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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

  
 

Studies in Nonlinear Dynamics & Econometrics / Berkeley Electronic Press

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.080000.04
19910.080000.04
19920.080000.04
19930.090000.05
19940.10000.05
19950.190000.07
19960.231475000.1
19970.140.2910126142020.20.1
19980.460.29151572411010.070.11
19990.440.345372511010.20.15
20000.20.43111920400.17
20010.060.45187516100.17
20020.140.4615134294010.070.21
20030.520.4824963317020.080.21
20040.620.55341393924090.260.23
20050.360.57261325821020.080.24
20060.680.54291066041060.210.22
20070.580.4824445532020.080.19
20080.320.526605317020.080.22
20090.320.5126375016070.270.21
20100.230.4622115212020.090.17
20110.40.641864819030.170.26
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1997Inference in TAR Models
RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1 [Citation Analysis]		60
1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income
RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2 [Citation Analysis]		52
2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks
RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3 [Citation Analysis]		50
1998Smooth-Transition GARCH Models
RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1 [Citation Analysis]		34
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists
RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3 [Citation Analysis]		33
1997Investigating Cyclical Asymmetries
RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2 [Citation Analysis]		30
1998GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model
RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4 [Citation Analysis]		26
2005A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis
RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2 [Citation Analysis]		22
2002Microeconomic Models for Long Memory in the Volatility of Financial Time Series
RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3 [Citation Analysis]		22
2004Household Income Dynamics in Two Transition Economies
RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4 [Citation Analysis]		20
2005Forecasting Stock Market Volatility with Regime-Switching GARCH Models
RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6 [Citation Analysis]		18
2001Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis
RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1 [Citation Analysis]		18
2004The Long Memory of the Efficient Market
RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1 [Citation Analysis]		18
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?
RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1 [Citation Analysis]		17
2004Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.
RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2 [Citation Analysis]		17
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation
RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14 [Citation Analysis]		17
2001Energy Shocks and Financial Markets: Nonlinear Linkages
RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3 [Citation Analysis]		16
1996A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle
RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1 [Citation Analysis]		16
2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models
RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2 [Citation Analysis]		16
2005Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5 [Citation Analysis]		15
2002Wavelets in Economics and Finance: Past and Future
RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1 [Citation Analysis]		15
2006The Nature of Power Spikes: A Regime-Switch Approach
RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3 [Citation Analysis]		14
1999Stability Analysis of Continuous-Time Macroeconometric Systems
RePEc:bpj:sndecm:v:3:y:1999:i:4:n:1 [Citation Analysis]		14
2005The International CAPM and a Wavelet-Based Decomposition of Value at Risk
RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4 [Citation Analysis]		14
2006Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom
RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1 [Citation Analysis]		14
2007Jump-and-Rest Effect of U.S. Business Cycles
RePEc:bpj:sndecm:v:11:y:2007:i:4:n:3 [Citation Analysis]		13

repec:bpj:sndecm:v:2:y:1997:i:2:n:1 [Citation Analysis]		13
2008Threshold Adjustment of Deviations from the Law of One Price
RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8 [Citation Analysis]		13
2002Characterizing the Degree of Stability of Non-linear Dynamic Models
RePEc:bpj:sndecm:v:6:y:2002:i:1:n:3 [Citation Analysis]		13
2002Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation
RePEc:bpj:sndecm:v:6:y:2002:i:3:n:3 [Citation Analysis]		12
2001Wavelet Analysis of the Cost-of-Carry Model
RePEc:bpj:sndecm:v:5:y:2001:i:1:n:7 [Citation Analysis]		12
1997Endogenous Cycles in Competitive Models: An Overview
RePEc:bpj:sndecm:v:1:y:1997:i:4:n:1 [Citation Analysis]		12
2003Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach
RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5 [Citation Analysis]		11
2005Can GARCH Models Capture Long-Range Dependence?
RePEc:bpj:sndecm:v:9:y:2005:i:4:n:1 [Citation Analysis]		11
2004Mixture Processes for Financial Intradaily Durations
RePEc:bpj:sndecm:v:8:y:2004:i:2:n:8 [Citation Analysis]		10
1996SIMANN: A Global Optimization Algorithm using Simulated Annealing
RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1 [Citation Analysis]		10
2007Wavelet Variance Analysis of Output in G-7 Countries
RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6 [Citation Analysis]		10
2003The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses
RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4 [Citation Analysis]		10
1996Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data
RePEc:bpj:sndecm:v:1:y:1996:i:1:n:da1 [Citation Analysis]		10
2005Wavelet Transforms and Commodity Prices
RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6 [Citation Analysis]		10
2006Risk Premia in Electricity Forward Prices
RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7 [Citation Analysis]		9
2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator
RePEc:bpj:sndecm:v:5:y:2001:i:1:n:2 [Citation Analysis]		9
2003Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle.
RePEc:bpj:sndecm:v:7:y:2003:i:1:n:1 [Citation Analysis]		9

repec:bpj:sndecm:v:13:y:2009:i:2:n:1 [Citation Analysis]		9
2004An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests
RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4 [Citation Analysis]		9
1997Finite Sample Properties of the Efficient Method of Moments
RePEc:bpj:sndecm:v:2:y:1997:i:2:n:2 [Citation Analysis]		9
1996Optimal Cycles and Chaos: A Survey
RePEc:bpj:sndecm:v:1:y:1996:i:1:n:3 [Citation Analysis]		8
2005Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test
RePEc:bpj:sndecm:v:9:y:2005:i:4:n:2 [Citation Analysis]		8
1996If Nonlinear Models Cannot Forecast, What Use Are They?
RePEc:bpj:sndecm:v:1:y:1996:i:2:n:1 [Citation Analysis]		8
2000A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems
RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2 [Citation Analysis]		8

