prof. dr. L. Spierdijk
I am an applied econometrician with a broad interest in economics. I have published in the areas of e.g. banking, finance, econometrics, health economics, land economics and statistics. The continuous thread (not threat!) in my work is the use of quantitative methods from econometrics and statistics, such as the bootstrap, Monte Carlo simulation, panel data techniques, robust statistics, Bayesian econometrics, and nonparametric estimation. The key message of my work is that econometric methods are essential for correctly answering economic questions.
I was awarded a research grant by Netspar in 2009 and received an NWO VIDI grant in 2012. This grant was used to set up a research group for developing new measures of market power and for analyzing the impact of banking competition on economic growth and financial stability.
In 2017 I was awarded a KNAW-NIAS Fellowship, so I spent the academic year 2017-2018 at the NIAS (=Netherlands Institute for Advanced Study) in Amsterdam.
September 2017 - July 2018: KNAW-NIAS Fellow in Amsterdam.
2015 - present: professor, University of Groningen, Faculty of Economics and Business, Department of Economics, Econometrics and Finance
2010 - 2015: tenure track professor, University of Groningen, Faculty of Economics and Business, Department of Economics, Econometrics and Finance
2009 - 2010: associate professor, University of Groningen, Faculty of Economics and Business, Department of Economics, Econometrics and Finance
2006 - 2009: Rosalind Franklin Fellow, University of Groningen, Faculty of Economics and Business, Department of Economics, Econometrics and Finance.
2004 - 2006: Assistant Professor, University of Twente, FELab Lab & Department of Applied Mathematics.
2003 - 2004: Researcher at the Pensioen- en Verzekeringskamer (“Dutch Pension and Insurance Supervisory Authority”) and the Dutch Central Bank.
2003 - 2004: Assistant Professor of SEQF (Statistics, Econometrics, and Quantitative Finance), Tilburg University.
2017-2018: KNAW-NIAS Fellowship for spending 10 months of research leave at the NIAS in Amsterdam.
NWO VIDI grant (800,000 Euro) “Banking competition and macroeconomic performance" (2012 – 2017). My VIDI research group included a post–doctoral researcher (Michalis Zaouras, 2013-2017) and a PhD student (Pieter IJtsma, 2014-2017) and several BSc/MSc students.
Netspar theme grant (250,000 Euro, plus matching in kind by University of Groningen) for the project "The influence of market imperfections on recovery plans for pension funds" (2009 – 2012). This grant included funding for two PhD students. See http://www.netspar.nl for more information about this (completed) project.
1999 - 2003: PhD in Financial Econometrics, Tilburg University. Dissertation title: Empirical Studies of Market Microstructure. Supervisors: Theo Nijman and Arthur van Soest.
1996 - 2000: MSc Mathematics (specialization Probability Theory and Statistics), Vrije Universiteit Amsterdam (cum laude).
1995 - 1999: MA Econometrics (specialization Operations Research), Vrije Universiteit Amsterdam (cum laude).
|Last modified:||29 March 2021 1.22 p.m.|