Congratulations to honorary fellow Herman K. van Dijk (Erasmus University Rotterdam), who is one of the Journal of Applied Econometrics Distinguished Authors 2017.

Herman van Dijk

 

In recognition of the authors who have made significant contributions to the Journal of Applied Econometrics, the Editorial Committee introduced in 1999 a scheme to honour those authors who have published the equivalent of three single-author articles by naming them Journal of Applied Econometrics Distinguished Authors.

Distinguished Authors are given a one-year free subscription to the Journal to mark the award. View the full list of Distinguished Authors here.

Herman van Dijk has published the following articles in the Journal of Applied Econometrics:

  1. On Bayesian routes to unit roots”, Schotman, PC; van Dijk, HK. Journal of Applied Econometrics, 1991, 6:4, pp. 387-401.
  2.  “Non-stationarity in GARCH models – A Bayesian-analysis”, Kleibergen, F; van Dijk, HK. Journal of Applied Econometrics, 1993, 8, pp. S41-S61
  3. Daily exchange rate behaviour and hedging of currency risks”,Bos, CS; Mahieu, RJ; van Dijk, HK. Journal of Applied Econometrics, 2000, 15:6, pp. 671-696.
  4. Bayes model averaging of cyclical decompositions in economic time series”, Kleijn, R; van Dijk, HK. Journal of Applied Econometrics, 2006, 21:2, pp. 191-212.
  5. Posterior-predictive evidence on US inflation using extended new Keynesian Phillips curve models with non-filtered data”, Bastürk, N; Çakmakli, C; Pinar Ceyhan, S; van Dijk, HK. Journal of Applied Econometrics, 2014, 29:7, pp. 1164-1182.
  6. Interconnections between eurozone and US booms and busts using a Bayesian panel Markov-switching VAR model”, Billio, M; Casarin, R; Ravazzolo, F; van Dijk, HK. Journal of Applied Econometrics, 2016, 31:7, pp. 1352-1370.