Police investigate at the scene of a shooting in Liege, Belgium. Picture: AP Photo/Geert Vanden Wijngaert

Liege/Brussels - Belgian authorities faced questions on Wednesday over why a prison inmate, believed to have been radicalised in jail, was let out for a day and used it to kill three people in Liege as well as a former associate.

The justice minister, who oversees the prison service, said he felt "responsible" for Tuesday's bloodshed in which two policewomen and a man were killed. The attacker was later shot dead by police.

"The question of whether this man should have been given leave is striking because he killed three completely innocent people with a wish to kill himself," Koen Geens told RTBF radio. "I have to examine my own conscience."

Interior Minister Jan Jambon said authorities were still examining the motives of the killer, identified by public media as Benjamin Herman, a 31-year-old drug dealer who had been in jail but was let out for two days on Monday to prepare for an eventual release in 2020.

A police source told Reuters that he had shouted "Allahu Akbar" -- the Muslim affirmation of faith -- during a gunbattle with officers at a school in downtown Liege on Tuesday after killing his three victims.

He had earlier knifed two policewomen to death, taken their pistols, shot dead a man in a car and taken two women hostage.

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Confirming that Herman was also believed to have killed an associate whose body was found south of Liege earlier on Tuesday, Jambon told RTL radio: "There are signs he was radicalised in prison but is it that radicalisation which drove him to commit these acts?

"It could have been because he had nothing to look forward to, because he also killed someone the night before, the guy's psychology and the fact, it seems, he may have been on drugs."

He said that although Herman was flagged up in security reports on possibly violent Islamists, he had appeared to be something of a fringe figure.

Unlike after other suspected "lone wolf" attacks in Europe, there has been no claim of responsibility by Islamic State.

JAIL TO JIHAD?

However, a Belgian security source confirmed to Reuters that Herman, whose age had been given on Tuesday as 36, had converted to Islam while in detention and was suspected of extreme views.

In and out of jail for a variety of crimes since 2003, Herman may have found a path to violence that has heightened concerns that Europe's prisons are becoming incubators for radicalism.

In Belgium, a prisoner's inclusion on a state security list as a suspected radical is not automatically passed on to all police or the prison service, experts say.

It was the fourteenth time since his detention that he was granted temporary leave, to help him prepare for eventual reintegration into society, Justice Minister Geens said.

"Everyone in Belgium is asking the same question: how is it possible that someone convicted of such serious acts was allowed to leave prisons?" Deputy Prime Minister Alexander de Croo was quoted as saying.

The national crisis centre, on high alert since a Brussels-based Islamic State cell helped kill 130 people in Paris in 2015, did not raise its alert level, an indication follow-up attacks were not expected.

"I think it was just one individual who completely snapped and went on a killing spree," said Pieter Van Ostaeyen, a specialist on jihadism who has maintained contacts with Belgians fighting in Syria. "I don't think it was an organised attack."

Convicts have been behind several attacks in Europe. Hundreds of prisoners deemed radical by authorities are due to be released in the coming years. The Belgian parliament warned in a report late last year: "They come in as drug dealers and leave as Salafi jihadists," a security source said.

"If it were me, I would not have let him go," said Brussels security consultant Claude Moniquet, a former French agent.

Security services in Belgium and France have faced criticism at home and abroad for intelligence failures and their response to attacks in Brussels, Paris and Nice.