• Graduate program
  • Research
  • Summer School
  • Events
    • Summer School
      • Sustainable Finance
      • Applied Public Policy Evaluation
      • Economics of Blockchain and Digital Currencies
      • Economics of Climate Change
      • Foundations of Machine Learning with Applications in Python
      • From preference to choice: The Economic Theory of Decision-Making
      • Gender in Society
      • Business Data Science Summer School Program
    • Events Calendar
    • Events Archive
    • Tinbergen Institute Lectures
    • 16th Tinbergen Institute Annual Conference
    • Annual Tinbergen Institute Conference
  • News
  • Alumni
  • Magazine
Home | People | Bart Keijsers
 placeholder

Bart Keijsers

Candidate Fellow

University
University of Amsterdam
Research field
Econometrics
Interests
Asset Pricing, Bayesian Econometrics, Financial Econometrics, Risk Management, Time Series Econometrics

Biography

I am currently an Assistant Professor at the University of Amsterdam, after getting my PhD at Erasmus University Rotterdam. My primary research area is applied time series econometrics. My research interests include financial econometrics and Bayesian econometrics. I have applied these methods to credit risk, asset allocation and forecasting macroeconomic data. My work has been published at the Journal of Applied Econometrics.

List of publications

Keijsers, B., Diris, B. and Kole, E. (2018). Cyclicality in losses on bank loans Journal of Applied Econometrics, 33(4):533--552.