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Tibor Szendrei

Personal Details

First Name:Tibor
Middle Name:
Last Name:Szendrei
Suffix:
RePEc Short-ID:psz103
[This author has chosen not to make the email address public]
https://econometibi.github.io/
Terminal Degree:2024 Department of Accountancy, Economics and Finance; Heriot-Watt University (from RePEc Genealogy)

Affiliation

National Institute of Economic and Social Research (NIESR)

London, United Kingdom
https://www.niesr.ac.uk/
RePEc:edi:niesruk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Szendrei, Tibor & Eross, Andrea & Mohammed, Mustapha & Ersoy, Erkal, 2024. "Investigating the effect of green finance initiatives on renewable energy penetration in Europe," Accountancy, Economics, and Finance Working Papers 2024-07, Heriot-Watt University, Department of Accountancy, Economics, and Finance.
  2. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.
  3. Katalin Varga & Tibor Szendrei, 2024. "Non-stationary Financial Risk Factors and Macroeconomic Vulnerability for the UK," Papers 2404.01451, arXiv.org.
  4. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "Fused LASSO as Non-Crossing Quantile Regression," Papers 2403.14036, arXiv.org, revised Aug 2024.
  5. Tibor Szendrei & Arnab Bhattacharjee, 2024. "Momentum Informed Inflation-at-Risk," Papers 2408.12286, arXiv.org.
  6. Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei & Geoffrey J. D. Hewings, 2023. "NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation," National Institute of Economic and Social Research (NIESR) Discussion Papers 547, National Institute of Economic and Social Research.
  7. David Kohns & Tibor Szendrei, 2021. "Decoupling Shrinkage and Selection for the Bayesian Quantile Regression," Papers 2107.08498, arXiv.org.
  8. David Kohns & Tibor Szendrei, 2020. "Horseshoe Prior Bayesian Quantile Regression," Papers 2006.07655, arXiv.org, revised Mar 2021.
  9. Tibor Szendrei & Katalin Varga, 2017. "FISS - A Factor Based Index of Systemic Stress in the Financial System," MNB Working Papers 2017/9, Magyar Nemzeti Bank (Central Bank of Hungary).
  10. Tamás Berki & Tibor Szendrei, 2017. "The cyclical position of housing prices – a VECM approach for Hungary," MNB Occasional Papers 2017/126, Magyar Nemzeti Bank (Central Bank of Hungary).

