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Meet the Lecturers


Confirmed Lecturers of the 2019 summer course are Professor Siem Jan Koopman (Vrije Universiteit, Tinbergen Institute) and Francisco Blasques (Vrije Universiteit, Tinbergen Institute).

Siem Jan Koopman

Siem Jan Koopman is Professor of Econometrics at the Department of Econometrics, Vrije Universiteit Amsterdam. He is also a research fellow at Tinbergen Institute and a long-term Visiting Professor at CREATES, University of Aarhus. Furthermore, he is a Journal of Applied Econometrics Distinguished Author, and Fellow of the Society of Financial Econometrics (SoFiE). He held positions at London School of Economics and CentER (Tilburg University), and had long-term visits at US Bureau of the Census, European University Institute, and European Central Bank, Financial Research. He co-authored the monograph Time Series Analysis by State Space Methods and An Introduction to State Space Time Series Analysis. His other books (co-authored, software and editorial) are listed here. He is a Statistical Software Developer: STAMP, SsfPack.

Francisco Blasques Albergaria Amaral

Francisco Blasques is an associate professor of econometrics at the VU University, Amsterdam. His research focuses mostly on the theory and practice of dynamic modeling and time-series econometrics. In the past, Francisco took the role of director and coordinator of the Bachelor and Master programs of “Econometrics and Operations Research” and “Econometrics and Data Science”. He is currently the lecturer of courses such as “Advanced Econometrics”, “Time Series Analysis” and “Econometric Research”. Francisco has been nominated multiple times for Best Lecturer Award at the School of Business and Economics, VU University Amsterdam.