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Szabolcs Blazsek

Personal Details

First Name:Szabolcs
Middle Name:
Last Name:Blazsek
Suffix:
RePEc Short-ID:pbl111
http://en.ufm.edu/catedraticos/szabolcs-blazsek/
Universidad Francisco Marroquin School of Business Edificio de la Escuela de Negocios, 4to nivel, 6 Calle final, zona 10, 01010 Ciudad de Guatemala, Guatemala
Terminal Degree:2007 Departamento de Economía; Universidad Carlos III de Madrid (from RePEc Genealogy)

Affiliation

Escuela de Negocios
Universidad Francisco Marroquín

Ciudad de Guatemala, Guatemala
http://en.ufm.edu.gt/

: (+502) 2 338 7899

6 Calle final, zona 10, Guatemala, Guatemala 01010
RePEc:edi:enufmgt (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Licht, Adrian & Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan, 2018. "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics 26316, Universidad Carlos III de Madrid. Departamento de Economía.
  2. Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan & Ayala, Astrid, 2017. "Dynamic conditional score models with time-varying location, scale and shape parameters," UC3M Working papers. Economics 25043, Universidad Carlos III de Madrid. Departamento de Economía.
  3. Licht, Adrian & Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan, 2017. "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics 25739, Universidad Carlos III de Madrid. Departamento de Economía.
  4. Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan, 2016. "Score-driven dynamic patent count panel data models," UC3M Working papers. Economics 23458, Universidad Carlos III de Madrid. Departamento de Economía.
  5. Blazsek, Szabolcs & Escribano, Álvaro, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
  6. Blazsek, Szabolcs & Escribano, Álvaro, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.
  7. Blazsek, Szabolcs & Escribano, Álvaro, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
  8. Blazsek, Szabolcs & Escribano, Álvaro, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics we098951, Universidad Carlos III de Madrid. Departamento de Economía.
  9. Jérôme Vandenbussche & Stanley B Watt & Szabolcs Blazsek, 2009. "The Liquidity and Liquidity Distribution Effects in Emerging Markets; The Case of Jordan," IMF Working Papers 09/228, International Monetary Fund.
  10. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2009. "Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach," Faculty Working Papers 11/09, School of Economics and Business Administration, University of Navarra.
  11. Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra.

Articles

  1. Szabolcs Blazsek & Han-Chiang Ho, 2017. "Markov regime-switching Beta--EGARCH," Applied Economics, Taylor & Francis Journals, vol. 49(47), pages 4793-4805, October.
  2. Szabolcs Blazsek & Luis Antonio Monteros, 2017. "Event-study analysis by using dynamic conditional score models," Applied Economics, Taylor & Francis Journals, vol. 49(45), pages 4530-4541, September.
  3. Szabolcs Blazsek & Luis Antonio Monteros, 2017. "Dynamic conditional score models of degrees of freedom: filtering with score-driven heavy tails," Applied Economics, Taylor & Francis Journals, vol. 49(53), pages 5426-5440, November.
  4. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.
  5. Szabolcs Blazsek & Helmuth Chavez & Carlos Mendez, 2016. "Model stability and forecast performance of Beta--EGARCH," Applied Economics Letters, Taylor & Francis Journals, vol. 23(17), pages 1219-1223, November.
  6. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, vol. 191(1), pages 145-163.
  7. Szabolcs Blazsek & Vicente Mendoza, 2016. "QARMA-Beta- t -EGARCH versus ARMA-GARCH: an application to S&P 500," Applied Economics, Taylor & Francis Journals, vol. 48(12), pages 1119-1129, March.
  8. Astrid Ayala & Szabolcs Blazsek & Juncal Cuñado & Luis Albériko Gil-Alana, 2016. "Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score," Applied Economics, Taylor & Francis Journals, vol. 48(29), pages 2675-2696, June.
  9. Szabolcs Blazsek & Marco Villatoro, 2015. "Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)?," Applied Economics, Taylor & Francis Journals, vol. 47(17), pages 1764-1774, April.
  10. Szabolcs Blazsek & Anna Downarowicz, 2013. "Forecasting hedge fund volatility: a Markov regime-switching approach," The European Journal of Finance, Taylor & Francis Journals, vol. 19(4), pages 243-275, April.
  11. Ayala, Astrid & Blazsek, Szabolcs, 2013. "Structural breaks in public finances in Central and Eastern European countries," Economic Systems, Elsevier, vol. 37(1), pages 45-60.
  12. Jérôme Vandenbussche & Szabolcs Blazsek & Stanley Watt, 2012. "The liquidity and liquidity distribution effects in emerging markets: evidence from Jordan," Applied Financial Economics, Taylor & Francis Journals, vol. 22(3), pages 231-242, February.
  13. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012. "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, vol. 44(24), pages 3135-3147, August.
  14. Astrid Ayala & Szabolcs Blazsek, 2012. "How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 471-476, March.
  15. Blazsek, Szabolcs & Escribano, Alvaro, 2010. "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, vol. 159(1), pages 14-32, November.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Licht, Adrian & Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan, 2017. "Score-driven non-linear multivariate dynamic location models," UC3M Working papers. Economics 25739, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Licht, Adrian & Escribano Sáez, Álvaro & Blazsek, Szabolcs Istvan, 2018. "Seasonal quasi-vector autoregressive models for macroeconomic data," UC3M Working papers. Economics 26316, Universidad Carlos III de Madrid. Departamento de Economía.

