Dr. Stephan Smeekes

Biography

Stephan Smeekes is a Professor of Econometrics at Maastricht University, where he serves in the Department of Quantitative Economics at the School of Business and Economics. His research focuses on statistical analysis of time series data, with an emphasis on developing methodologies within the intersection of econometrics, statistics, and data science. He specializes in modeling complex dynamic systems that involve multiple time series, thereby emphasizing uncertainty quantification and leveraging bootstrap techniques. Smeekes applies these tools to explore causality, trends, forecasting, and risk measurement across a range of fields including macroeconomics and finance, and engages in interdisciplinary research with applications in climate, environmental, and medical fields. He has led several significant projects, including the NWO Veni project on Bootstrap Methods for Time-Varying Processes and the NWO Vidi project on Inference in High-Dimensional Econometric Time Series. He is also an alumnus of the KNAW Young Academy. In addition, Smeekes teaches courses in statistics, econometrics, and computational data science at both undergraduate and graduate levels. For more detailed information, his personal website can be found at stephansmeekes.com.

Research Interests

Experience