Terri van der Zwan

Terri van der Zwan serves as a Visiting Fellow in the Department of Econometrics at Erasmus School of Economics, Erasmus University Rotterdam, focusing on quantitative analysis of central bank interventions in financial systems.

Her research spans Financial Economics, Econometrics, and Monetary Policy with specialized expertise in Bayesian modeling of spillover effects. She investigates how ECB asset purchase programs propagate through public bond markets and stock price mechanisms, emphasizing heterogeneous macro-financial transmission channels.

Recent work demonstrates advanced application of Bayesian econometrics to dissect asset purchase program impacts, revealing differential effects across financial market segments and macroeconomic variables through rigorous spillover effect quantification.