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Szabolcs Blazsek

Global rank #6571 92%

Institution: Mercer University

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://www.researchgate.net/profile/Szabolcs-Blazsek

First Publication: 2010

Most Recent: 2026

RePEc ID: pbl111 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 1.68 0.50 0.00 6.12
Last 10 Years 0.00 2.68 0.50 0.00 12.74
All Time 0.00 3.69 0.50 0.00 15.92

Publication Statistics

Raw Publications 24
Coauthorship-Adjusted Count 20.36

Publications (24)

Year Article Journal Tier Authors
2026 New score-driven scale and shape interactions: an application to international stock indices Applied Economics C 2
2025 Score-driven latent-factor panel data models of economic freedom: an empirical application to the United States Applied Economics C 4
2025 Observable or latent Markov chains for score-driven regime-switching volatility? Applied Economics C 3
2025 Outlier-robust unit root tests for score-driven models: critical values and applications Applied Economics C 3
2024 Score function scaling for QAR plus Beta-t-EGARCH: an empirical application to the S&P 500 Applied Economics C 3
2024 Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models Energy Economics A 3
2024 Score-driven cryptocurrency and equity portfolios Applied Economics C 2
2023 Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts Energy Economics A 2
2022 Intertemporal choice experiments and large-stakes behavior Journal of Economic Behavior and Organization B 4
2020 Dynamic conditional score models: a review of their applications Applied Economics C 2
2019 Score-driven models of stochastic seasonality in location and scale: an application case study of the Indian rupee to USD exchange rate Applied Economics C 2
2018 Equity market neutral hedge funds and the stock market: an application of score-driven copula models Applied Economics C 2
2018 Score-driven Markov-switching EGARCH models: an application to systematic risk analysis Applied Economics C 3
2017 Event-study analysis by using dynamic conditional score models Applied Economics C 2
2017 Markov regime-switching Beta--EGARCH Applied Economics C 2
2017 Dynamic conditional score models of degrees of freedom: filtering with score-driven heavy tails Applied Economics C 2
2016 Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score Applied Economics C 4
2016 Score-driven dynamic patent count panel data models Economics Letters C 2
2016 Patent propensity, R&D and market competition: Dynamic spillovers of innovation leaders and followers Journal of Econometrics A 2
2016 QARMA-Beta-<italic>t</italic>-EGARCH versus ARMA-GARCH: an application to S&P 500 Applied Economics C 2
2015 Is Beta-<italic>t</italic>-EGARCH(1,1) superior to GARCH(1,1)? Applied Economics C 2
2012 Renewable energy innovations in Europe: a dynamic panel data approach Applied Economics C 3
2012 Renewable energy innovations in Europe: a dynamic panel data approach Applied Economics C 3
2010 Knowledge spillovers in US patents: A dynamic patent intensity model with secret common innovation factors Journal of Econometrics A 2