{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,3,19]],"date-time":"2026-03-19T14:36:03Z","timestamp":1773930963867,"version":"3.50.1"},"reference-count":63,"publisher":"Informa UK Limited","issue":"5","content-domain":{"domain":["www.tandfonline.com"],"crossmark-restriction":true},"short-container-title":["Journal of the Operational Research Society"],"published-print":{"date-parts":[[2025,5,4]]},"DOI":"10.1080\/01605682.2024.2398109","type":"journal-article","created":{"date-parts":[[2024,9,5]],"date-time":"2024-09-05T07:34:59Z","timestamp":1725521699000},"page":"829-843","update-policy":"https:\/\/doi.org\/10.1080\/tandf_crossmark_01","source":"Crossref","is-referenced-by-count":0,"title":["Multivariate score-driven models for count time series with application to credit risk"],"prefix":"10.1080","volume":"76","author":[{"given":"Arianna","family":"Agosto","sequence":"first","affiliation":[{"name":"Department of Economics and Management, University of Pavia, Pavia","place":["Italy"]}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"301","published-online":{"date-parts":[[2024,9,5]]},"reference":[{"key":"e_1_3_3_2_1","doi-asserted-by":"publisher","DOI":"10.1257\/aer.20120555"},{"key":"e_1_3_3_3_1","doi-asserted-by":"publisher","DOI":"10.1080\/01605682.2020.1776169"},{"key":"e_1_3_3_4_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2019.11.005"},{"key":"e_1_3_3_5_1","doi-asserted-by":"publisher","DOI":"10.1002\/sim.9020"},{"key":"e_1_3_3_6_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jempfin.2016.02.007"},{"key":"e_1_3_3_7_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.2443"},{"key":"e_1_3_3_8_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2018.03.018"},{"key":"e_1_3_3_9_1","unstructured":"Armillotta M. Fokianos K. (2021). Poisson network autoregression. Working paper. https:\/\/arxiv.org\/abs\/2104.06296"},{"key":"e_1_3_3_10_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfs.2019.05.014"},{"key":"e_1_3_3_11_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ememar.2015.12.003"},{"key":"e_1_3_3_12_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.spasta.2021.100504"},{"key":"e_1_3_3_13_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2011.05.019"},{"key":"e_1_3_3_14_1","doi-asserted-by":"publisher","DOI":"10.1111\/jofi.12203"},{"key":"e_1_3_3_15_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfineco.2011.12.010"},{"key":"e_1_3_3_16_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2005.00798.x"},{"key":"e_1_3_3_17_1","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.3314218"},{"key":"e_1_3_3_18_1","doi-asserted-by":"publisher","DOI":"10.1093\/rfs\/hhw060"},{"key":"e_1_3_3_19_1","doi-asserted-by":"publisher","DOI":"10.1080\/07350015.2020.1739530"},{"key":"e_1_3_3_20_1","doi-asserted-by":"publisher","DOI":"10.3390\/math9222921"},{"key":"e_1_3_3_21_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.spasta.2021.100528"},{"key":"e_1_3_3_22_1","doi-asserted-by":"publisher","DOI":"10.1057\/s41274-017-0189-4"},{"key":"e_1_3_3_23_1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139013567"},{"key":"e_1_3_3_24_1","doi-asserted-by":"publisher","DOI":"10.5089\/9781451863642.001"},{"key":"e_1_3_3_25_1","doi-asserted-by":"publisher","DOI":"10.5089\/9781451862508.001"},{"key":"e_1_3_3_26_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.physa.2015.10.058"},{"key":"e_1_3_3_27_1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139151184.018"},{"key":"e_1_3_3_28_1","doi-asserted-by":"publisher","DOI":"10.1002\/jae.1279"},{"key":"e_1_3_3_29_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2007.01202.x"},{"key":"e_1_3_3_30_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2014.04.012"},{"key":"e_1_3_3_31_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.ijforecast.2011.02.006"},{"key":"e_1_3_3_32_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jimonfin.2012.02.002"},{"key":"e_1_3_3_33_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.intfin.2021.101322"},{"key":"e_1_3_3_34_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2019.01.020"},{"key":"e_1_3_3_35_1","doi-asserted-by":"publisher","DOI":"10.3150\/19-BEJ1132"},{"key":"e_1_3_3_36_1","doi-asserted-by":"publisher","DOI":"10.1111\/0022-1082.00494"},{"key":"e_1_3_3_37_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2013.12.005"},{"key":"e_1_3_3_38_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2013.02.032"},{"key":"e_1_3_3_39_1","unstructured":"Georg C. P. & Minoiu C. (2014). Seven questions on financial interconnectedness. Technical report International Monetary Fund Research Bulletin."