Szabolcs Blazsek

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Core inflation rate for China and the ASEAN-10 countries: smoothed signal for score-driven local level plus scale models Studies in Nonlinear Dynamics and Econometrics	2025-08-26	Paper
Generalized autoregressive conditional betas: a new multivariate score-driven filter Studies in Nonlinear Dynamics and Econometrics	2025-08-26	Paper
Volatility forecasting using quasi-score-driven models with an application to the coronavirus pandemic period Studies in Nonlinear Dynamics and Econometrics	2025-02-21	Paper
Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility Studies in Nonlinear Dynamics & Econometrics	2024-11-28	Paper
Signal smoothing for score-driven models: a linear approach Communications in Statistics. Simulation and Computation	2024-06-11	Paper
Anticipating extreme losses using score-driven shape filters Studies in Nonlinear Dynamics & Econometrics	2024-06-11	Paper
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution Studies in Nonlinear Dynamics & Econometrics	2024-06-11	Paper
Comparison of score-driven equity-gold portfolios during the COVID-19 pandemic using model confidence sets Studies in Nonlinear Dynamics & Econometrics	2024-06-11	Paper
Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions Studies in Nonlinear Dynamics & Econometrics	2023-09-05	Paper
Multivariate Markov-switching score-driven models: an application to the global crude oil market Studies in Nonlinear Dynamics & Econometrics	2023-04-27	Paper
Identification of seasonal effects in impulse responses using score-driven multivariate location models Journal of Econometric Methods	2021-04-07	Paper
Score-driven dynamic patent count panel data models Economics Letters	2018-08-29	Paper
Knowledge spillovers in US patents: a dynamic patent intensity model with secret common innovation factors Journal of Econometrics	2016-08-04	Paper
Patent propensity, R\&D and market competition: dynamic spillovers of innovation leaders and followers Journal of Econometrics	2015-12-18	Paper

Research outcomes over time

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