Access Statistics for Szabolcs Blazsek

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Co-integration and common trends analysis with score-driven models: an application to the federal funds effective rate and US inflation rate 0 0 1 36 0 1 4 70
Dynamic conditional score models with time-varying location, scale and shape parameters 0 0 1 47 1 2 17 128
Dynamic conditional score patent count panel data models 0 0 0 28 0 3 18 83
Dynamic stochastic general equilibrium inference using a score-driven approach 1 1 4 56 1 1 9 35
Intertemporal Choice Experiments and Large-Stakes Behavior 0 1 3 29 2 5 18 91
Intertemporal Choice Experiments and Large-Stakes Behavior 0 0 1 12 0 0 4 18
Intertemporal Choice Experiments and Large-Stakes Behavior 0 0 1 18 0 1 4 35
Knowledge spillovers in U.S. patents: A dynamic patent intensity model with secret common innovation factors 0 0 0 1 0 0 6 44
Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors 1 1 2 121 2 2 5 339
Markov-switching score-driven multivariate models: outlier-robust measurement of the relationships between world crude oil production and US industrial production 0 1 9 55 1 8 61 162
Maximum likelihood estimation of score-driven models with dynamic shape parameters: an application to Monte Carlo value-at-risk 0 0 1 37 0 3 7 60
Nonlinear common trends for the global crude oil market: Markov-switching score-driven models of the multivariate t-distribution 0 1 1 111 0 1 3 25
Patents, secret innovations and firm's rate of return: differential effects of the innovation leader 0 0 0 58 3 5 21 283
Prediction accuracy of bivariate score-driven risk premium and volatility filters: an illustration for the Dow Jones 0 1 1 22 0 1 5 29
Propensity to patent, R&D and market competition: dynamic spillovers of innovation leaders and followers 0 0 0 84 0 0 27 202
Regime switching models of hedge fund returns 0 0 1 195 1 2 4 444
Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach 0 0 0 41 0 1 3 135
Renewable energy innovations in Europe: A dynamic panel data approach 0 0 0 1 1 2 7 47
Robust estimation and forecasting of climate change using score-driven ice-age models 0 0 15 15 1 1 8 8
Score-driven dynamic patent count panel data models 0 0 0 30 0 0 2 70
Score-driven non-linear multivariate dynamic location models 0 0 0 21 0 1 5 48
Score-driven threshold ice-age models: benchmark models for long-run climate forecasts 0 8 8 8 0 7 7 7
Score-driven time series models with dynamic shape: an application to the Standard & Poor's 500 index 0 1 3 58 0 2 10 202
Seasonal Quasi-Vector Autoregressive Models with an Application to Crude Oil Production and Economic Activity in the United States and Canada 0 0 2 44 0 1 12 80
Seasonal quasi-vector autoregressive models for macroeconomic data 0 0 0 44 0 0 5 76
Seasonality Detection in Small Samples using Score-Driven Nonlinear Multivariate Dynamic Location Models 0 0 0 40 0 0 3 64
The Liquidity and Liquidity Distribution Effects in Emerging Markets: The Case of Jordan 0 0 0 31 0 0 0 119
Total Working Papers 2 15 54 1,243 13 50 275 2,904


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analysis of electricity prices for Central American countries using dynamic conditional score models 0 0 1 7 0 0 2 29
Dynamic conditional score models of degrees of freedom: filtering with score-driven heavy tails 0 1 1 2 1 3 6 28
Dynamic conditional score models: a review of their applications 0 0 0 2 0 0 7 13
Equity market neutral hedge funds and the stock market: an application of score-driven copula models 0 0 0 5 1 1 7 45
Event-study analysis by using dynamic conditional score models 0 0 1 4 0 1 5 27
Forecasting hedge fund volatility: a Markov regime-switching approach 0 0 0 18 1 1 4 100
Forecasting rate of return after extreme values when using AR-t-GARCH and QAR-Beta-t-EGARCH 0 0 0 1 0 1 3 21
How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone? 0 0 0 30 0 0 1 89
Identification of Seasonal Effects in Impulse Responses Using Score-Driven Multivariate Location Models 0 2 4 4 0 2 7 11
Intertemporal choice experiments and large-stakes behavior 0 1 2 2 0 3 6 6
Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)? 0 0 2 8 0 0 6 50
Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors 0 1 1 43 0 3 12 171
Markov regime-switching Beta--EGARCH 0 0 2 7 0 1 8 47
Model stability and forecast performance of Beta--EGARCH 0 0 0 0 0 0 0 7
Multivariate Markov-switching score-driven models: an application to the global crude oil market 0 0 0 0 0 0 0 0
Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers 0 0 3 24 1 1 13 125
Prediction accuracy of volatility using the score-driven Meixner distribution: an application to the Dow Jones 0 0 1 1 0 1 2 2
QARMA-Beta- t -EGARCH versus ARMA-GARCH: an application to S&P 500 0 0 0 5 1 1 7 38
Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score 0 0 0 2 0 0 0 12
Renewable energy innovations in Europe: a dynamic panel data approach 0 0 1 28 0 0 5 140
Renewable energy innovations in Europe: a dynamic panel data approach 0 0 0 0 0 0 0 0
Robust Estimation and Forecasting of Climate Change Using Score-Driven Ice-Age Models 0 0 0 0 0 0 1 1
Score-driven Markov-switching EGARCH models: an application to systematic risk analysis 1 1 3 7 1 1 6 25
Score-driven copula models for portfolios of two risky assets 1 1 1 5 1 1 3 16
Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar 0 0 0 1 0 0 5 54
Score-driven dynamic patent count panel data models 0 0 0 9 0 0 4 35
Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate 0 0 1 5 0 0 4 14
Score-driven panel data models of the capital structure of US firms 0 0 0 0 1 1 2 2
Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020 0 1 1 1 0 2 2 2
Smoothing, discounting, and demand for intra-household control for recipients of conditional cash transfers 0 0 0 0 1 1 3 4
Structural breaks in public finances in Central and Eastern European countries 0 0 0 7 1 1 6 62
The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan 0 0 0 7 0 0 0 61
Total Journal Articles 2 8 25 235 10 26 137 1,237


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Default Risk of Sovereign Debt in Central America 0 0 0 0 1 1 2 2
Total Chapters 0 0 0 0 1 1 2 2


Statistics updated 2022-08-04