  2. Blazsek, Szabolcs & Escribano, Álvaro, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Blazsek, Szabolcs & Escribano, Álvaro, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.

  3. Blazsek, Szabolcs & Escribano, Álvaro, 2009. "Knowledge spillovers in U.S. patents: a dynamic patent intensity model with secret common innovation factors," UC3M Working papers. Economics we098951, Universidad Carlos III de Madrid. Departamento de Economía.

    Cited by:

    1. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, vol. 191(1), pages 145-163.
    2. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.
    3. Waters, James, 2011. "The effect of the Sarbanes-Oxley Act on innovation," MPRA Paper 28072, University Library of Munich, Germany.
    4. Blazsek, Szabolcs & Escribano, Álvaro, 2015. "Dynamic conditional score patent count panel data models," UC3M Working papers. Economics we1510, Universidad Carlos III de Madrid. Departamento de Economía.
    5. Jesús Manuel Plaza Llorente, 2012. "Innovación y caos determinista: un modelo predictivo para Europa," EKONOMIAZ. Revista vasca de Economía, Gobierno Vasco / Eusko Jaurlaritza / Basque Government, vol. 80(02), pages 260-289.
    6. Blazsek, Szabolcs & Escribano, Álvaro, 2012. "Patents, secret innovations and firm's rate of return : differential effects of the innovation leader," UC3M Working papers. Economics we1202, Universidad Carlos III de Madrid. Departamento de Economía.
    7. Blazsek, Szabolcs & Escribano, Álvaro, 2014. "Propensity to patent, R&D and market competition : dynamic spillovers of innovation leaders and followers," UC3M Working papers. Economics we1412, Universidad Carlos III de Madrid. Departamento de Economía.

  4. Jérôme Vandenbussche & Stanley B Watt & Szabolcs Blazsek, 2009. "The Liquidity and Liquidity Distribution Effects in Emerging Markets; The Case of Jordan," IMF Working Papers 09/228, International Monetary Fund.

    Cited by:

    1. Tigran Poghosyan, 2010. "Slowdown of Credit Flows in Jordan in the Wake of the Global Financial Crisis; Supply or Demand Driven?," IMF Working Papers 10/256, International Monetary Fund.

  5. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2009. "Renewable Energy Innovations in Europe: A Dynamic Panel Data Approach," Faculty Working Papers 11/09, School of Economics and Business Administration, University of Navarra.

    Cited by:

    1. Pedro Mendi & Nadia Ayari & Szabolcs Blazsek, 2011. "Renewable energy innovations in Europe: A dynamic panel data approach," Post-Print hal-00711448, HAL.
    2. Su, Hsin-Ning & Moaniba, Igam M., 2017. "Does innovation respond to climate change? Empirical evidence from patents and greenhouse gas emissions," Technological Forecasting and Social Change, Elsevier, vol. 122(C), pages 49-62.
    3. Kruse, Juergen, 2016. "Innovation in Green Energy Technologies and the Economic Performance of Firms," EWI Working Papers 2016-2, Energiewirtschaftliches Institut an der Universitaet zu Koeln (EWI).
    4. Bongsuk Sung & Myung-Bae Yeom & Hong-Gi Kim, 2017. "Eco-Efficiency of Government Policy and Exports in the Bioenergy Technology Market," Sustainability, MDPI, Open Access Journal, vol. 9(9), pages 1-18, September.

  6. Szabolcs Blazsek & Anna Downarowicz, 2008. "Regime switching models of hedge fund returns," Faculty Working Papers 12/08, School of Economics and Business Administration, University of Navarra.

