Prof Dr Stephan Smeekes (S.)

I am a Professor of Econometrics in the Department of Quantitative Economics at the School of Business and Economics, Maastricht University.

My research focuses on the statistical analysis of time series data - developing methods at the intersection of econometrics, statistics, and data science. I specialize in modeling complex dynamic systems involving multiple time series, with a strong emphasis on uncertainty quantification, often leveraging bootstrap techniques.

I apply these tools to explore causality, trends, forecasting, and risk measurement across a range of fields - from macroeconomics and finance to interdisciplinary research on climate, environmental and medical applications.

I engage in inter- and transdisciplinary research that forges new connections between fields, aiming for both academic insight and real-world impact. I am open to collaborations that challenge conventional boundaries.

I led the NWO Veni project Bootstrap Methods for Time-Varying Processes and the NWO Vidi project on Inference for High-Dimensional Econometric Time Series, and am an alumnus of the KNAW Young Academy (De Jonge Akademie).

I also teach various courses in statistics, econometrics, and computational data science at undergraduate and graduate levels.

Also see my personal website for further information.