Articles

  1. Arnab Bhattacharjee & Eliza da Silva Gomes & Larissa Marioni & Adrian Pabst & Robyn Smith & Tibor Szendrei, 2024. "Productivity," National Institute of Economic and Social Research (NIESR) General Election Briefings, National Institute of Economic and Social Research, issue 6, June.
  2. Paula Bejarano Carbo & Arnab Bhattacharjee & Benjamin Caswell & Hailey Low & Monica George Michail & Stephen Millard & Max Mosley & Adrian Pabst & Robyn Smith & Tibor Szendrei, 2024. "National Institute UK Economic Outlook Summer 2024 – The Economic Inheritance for the New Government," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 15, pages 7-22.
  3. Arnab Bhattacharjee & Adrian Pabst & Robyn Smith & Tibor Szendrei, 2024. "Levelling Up," National Institute of Economic and Social Research (NIESR) General Election Briefings, National Institute of Economic and Social Research, issue 7, June.
  4. Arnab Bhattacharjee & Eliza da Silva Gomes & Adrian Pabst & Robyn Smith & Tibor Szendrei, 2024. "Regional Regeneration and the Outlook for the Devolved Nations and the English Regions," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 15, pages 43-72.
  5. Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei & Geoffrey J. D. Hewings, 2024. "NiReMS: A regional model at household level combining spatial econometrics with dynamic microsimulation," Spatial Economic Analysis, Taylor & Francis Journals, vol. 19(3), pages 436-461, July.
  6. Jagjit S. Chadha & Benjamin Caswell & Ed Cornforth & Patricia Sánchez Juanino & Arnab Bhattacharjee & Eliza da Silva Gomes & Larissa Marioni & Adrian Pabst & Robyn Smith & Tibor Szendrei & Max Mosley, 2024. "Economic Priorities for the 2024 General Election," National Institute of Economic and Social Research (NIESR) General Election Briefings, National Institute of Economic and Social Research, issue 9, June.
  7. Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2023. "Outlook for UK Households, the Devolved Nations and the English Regions," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 10, pages 44-64.
  8. Szendrei, Tibor & Varga, Katalin, 2023. "Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution," Economics Letters, Elsevier, vol. 223(C).
  9. Mosley, Max & Szendrei, Tibor, 2022. "Box D: Measuring the effect of the cost-of-living crisis on low-income households," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 6, pages 56-57.
  10. Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2022. "Outlook for the devolved nations, English regions, and UK households," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 6, pages 37-55.
  11. Bhattacharjee, Arnab & Szendrei, Tibor, 2022. "Box D: National Institute Regional Modelling System (NiReMS): Methodology and Updates," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 5, pages 41-44.
  12. Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei, 2022. "Box F: The Northern Ireland Protocol – Lost Opportunities for Northern Ireland?," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 8, pages 73-75.
  13. Bhattacharjee, Arnab & Szendrei, Tibor, 2021. "Box E: Distributional impacts of Covid-19 and potential for policy intervention," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 4, pages 41-44.
  14. Bhattacharjee, Arnab & Pabst, Adrian & Szendrei, Tibor & Aitken, Andrew & Marioni, Larissa & Aznar, Ana Rincon & Tong, Manuel, 2021. "UK Regional Outlook: Autumn 2021," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 4, pages 33-40.
  15. Tibor Szendrei & Katalin Varga, 2020. "FISS - A Factor-based Index of Systemic Stress in the Financial System," Russian Journal of Money and Finance, Bank of Russia, vol. 79(1), pages 3-34, March.
  16. Gergely Lakos & Tibor Szendrei, 2017. "Explanations of Asset Price Bubbles," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(4), pages 122-150.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei & Geoffrey J. D. Hewings, 2023. "NiReMS: A Regional Model at Household Level Combining Spatial Econometrics with Dynamic Microsimulation," National Institute of Economic and Social Research (NIESR) Discussion Papers 547, National Institute of Economic and Social Research.

    Cited by:

    1. Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2023. "Outlook for UK Households, the Devolved Nations and the English Regions," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 10, pages 44-64.
    2. Adele Bergin & Hailey Low & Stephen Millard & Akhilesh Kumar Verma, "undated". "A Macro-Model of the Northern Ireland Economy," National Institute of Economic and Social Research (NIESR) Discussion Papers 566, National Institute of Economic and Social Research.

  2. David Kohns & Tibor Szendrei, 2021. "Decoupling Shrinkage and Selection for the Bayesian Quantile Regression," Papers 2107.08498, arXiv.org.

    Cited by:

    1. Jan Pruser & Florian Huber, 2023. "Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions," Papers 2301.13604, arXiv.org, revised Sep 2023.
    2. Szendrei, Tibor & Varga, Katalin, 2023. "Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution," Economics Letters, Elsevier, vol. 223(C).

  3. David Kohns & Tibor Szendrei, 2020. "Horseshoe Prior Bayesian Quantile Regression," Papers 2006.07655, arXiv.org, revised Mar 2021.

    Cited by:

    1. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2022. "Specification Choices in Quantile Regression for Empirical Macroeconomics," Working Papers 22-25, Federal Reserve Bank of Cleveland.
    2. Pfarrhofer, Michael, 2022. "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, vol. 143(C).
    3. James Mitchell & Aubrey Poon & Dan Zhu, 2022. "Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics," Working Papers 22-12R, Federal Reserve Bank of Cleveland, revised 11 Apr 2023.

  4. Tamás Berki & Tibor Szendrei, 2017. "The cyclical position of housing prices – a VECM approach for Hungary," MNB Occasional Papers 2017/126, Magyar Nemzeti Bank (Central Bank of Hungary).

    Cited by:

    1. Eyno Rots, 2018. "Business, Housing, and Credit Cycles – The Case of Hungary," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 5-22.
    2. Sara Ferreira Filipe, 2018. "Housing prices and mortgage credit in Luxembourg," BCL working papers 117, Central Bank of Luxembourg.

Articles

  1. Arnab Bhattacharjee & Adrian Pabst & Tibor Szendrei & Geoffrey J. D. Hewings, 2024. "NiReMS: A regional model at household level combining spatial econometrics with dynamic microsimulation," Spatial Economic Analysis, Taylor & Francis Journals, vol. 19(3), pages 436-461, July.
    See citations under working paper version above.
  2. Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2023. "Outlook for UK Households, the Devolved Nations and the English Regions," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 10, pages 44-64.

