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Herman K. van Dijk is Visiting Research Scholar at the Norwegian Central Bank (Norges Bank) and professor emeritus at the Econometric Institute, Erasmus University Rotterdam. He was director of the Tinbergen Institute, Director of the Econometric Institute, and professor of Econometrics with a Personal Chair at Erasmus University Rotterdam. He has been a visiting Fellow and a visiting professor at University of Cambridge Catholic University of Louvain, Harvard University, Duke University, Cornell University, European University in Florence, and the University of New South Wales. He is Fellow of the International Society of Bayesian Analysis, Honorary Fellow of the Tinbergen Institute, elected Member of the International Statistical Institute and Senior Fellow at the Rimini Center for Economic Analysis. He has extensive experience as a (co-)manager and coordinator of research initiatives and conferences. He is the co-founder of the EC2 meetings of European econometricians; cofounder of the European Seminar on Bayesian Econometrics (ESOBE) and cofounder of the Econometric and Tinbergen Institute lectures that are published by Princeton University Press.

He received the Savage Prize for his PhD dissertation and is listed in the Journal Econometric Theory in the Econometricians Hall of Fame amongst the top ten European econometricians. His research interests cover a range of topics in econometrics with as common theme: Simulation-based Bayesian Econometric Techniques for Inference, Forecasting and Decision analysis. He serves on the Editorial Board of major journals in econometrics. His publications consist of several books and more than 200 international scientific journal papers and reports.

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Academic degrees
Awards and honors
Editorial activities
Referee work
Membership and professional activities
Conference organization


Academic degrees

  • B.A. Economics, University of Groningen, 1967
  • Doctorandus degree Economics, University of Groningen, 1969
  • M.A., Econometrics, State University of New York at Buffalo, 1972
  • Ph.D., Econometrics, Erasmus University Rotterdam, 1984

Awards and honors

  • Elected Member of the International Statistical Institute, 2014.
  • Distinguished Visiting Scholar, University of Technology, Sydney, March-April 2015
  • Elected Fellow of the International Society of Bayesian Analysis, 2012
  • Elected Senior Fellow at the Rimini Center for Economic Analysis, 2012
  • Econometricians Hall of Fame amongst top ten European econometricians (source: Econometric Theory 14, 1998, also listed in ET, 2003 and 2007)
  • Honorary Fellow of the Tinbergen Institute, 2005
  • Fellow of Journal of Econometrics, 2001
  • Visiting fellowship: Corpus Christi Cambridge UK, 2001
  • Fulbright Scholarship, 1985 at Harvard University
  • Nato-Science Scholarship, 1985 at Harvard University
  • L.J. Savage Memorial Award for the doctoral dissertation, 1986
  • Senior Fellow at the Rimini Center for Economic Analysis
  • Fellow of the Netherlands Network of Economics
  • Member of Erasmus Research Institute for Management
  • Fellow of the Tinbergen Institute

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Editorial activities

  • Co-editor of The Oxford Handbook of Bayesian Econometrics (with John F. Geweke and Gary Koop), Oxford University Press
  • Co-editor Journal of Applied Econometrics, 2002-present
  • Co-editor of the Journal: Econometrics and Statistics, 2015-present
  • Co-editor of Econometric Institute and Tinbergen Institute Lectures supported by Princeton University Press, 2002 - 2015 (with Philip Hans Franses)
  • Advisory editor of Econometric Institute and Tinbergen Institute Lectures supported by Princeton University Press, 2016-present
  • Managing Guest-editor of CSDA Annals of Computational and Financial Econometrics, 2010-present
  • Associate Editor Journal of Econometrics, 2002 - 2015
  • Associate Editor of Computational Economics, 1998-present
  • Associate Editor of Econometric Reviews, 1995-present
  • Member of Editorial Board of Computational Statistics and Data Analysis, 2008-present
  • Associate editor of Computational Statistics and Data Analysis, 2006-2007
  • Co-editor of the North-Holland series Contributions to Economic Analysis (with D.W. Jorgenson (Harvard), J.J. Lafont (Toulouse), T. Persson (Stockholm)), 1995-1999
  • Guest editor of a special issue of Journal of Econometrics on Complexity in Economics: Big Data and Parallelization, joint with Sylvia Kaufman and Sylvia Fruhwirth-Schnatter, to appear in 2017
  • Guest editor of a special issue of the open access Journal: Econometrics on Complexity in Computation  and Bayesian Econometrics, jointly with Nalan Basturk, Roberto Casarin, Francesco Ravazzolo,  2016
  • Guest editor of a special issue of Journal of Econometrics on Complexity in Economics: Big Data and Parallelization, joint with Sylvia Kaufman and Sylvia Fruhwirth-Schnatter, to appear in 2017
  • Guest editor of a special issue of the open access Journal: Econometrics on Complexity in Computation  and Bayesian Econometrics, jointly with Nalan Basturk, Roberto Casarin, Francesco Ravazzolo,  2016

