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.


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.

Research project:
Panta rhei, measurement and discovery of change in financial markets
Professor S.J. Koopman, Professor A. Lucas, dr. A.H. Siegmann and dr. D. Stefanova
Applied Econometrics, Asset Pricing, Econometric Methodology, Empirical Asset Pricing, Financial Econometrics, Financial Economics, Time Series Econometrics
VU Amsterdam
Marcin (M) Zamojski
+31 (0)20 59 82341
Link to personal website


Marcin Zamojski is a PhD student at the VU University Amsterdam and Tinbergen Institute. He is interested in issues related to time-series econometrics, term structure of interest rates, and hedge funds.

Working papers

  • Generalized Autoregressive Method of Moments (with Drew Creal, Siem Jan Koopman, and AndrĂ© Lucas)
  • Hedge Fund Innovation (with Arjen Siegmann and Denitsa Stefanova)

Work in progress

  • Filtering with Confidence: In-sample Confidence Bands for GARCH Filters
  • Estimation and Forecasting of Affine Term Structure Models with Score-driven Methods (with Siem Jan Koopman and AndrĂ© Lucas)