Concepedia
Statistics
Publications
20
Citations
610
H-Index
13
Active since
2014
Affiliations
Tinbergen Institute(Current)
Vrije Universiteit Amsterdam
Aarhus University
University of Padua
De Nederlandsche Bank
Francisco Blasques is an author at Tinbergen Institute specializing in economics, time series analysis, and econometrics.
Publications per year
2014–2023
Spillover dynamics for systemic risk measurement using spatial financial time series models
Francisco Blasques, Siem Jan Koopman, André Lucas et al. · Journal of Econometrics · 2016 · 128 citations
Business, Economics, Finance +16
Maximum Likelihood Estimation for Generalized Autoregressive Score Models
Francisco Blasques, Siem Jan Koopman, André Lucas · SSRN Electronic Journal · 2014 · 71 citations · Full text
Business, Economics, Econometrics +16
Feasible invertibility conditions and maximum likelihood estimation for observation-driven models
Francisco Blasques, Siem Jan Koopman, Olivier Wintenberger · Electronic Journal of Statistics · 2018 · 65 citations · Full text
Business, Economics, Finance +17
Stationarity and ergodicity of univariate generalized autoregressive score processes
Francisco Blasques, Siem Jan Koopman, André Lucas · Electronic Journal of Statistics · 2014 · 52 citations · Full text
Computing, Economics, Econometrics +15
In-sample confidence bands and out-of-sample forecast bands for time-varying parameters in observation-driven models
Francisco Blasques, Siem Jan Koopman, Katarzyna Łasak et al. · International Journal of Forecasting · 2016 · 44 citations · Full text
Business, Business Economics, Econometrics +16
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