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.
Most cited documents in this series: (1) RePEc:bep:sndecm:2:1997:1:114 Inference in TAR Models (1997). Cited: 57 times. (2) RePEc:bep:sndecm:3:1998:1:2342 The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998). Cited: 29 times. (3) RePEc:bep:sndecm:6:2002:2:10061006 Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks (2002). Cited: 24 times. (4) RePEc:bep:sndecm:2:1997:1:1522 Investigating Cyclical Asymmetries (1997). Cited: 17 times. (5) RePEc:bep:sndecm:1:1996:1:3546 A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle (1996). Cited: 14 times. (6) RePEc:bep:sndecm:6:2002:3:10901090 Wavelets in Economics and Finance: Past and Future (2002). Cited: 12 times. (7) RePEc:bep:sndecm:3:1999:4:169188 Stability Analysis of ContinuousTime Macroeconometric Systems (1999). Cited: 11 times. (8) RePEc:bep:sndecm:2:1998:4:133149 GARCH for Irregularly Spaced Financial Data: The ACDGARCH Model (1998). Cited: 11 times. (9) RePEc:bep:sndecm:3:1998:2:6178 SmoothTransition GARCH Models (1998). Cited: 10 times. (10) RePEc:bep:sndecm:8:2004:3:11551155 Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. (2004). Cited: 9 times. (11) RePEc:bep:sndecm:1:1996:1:12 On Cycles and Chaos in Economics (1996). Cited: 9 times. (12) RePEc:bep:sndecm:9:2005:1:12191219 A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis (2005). Cited: 9 times. (13) RePEc:bep:sndecm:5:2001:1:87102 Wavelet Analysis of the CostofCarry Model (2001). Cited: 8 times. (14) RePEc:bep:sndecm:3:1998:3:119140 InformationTheoretic Analysis of Serial Dependence and Cointegration (1998). Cited: 7 times. (15) RePEc:bep:sndecm:7:2003:4:11251125 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (2003). Cited: 7 times. (16) RePEc:bep:sndecm:5:2001:3:10771077 Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis (2001). Cited: 7 times. (17) RePEc:bep:sndecm:9:2005:1:11701170 Wavelet Transforms and Commodity Prices (2005). Cited: 7 times. (18) RePEc:bep:sndecm:1:1996:1:4764 Forecasting Using FirstAvailable Versus Fully Revised Economic TimeSeries Data (1996). Cited: 6 times. (19) RePEc:bep:sndecm:1:1996:3:169176 SIMANN: A Global Optimization Algorithm using Simulated Annealing (1996). Cited: 6 times. (20) RePEc:bep:sndecm:2:1997:2:3551 Finite Sample Properties of the Efficient Method of Moments (1997). Cited: 6 times. (21) RePEc:bep:sndecm:5:2002:4:10831083 Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002). Cited: 6 times. (22) RePEc:bep:sndecm:1:1997:4:175185 Endogenous Cycles in Competitive Models: An Overview (1997). Cited: 6 times. (23) RePEc:bep:sndecm:6:2002:1:10021002 Characterizing the Degree of Stability of Nonlinear Dynamic Models (2002). Cited: 6 times. (24) RePEc:bep:sndecm:3:1999:4:191200 Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP (1999). Cited: 5 times. (25) RePEc:bep:sndecm:8:2004:2:12231223 Mixture Processes for Financial Intradaily Durations (2004). Cited: 5 times. (26) RePEc:bep:sndecm:8:2004:3:11821182 Household Income Dynamics in Two Transition Economies (2004). Cited: 5 times. (27) RePEc:bep:sndecm:8:2004:1:12001200 An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (2004). Cited: 5 times. (28) RePEc:bep:sndecm:6:2002:3:10911091 Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (2002). Cited: 4 times. (29) RePEc:bep:sndecm:7:2003:4:11831183 The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (2003). Cited: 4 times. (30) RePEc:bep:sndecm:9:2005:4:13281328 The International CAPM and a WaveletBased Decomposition of Value at Risk (2005). Cited: 4 times. (31) RePEc:bep:sndecm:7:2003:4:11121112 Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach (2003). Cited: 4 times. (32) RePEc:bep:sndecm:5:2001:3:10781078 Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective (2001). Cited: 4 times. (33) RePEc:bep:sndecm:3:1998:1:122 Avoiding the Pitfalls: Can RegimeSwitching Tests Reliably Detect Bubbles? (1998). Cited: 4 times. (34) RePEc:bep:sndecm:9:2005:4:11471147 Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005). Cited: 4 times. (35) RePEc:bep:sndecm:8:2004:2:12181218 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (2004). Cited: 3 times. (36) RePEc:bep:sndecm:9:2005:2:12631263 Solving Ramsey Problems with Nonlinear Projection Methods (2005). Cited: 3 times. (37) RePEc:bep:sndecm:8:2004:3:12261226 The Long Memory of the Efficient Market (2004). Cited: 3 times. (38) RePEc:bep:sndecm:3:1999:4:223237 Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss (1999). Cited: 3 times. (39) RePEc:bep:sndecm:8:2004:2:12101210 Estimating Stochastic Volatility Models: A Comparison of Two Importance Samplers (2004). Cited: 3 times. (40) RePEc:bep:sndecm:2:1998:4:159177 The Current DepthofRecession and UnemploymentRate Forecasts (1998). Cited: 3 times. (41) RePEc:bep:sndecm:7:2003:3:11191119 Industrial Sector ModeLocking and Business Cycle Formation (2003). Cited: 3 times. (42) RePEc:bep:sndecm:3:1998:3:141156 Characterizing Asymmetries in Business Cycles Using SmoothTransition Structural TimeSeries Models (1998). Cited: 3 times. (43) RePEc:bep:sndecm:6:2002:3:10921092 Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (2002). Cited: 3 times. (44) RePEc:bep:sndecm:2:1998:4:10341034 Early News is Good News: The Effects of Market Opening on Market Volatility (1998). Cited: 3 times. (45) RePEc:bep:sndecm:7:2003:1:11081108 Conditional and Unconditional Asymmetry in U.S. Macroeconomic Time Series (2003). Cited: 3 times. (46) RePEc:bep:sndecm:10:2006:3:13621362 Point and Interval Forecasting of Spot Electricity Prices: Linear vs. NonLinear Time Series Models (2006). Cited: 3 times. (47) RePEc:bep:sndecm:4:2001:4:183212 The Formation of Inflation Expectations under Changing Inflation Regimes (2001). Cited: 3 times. (48) RePEc:bep:sndecm:3:1999:4:203220 Should Policy Makers Worry about Asymmetries in the Business Cycle? (1999). Cited: 3 times. (49) RePEc:bep:sndecm:1:1996:3:131143 Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (1996). Cited: 3 times. (50) RePEc:bep:sndecm:2:1997:2:2334 Technical Trading Rules and the Size of the Risk Premium in Security Returns (1997). Cited: 3 times. Latest citations received in:  2004  2003  2002  2001 Latest citations received in: 2004 (1) RePEc:ces:ceswps:_1280 Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (2004). CESifo GmbH / CESifo Working Paper Series (2) RePEc:dgr:uvatin:20040016 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements (2004). Tinbergen Institute / Tinbergen Institute Discussion Papers (3) RePEc:ecm:ausm04:272 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (4) RePEc:ecm:feam04:730 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings (5) RePEc:kls:series:0013 Asymmetric Dynamics in the Current Account: Evidence
from LongHorizon Data (2004). University of Cologne, Seminar of Economics / Working Paper Series in Economics (6) RePEc:pit:wpaper:322 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (2004). University of Pittsburgh, Department of Economics / Working Papers (7) RePEc:sce:scecf4:306 Aggregation of Dependent Risks with Specific Marginals by the Family of KoehlerSymanowski Distributions (2004). Society for Computational Economics / Computing in Economics and Finance 2004 (8) RePEc:ukc:ukcedp:0412 Current Account Sustainability in the US: What Do We Really Know About It? (2004). Department of Economics, University of Kent / Studies in Economics (9) RePEc:zbw:cauewp:2443 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (2004). ChristianAlbrechtsUniversity of Kiel, Department of Economics / Economics working papers Latest citations received in: 2003 (1) RePEc:ecb:ecbwps:20030283 US, Japan and the euro area  comparing businesscycle features. (2003). European Central Bank / Working Paper Series (2) RePEc:smu:ecowpa:0508 A Robust EntropyBased 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 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.
