• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Facilities
    • Admissions
    • Recent PhD Placements
  • Research
  • News
  • Events
    • Summer School
      • Summer School
      • Behavioral Macro and Complexity
      • Climate Change
      • Econometrics and Data Science Methods for Business, Economics and Finance
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
  • Alumni
  • Times
Home | People | Andreas Pick

Andreas Pick

Research Fellow

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


Andreas Pick is an associate professor at the Econometric Institute of Erasmus School of Economics and former 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. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, :.

Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642.

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

Pesaran, M.H., Pick, A. and Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks Journal of Econometrics, 177(2):134--152.

Pesaran, H, 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(2):253--277.

Bernoth, K. and Pick, A. (2011). Forecasting the fragility of the banking and insurance sector Journal of Banking and Finance, 35(4):807--818.

Pesaran, H and Pick, A. (2011). Forecast combination across estimation windows Journal of Business and Economic Statistics, 29(2):307--318.

Pesaran, H, Pick, A. and Timmermann, A (2011). Variable selection, estimation and inference for multi-period forecasting problems Journal of Econometrics, 164(1):173--187.

Pick, A. and Pesaran, H (2007). Econometric issues in the analysis of contagion Journal of Economic Dynamics and Control, 31(4):1245--1277.

Egginton, D, Pick, A. and Vahey, S (2002). ''Keep it real!': a real-time UK macro data set' Economics Letters, 77(1):15--20.