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Daan Opschoor

Visiting Fellow, Econometrics · Erasmus School of Economics

Visiting fellow in Econometrics at the Erasmus School of Economics. Works on dynamic factor models, yield-curve modeling and financial econometrics, and on growth risk in manufacturing.

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Online First Journal of Money, Credit and Banking Online 11 Jun 2025

Heterogeneity in Manufacturing Growth Risk

Daan Opschoor · Dick van Dijk · Philip Hans Franses

Research question and motivation. Since the Great Recession, quantifying downside risks to economic activity (rather than only expected outcomes) has become central for policymakers and investors.

Economic Growth Financial Markets Macro Dynamics Methodology Free Read ↗