Details about Tibor Szendrei

Access statistics for papers by Tibor Szendrei.

Last updated 2025-01-13. Update your information in the RePEc Author Service.

Short-id: psz103

Working Papers

2024

1. Fused LASSO as Non-Crossing Quantile Regression
   Papers, arXiv.org
   Also in IZA Discussion Papers, Institute of Labor Economics (IZA) (2024)
2. Investigating the effect of green finance initiatives on renewable energy penetration in Europe
   Accountancy, Economics, and Finance Working Papers, Heriot-Watt University, Department of Accountancy, Economics, and Finance
3. MIDAS-QR with 2-Dimensional Structure
   Papers, arXiv.org
4. Momentum Informed Inflation-at-Risk
   Papers, arXiv.org
5. Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK
   Papers, arXiv.org

2023

6. NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research View citations (1)
   See also Journal Article NiReMS: A regional model at household level combining spatial econometrics with dynamic microsimulation, Spatial Economic Analysis, Taylor & Francis Journals (2024) View citations (1) (2024)

2021

7. Decoupling Shrinkage and Selection for the Bayesian Quantile Regression
   Papers, arXiv.org View citations (2)
8. Horseshoe Prior Bayesian Quantile Regression
   Papers, arXiv.org View citations (4)

2017

9. FISS - A Factor Based Index of Systemic Stress in the Financial System
   MNB Working Papers, Magyar Nemzeti Bank (Central Bank of Hungary)
   See also Journal Article FISS - A Factor-based Index of Systemic Stress in the Financial System, Russian Journal of Money and Finance, Bank of Russia (2020) (2020)
10. The cyclical position of housing prices – a VECM approach for Hungary
    MNB Occasional Papers, Magyar Nemzeti Bank (Central Bank of Hungary) View citations (2)

Journal Articles

2024

1. Economic Priorities for the 2024 General Election
   National Institute of Economic and Social Research (NIESR) General Election Briefings, 2024, (9)
2. Levelling Up
   National Institute of Economic and Social Research (NIESR) General Election Briefings, 2024, (7)
3. National Institute UK Economic Outlook Summer 2024 – The Economic Inheritance for the New Government
   National Institute UK Economic Outlook, 2024, (15), 7-22
4. NiReMS: A regional model at household level combining spatial econometrics with dynamic microsimulation
   Spatial Economic Analysis, 2024, 19, (3), 436-461 View citations (1)
   See also Working Paper NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation, National Institute of Economic and Social Research (NIESR) Discussion Papers (2023) View citations (1) (2023)
5. Outlook for UK Households, the Devolved Nations and the English Regions
   National Institute UK Economic Outlook, 2024, (13), 51-87
   Also in National Institute UK Economic Outlook, 2022, (7), 31-60 (2022) View citations (1)
   National Institute UK Economic Outlook, 2024, (14), 48-75 (2024)
   National Institute UK Economic Outlook, 2022, (8), 49-69 (2022) View citations (1)
   National Institute UK Economic Outlook, 2023, (9), 39-60 (2023)
   National Institute UK Economic Outlook, 2023, (10), 44-64 (2023)
   National Institute UK Economic Outlook, 2023, (12), 41-76 (2023)
   National Institute UK Economic Outlook, 2023, (11), 45-82 (2023)
6. Productivity
   National Institute of Economic and Social Research (NIESR) General Election Briefings, 2024, (6)
7. Regional Regeneration and the Outlook for the Devolved Nations and the English Regions
   National Institute UK Economic Outlook, 2024, (15), 43-72
   Also in National Institute UK Economic Outlook, 2024, (16), 43-88 (2024)

2023

8. Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution
   Economics Letters, 2023, 223, (C) View citations (2)

2022

9. Box D: Measuring the effect of the cost-of-living crisis on low-income households
   National Institute UK Economic Outlook, 2022, (6), 56-57
10. Box D: National Institute Regional Modelling System (NiReMS): Methodology and Updates
    National Institute UK Economic Outlook, 2022, (5), 41-44
11. Box F: The Northern Ireland Protocol – Lost Opportunities for Northern Ireland?
    National Institute UK Economic Outlook, 2022, (8), 73-75
12. Outlook for the devolved nations, English regions, and UK households
    National Institute UK Economic Outlook, 2022, (6), 37-55 View citations (1)
13. UK Regional Outlook: Autumn 2021
    National Institute UK Economic Outlook, 2022, (5), 29-40
    Also in National Institute UK Economic Outlook, 2021, (4), 33-40 (2021)

2021

14. Box E: Distributional impacts of Covid-19 and potential for policy intervention
    National Institute UK Economic Outlook, 2021, (4), 41-44 View citations (8)

2020

15. FISS - A Factor-based Index of Systemic Stress in the Financial System
    Russian Journal of Money and Finance, 2020, 79, (1), 3-34
    See also Working Paper FISS - A Factor Based Index of Systemic Stress in the Financial System, MNB Working Papers (2017) (2017)

2017

16. Explanations of Asset Price Bubbles
    Financial and Economic Review, 2017, 16, (4), 122-150 View citations (1)