dr. O (Onno) Kleen

Biography

Onno Kleen is Assistant Professor in Econometrics at the Erasmus School of Economics, Erasmus University Rotterdam. His research focuses on time series econometrics and its applications in financial economics, macro-finance, and distribution forecasting. He combines modern econometric methods with substantive questions related to financial risk, volatility, forecasting, and decision-making under uncertainty. In his work, he bridges the gap between classical machine learning methods and time series econometrics.

His work contributes both methodologically and empirically to the modelling and forecasting of financial and macro-financial risks. His research has been published in journals such as the Journal of Applied Econometrics, the Journal of Statistical Software, and the International Journal of Forecasting. In addition, he develops and maintains R packages that support applied researchers working with financial and high-frequency data.