Welcome to the website of Bernd Schwaab. I am a PhD student in Economics at the VU University Amsterdam and Tinbergen Institute.

I am writing my dissertation in the subject of econometric credit risk modeling, and aim to graduate in 2010.
My current research considers the estimation and forecasting of credit risk conditions when key risk factors are unobserved.
To this purpose I am interested in simulation-based methods for non-Gaussian models in state space form.

On this website you can find my resume, updates and news, an overview of my research, contact information and a personal section.

For suggestions and comments please contact me anytime at schwaab (at) tinbergen. nl.

Finally, many thanks to Michel van der Wel for letting me use the layout of this site.