Research output per year
Research output per year
Personal profile
Personal information
Professor of Econometrics and Data Science at the Vrije Universiteit Amsterdam, Fellow of the Tinbergen Institute. Co-founder of Churned (QuantIQ) and datastuff.
Past roles as TI doctoral director of the School of Business and Economics, coordinator and director of the Bachelor and Master programs of Econometrics and Operations Research of the Vrije Universiteit Amsterdam.
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
- QuantiQ BV | Amsterdam | Partner | 2020-01-01 - present
- Metyis | Amsterdam | Directeur | 2020-12-01 - present
- datastuff BV | Amsterdam | Partner | 2022-01-01 - present
Ancillary activities are updated daily
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
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Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Research output
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A Multilevel Factor Model for Economic Activity with Observation-Driven Dynamic Factors
Artemova, M., Blasques, F. & Koopman, S. J., 20 Apr 2023, Tinbergen Institute, (Tinbergen Discussion Papers; no. 23-021/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Asymmetric Stable Stochastic Volatility Models: Estimation, Filtering, and Forecasting
Blasques, F., Koopman, S. J. & Moussa, K., 2023, Tinbergen Institute, (TI Discussion Paper Series; vol. 23-077/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Does trade integration imply growth in Latin America? Evidence from a dynamic spatial spillover model
Blasques, F., Gorgi, P., Koopman, S. J. & Sampi Bravo, J., 22 Feb 2023, Tinbergen Institute, (Tinbergen Discussion Papers; no. 23-007/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Extremum Monte Carlo Filters: Real-Time Signal Extraction via Simulation and Regression
Blasques, F., Koopman, S. J. & Moussa, K., 24 Mar 2023, Tinbergen Institute, (Tinbergen Discussion Papers; no. 23-016/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access -
Observation-Driven filters for Time-Series with Stochastic Trends and Mixed Causal Non-Causal Dynamics
Blasques, F., Koopman, S. J. & Mingoli, G., 2023, Tinbergen Institute, (TI Discussion Paper Series; vol. 23-065/III).Research output: Working paper / Preprint › Working paper › Professional
Open Access
Prizes
Datasets
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A stochastic recurrence equations approach for score driven correlation models
Blasques, F. (Creator), Lucas, A. (Creator) & Silde, E. (Creator), Figshare, 2016
DOI: 10.6084/m9.figshare.3179869, https://figshare.com/articles/A_stochastic_recurrence_equations_approach_for_score_driven_correlation_models/3179869/1
Dataset