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Co-integration and common trends analysis with score-driven models : an application to the federal funds effective rate and US inflation rate

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019

Persistent link: https://www.econbiz.de/10012100515

Analysis of electricity prices for Central American countries using dynamic conditional score models

Blazsek, Szabolcs; Hernández, Hector - In: Empirical economics : a journal of the Institute for … 55 (2018) 4, pp. 1807-1848

Persistent link: https://www.econbiz.de/10011950337

Event-study analysis by using dynamic conditional score models

Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 45, pp. 4530-4541

Persistent link: https://www.econbiz.de/10011844230

Markov regime-switching Beta-t-EGARCH

Blazsek, Szabolcs; Ho, Han-Chiang - In: Applied economics 49 (2017) 47, pp. 4793-4805

Persistent link: https://www.econbiz.de/10011844797

Dynamic conditional score models of degrees of freedom : filtering with score-driven heavy tails

Blazsek, Szabolcs; Monteros, Luis Antonio - In: Applied economics 49 (2017) 53, pp. 5426-5440

Persistent link: https://www.econbiz.de/10011845187

Seasonality detection in small samples using score-driven nonlinear multivariate dynamic location models

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018

Persistent link: https://www.econbiz.de/10011914526

Seasonal quasi-vector autoregressive models with an application to crude oil production and economic activity in the United States and Canada

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2018

Persistent link: https://www.econbiz.de/10011914528

Dynamic conditional score patent count panel data models

Blazsek, Szabolcs; Escribano, Álvaro - 2015

Persistent link: https://www.econbiz.de/10011522402

Smoothing, discounting, and demand for intra-household control for recipients of conditional cash transfers

Aycinena, Diego; Blazsek, Szabolcs; Rentschler, Lucas; … - In: Journal of applied economics 22 (2019) 1, pp. 219-242

Inter-temporal preferences are important determinants of investment decisions, including investments in human capital. Yet, little is known about these preferences for recipients of conditional cash transfers (CCTs). We simultaneously estimate utility curvature (preference for consumption...

Persistent link: https://www.econbiz.de/10012157337

Markov-switching score-driven multivariate models : outlier-robust measurement of the relationships between world crude oil production and US industrial production

Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrian - 2019

Persistent link: https://www.econbiz.de/10012158760