I am an Associate Professor at the Econometric Institute of the Erasmus School of Economics, the Director of Graduate Studies of the Tinbergen Institute, an Economist at the research department of De Nederlandsche Bank, and affiliated with ERIM and the CESifo Institute.
Before joining Erasmus and DNB, I was a post-doc at the Economics Faculty in Cambridge and an Economist at the UK Debt Management Office. I have a PhD from the University of Cambridge and an undergrad degree from Humboldt University Berlin.
Boot, T. and Pick, A. (2019). Does modeling a structural break improve forecast accuracy? Journal of Econometrics, 215(1):35--59.
Boot, T. and Pick, A. (2018). Optimal forecasts from Markov switching models Journal of Business and Economic Statistics, 36(4):628--642.
Pick, A. and Markiewicz, A. (2014). Adaptive learning and survey expectations Journal of Economic Behavior and Organization, 107(Part B):685--707.
Pesaran, M., Pick, A. and Pranovich, M. (2013). Optimal Forecasts in the Presence of Structural Breaks Journal of Econometrics, 177(2):134--152.
Pesaran, H., Pick, A. and Hsiao, C. (2011). Diagnostic tests of cross section independence in limited dependent variable panel data models Oxford Bulletin of Economics and Statistics, 74(2):253--277.
Bernoth, K. and Pick, A. (2011). Forecasting the fragility of the banking and insurance sector Journal of Banking and Finance, 35(4):807--818.
Pesaran, H. and Pick, A. (2011). Forecast combination across estimation windows Journal of Business and Economic Statistics, 29(2):307--318.
Pesaran, H., Pick, A. and Timmermann, A. (2011). Variable selection, estimation and inference for multi-period forecasting problems Journal of Econometrics, 164(1):173--187.
Pick, A. and Pesaran, H. (2007). Econometric issues in the analysis of contagion Journal of Economic Dynamics and Control, 31(4):1245--1277.
Egginton, D., Pick, A. and Vahey, S. (2002). ''Keep it real!': a real-time UK macro data set' Economics Letters, 77(1):15--20.