Personal profile

Personal information

Francisco Blasques is an assistant professor at the department of econometrics and operations research. He is also a fellow of the Tinbergen Institute.

Research

Econometrics, Statistics, Data Analysis

Teaching

Master and Bachelor Courses

VU University Amsterdam (2011-2016):

  • Advanced Econometrics
  • Econometrics 1
  • Introductory Econometrics
  • Introduction to Time Series
  • Mathematics
  • Macro and Financial Econometrics

Maastricht University (2008-2011):            

  • Quantitative Methods
  • Mathematical Statistics
  • Macroeconomics

 

PhD Thesis Supervision

  • 2015 - 2018 :  Marc Nientker
  • 2014 - 2017 :  Andries Vlodrop
  • 2013 - 2016 :  Paolo Gorgi
  • 2012 - 2015 :  Zhaokun Zhang
  • 2012 - 2015 :  Erkki Silde

Ancillary activities

No ancillary activities

Ancillary activities are updated daily

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Research Output 2011 2018

  • 20 Working paper
  • 11 Article
  • 3 PhD Thesis - Research VU, graduation VU
  • 1 PhD Thesis - Research external, graduation external

A Stochastic Recurrence Equations Approach for Score Driven Correlation Models

Blasques, F., Lucas, A. & Silde, E. 2018 In : Econometric Reviews. 37, 2, p. 166-181

Research output: Contribution to journalArticle

Open Access

Missing Observations in Observation-Driven Time Series Models

Blasques Albergaria Amaral, F., Gorgi, P. & Koopman, S. J. 2018 013/III ed., Amsterdam: Tinbergen Institute, 39 p.(TI Discussion Paper Series; vol. 2018, no. 013/III)

Research output: Working paper

Finite Sample Optimality of Score-Driven Volatility Models

Blasques Albergaria Amaral, F., Lucas, A. & van Vlodrop, A. C. 2017 Amsterdam: Tinbergen Institute, 23 p.(TI Discussion Paper Series; vol. 17, no. 111/III)

Research output: Working paper