},{"key":"e_1_3_3_40_1","doi-asserted-by":"publisher","DOI":"10.1080\/08982112.2019.1655159"},{"key":"e_1_3_3_41_1","unstructured":"Greene W. H. (1994). Accounting for excess zeros and sample selection in Poisson and negative binomial regression models. NYU working paper no. EC-94-10."},{"key":"e_1_3_3_42_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.intfin.2018.01.005"},{"key":"e_1_3_3_43_1","doi-asserted-by":"publisher","DOI":"10.1515\/9780691218632"},{"key":"e_1_3_3_44_1","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9781139540933"},{"key":"e_1_3_3_45_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jbankfin.2022.106618"},{"key":"e_1_3_3_46_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jempfin.2006.07.004"},{"key":"e_1_3_3_47_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfs.2021.100907"},{"key":"e_1_3_3_48_1","doi-asserted-by":"publisher","DOI":"10.1371\/journal.pone.0061815"},{"key":"e_1_3_3_49_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2014.10.048"},{"key":"e_1_3_3_50_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.intfin.2010.08.005"},{"key":"e_1_3_3_51_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.intfin.2015.09.001"},{"key":"e_1_3_3_52_1","doi-asserted-by":"publisher","DOI":"10.1162\/REST_a_00533"},{"key":"e_1_3_3_53_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.iref.2016.01.007"},{"key":"e_1_3_3_54_1","doi-asserted-by":"publisher","DOI":"10.2307\/1269547"},{"key":"e_1_3_3_55_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfi.2010.03.002"},{"key":"e_1_3_3_56_1","doi-asserted-by":"publisher","DOI":"10.1111\/j.1540-6261.2005.00797.x"},{"key":"e_1_3_3_57_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2014.10.023"},{"key":"e_1_3_3_58_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2017.04.016"},{"key":"e_1_3_3_59_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jfs.2013.03.001"},{"key":"e_1_3_3_60_1","volume-title":"An assessment of financial sector rescue programmes","author":"Panetta F.","year":"2009","unstructured":"Panetta, F., Faeh, T., Grande, G., Ho, C., King, M., Levy, A., & Signoretti, F. M. (2009). An assessment of financial sector rescue programmes. Bank for International Settlements (BIS) Papers No. 48"},{"key":"e_1_3_3_61_1","doi-asserted-by":"publisher","DOI":"10.2139\/ssrn.2794016"},{"key":"e_1_3_3_62_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.irfa.2020.101507"},{"key":"e_1_3_3_63_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.econmod.2016.09.003"},{"key":"e_1_3_3_64_1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jebo.2016.10.012"}],"container-title":["Journal of the Operational Research Society"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/www.tandfonline.com\/doi\/pdf\/10.1080\/01605682.2024.2398109","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2026,3,19]],"date-time":"2026-03-19T11:48:00Z","timestamp":1773920880000},"score":1,"resource":{"primary":{"URL":"https:\/\/www.tandfonline.com\/doi\/full\/10.1080\/01605682.2024.2398109"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2024,9,5]]},"references-count":63,"journal-issue":{"issue":"5","published-print":{"date-parts":[[2025,5,4]]}},"alternative-id":["10.1080\/01605682.2024.2398109"],"URL":"https:\/\/doi.org\/10.1080\/01605682.2024.2398109","relation":{},"ISSN":["0160-5682","1476-9360"],"issn-type":[{"value":"0160-5682","type":"print"},{"value":"1476-9360","type":"electronic"}],"subject":[],"published":{"date-parts":[[2024,9,5]]},"assertion":[{"value":"The publishing and review policy for this title is described in its Aims & Scope.","order":1,"name":"peerreview_statement","label":"Peer Review Statement"},{"value":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tjor20","URL":"http:\/\/www.tandfonline.com\/action\/journalInformation?show=aimsScope&journalCode=tjor20","order":2,"name":"aims_and_scope_url","label":"Aim & Scope"},{"value":"2022-05-25","order":0,"name":"received","label":"Received","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-05-30","order":1,"name":"revised","label":"Revised","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-08-25","order":2,"name":"accepted","label":"Accepted","group":{"name":"publication_history","label":"Publication History"}},{"value":"2024-09-05","order":3,"name":"published","label":"Published","group":{"name":"publication_history","label":"Publication History"}}]}}