    Cited by:

    1. Luo, Cuicui & Seco, Luis & Wu, Lin-Liang Bill, 2015. "Portfolio optimization in hedge funds by OGARCH and Markov Switching Model," Omega, Elsevier, vol. 57(PA), pages 34-39.
    2. Slavutskaya, Anna, 2013. "Short-term hedge fund performance," Journal of Banking & Finance, Elsevier, vol. 37(11), pages 4404-4431.

Articles

  1. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers," Journal of Econometrics, Elsevier, vol. 191(1), pages 145-163.

    Cited by:

    1. Nestor Duch-Brown & Andrea de Panizza & Ibrahim Kholilul Rohman, 2016. "Innovation and productivity in a S&T intensive sector: the case of Information industries in Spain," JRC Working Papers JRC101847, Joint Research Centre (Seville site).
    2. Suzuki, Keishun, 2017. "Competition, Patent Protection, and Innovation in an Endogenous Market Structure," MPRA Paper 77133, University Library of Munich, Germany.
    3. Blazsek, Szabolcs & Escribano, Alvaro, 2016. "Score-driven dynamic patent count panel data models," Economics Letters, Elsevier, vol. 149(C), pages 116-119.

  2. Szabolcs Blazsek & Marco Villatoro, 2015. "Is Beta- t -EGARCH(1,1) superior to GARCH(1,1)?," Applied Economics, Taylor & Francis Journals, vol. 47(17), pages 1764-1774, April.

    Cited by:

    1. Charles, Amélie & Darné, Olivier, 2017. "Forecasting crude-oil market volatility: Further evidence with jumps," Energy Economics, Elsevier, vol. 67(C), pages 508-519.

  3. Szabolcs Blazsek & Anna Downarowicz, 2013. "Forecasting hedge fund volatility: a Markov regime-switching approach," The European Journal of Finance, Taylor & Francis Journals, vol. 19(4), pages 243-275, April.

    Cited by:

    1. Luo, Cuicui & Seco, Luis & Wu, Lin-Liang Bill, 2015. "Portfolio optimization in hedge funds by OGARCH and Markov Switching Model," Omega, Elsevier, vol. 57(PA), pages 34-39.

  4. Nadia Ayari & Szabolcs Blazsek & Pedro Mendi, 2012. "Renewable energy innovations in Europe: a dynamic panel data approach," Applied Economics, Taylor & Francis Journals, vol. 44(24), pages 3135-3147, August.
    See citations under working paper version above.
  5. Astrid Ayala & Szabolcs Blazsek, 2012. "How has the financial crisis affected the fiscal convergence of Central and Eastern Europe to the Eurozone?," Applied Economics Letters, Taylor & Francis Journals, vol. 19(5), pages 471-476, March.

    Cited by:

    1. Nikolay Nenovsky & Kiril Tochkov, 2013. "The Distribution Dynamics of Income in Central and Eastern Europe relative to the EU: A Nonparametric Analysis," William Davidson Institute Working Papers Series wp1063, William Davidson Institute at the University of Michigan.

  6. Blazsek, Szabolcs & Escribano, Alvaro, 2010. "Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors," Journal of Econometrics, Elsevier, vol. 159(1), pages 14-32, November.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (5) 2008-12-01 2015-12-08 2016-08-14 2017-08-06 2017-11-12. Author is listed
  2. NEP-INO: Innovation (5) 2010-01-16 2012-02-20 2014-07-05 2015-12-08 2016-08-14. Author is listed
  3. NEP-IPR: Intellectual Property Rights (5) 2010-01-16 2012-02-20 2014-07-05 2015-12-08 2016-08-14. Author is listed
  4. NEP-CSE: Economics of Strategic Management (3) 2010-01-16 2012-02-20 2014-07-05
  5. NEP-SBM: Small Business Management (2) 2010-01-16 2012-02-20
  6. NEP-TID: Technology & Industrial Dynamics (2) 2010-01-16 2014-07-05
  7. NEP-BEC: Business Economics (1) 2016-08-14
  8. NEP-COM: Industrial Competition (1) 2014-07-05
  9. NEP-ETS: Econometric Time Series (1) 2008-12-01
  10. NEP-FOR: Forecasting (1) 2008-12-01
  11. NEP-KNM: Knowledge Management & Knowledge Economy (1) 2010-01-16
  12. NEP-MON: Monetary Economics (1) 2009-11-27
  13. NEP-RMG: Risk Management (1) 2008-12-01

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