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Purple City

Prof. Siem Jan Koopman

Vrije Universiteit Amsterdam


Prof. Siem Jan Koopman is Professor of Econometrics at the Department of EconometricsVrije Universiteit Amsterdam.


He is the 2019-2020 Laureate of the Francqui Chair, at Faculty of Business and EconomicsUniversity of Antwerp, in Belgium. SJK is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus. Furthermore, he is a Founding Fellow of the International Association for Applied EconometricsJournal of Applied Econometrics Distinguished Author, and Fellow of the Society of Financial Econometrics (SoFiE).

He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the CensusEuropean University Institute, and European Central Bank, Financial Research.

Prof. Koopman's research interests lie in Time Series Econometrics, Statistical Analysis of Time Series, Financial Econometrics, Time-varying parameters, Kalman Filter, Simulation-based estimation, and Forecasting.

Learn with Prof. Koopman


Elective Module

This course will show how time series can be modelled and analysed. The aim is to provide understanding and insight into the methods used, as well as explaining the technical details.

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