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Francisco A. A. Blasques


This is information that was supplied by Francisco Blasques in registering through RePEc. If you are Francisco A. A. Blasques , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Francisco
Middle Name: A. A.
Last Name: Blasques

RePEc Short-ID: pbl135

Postal Address: FEWEB/FIN, office 1A-31 VU University Amsterdam De Boelelaan 1105 NL-1081HV Amsterdam


(50%) Faculteit der Economische Wetenschappen en Bedrijfskunde
Vrije Universiteit
Location: Amsterdam, Netherlands
Handle: RePEc:edi:fewvunl (more details at EDIRC)
(50%) Tinbergen Instituut
Location: Amsterdam, Netherlands
Phone: +31 (0)20 525 1600
Fax: +31 (0)20 551 3555
Postal: Gustav Mahlerplein 117, 1082 MS Amsterdam
Handle: RePEc:edi:tinbenl (more details at EDIRC)


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Working papers

  1. Francisco Blasques, 2013. "On the Phase Dependence in Time-Varying Correlations Between Time-Series," Tinbergen Institute Discussion Papers 13-054/III, Tinbergen Institute.
  2. Francisco Blasques, 2013. "Solution-Driven Specification of DSGE Models," Tinbergen Institute Discussion Papers 13-062/III, Tinbergen Institute.
  3. Francisco Blasques & Siem Jan Koopman & Andre Lucas, 2012. "Stationarity and Ergodicity of Univariate Generalized Autoregressive Score Processes," Tinbergen Institute Discussion Papers 12-059/4, Tinbergen Institute.
  4. Francisco Blasques, 2012. "Transformed Polynomials for Nonlinear Autoregressive Models of the Conditional Mean," Tinbergen Institute Discussion Papers 12-133/III, Tinbergen Institute.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-DGE: Dynamic General Equilibrium (1) 2013-05-05. Author is listed
  2. NEP-ECM: Econometrics (4) 2012-08-23 2013-01-07 2013-04-13 2013-05-05. Author is listed
  3. NEP-ETS: Econometric Time Series (3) 2012-08-23 2013-01-07 2013-04-13. Author is listed
  4. NEP-ORE: Operations Research (1) 2013-05-05. Author is listed


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