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Referee work

  • Bayesian Analysis
  • Computational Statistics and Data Analysis
  • Econometrica
  • Econometric Theory
  • Econometric Reviews
  • Economic Journal
  • European Economic Review
  • International Economic Review
  • International Journal of Forecasting
  • Journal of the American Statistical Association
  • Journal of Applied Econometrics
  • Journal of Computational Economics
  • Journal of Econometrics
  • Journal of Economic Dynamics and Control
  • Journal of Empirical Finance
  • Journal of Business and Economic Statistics
  • Journal of Forecasting
  • Journal of Labour Economics
  • Journal of Money Credit and Banking
  • Journal of the Royal Statistical Society
  • Journal of Statistical Computation and Simulation
  • Review of Economics and Statistics
  • Review of Economic Studies
  • Statistica Neerlandica.
  • Austrian Academy of Sciences
  • Belgian Science Foundation
  • Canadian Science Foundation
  • Danish SSRC
  • Dutch Fulbright commission
  • European SPES program
  • Italian National Scientific Foundation for Research
  • National Research Organization of South Africa
  • National Science Foundation in the USA
  • Netherlands Organization for Research (NWO)
  • Social Science Research Council of UK
  • University of Hong Kong
  • Swiss Science Foundation

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Membership and professional activities

 

