Studies in Nonlinear Dynamics & Econometrics

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 14 48 0 0 0.07 1997 0.21 0.17 10 92 14 3 0 6 0.6 0.09 1998 0.38 0.19 15 74 24 9 0 0.12 1999 0.32 0.29 5 24 25 8 0 3 0.6 0.19 2000 0.15 0.39 11 8 20 3 0 0.2 2001 0.34 18 31 16 0 0.18 2002 0.14 0.39 15 62 29 4 0 1 0.07 0.2 2003 0.36 0.41 24 31 33 12 0 2 0.08 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:bep:sndecm:2:1997:1:1-14 Inference in TAR Models (1997). Studies in Nonlinear Dynamics & Econometrics
Cited: 57 times.

(2) RePEc:bep:sndecm:3:1998:1:23-42 The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 29 times.

(3) RePEc:bep:sndecm:6:2002:2:1006-1006 Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks (2002). Studies in Nonlinear Dynamics & Econometrics
Cited: 24 times.

(4) RePEc:bep:sndecm:2:1997:1:15-22 Investigating Cyclical Asymmetries (1997). Studies in Nonlinear Dynamics & Econometrics
Cited: 17 times.

(5) RePEc:bep:sndecm:1:1996:1:35-46 A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle (1996). Studies in Nonlinear Dynamics & Econometrics
Cited: 14 times.

(6) RePEc:bep:sndecm:6:2002:3:1090-1090 Wavelets in Economics and Finance: Past and Future (2002). Studies in Nonlinear Dynamics & Econometrics
Cited: 12 times.

(7) RePEc:bep:sndecm:3:1999:4:169-188 Stability Analysis of Continuous-Time Macroeconometric Systems (1999). Studies in Nonlinear Dynamics & Econometrics
Cited: 11 times.

(8) RePEc:bep:sndecm:2:1998:4:133-149 GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 11 times.

(9) RePEc:bep:sndecm:3:1998:2:61-78 Smooth-Transition GARCH Models (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 10 times.

(10) RePEc:bep:sndecm:8:2004:3:1155-1155 Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 9 times.

(11) RePEc:bep:sndecm:1:1996:1:1-2 On Cycles and Chaos in Economics (1996). Studies in Nonlinear Dynamics & Econometrics
Cited: 9 times.

(12) RePEc:bep:sndecm:9:2005:1:1219-1219 A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis (2005). Studies in Nonlinear Dynamics & Econometrics
Cited: 9 times.

(13) RePEc:bep:sndecm:5:2001:1:87-102 Wavelet Analysis of the Cost-of-Carry Model (2001). Studies in Nonlinear Dynamics & Econometrics
Cited: 8 times.

(14) RePEc:bep:sndecm:3:1998:3:119-140 Information-Theoretic Analysis of Serial Dependence and Cointegration (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 7 times.

(15) RePEc:bep:sndecm:7:2003:4:1125-1125 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (2003). Studies in Nonlinear Dynamics & Econometrics
Cited: 7 times.

(16) RePEc:bep:sndecm:5:2001:3:1077-1077 Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis (2001). Studies in Nonlinear Dynamics & Econometrics
Cited: 7 times.

(17) RePEc:bep:sndecm:9:2005:1:1170-1170 Wavelet Transforms and Commodity Prices (2005). Studies in Nonlinear Dynamics & Econometrics
Cited: 7 times.

(18) RePEc:bep:sndecm:1:1996:1:47-64 Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (1996). Studies in Nonlinear Dynamics & Econometrics
Cited: 6 times.

(19) RePEc:bep:sndecm:1:1996:3:169-176 SIMANN: A Global Optimization Algorithm using Simulated Annealing (1996). Studies in Nonlinear Dynamics & Econometrics
Cited: 6 times.

(20) RePEc:bep:sndecm:2:1997:2:35-51 Finite Sample Properties of the Efficient Method of Moments (1997). Studies in Nonlinear Dynamics & Econometrics
Cited: 6 times.

(21) RePEc:bep:sndecm:5:2002:4:1083-1083 Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002). Studies in Nonlinear Dynamics & Econometrics
Cited: 6 times.

