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Home | People | Andreas Pick
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Andreas Pick

Research Fellow

University
Erasmus University Rotterdam
Research field
Econometrics
Interests
Applied Econometrics, Econometrics, Macroeconometrics, Panel Data, Time Series Econometrics

Biography

Andreas Pick is an associate professor at the Econometric Institute of Erasmus School of Economics and Director of Graduate Studies at Tinbergen Institute. In a part time position, he is also an economist in the research department of the Dutch Central Bank and Fellow of Tinbergen Institute and the Erasmus Research Institute of Management. Previously, he was a research fellow at the University of Cambridge and a research economist at the UK Debt Management Office. He holds a PhD from the University of Cambridge and a Masters degree from Humboldt-Universität Berlin. His research interests are in the areas of applied and theoretical econometrics.

List of publications

Boot,T. and Pick,A.. 2018. Optimal forecasts from Markov switching models. Journal of Business and Economic Statistics, 36, 628--642

Pick,A. and Markiewicz,A.P.. 2014. Adaptive learning and survey expectations. Journal of Economic Behavior and Organization, 107, 685--707

Pesaran,M.H. and Pick,A. and Pranovich,M.. 2013. Optimal Forecasts in the Presence of Structural Breaks. Journal of Econometrics, 177, 134--152

Pesaran,H and Pick,A. and Hsiao,C. 2012. Diagnostic tests of cross section independence in limited dependent variable panel data models. Oxford Bulletin of Economics and Statistics, 74, 253--277

Pesaran,H and Pick,A.. 2011. Forecast combination across estimation windows. Journal of Business and Economic Statistics, 29, 307--318

Pesaran,H and Pick,A. and Timmermann,A. 2011. Variable selection, estimation and inference for multi-period forecasting problems. Journal of Econometrics, 164, 173--187

Bernoth,K. and Pick,A.. 2011. Forecasting the fragility of the banking and insurance sector. Journal of Banking and Finance, 35, 807--818

Pick,A. and Pesaran,H. 2007. Econometric issues in the analysis of contagion. Journal of Economic Dynamics and Control, 31, 1245--1277

Egginton,D and Pick,A. and Vahey,S. 2002. ''Keep it real!': a real-time UK macro data set'. Economics Letters, 77, 15--20