  • Member of the International Scientific Program Committee of the Conference Computational and Financial Econometrics, December 2015, London.
  • Organizer of the Econometric and Tinbergen Institute Econometrics Lectures, supported by Princeton University Press, June 2015, lectures given by professor Christopher Sims from Princeton University.
  • Co-Organizer of the Conference: Bayesian Econometric Forecasting and Policy Analysis, Rotterdam, June 2014.
  • Program co-chair of European Seminar on Bayesian Econometrics, together with Sylvia Fruewirth-Schnatter and Sylvia Kaufman in Gerzensee, Switzerland, October 2015
  • Member of the Advisory Board of the SYRTO project (Systemic risk tomography: signals, measurement, transmission channels, and policy interventions) , 2013-2016, joint project of University of Venice, University of Brescia, Université Paris 1, Athens University of Economics and Business and VU University Amsterdam. This project is financed by the European Commission.
  • Co-director of the Cambridge Finance, Wharton-Penn, DSF-TI Annual Research Meeting at the Wharton School of Finance, Philadelphia, May, 2013.
  • Program chair of European Seminar on Bayesian Econometrics, Norges Bank, Oslo, August 2013.
  • Organizer of the Econometric and Tinbergen Institute Econometrics Lectures, supported by Princeton University Press, May 2013, lectures given by professor Mark Watson from Princeton University.
  • Organizer of the Conference: Forecasting Structure and Time Varying Patterns in Economics and Finance, Rotterdam, May, 2013.
  • Referee for Econometrica, Journal of Econometrics, Journal of Applied Econometrics, JASA, Econometric Reviews
  • External examiner and/or member of thesis committee for theses at CORE, Belgium, Monash University, Melbourne, University of Amsterdam
  • Co-director of the Cambridge Finance, Wharton-Penn, DSF-TI Annual Research Meeting at the Wharton School of Finance, Philadelphia, May, 2013.
  • Program chair of European Seminar on Bayesian Econometrics, Norges Bank, Oslo, August 2013.
  • Organizer of the Econometric and Tinbergen Institute Econometrics Lectures, supported by Princeton University Press, May 2013, lectures given by professor Mark Watson from Princeton University.
  • Organizer of the Conference: Forecasting Structure and Time Varying Patterns in Economics and Finance, Rotterdam, May, 2013.
  • Referee for Econometrica, Journal of Econometrics, Journal of Applied Econometrics, JASA, Econometric Reviews
  • External examiner and/or member of thesis committee for theses at CORE, Belgium, Monash University, Melbourne, University of Amsterdam
  • Chairperson of the Zellner Prize Committee for the best paper in the Journal of Econometrics 2012
  • Member of the International Scientific Program Committee of the Conference Computational and Financial Econometrics, December 2012, Oviedo, Spain
  • Program co-chair of European Seminar on Bayesian Econometrics, together with Sylvia Fruewirth-Schnatter and Gary Koop in Vienna, November 2012
  • Founding Program Chair for the Section on Economics, Finance and Business (EFAB) of the International Society for Bayesian Analysis, 2012
  • Member of the executive committee of Annual Cambridge, DSF-TI & Penn Seminar on ‘Current Issues in Financial Economics’ with Frank Diebold, Dick Herring, Jonathan Eatwell and Dirk Schoenmaker
  • Member of the Zellner Prize Committee’s for the best paper in the Journal of Econometrics 2007-2009 , 2008-2010, 2009-2011.
  • Member of the Sir Richard Stone Prize Committees for the best paper in the Journal of Applied Econometrics, 2005-2007, 2007-2009, 2009-2011
  • Co-founder and co-chairman of European Seminar on Bayesian Econometrics, together with Sylvia Fruewirth-Schnatter and Gary Koop. 2010-present
  • Co-chairman of the ERCIM working group on Computing and Statistics: Computational Econometrics and Financial Time Series, 2007-present
  • Member of Advisory Council of Society of Computational Economics, 2007-2010
  • Member of the Scientific Program Committee of the International Workshop on Computational and Financial Econometrics, 20-22 April 2007, Geneva, Switzerland
  • Member of several evaluation committees of NWO (Netherlands Organization for Scientific Research) Veni-scholarship committees (2005, 2006)
  • Member Examination Board of the Tinbergen Institute, 2003-2010
  • Chairperson of the Regional Consultants Committee for the Winter Meetings of the Econometric Society (European Meeting), 1999-2006
  • Member of the European Standing Committee of the Econometric Society, 1999-2006
  • Treasurer of Faculty Club, Erasmus University Rotterdam, 1998-2004
  • Regional consultant of the Econometric Society for the Benelux, 1997-2006
  • Member of the Program Committees of the Annual NAKE Research Day in the Netherlands, 1997-2007
  • Member of the Program Committee of the World Meeting of the Econometric Society, Tokyo, August 1995
  • Member of the International Board of the International Society for Bayesian Analysis (ISBA), 1995-1997
  • Member of the Constitution and Bylaws Committee of the International Society for Bayesian Analysis (ISBA), 1995-2011
  • Member of the Program Committees of the European Meetings of the Econometric Society; Geneva, 1978; Amsterdam, 1981; Madrid, 1984; Copenhagen, 1987; Munich, 1989; Cambridge, 1991; Uppsala, 1993; Istanbul 1996; Budapest 2007; Milan, 2008, Barcelona, 2009, Oslo 2011.
  • Member Program Committee of the International Association of Scientific Computing Meeting in Aix-en-Provence 2003; Meeting in Neuchatel in 2004 and in Amsterdam 2004; World Meeting in Cyprus 2005; Meeting on Computational Economics and Finance in Cyprus in 2006; Geneva, 2007; Neuchatel 2008; Paris 2008, Cyprus 2009, London 2010, London 2011.
  • Member standing committee (EC)2 together with Profs. Luc Bauwens, David Hendry, Svend Hylleberg, Jan F. Kiviet, Helmut Lutkepohl, Grayham Mizon, Alain Monfort, and others
  • Co-founder of the EC2 meetings of European econometricians; together with Jan F. Kiviet
  • Member of several committees in the economics and econometrics study program at Erasmus University
  • Chairman at several sessions of Econometric Society Meetings
  • Member of the American Statistical Association
  • Member of the Econometric Society
  • Member of the European Economic Association
  • Member of VVS (Vereniging voor Statistiek)
  • Member of KVS (Koninklijke Vereniging voor Staathuishoudkunde)
  • Member of the International Society for Bayesian Analysis
  • Founding member of Society of Financial Econometrics

