Professors
Econometrics
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Dr. Mikhail Anufriev
Mikhail Anufriev is assistant professor in the Center for Nonlinear Dynamics in Economics and Finance at the Quantitative Economics Department at UvA. He obtained MSc in mathematics at the St.Petersburg State University and also MA in Economics at the European University at St.Petersburg.
After getting his PhD at Sant'Anna School of Advanced Studies (Pisa, Italy) he is mainly working on the models of heterogeneity in financial markets. His research interests also include the micro-structure of the markets and expectation formation. At the Universiteit van Amsterdam, Mikhail teaches courses in Nonlinear Economic
Dynamics and Bounded Rationality.
Prof.dr. H. Peter Boswijk
Peter Boswijk is professor of Financial Econometrics and head of the Department of Quantitative Economics at the UvA. After obtaining his PhD from the UvA with a thesis on the econometric analysis of non-stationary time series, he received a five-year research grant from the Royal Netherlands Academy of Arts and Science. He is fellow of the Tinbergen Institute, has been a founding editor of The Econometrics Journal, and publishes regularly in international journals such as the Journal of Business & Economic Statistics, Journal of Econometrics, Journal of Applied Econometrics, and Econometric Theory. He has held visiting positions at the University of California at San Diego, and at the Universities of Oxford, Aarhus and Trondheim.
His current research focuses on efficient (likelihood-based) inference methods for financial time series, taking into account non-normality and volatility clustering of returns. He has taught courses on intermediate and advanced econometrics, financial econometrics, asymptotic theory and stochastic calculus.
Prof.dr. Jan Kiviet
Prof. Kiviet is Full Professor of Econometrics in the Department of Quantitative Economics at the UvA. Jan Kiviet obtained a MSc in Econometrics and a PhD in Economics at the UvA, he is research fellow of the Tinbergen Institute, holds the Chair of Econometrics since 1989 and is involved in many international research related activities. He directs UvA-Econometrics in which a team of about a dozen researchers seek to practice the accurate modeling of economic behavior, to facilitate the meticulous testing of economic theory under the various limitations of actual observational data and to enhance the effectiveness of empirical econometric inference and forecasting techniques.
In his own research Kiviet focuses on problems associated with improving the accuracy of econometric inference both by analytic higher-order asymptotic approximations and by simulation experiments and resampling techniques, in particular by exploiting panel data. He has published about 35 articles, many in the major econometric and statistical journals, including: Econometrica, The Journal of Econometrics, Econometric Theory, and The Econometrics Journal.
Dr. Jan Tuinstra
Jan Tuinstra is Associate Professor in Mathematical Economics at the UvA. Jan Tuinstra holds a PhD (1999) in mathematical economics from the Universiteit van Amsterdam and is research fellow of the Tinbergen Institute and fellow of the Amsterdam Center for Law and Economics.
His main research interests are behavioral and experimental economics, evolutionary models and learning, public choice, industrial organization and competition policy. He published on these topics in the Review of Financial Studies, Games and Economic Behavior, Economic Theory, the Journal of Economic Dynamics & Control, Public Choice and the International Journal of Industrial Organization, amongst others.
Dr. Ir. Florian Wagener
Florian Wagener is Associate Professor in Mathematical Economics. After obtaining a PhD in Mathematics at the University of Groningen, he spent a year at Warwick University (UK) as a Post-Doctoral Fellow before coming to Amsterdam as a member of the CeNDEF group. He is also a Fellow of the Tinbergen Institute. In 2005 he was awarded a VIDI research grant from NWO.
His research is centered around the structural analysis of
nonlinear economic dynamics; specifically, he works on optimal control problems and dynamic games in ecological-economic management contexts and on heterogeneous agent models for financial asset markets.