Szabolcs Blazsek
Professor of Economics
Szabolcs Blazsek is a Professor of Economics at the Stetson-Hatcher School of Business at Mercer University. Szabolcs earned a Ph.D. in Economics degree at the University Carlos III of Madrid in 2007, and an M.S. in Business Administration degree at Corvinus University of Budapest in 2001. He lectures econometrics courses at undergraduate and graduate levels. His research interests are score-driven time series models, financial econometrics, and macroeconometrics. His articles are published in the Journal of Econometrics, Economics Letters, Energy Economics, Journal of Economic Behavior & Organization, Empirical Economics, European Journal of Finance, Finance Research Letters, Macroeconomic Dynamics, Studies in Nonlinear Dynamics & Econometrics, Communications in Statistics – Simulation and Computation, Applied Economics, Applied Economics Letters, Journal of Econometric Methods, Econometrics, Financial Markets and Portfolio Management, among others.
Contact Szabi
Research
Blazsek, S., Thomas, Z. A., Marroquin, A., and Lambert, C. A. (2024) Score-driven latent-factor panel data models of economic freedom: An empirical application to the United States. Applied Economics. https://doi.org/10.1080/00036846.2024.2354515
Blazsek, S., Licht, A., Ayala, A., and Liu, S.-P. (2024) Core inflation rate for China and the ASEAN-10 countries: Smoothed signal for score-driven local level plus scale models. Studies in Nonlinear Dynamics & Econometrics. https://doi.org/10.1515/snde-2023-0042
Blazsek, S., Escribano, A., and Licht, A. (2024) Non-Gaussian score-driven conditionally heteroskedastic models with a macroeconomic application. Macroeconomic Dynamics 28 (1): 32–50. https://doi.org/10.1017/S1365100522000712
Blazsek, S., Blazsek, V., and Kobor, A. (2023) Conservatorship, quantitative easing, and mortgage spreads: a new multi-equation score-driven model of policy actions. Studies in Nonlinear Dynamics & Econometrics 27 (2): 237–264. http://doi.org/10.1515/snde-2021-0066
Ayala, A., Blazsek, S., and Licht, A. (2022) Score-driven stochastic seasonality of the Russian rouble: an application case study for the period of 1999 to 2020. Empirical Economics 62: 2179–2203. https://doi.org/10.1007/s00181-021-02103-6
Blazsek, S., Escribano, A., and Licht, A. (2023) Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rate. Macroeconomic Dynamics 27 (1): 203–223. https://doi.org/10.1017/S1365100521000365
Blazsek, S., Escribano, A., and Licht, A. (2022) Multivariate Markov-switching score-driven models: an application to the global crude oil market. Studies in Nonlinear Dynamics & Econometrics 26 (3): 313–335.
Best Paper in 2022 for Studies in Nonlinear Dynamics & Econometrics.
Ayala, A., and Blazsek, S. (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 51 (37): 4083–4103. https://doi.org/10.1080/00036846.2019.1588952
Ayala, A., and Blazsek, S. (2019) Score-driven currency exchange rate seasonality as applied to the Guatemalan Quetzal/US Dollar. SERIEs: Journal of the Spanish Economic Association 10 (1): 65–92. https://doi.org/10.1007/s13209-018-0186-0
Blazsek, S., and Hernandez, H. (2018) Analysis of electricity prices for Central American countries using dynamic conditional score models. Empirical Economics 55 (4): 1807–1848. http://dx.doi.org/10.1007/s00181-017-1341-3
Ayala, A., Blazsek, S., Cuñado, J., and Gil-Alana, L. A. (2016) Regime-switching purchasing power parity in Latin America: Monte Carlo unit root tests with dynamic conditional score. Applied Economics 48 (29): 2675–2696. http://dx.doi.org/10.1080/00036846.2015.1128076
Ayala, A., and Blazsek, S. (2014) Fiscal sustainability of Eurozone governments: an empirical review of the past decade. Review of European Studies 6 (1): 143–150. http://dx.doi.org/10.5539/res.v6n1p143
Ayala, A., and Blazsek, S. (2014) Contagion of sovereign debt in the Eurozone. Theoretical Economics Letters 4 (1): 98–109. http://dx.doi.org/10.4236/tel.2014.41016
Ayala, A., and Blazsek, S. (2013) Structural breaks in public finances in Central and Eastern European countries. Economic Systems 37 (1): 45–60. http://dx.doi.org/10.1016/j.ecosys.2012.06.004