• Graduate program
    • Why Tinbergen Institute?
    • Program Structure
    • Courses
    • Course Registration
    • Recent PhD Placements
    • Admissions
    • Facilities
  • Research
  • News
  • Events
    • Events Calendar
    • Tinbergen Institute Lectures
    • Annual Tinbergen Institute Conference
    • Events Archive
    • Summer School
      • Econometric Methods for Forecasting and Data Science
      • Introduction in Genome-Wide Data Analysis
      • Business Data Science Summer School Program
  • Times
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.J.L., Diris, B.F. and Kole, H.J.W.G. (2018). Cyclicality in Losses on Bank Loans Journal of Applied Econometrics, 33(4):533--552.