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Recent News

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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