Research output per year
Research output per year
Personal profile
Personal information
Francisco Blasques is a Professor of Econometrics and Data Science at the Vrije Universiteit Amsterdam. He is also the TI Doctoral Director of the School of Business and Economics, and the Director of Research and Education of the Institute of Time-Series Econometrics and Forecasting (ITSEF). Additionally, Francisco is a fellow of the Tinbergen Institute, an Expert Forecaster for the World Economic Survey, and an Editor of the journal Open Economics.
Research
Econometrics, Statistics, Data Science
Teaching
Tinbergen Institute(2019-present)
Advanced Time-Series Econometrics
Vrije Universiteit Amsterdam (2011-present)
Advanced Econometrics
Introduction to Time Series
Econometrics 1
Introductory Econometrics
Mathematics
Macro and Financial Econometrics
Maastricht University (2008-2011)
Quantitative Methods
Mathematical Statistics
Macroeconomics
PhD Thesis Supervision
2020 - 2024 : Michael van Baren
2020 - 2024 : Roman Gorlov
2020 - 2023 : Georgia Banava
2020 - 2023 : Noah Stegehuis
2020 - 2023 : Mariia Artemova
2019 - 2023 : Meindert Hoogerkamp
2018 - 2022 : James Sampi Bravo
2018 - 2021 : Ilka va de Werve
2019 - 2023 : Youri Wessie
2019 - 2023 : Janneke van Brummelen
2018 - 2022 : Karim Moussa
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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A time-varying parameter model for local explosions
Blasques, F., Koopman, S. J. & Nientker, M., Mar 2022, In: Journal of Econometrics. 227, 1, p. 65-84 20 p.Research output: Contribution to Journal › Article › Academic › peer-review
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Maximum Likelihood Estimation for Non-Stationary Location Models with Mixture of Normal Distributions
Blasques, F., van Brummelen, J., Gorgi, P. & Koopman, S. J., 6 Jan 2022, III ed., Tinbergen Institute.Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Maximum likelihood estimation for score-driven models
Blasques, F., van Brummelen, J., Koopman, S. J. & Lucas, A., 2022, In: Journal of Econometrics. 227, 2, p. 325-346Research output: Contribution to Journal › Article › Academic › peer-review
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Quasi score-driven models
Blasques, F., Francq, C. & Laurent, S., 2022, (Accepted/In press) In: Journal of Econometrics.Research output: Contribution to Journal › Article › Academic › peer-review
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Common and Idiosyncratic Conditional Volatility Factors: Theory and Empirical Evidence
Blasques, F., D'Innocenzo, E. & Koopman, S. J., 28 Jun 2021, Tinbergen Institute.Research output: Working paper / Preprint › Working paper › Professional
Open Access