Peter Exterkate

Peter Exterkate is currently a Lecturer in Econometrics at the University of Sydney, Australia. He received his PhD in Econometrics from Erasmus School of Economics in 2011, and held a postdoctoral researcher position at CREATES from 2011 to 2014. Peter is interested in pursuing nonlinear forecasting techniques using large data sets, both in regards to the interesting theoretical questions and in the many different empirical applications it gives rise to. His main applications are in financial econometrics and macroeconomics, and he recently started a new research project in energy economics.


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