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Roques, Karin Adrian von [Other]; Mack, Heinz [Other]; Mack, Ute [Editor] ; BFH Fine Art Gallery al- Manama, Exhibition Wahaj al Sahara - In the Light of the Desert - Im Licht der Wüste 2011 al- Manama

Heinz Mack - Wahaj al Sahara, In the light of the desert, Im Licht der Wüste : [on the occasion of the Exhibition Wahaj al Sahara - In the Light of the Desert - Im Licht der Wüste, BFH Fine Art Gallery, West Atrium, Harbour Mall, Bahrain Financial Harbour, Manama, Bahrain, 23.2. - 23.3.2011] = Heinz Mack - In the light of the desert = Heinz Mack - Im Licht der Wüste

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Düsseldorf: Beck & Eggeling, 2011
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrián [Author]

Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application

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2024

Published in: Macroeconomic dynamics ; 28(2024), 1 vom: Jan., Seite 32-50
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

Co-integration with score-driven models : an application to US real GDP growth, US inflation rate, and effective federal funds rate

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2023

Published in: Macroeconomic dynamics ; 27(2023), 1 vom: Jan., Seite 203-223
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

Dynamic stochastic general equilibrium inference using a score-driven approach

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2020]

Published in: Working paper ; 2020,5
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

Nonlinear common trends for the global crude oil market : Markov-switching score-driven models of the multivariate t-distribution

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2020]

Published in: Working paper ; 2020,4
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

Prediction accuracy of bivariate score-driven risk premium and volatility filters : an illustration for the Dow Jones

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2020]

Published in: Working paper ; 2020,10
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

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

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2019]

Published in: Working paper ; 2019,8
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

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

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[Getafe (Spain)]: UC3M, Universidad Carlos III de Madrid, [2019]

Published in: Working paper ; 2019,16
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

Seasonal quasi-vector autoregressive models for macroeconomic data

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Getafe (Spain): Universidad Carlos III de Madrid, Departamento de Economía, [2018]

Published in: UC3M working papers ; 20180300
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

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

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Getafe (Spain): Universidad Carlos III de Madrid, Departamento de Economía, [2018]

Published in: UC3M working papers ; 20181000
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

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

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Getafe (Spain): Universidad Carlos III de Madrid, Departamento de Economía, [2018]

Published in: UC3M working papers ; 20180900
Blazsek, Szabolcs [Author]; Escribano, Álvaro [Author]; Licht, Adrian [Author]

Score-driven non-linear multivariate dynamic location models

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Getafe (Spain): Universidad Carlos III de Madrid, Departamento de Economía, [2017]

Published in: UC3M working papers ; 20171400
Blazsek, Szabolcs; Licht, Adrian

Prediction accuracy of volatility using the score-driven Meixner distribution: an application to the Dow Jones

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Informa UK Limited, 2022

Published in: Applied Economics Letters, 29 (2022) 2, Seite 111-117
Blazsek, Szabolcs; Licht, Adrian

Dynamic conditional score models: a review of their applications

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Informa UK Limited, 2020

Published in: Applied Economics, 52 (2020) 11, Seite 1181-1199
Blazsek, Szabolcs; Escribano, Álvaro; Licht, Adrián

Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application

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Cambridge University Press (CUP), 2024

Published in: Macroeconomic Dynamics, 28 (2024) 1, Seite 32-50
Ayala, Astrid Loretta; Blazsek, Szabolcs; Licht, Adrian

Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500

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Informa UK Limited, 2024

Published in: Applied Economics, 56 (2024) 31, Seite 3684-3697
Blazsek, Szabolcs; Escribano, Alvaro; Licht, Adrian

Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatility

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Walter de Gruyter GmbH, 2024

Published in: Studies in Nonlinear Dynamics & Econometrics, 28 (2024) 1, Seite 61-82
Blazsek, Szabolcs; Escribano, Alvaro; Licht, Adrian

Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility

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Walter de Gruyter GmbH, 2024

Published in: Studies in Nonlinear Dynamics & Econometrics (2024)
Blazsek, Szabolcs; Ayala, Astrid; Licht, Adrian

Signal smoothing for score-driven models: a linear approach

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Informa UK Limited, 2024

Published in: Communications in Statistics - Simulation and Computation, 53 (2024) 2, Seite 829-852
Blazsek, Szabolcs; Escribano, Alvaro; Licht, Adrian

Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate

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Cambridge University Press (CUP), 2023

Published in: Macroeconomic Dynamics, 27 (2023) 1, Seite 203-223

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