(22) RePEc:bep:sndecm:1:1997:4:175-185 Endogenous Cycles in Competitive Models: An Overview (1997). Studies in Nonlinear Dynamics & Econometrics
Cited: 6 times.

(23) RePEc:bep:sndecm:6:2002:1:1002-1002 Characterizing the Degree of Stability of Non-linear Dynamic Models (2002). Studies in Nonlinear Dynamics & Econometrics
Cited: 6 times.

(24) RePEc:bep:sndecm:3:1999:4:191-200 Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP (1999). Studies in Nonlinear Dynamics & Econometrics
Cited: 5 times.

(25) RePEc:bep:sndecm:8:2004:2:1223-1223 Mixture Processes for Financial Intradaily Durations (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 5 times.

(26) RePEc:bep:sndecm:8:2004:3:1182-1182 Household Income Dynamics in Two Transition Economies (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 5 times.

(27) RePEc:bep:sndecm:8:2004:1:1200-1200 An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 5 times.

(28) RePEc:bep:sndecm:6:2002:3:1091-1091 Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (2002). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(29) RePEc:bep:sndecm:7:2003:4:1183-1183 The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (2003). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(30) RePEc:bep:sndecm:9:2005:4:1328-1328 The International CAPM and a Wavelet-Based Decomposition of Value at Risk (2005). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(31) RePEc:bep:sndecm:7:2003:4:1112-1112 Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach (2003). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(32) RePEc:bep:sndecm:5:2001:3:1078-1078 Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective (2001). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(33) RePEc:bep:sndecm:3:1998:1:1-22 Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(34) RePEc:bep:sndecm:9:2005:4:1147-1147 Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005). Studies in Nonlinear Dynamics & Econometrics
Cited: 4 times.

(35) RePEc:bep:sndecm:8:2004:2:1218-1218 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(36) RePEc:bep:sndecm:9:2005:2:1263-1263 Solving Ramsey Problems with Nonlinear Projection Methods (2005). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(37) RePEc:bep:sndecm:8:2004:3:1226-1226 The Long Memory of the Efficient Market (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(38) RePEc:bep:sndecm:3:1999:4:223-237 Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss (1999). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(39) RePEc:bep:sndecm:8:2004:2:1210-1210 Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers (2004). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(40) RePEc:bep:sndecm:2:1998:4:159-177 The Current Depth-of-Recession and Unemployment-Rate Forecasts (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(41) RePEc:bep:sndecm:7:2003:3:1119-1119 Industrial Sector Mode-Locking and Business Cycle Formation (2003). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(42) RePEc:bep:sndecm:3:1998:3:141-156 Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(43) RePEc:bep:sndecm:6:2002:3:1092-1092 Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (2002). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(44) RePEc:bep:sndecm:2:1998:4:1034-1034 Early News is Good News: The Effects of Market Opening on Market Volatility (1998). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(45) RePEc:bep:sndecm:7:2003:1:1108-1108 Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series (2003). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(46) RePEc:bep:sndecm:10:2006:3:1362-1362 Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (2006). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(47) RePEc:bep:sndecm:4:2001:4:183-212 The Formation of Inflation Expectations under Changing Inflation Regimes (2001). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(48) RePEc:bep:sndecm:3:1999:4:203-220 Should Policy Makers Worry about Asymmetries in the Business Cycle? (1999). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(49) RePEc:bep:sndecm:1:1996:3:131-143 Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (1996). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

(50) RePEc:bep:sndecm:2:1997:2:23-34 Technical Trading Rules and the Size of the Risk Premium in Security Returns (1997). Studies in Nonlinear Dynamics & Econometrics
Cited: 3 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:ecb:ecbwps:20030283 US, Japan and the euro area - comparing business-cycle features. (2003). European Central Bank / Working Paper Series

(2) RePEc:smu:ecowpa:0508 A Robust Entropy-Based Test for Asymmetry (2003). Southern Methodist University, Department of Economics / Departmental Working Papers

Latest citations received in: 2002

(1) RePEc:man:cgbcrp:18 Nonlinearity in the Feds Monetary Policy Rule (2002). The School of Economic Studies, The Univeristy of Manchester / Centre for Growth and Business Cycle Research Discussion Paper Series

Latest citations received in: 2001

Latest citations received in: 2000

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.