Andre Lucas
André Lucas, School of Business and Economics, Vrije Universiteit, received an Open Competition Grant in the Domain Social Sciences and Humanities for his research project "Dynamic clustering for business model identification and financial stability".
Francisco Blasques
An NWO VIDI grant has been awarded to Francisco Blasques (School of Business and Economics, Vrije Universiteit Amsterdam) for his research project: "Econometric methods for incorrect models".
Eva Janssens, Frank Kleibergen
Research Master student Eva Janssens has been awarded a three-year NWO Research Talent grant to fund a PhD project on "Estimation and Identification of Parameters in Macroeconomic Models with Incomplete Markets". The project will be supervised by research fellows Frank Kleibergen and Christian Stoltenberg, Faculty of Economics and Business, University of Amsterdam.
Andrea Naghi
Andrea Naghi, Assistant Professor at the Erasmus School of Economics received the Marie Skłodowska-Curie Individual Fellowship for her proposal ‘Competing Forecasts’.
Wendun Wang
Wendun Wang (Erasmus School of Economics) received the fellowship for the research project "Estimating Panel Data Model with Heterogeneity and Structural Instability". The research outcomes can be used in many fields of economic and business to analyze different economic mechanisms before and after significant events, such as financial crises, technology shocks, oil price shocks, etc. With the EUR Fellowship Erasmus University Rotterdam wants to support talented researchers at the early stage of their academic career. The fellowship consists of a grant of € 135,000, to carry out research for a maximum of two years.
Arturas Juodis
Arturas Juodis, TI research master and PhD alumnus, has been awarded a VENI grant for his project: "We do not live in a bubble: economic shocks in misspecified panel data models ".
Siem Jan Koopman
Siem Jan Koopman (School of Business and Economics, Vrije Universiteit Amsterdam) has received the VILLUM Visiting Professor Programme grant from the Velux Foundation (€ 60,000) to support his International Fellowship at CREATES.
Siem Jan Koopman
Siem Jan Koopman (School of Business and Economics, Vrije Universiteit Amsterdam) received the Labex Louis Bachelier grant (€ 10,000) from the Institut Europlace de Finance (EIF) to conduct research in portfolio allocation
Andre Lucas, Marcin Zamojski
The National Bank of Poland has awarded to André Lucas and Marcin Zamojski a grant (€ 10,000) to develop models for the forecasting of interest rates.
Julia Schaumburg
Julia Schaumburg, Assistant Professor at the School of Business and Economics (Vrije Universiteit) has been awarded a VENI grant for her project "Econometric methods for assessing non-standard monetary policy impacts".