    Cited by:

    1. Max. A. Mosley & Edmund Cornforth, 2023. "The Macroeconomic Effect of the UK’s 2022 Cost-of-Living Payments," Discussion Papers 2316, Centre for Macroeconomics (CFM).

  3. Szendrei, Tibor & Varga, Katalin, 2023. "Revisiting vulnerable growth in the Euro Area: Identifying the role of financial conditions in the distribution," Economics Letters, Elsevier, vol. 223(C).

    Cited by:

    1. Hafemann, Lucas, 2023. "A house prices at risk approach for the German residential real estate market," Technical Papers 07/2023, Deutsche Bundesbank.
    2. Tibor Szendrei & Arnab Bhattacharjee & Mark E. Schaffer, 2024. "MIDAS-QR with 2-Dimensional Structure," Papers 2406.15157, arXiv.org.

  4. Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2022. "Outlook for the devolved nations, English regions, and UK households," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 6, pages 37-55.

    Cited by:

    1. Max. A. Mosley & Edmund Cornforth, 2023. "The Macroeconomic Effect of the UK’s 2022 Cost-of-Living Payments," Discussion Papers 2316, Centre for Macroeconomics (CFM).

  5. Bhattacharjee, Arnab & Szendrei, Tibor, 2021. "Box E: Distributional impacts of Covid-19 and potential for policy intervention," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 4, pages 41-44.

    Cited by:

    1. Bhattacharjee, Arnab & Pabst, Adrian & Mosley, Max & Szendrei, Tibor, 2023. "Outlook for UK Households, the Devolved Nations and the English Regions," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 10, pages 44-64.
    2. Paula Bejarano Carbo & Hailey Low & Ben Caswell & Stephen Millard & Dixon, Huw & Mosley, Max, 2024. "UK Economic Outlook: The Macroeconomic Outlook for the United Kingdom," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 13, pages 7-50.
    3. Pabst, Adrian, 2024. "Foreward," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 14, pages 3-4.
    4. Niesr, 2024. "Forecast tables," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 13, pages 88-96.
    5. Francisco Sebastian, 2024. "Box A: Implications of the transition from Defined Benefit to Defined Contribution pensions in the UK," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 13, pages 29-33.
    6. Bill Wells, 2024. "Box B: Job boom or job bust? The effect of the pandemic on actual and measured job and employment growth," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 13, pages 36-41.
    7. Niesr, 2024. "National Institute UK Economic Outlook Winter 2024 – Summary," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 13, pages 5-5.
    8. Jack Shaw, 2024. "Box C: The state of local government finances," National Institute UK Economic Outlook, National Institute of Economic and Social Research, issue 13, pages 79-83.

  6. Gergely Lakos & Tibor Szendrei, 2017. "Explanations of Asset Price Bubbles," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 16(4), pages 122-150.

    Cited by:

    1. Máté Csiki & Gábor Dávid Kiss, 2018. "Capital Market Contagion in the Stock Markets of Visegrád Countries Based on the Heckman Selection Model," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), vol. 17(4), pages 23-52.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 10 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ECM: Econometrics (4) 2020-07-20 2021-08-09 2024-04-29 2024-07-22. Author is listed
  2. NEP-FDG: Financial Development and Growth (2) 2021-08-09 2024-05-06
  3. NEP-MAC: Macroeconomics (2) 2017-02-12 2017-10-15
  4. NEP-URE: Urban and Real Estate Economics (2) 2017-02-12 2023-03-13
  5. NEP-BAN: Banking (1) 2024-05-06
  6. NEP-CBA: Central Banking (1) 2017-10-15
  7. NEP-EEC: European Economics (1) 2024-07-15
  8. NEP-ENE: Energy Economics (1) 2024-07-15
  9. NEP-ENV: Environmental Economics (1) 2024-07-15
  10. NEP-ETS: Econometric Time Series (1) 2024-07-22
  11. NEP-GEO: Economic Geography (1) 2023-03-13
  12. NEP-MON: Monetary Economics (1) 2024-09-30
  13. NEP-RMG: Risk Management (1) 2021-08-09
  14. NEP-TRA: Transition Economics (1) 2017-02-12

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