2026 Herman K. van Dijk: Economics and Finance Researcher – H-Index, Publications & Awards

Discipline name	D-Index	World Ranking	National Ranking	Publications	Citations
Economics and Finance	35	2935	85	197	5992

Herman K. van Dijk publication distribution in Economics and Finance in 2026

The chart shows the distribution of publications by all Research.com ranked scientists in the field of Economics and Finance in 2026. The highlighted bar marks where Herman K. van Dijk sits on this spectrum.

42 publications 521+

This scientist: 197 publications — 60th percentile

60% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 521 publications or more.

Herman K. van Dijk D-index placement in Economics and Finance in 2026

The chart shows the D-index (discipline H-index) distribution of Economics and Finance scientists ranked by Research.com in 2026. The highlighted bar marks where Herman K. van Dijk sits on this spectrum.

30 D-Index 101+

This scientist: 35 D-Index — 24th percentile

24% of scientists in this discipline score the same or lower.

The last bar groups every scientist with 101 D-Index or more.

Overview

Herman K. van Dijk is affiliated with Erasmus University Rotterdam in the Netherlands. Their research primarily focuses on Economics, Econometrics, and Finance, with 16 publications in this main field of study.

Their work covers several subfields, including:

Economics and Econometrics
Renewable Energy, Sustainability and the Environment
General Economics, Econometrics and Finance
Finance
Statistics and Probability

The scientist's research topics span multiple areas, notably:

Monetary Policy and Economic Impact
Financial Risk and Volatility Modeling
Market Dynamics and Volatility
Energy, Environment, and Transportation Policies
Forecasting Techniques and Applications
Complex Systems and Time Series Analysis
Global Energy and Sustainability Research

Herman K. van Dijk has contributed to a range of scholarly journals, with frequent publications appearing in:

SSRN Electronic Journal
Journal of Econometrics
Journal of Business and Economic Statistics
Econometrics
Economics Letters

Representative recent papers include:

"Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," 2022, Journal of Business and Economic Statistics
"A flexible predictive density combination for large financial data sets in regular and crisis periods," 2023, Journal of Econometrics
"Partially censored posterior for robust and efficient risk evaluation," 2020, Journal of Econometrics
"Correction: Ardia, D., et al. Return and Risk of Pairs Trading Using a Simulation-Based Bayesian Procedure for Predicting Stable Ratios of Stock Prices. Econometrics 2016, 4, 14," 2020, Econometrics
"Quantifying Time-Varying Forecast Uncertainty and Risk for the Real Price of Oil," 2021, SSRN Electronic Journal

The scientist has collaborated frequently with several co-authors, including:

Lennart F. Hoogerheide
Jamie Cross
Knut Are Aastveit
Roberto Casarin
Stefano Grassi

Best Publications

Econometric Methods with Applications in Business and Economics

Christiaan Heij;Paul de Boer;Philip Hans Franses;Teun Kloek

857
Citations
Bayesian estimates of equation system parameters, An application of integration by Monte Carlo

Teun Kloek;Herman van Dijk

804
Citations
Combined Forecasts from Linear and Nonlinear Time Series Models

Nobuhiko Terui;Herman K. van Dijk

258
Citations
On Bayesian routes to unit roots

Peter C. Schotman;Herman K. Van Dijk

216
Citations
A Bayesian analysis of the unit root in real exchange rates

Peter Schotman;Herman K. van Dijk

209
Citations
Distribution and Mobility of Wealth of Nations

Richard Paap;Herman K. van Dijk

189
Citations
Bayesian Simultaneous Equations Analysis using Reduced Rank Structures

Frank Kleibergen;Herman K. van Dijk

186
Citations
On the Shape of the Likelihood/Posterior in Cointegration Models

Frank Kleibergen;Herman K. van Dijk

174
Citations
Trends and cycles in economic time series: A Bayesian approach

Andrew C. Harvey;Thomas M. Trimbur;Herman K. Van Dijk

165
Citations
Time-varying combinations of predictive densities using nonlinear filtering

Monica Billio;Roberto Casarin;Francesco Ravazzolo;Herman K. van Dijk

154
Citations
On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks

Lennart F. Hoogerheide;Johan F. Kaashoek;Herman K. van Dijk

135
Citations
Bayesian Forecasting of Value at Risk and Expected Shortfall using Adaptive Importance Sampling

Lennart F. Hoogerheide;Herman K. van Dijk

104
Citations
The Oxford Handbook of Bayesian Econometrics

John Geweke;Gary Koop;Herman K. van Dijk

99
Citations
Bayesian specification analysis and estimation of simultaneous equation models using Monte Carlo methods

Arnold Zellner;Luc Bauwens;Herman K. Van Dijk

94
Citations
Efficient estimation of income distribution parameters

Teun Kloek;Herman K. van Dijk

91
Citations
Interconnections Between Eurozone and us Booms and Busts Using a Bayesian Panel Markov‐Switching VAR Model

Monica Billio;Roberto Casarin;Francesco Ravazzolo;Herman K. Van Dijk

91
Citations
Non‐stationarity in garch models: A bayesian analysis

Unknown

83
Citations
Bayesian Forecasting of Value at Risk and Expected Shortfall Using Adaptive Importance Sampling

Unknown

79
Citations
Natural conjugate priors for the instrumental variables regression model applied to the Angrist–Krueger data

Lennart Hoogerheide;Frank Kleibergen;Frank Kleibergen;Herman K. van Dijk

77
Citations
Bayes Estimates of Markov Trends in Possibly Cointegrated Series

Richard Paap;Herman K Van Dijk

76
Citations
Daily exchange rate behaviour and hedging of currency risk

Charles S. Bos;Ronald J. Mahieu;Herman K. Van Dijk

74
Citations
Time-Varying Combinations of Predictive Densities Using Nonlinear Filtering

Monica Billio;Roberto Casarin;Francesco Ravazzolo;Francesco Ravazzolo;H. K. van Dijk;H. K. van Dijk

22
Citations

Frequent Co-Authors

Monica Billio Ca Foscari University of Venice

Siem Jan Koopman Vrije Universiteit Amsterdam

Gary Koop University of Strathclyde

Luc Bauwens Université Catholique de Louvain

Arnold Zellner University of Chicago

Andrew Harvey University of Cambridge

Albert P. M. Wagelmans Erasmus University Rotterdam

Marno Verbeek Erasmus University Rotterdam

Philip Hans Franses Erasmus University Rotterdam

Cathy W. S. Chen Feng Chia University

External Links

Personal website of Herman K. van Dijk Google Scholar page

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