Adrian Licht

Adrian Licht

Universidad Francisco Marroquín - Guatemala City / Guatemala
Others
AD Scientific Index ID: 5898784
Francisco Marroquín University
person_outline Adrian Licht's MOST POPULAR ARTICLES
1-) Co-integration with score-driven models: an application to US real GDP growth, US inflation rate, and effective federal funds rateS Blazsek, A Escribano, A LichtMacroeconomic Dynamics 27 (1), 203-223, 2023182023
2-) Dynamic conditional score models: a review of their applicationsS Blazsek, A LichtApplied Economics 52 (11), 1181-1199, 2020182020
3-) Score-driven location plus scale models: asymptotic theory and an application to forecasting Dow Jones volatilityS Blazsek, A Escribano, A LichtStudies in Nonlinear Dynamics & Econometrics 28 (1), 61-82, 2024152024
4-) Multivariate Markov-switching score-driven models: An application to the global crude oil marketS Blazsek, A Escribano, A LichtStudies in Nonlinear Dynamics & Econometrics 26 (3), 313-335, 2022132022
5-) Identification of seasonal effects in impulse responses using score-driven multivariate location modelsS Blazsek, A Escribano, A LichtJournal of Econometric Methods 10 (1), 53-66, 2021122021