Bart B.j.l. Keijsers Msc
PhD Candidate
Econometrics
Erasmus University Rotterdam
Netherlands
Biography
He is a PhD candidate at the Econometric Institute at the Erasmus School of Economics and Tinbergen Institute, under supervision of Dick van Dijk and Erik Kole, and previously by Bart Diris. His primary research area is applied time series econometrics. His research interests include financial econometrics, state space modeling and Bayesian econometrics. He have applied these methods to credit risk, asset allocation and forecasting macroeconomic data.
Research Interest
Econometrics
Publications
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B.J.L. Keijsers, B.F. Diris & H.J.W.G. Kole (2017). Cyclicality in Losses on Bank Loans (Forthcoming). Journal of Applied Econometrics.
