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Recent News

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March 2019

The article "Accelerating Score-Driven Time Series Models" with Paolo Gorgi and Siem Jan Koopman has been accepted for publication in the Journal of Econometrics.


January 2019

The article "Transformed Solutions for Dynamic Stochastic General Equilibrium Models" with Marc Nientker is now available as a TI discussion paper.


December 2018

The article "Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zero" with Vladimir Holy and Petra Tomanova is now available as a TI discussion paper.


November 2018

The article "A Time-Varying Parameter Model for Local Explosions" with Siem Jan Koopman and Marc Nientker is now available as a TI discussion paper.
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Francisco Blasques

VU University Amsterdam
Tinbergen Institute


E-mail: f.blasques@vu.nl
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