Behavioral and Experimental Economics

Summer School Experimental Economics

The Behavioral and Experimental Economics group has an influential position in this field in the Netherlands and Europe. CREED, the Amsterdam-based group, focuses particularly on three main projects: economics of political decision making; bounded rationality and institutions and experimental economics. The research of the Rotterdam-based group focuses on two broad themes: decision under risk and uncertainty and intertemporal choice.

Cooperative Behavior, Strategic Interaction and Complex Systems

This research group focuses on: (non-)cooperative game theory; nonlinear dynamics and complex systems; bounded rationality, learning and heterogenous expectations; dynamic models of collective behavior and social networks & dynamic optimization.

Econometrics and Operations Research

Research themes: time series econometrics, panel data, Bayesian econometrics, applied econometrics and econometric methodology. Applications can be found in areas as diverse as monetary economics, labor economics, marketing and asset pricing. Some fellows in this group focus on operations research.

Finance

The Finance group at TI spans many of the core fields in finance: asset pricing, corporate finance, financial econometrics, market microstructure, and financial institutions.

Labor, Health, Education and Development

At TI, a large group of fellows works in different areas of labour, health, education and development.

Macroeconomics and International Economics

Fellows in the Macroeconomics and International Economics group carry out research on growth, innovation, international trade and factor mobility, the role of economic geography, banking and monetary economics, and fiscal policy.

Organizations and Markets

The Organizations and Markets (OM) group spans many areas in (applied) microeconomics, including the economics of organizations, industrial organization, entrepreneurship, innovation, and auctions.

Spatial, Transport and Environmental Economics

The STEE group addresses four themes: urban and regional dynamics, land use, transportation, and environment and resources. Many fellows combine policy research with fundamental research.

University:
Erasmus University Rotterdam
Researchgroup:
Econometrics and Operations Research
Function:
Professor Emeritus
Email:
Herman (H.K.) van Dijk
Phone:
+31 (0)10 408 8900
URL:
Link to personal website

 

 

Key publications by author

The R Package MitISEM: Efficient and Robust Simulation Procedures for Bayesian Inference
Nalan Baştürk, Stefano Grassi, Lennart Hoogerheide, Anne Opschoor, Herman K. van Dijk
Journal of Statistical Software, Volume 79 (2017), issue 1.

Bayesian Analysis of Boundary and Near-Boundary Evidence in Econometric Models with Reduced Rank
Nalan Baştürk, Lennart Hoogerheide, and Herman K. van Dijk
Bayesian Analysis, Volume 12, Number 3 (2017), 879-917

Bayesian Analysis of Instrumental Variables Models: Acceptance-Rejection within Direct Monte Carlo
Arnold Zellner (posthumously), Tomohiro Ando, Nalan Basturk, Lennart Hoogerheide, Herman K. van Dijk
Econometric Reviews, 33:3-35 (2014)

Parallel Sequential Monte Carlo for Efficient Density Combination, The Deco Matlab Tool box
Roberto CasarinStefano Grassi, Francesco Ravazzolo, Herman K. van Dijk
Journal of Statistical Software, Vol. 68 (2015)

Interactions between Eurozone and US Booms and Busts, A Bayesian Panel Markov-Switching VAR model
Monica Billio, Roberto Casarin, Francesco Ravazzolo, Herman K. van Dijk
Journal of Applied Econometrics, Volume 31, Issue 7 (2016), 1352–1370

 

Key publications by author

View all Scholarly & Refereed Academic Publications by this author