Francisco Blasques

Francisco Blasques

VU University of Amsterdam - Amsterdam / Netherlands
Economics & Econometrics / Economics
AD Scientific Index ID: 1803970
Vrije Universiteit Amsterdam
person_outline Francisco Blasques's MOST POPULAR ARTICLES
1-) Information-theoretic optimality of observation-driven time series models for continuous responsesF Blasques, SJ Koopman, A LucasBiometrika 102 (2), 325-343, 20151352015
2-) Spillover dynamics for systemic risk measurement using spatial financial time series modelsF Blasques, SJ Koopman, A Lucas, J SchaumburgJournal of Econometrics 195 (2), 211-223, 20161172016
3-) Maximum likelihood estimation for generalized autoregressive score modelsF Blasques, SJ Koopman, A LucasTinbergen Institute Discussion Paper, 2014103*2014
4-) Time‐varying transition probabilities for Markov regime switching modelsM Bazzi, F Blasques, SJ Koopman, A LucasJournal of Time Series Analysis 38 (3), 458-478, 20171292017
5-) A dynamic network model of the unsecured interbank lending marketF Blasques, F Bräuning, I Van LelyveldJournal of Economic Dynamics and Control 90, 310-342, 20181082018