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Recent News

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October 2016

The article "Feasible Invertibility Conditions and Maximum Likelihood Estimation for Observation-Driven Models" with Paolo Gorgi, Siem Jan Koopman and Olivier Wintenberger is now available as a TI Discussion paper.


August 2016

The article "Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models" with Siem Jan Koopman, Andre Lucas and Julia Schaumburg, is now forthcoming in the Journal of Econometrics.


July 2016

The paper "Time Varying Transition Probabilities for Markov Regime Switching Models" with Marco Bazzi, Siem Jan Koopman and Andre Lucas is accepted for publication in the Journal of Time Series Analysis
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Francisco Blasques

VU University Amsterdam
Tinbergen Institute


E-mail: f.blasques@vu.nl

Tel: +31 205 985 621
Office number: 11A-91
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Address:   VU University Amsterdam - FEWEB
                Department of Econometrics and Operations Research
                De Boelelaan 1105,   NL-1081HV Amsterdam,   The Netherlands