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Recent News

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March 2018

The article "A Dynamic Stochastic Network Model of the Unsecured Interbank Lending Market" with Falk Brauning and Iman van Lelyveld is now forthcoming in the Journal of Economic Dynamics and Control.

February 2018

The article "Feasible Invertibility Conditions and Maximum Likelihood Estimation of Observation-Driven Models" with Paolo Gorgi, Siem Jan Koopman and Olivier Wintenberger is now forthcoming in the Electronic Journal of Statistics.

February 2018

The article "A Stochastic Recurrence Equations Approach for Score Driven Correlation Models" with Andre Lucas, Erkki Silde is now published in Econometric Reviews.

January 2018

The article "Missing Observations in Observation-Driven Time Series Models" with Paolo Gorgi and Siem Jan Koopman is now available as a TI Discussion paper.
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Francisco Blasques

VU University Amsterdam
Tinbergen Institute

Tel: +31 205 985 621
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Address:   VU University Amsterdam - FEWEB
                Department of Econometrics and Operations Research
                De Boelelaan 1105,   NL-1081HV Amsterdam,   The Netherlands