4
H index
1
i10 index
60
Citations
Szabolcs Blazsek : Citation Profile
Mercer University | RESEARCH PRODUCTION: 38 Articles 27 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2008 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Szabolcs Blazsek. | Is cited by:
| Cites to:
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Main data
Where Szabolcs Blazsek has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Economics | 12 |
| Studies in Nonlinear Dynamics & Econometrics | 4 |
| Applied Economics Letters | 4 |
| The European Journal of Finance | 2 |
| Empirical Economics | 2 |
| Journal of Econometrics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| UC3M Working papers. Economics / Universidad Carlos III de Madrid. Departamento de EconomÃa | 19 |
| Post-Print / HAL | 2 |
Recent works citing Szabolcs Blazsek (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Technological innovation and stock returns: Innovative skill versus innovative luck. (2023). Johnston, Mitchell ; Angelo, Ben. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:4:p:811-832. Full description at Econpapers || Download paper |
| 2023 | The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate. (2023). Chang, Kuang-Liang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000402. Full description at Econpapers || Download paper |
| 2023 | A method for predicting VaR by aggregating generalized distributions driven by the dynamic conditional score. (2023). Li, Handong ; Song, Shijia. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:203-214. Full description at Econpapers || Download paper |
| 2023 | Analysis and modeling of innovation factors to replace fossil fuels with renewable energy sources - Evidence from European Union enterprises. (2023). Zastempowski, Maciej. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:178:y:2023:i:c:s1364032123001181. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Impact of Digital Finance on Manufacturing Technology Innovation: Fixed-Effects and Panel-Threshold Approaches. (2023). Obuobi, Bright ; Tang, Decai ; Chen, Wenya ; Sheng, Xin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11476-:d:1201570. Full description at Econpapers || Download paper |
| 2023 | Forecasting inflation time series using score?driven dynamic models and combination methods: The case of Brazil. (2023). Lucena, Fernando Antonio ; Dias, Carlos Henrique. In: Journal of Forecasting. RePEc:wly:jforec:v:42:y:2023:i:2:p:369-401. Full description at Econpapers || Download paper |
Works by Szabolcs Blazsek:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models In: Journal of Econometric Methods. [Full Text][Citation analysis] | article | 0 |
| 2022 | Multivariate Markov-switching score-driven models: an application to the global crude oil market In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Anticipating extreme losses using score-driven shape filters In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2023 | Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] | article | 0 |
| 2020 | Intertemporal Choice Experiments and Large-Stakes Behavior In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Intertemporal Choice Experiments and Large-Stakes Behavior.(2020) In: Documentos de Trabajo. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2019 | Intertemporal Choice Experiments and Large-Stakes Behavior.(2019) In: Documentos de trabajo - Alianza EFI. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2022 | Intertemporal choice experiments and large-stakes behavior.(2022) In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
| 2016 | Score-driven dynamic patent count panel data models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Score-driven dynamic patent count panel data models.(2016) In: Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2017 | Dynamic conditional score models with time-varying location, scale and shape parameters In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Score-driven non-linear multivariate dynamic location models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2018 | Seasonal quasi-vector autoregressive models for macroeconomic data In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Score-driven time series models with dynamic shape : an application to the Standard & Poors 500 index In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Maximum likelihood estimation of score-driven models with dynamic shape parameters : an application to Monte Carlo value-at-risk In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Dynamic stochastic general equilibrium inference using a score-driven approach In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Robust estimation and forecasting of climate change using score-driven ice-age models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models.(2022) In: Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2022 | Score-driven threshold ice-age models: benchmark models for long-run climate forecasts In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts.(2023) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2009 | Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 6 |
| 2010 | Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Journal of Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2010 | Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors.(2010) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
| 2012 | Patents, secret innovations and firms rate of return : differential effects of the innovation leader In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2014 | Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 1 |
| 2015 | Dynamic conditional score patent count panel data models In: UC3M Working papers. Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers In: Journal of Econometrics. [Full Text][Citation analysis] | article | 11 |
| 2013 | Structural breaks in public finances in Central and Eastern European countries In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
| 2018 | Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2011 | Renewable energy innovations in Europe: A dynamic panel data approach In: Post-Print. [Full Text][Citation analysis] | paper | 8 |
| 2012 | Renewable energy innovations in Europe: a dynamic panel data approach.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2012 | Renewable energy innovations in Europe: a dynamic panel data approach.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2009 | Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach.(2009) In: Faculty Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2009 | The Liquidity and Liquidity Distribution Effects in Emerging Markets: The Case of Jordan In: IMF Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2023 | The two-component Beta-t-QVAR-M-lev: a new forecasting model In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 0 |
| 2015 | Default Risk of Sovereign Debt in Central America In: Palgrave Macmillan Books. [Citation analysis] | chapter | 0 |
| 2018 | Analysis of electricity prices for Central American countries using dynamic conditional score models In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar In: SERIEs: Journal of the Spanish Economic Association. [Full Text][Citation analysis] | article | 1 |
| 2012 | How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2016 | Model stability and forecast performance of Beta--EGARCH In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Score-driven panel data models of the capital structure of US firms In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2022 | Prediction accuracy of volatility using the score-driven Meixner distribution: an application to the Dow Jones In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2012 | The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan In: Applied Financial Economics. [Full Text][Citation analysis] | article | 0 |
| 2015 | Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)? In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
| 2016 | QARMA-Beta- t -EGARCH versus ARMA-GARCH: an application to S&P 500 In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Event-study analysis by using dynamic conditional score models In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2017 | Markov regime-switching Beta--EGARCH In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2017 | Dynamic conditional score models of degrees of freedom: filtering with score-driven heavy tails In: Applied Economics. [Full Text][Citation analysis] | article | 1 |
| 2018 | Equity market neutral hedge funds and the stock market: an application of score-driven copula models In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2018 | Score-driven Markov-switching EGARCH models: an application to systematic risk analysis In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2019 | Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Dynamic conditional score models: a review of their applications In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2013 | Forecasting hedge fund volatility: a Markov regime-switching approach In: The European Journal of Finance. [Full Text][Citation analysis] | article | 2 |
| 2018 | Score-driven copula models for portfolios of two risky assets In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Smoothing, discounting, and demand for intra-household control for recipients of conditional cash transfers In: Journal of Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2008 | Regime switching models of hedge fund returns In: Faculty Working Papers. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team