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Personal profile

Personal information

Dieter is a PhD candidate in financial econometrics at the Vrije Universiteit Amsterdam and the Tinbergen Institute, where he also obtained his MPhil degree. For his research on financial contagion, banking networks and time series econometrics, Dieter works in close collaboration with the Dutch central bank. His primary research interest lies in capturing the dynamics of network risk in financial systems, for which he uses state space modeling and supervisory bank datasets


VU Amsterdam
TA/Guest Lecturer, Financial Markets and Institutions

TA, Empirical Finance and Accounting (Stata)
TA, Finance I
Supervisor, Bachelor Thesis

Tinbergen Institute
TA, Mathematics I
TA, Introduction to Programming + LaTeX course (Matlab, Ox)

Prizes and Awards

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

Education/Academic qualification

Master, Tinbergen Institute

1 Sep 201431 Aug 2016


  • HG Finance
  • Financial Econometrics
  • Networks
  • Contagion
  • Spatial Panel Data
  • State-space models

Fingerprint Dive into the research topics where Dieter Wang is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Expenditure Business & Economics
Time series models Business & Economics
Pollution Business & Economics
Spillover Business & Economics
Household Business & Economics
Household expenditure Business & Economics
Autoregressive moving average model Business & Economics
Poverty trap Business & Economics

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 2018 2019

Evaluating feasibility and acceptability of a group WHO trans-diagnostic intervention for women with common mental disorders in rural Pakistan: a cluster randomised controlled feasibility trial - CORRIGENDUM

Khan, M. N., Hamdani, S. U., Chiumento, A., Dawson, K., Bryant, R. A., Sijbrandij, M., Nazir, H., Akhtar, P., Masood, A., Wang, D., Wang, E., Uddin, I., van Ommeren, M. & Rahman, A., Aug 2019, In : Epidemiology and Psychiatric Sciences. 28, 4, p. 466

Research output: Contribution to JournalArticleAcademicpeer-review

Pollution and Expenditures in a Penalized Vector Spatial Autoregressive Time Series Model with Data-Driven Networks

Andree, B. P. J., Wang, D., Azari, S., Dogo, H., Chamorro, A. & Spencer, P., Feb 2019, In : World Bank Policy Research Working Paper.

Research output: Contribution to JournalArticleAcademicpeer-review

Open Access
Time series models

Do information contagion and business model similarities explain bank credit risk commonalities?

Wang, D., van Lelyveld, I. P. P. & Schaumburg, J., 2018, 100/IV ed., Amsterdam: Tinbergen Institute, 36 p. (TI Discussion Paper Series; vol. 2018, no. 100/IV).

Research output: Working paperAcademic