Welcome!

I am Ekaterina, a Ph.D. candidate in Econometrics in the Quantitative Economics Section at the University of Amsterdam and the Tinbergen Institute. My supervisors are Prof. Dr. H. Peter Boswijk, Dr. Sander Barendse and Dr. Paolo Gorgi.

Currently, I work as a part-time PhD intern at De Nederlandsche Bank (Dutch Central Bank) in Business Cycle & Macro Analysis department in Economic Policy and Research Division.

My research explores how to improve multi-period volatility forecasts from potentially misspecified models, which is particularly relevant in contexts where institutional constraints hinder model changes. Additionally, I study how to model tail risks using volatility and quantile regression models, as accurate assessments of these risks are essential for financial and economic stability.

Find:
• my JMP here
• my CV here.

Primary Fields: Econometrics, Financial Econometrics.
Secondary Fields: Risk Management, Macroeconometrics.

My reference letter writers are:
• Prof. Dr. H. Peter Boswijk (University of Amsterdam)
• Dr. Sander Barendse (University of Amsterdam)
• Dr. Paolo Gorgi (Vrije Universiteit Amsterdam)
• Dr. Anne Opschoor (Vrije Universiteit Amsterdam)

Placement contacts:
• Prof. Dr. Eric Bartelsman (Placement Director)
• Christina Månsson (Placement Assistant)