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Siem Jan Koopman 2012
VU University Amsterdam
Tinbergen Institute

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Siem Jan Koopman

Department of Econometrics, FEWEB
VU University Amsterdam.
Tinbergen Institute


Address: VU Amsterdam -- FEWEB, De Boelelaan 1105, 1081 HV Amsterdam, The Netherlands
Office: Main VU building, first floor, Room 1A-38
Telephone:+31 20 598 60 19
Fax:+31 20 598 60 20
E-mail: s.j.koopman [at] vu.nl
Homepage: http://personal.vu.nl/s.j.koopman/
Secretary: Hedda Werkman (+31 20 598 6010)

Short CV

SJK is Professor of Econometrics at the Vrije Universiteit Amsterdam and research fellow at the Tinbergen Institute since 1999. His Ph.D. is from the London School of Economics (LSE) and dates back to 1992. He had positions at the LSE between 1992 and 1997 and at the CentER (Tilburg University) between 1997 and 1999. In 2002 he visited the US Bureau of the Census in Washington DC as an ASA / NSF / US Census / BLS Research Fellow. Recently he was a Fernand Braudel Senior Fellow at the Department of Economics, European University Institute, Florence, Italy, in April-June, 2010.

His research interests are Statistical analysis of time series; Time series econometrics; Financial econometrics; Kalman filter; Simulation-based estimation; Forecasting.

He fullfills editorial duties at the Journal of Applied Econometrics, the Journal of Forecasting, the Journal of Multivariate Analysis and Statistica Sinica. Finally he is an OxMetrics software developer and is actively engaged in the development of the time series software packages STAMP and SsfPack.