Dr. Stephan Smeekes

Biography

Stephan Smeekes is a Professor of Econometrics in the Department of Quantitative Economics at the School of Business and Economics, Maastricht University. His research focuses on statistical analysis of time series data, developing methods at the intersection of econometrics, statistics, and data science. He specializes in modeling complex dynamic systems involving multiple time series, with a strong emphasis on uncertainty quantification and the leveraging of bootstrap techniques. His work applies various tools to explore causality, trends, forecasting, and risk measurement across a range of fields, including macroeconomics and finance, as well as interdisciplinary research in climate, environmental, and medical applications. He has led the NWO Veni project on Bootstrap Methods for Time-Varying Processes and the NWO Vidi project on Inference for High-Dimensional Econometric Time Series. He is also a member of the Dutch Young Academy. In addition, Professor Smeekes teaches courses in statistics, econometrics, and computational data science at both undergraduate and graduate levels. His personal website provides further information on his research, teaching, and software code to implement the econometric and statistical techniques he has developed.

Research Interests