After the Master's programme, you may wish to pursue an academic career at a university. In this case, you will have to write a PhD thesis. Obtaining a PhD involves 4 years of research, writing a PhD thesis, and possibly teaching at a university. Doctoral positions are prestigious and highly sought after, so an intensive application process is involved.
The best way to prepare yourself for a career in academia is to follow a research Master's programme before you commence with your PhD. The Research Master's programme in Economics, Finance and Econometrics is offered by the Tinbergen Institute. It provides you with access to a doctoral programme at the UvA or another university.