Bernhard van der Sluis is a fourth-year PhD candidate at the Econometric Institute. His research focuses on theoretical and applied econometrics, particularly panel data models, heterogeneity, and nonlinear models. His broader interests include time series econometrics and statistical learning.
Job market paper
Identification, estimation, and robust inference of structural autoregressions for multidimensional data
The paper introduces a framework for studying the effects of structural shocks in multidimensional data, such as economic indicators observed across countries and sectors. It provides theoretical results for identifying and estimating these effects, along with methods for drawing reliable conclusions when the underlying assumptions hold only approximately. The methods are illustrated by examining how U.S. monetary policy affects other economies.
CV
Download CV (pdf)
References
- prof. dr. Xu Cheng
- dr. Eva Janssens
- prof. dr. Richard Paap
- dr. Wendun Wang
Contact
Email: vandersluis@ese.eur.nl
Personal website: Bernhard van der Sluis