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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Research output
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Forecasting in a changing world: from the great recession to the COVID-19 pandemic
Artemova, M., Blasques, F., Koopman, S. J. & Zhang, Z., 14 Jan 2021, 006/III ed., Tinbergen Instituut, (TI discussion paper series; no. 21-006/III).Research output: Working paper › Professional
Open Access -
Missing observations in observation-driven time series models
Blasques, F., Gorgi, P. & Koopman, S. J., Apr 2021, In: Journal of Econometrics. 221, 2, p. 542-568 27 p.Research output: Contribution to Journal › Article › Academic › peer-review
Open AccessFile22 Downloads (Pure) -
Tail Heterogeneity for Dynamic Covariance-Matrix-Valued Random Variables: the F-Riesz Distribution
Blasques, F., Lucas, A., Opschoor, A. & Rossini, L., 24 Jan 2021, 010/III ed., Tinbergen Instituut, (TI discussion paper series; no. 21-010/III).Research output: Working paper › Professional
Open Access -
A New Class of Robust Observation-Driven Models
Blasques, F., Francq, C. & Laurent, S., 21 Oct 2020, 073/III ed., Tinbergen Instituut, (TI discussion paper series; no. 20-073/III).Research output: Working paper › Professional
Open Access -
Dynamic Factor Models with Clustered Loadings: Forecasting Education Flows using Unemployment Data
Blasques, F., Heres Hoogerkamp, M., Koopman, S. J. & van de Werve, I., 17 Nov 2020, 078/III ed., Tinbergen Instituut, (TI discussion paper series; no. 20-078/III).Research output: Working paper › Professional
Open Access