Lukas Hoesch
University
Vrije Universiteit Amsterdam
E-mail
Research field
Econometrics
Interests
Applied Econometrics, Econometric Methodology, Financial Econometrics, Macroeconometrics, Time Series Econometrics
Website
Biography
I am an assistant professor at the Department of Econometrics and Data Science at Vrije Universiteit (VU) Amsterdam. My research interests lie in the fields of time series econometrics, forecasting and macroeconometrics. In particular, my current research focuses on hypothesis testing in the presence of instabilities, weak-identification-robust inference in non-gaussian models and methods for forecast evaluation.
List of publications
Hoesch, L., Lee, A. and Mesters, G. (2024). Locally robust inference for non-Gaussian SVAR models Quantitative Economics, 15(2):523--570.