Conference organization

  • Co-chairman of the Scientific Program Committee of the Fifth International Conference on Computational and Financial Econometrics (CFE'12), December, 2012, Oviedo, Spain
  • Chairman of the Program Committee of the Workshop: Recent Theory and Applications of DSGE Models, June 8, 2012, Econometric and Tinbergen Institutes, Rotterdam.
  • Chairman of the Program Committee of the Workshop: Massively Parallel Computation in Economics and Finance, May 11, 2012, Econometric Institute, Rotterdam.
  • Program Committee member of Conference in Honor of Professor Hashem Pesaran, Cambridge University, July, 2011
  • Co-chairman of the Scientific Program Committee of the Fourth International Conference on Computational and Financial Econometrics (CFE'11), December, 2011, London.
  • Co-chairman of the Scientific Program Committee of the Third International Conference on Computational and Financial Econometrics (CFE'09), October 2009, Cyprus.
  • Co-organizer of (EC)2 : A European Conference Series in Quantitative Economics and Econometrics, 1991, Amsterdam and 1992, Rotterdam
  • Organizer of the conference: Econometric Inference using Simulation Techniques, June 1992, Rotterdam
  • Co-organizer of an Erasmus project of interuniversity cooperation in Europe, Erasmus University Rotterdam, University College, London, Universite Libre de Bruxelles, GREQE/EHESS, Marseille
  • Co-organizer of the Riverboat Conference on Bayesian Econometrics and Statistics, April 29-May 4, 1993
  • Organizer of Winter meeting of the Econometric Society, Rotterdam, January, 1999
  • Co-organizer of conference on Inference and Decision-Making for Journal of Applied Econometrics, Rotterdam, June 1999
  • Co-organizer Econometric Institute Lecture Series in cooperation with Princeton University Press (with P.H.B.F. Franses), 2003-present. Invited Speakers:
    • 2003, professor Rob Engle, New York University, Nobel Laureate
    • 2004, professor C. Manski, North Western University
    • 2005, professor A. Federgruen, Columbia University
    • 2006, professor Ariel Pakes, Harvard University
    • 2007, Prof. T.J. Sargent, New York University and Prof. L.P. Hansen, University of Chicago
    • 2008, professor John Geweke, University of Iowa
    • 2009, professor Peter Rossi, University of Chicago
    • 2010, professor Frank Diebold, University of Pennsylvania
    • 2011, professor Jerry Hausman, MIT
    • 2012, professor Frank Schorfheide, University of Pennsylvania
    • 2013, professor James Stock, Harvard University and professor Mark Watson, Princeton University
  • Co-chairperson of EC2, Conference on Model Selection and Model Evaluation, December 2002, Bologna
  • Program chairperson of the Conference: ”On the Wealth of Nations extending the Tinbergen Heritage”, Tinbergen Week, April 2003, Rotterdam
  • Chairperson of the Steering Committee for: ”Fifty years of the Econometric Institute” in 2006
  • Co-chairman of Workshop on Model averaging, November 2007, Rotterdam
  • Co-chairman of Workshop: 3M, Model Risk, Model Uncertainty and Model Misspecification, March 2008, Rotterdam
  • Co-organizer of the Research on Monday seminar series at Erasmus University 1999-2005 (jointly with S. Goyal and C. G. de Vries, R. Dur, J. Francois)
  • In charge of the Seminars of the Econometric Institute from 1978-1984, 1988-1992

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© 2013, Herman K. van Dijk - Web design: hulyakaraya (at)gmail.com