Eric Ghysels

Eric Ghysels
Born	1956 Brussels, Belgium
Nationality	Belgian
Institution	University of North Carolina
Field	Finance Financial econometrics
Alma mater	Northwestern University
Information at IDEAS / RePEc

Eric Ghysels (born in 1956 in Brussels) is a Belgian economist with particular interest in finance and time series econometrics who works in the field of financial econometrics, and is currently the Edward M. Bernstein Distinguished Professor of Economics at the University of North Carolina and a Professor of Finance at the Kenan-Flagler Business School .

Ghysels was born in Brussels, Belgium, as the son of Pierre Ghysels (a civil servant) and Anna Janssens (a homemaker). He completed his undergraduate studies in economics (Supra Cum Laude) at the Vrije Universiteit Brussel in 1979. He obtained a Fulbright Fellowship from the Hoover Foundation, Belgian American Educational Foundation in 1980, and finished his PhD at the Kellogg Graduate School of Management of Northwestern University in 1984.

Ghysels is a fellow of the American Statistical Association and co-founded with Robert Engle the Society for Financial Econometrics (SoFiE). He is also co-editor of the Journal of Financial Econometrics.

In 2008-2009 Ghysels was resident scholar at the Federal Reserve Bank of New York, and has since been a regular visitor of the bank as well as several other central bank institutions around the world working mostly on topics pertaining to Mixed data sampling regression models and filtering methods.

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