Citing documents used to compute impact factor 19:
YearTitleSee
2011A Long Memory Model with Normal Mixture GARCH
RePEc:kap:compec:v:38:y:2011:i:4:p:517-539		[Citation Analysis]
2011A network perspective on international banking integration
RePEc:eee:jpolmo:v:33:y:2011:i:6:p:831-851		[Citation Analysis]
2011Practical implications of higher moments in risk management
RePEc:spr:stmapp:v:20:y:2011:i:4:p:487-506		[Citation Analysis]
2011Non-Gaussianity of the Intraday Returns Distribution: its evolution in time
RePEc:arx:papers:1112.0770		[Citation Analysis]
2011Closed-Form Likelihood Expansions for Multivariate Time-Inhomogeneous Diffusions
RePEc:adl:wpaper:2011-26		[Citation Analysis]
2011Foreign exchange rates under Markov Regime switching model
RePEc:luc:wpaper:11-16		[Citation Analysis]
2011Markov-switching MIDAS models
RePEc:cpr:ceprdp:8234		[Citation Analysis]
2011Essays in Applied Time Series Econometrics.
RePEc:ner:euiflo:urn:hdl:1814/18555		[Citation Analysis]
2011Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination
RePEc:ecb:ecbwps:20111384		[Citation Analysis]
2011Income Asymmetries and the Permanent Income Hypothesis
RePEc:ioe:doctra:409		[Citation Analysis]
2011CHANGES IN BRAZILIAN INFLATIONPERSISTENCE
RePEc:anp:en2010:040		[Citation Analysis]
2011Macroeconomic volatilities and the labor market: First results from the euro experiment
RePEc:eee:poleco:v:27:y:2011:i:1:p:44-60		[Citation Analysis]
2011Modeling and forecasting expected shortfall with the generalized asymmetric Student-t and asymmetric exponential power distributions
RePEc:eee:empfin:v:18:y:2011:i:4:p:765-778		[Citation Analysis]
2011Modelling the Volatility of the Spanish Wholesale Electricity Spot Market. Asymmetric GARCH Models vs. Threshold ARSV model/Modelización de la volatilidad en el mercado eléctrico español. Modelos G
RePEc:lrk:eeaart:29_2_10		[Citation Analysis]
2011Inflation targeting in Latin America: Empirical analysis using GARCH models
RePEc:eee:ecmode:v:28:y:2011:i:3:p:1424-1434		[Citation Analysis]
2011Prediction intervals in conditionally heteroscedastic time series with stochastic components
RePEc:eee:intfor:v:27:y::i:2:p:308-319		[Citation Analysis]
2011ECONOMIC GROWTH AND INEQUALITY: THE ROLE OF FISCAL POLICIES
RePEc:bla:ausecp:v:50:y:2011:i:2-3:p:74-97		[Citation Analysis]
2011Volatility models
RePEc:cor:louvco:2011058		[Citation Analysis]
2011Multivariate volatility modeling of electricity futures
RePEc:cor:louvco:2011011		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011International Synchronisation of the Pork Cycle
RePEc:ags:eaae11:114532		[Citation Analysis]
2011Forecasting volatility: does continuous time do better than discrete time?
RePEc:cte:wsrepe:ws112518		[Citation Analysis]
2011Combination Schemes for Turning Point Predictions
RePEc:dgr:uvatin:20110123		[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Non-negativity conditions for the hyperbolic GARCH model
RePEc:eee:econom:v:157:y:2010:i:2:p:441-457		[Citation Analysis]
2010Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship
RePEc:kap:openec:v:21:y:2010:i:1:p:105-108		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches
RePEc:cfr:cefirw:w0136		[Citation Analysis]
2009Heterogenous Behavioral Expectations, FX Fluctuations and Dynamic Stability in a Stylized Two-Country Macroeconomic Model
RePEc:imk:wpaper:3-2009		[Citation Analysis]
2009Which Econometric Specification to Characterize the U.S. Inflation Rate Process?
RePEc:kap:compec:v:34:y:2009:i:2:p:145-172		[Citation Analysis]
2009Investment in public infrastructure with spillovers and tax competition between contiguous regions.
RePEc:ner:louvai:info:hdl:2078.1/28497		[Citation Analysis]
2009Space-time patterns of urban sprawl, a 1D cellular automata and microeconomic approach.
RePEc:ner:louvai:info:hdl:2078.1/28730		[Citation Analysis]
2009Network autocorrelation.
RePEc:ner:louvai:info:hdl:2078.1/28748		[Citation Analysis]
2009Farsightedly stable networks.
RePEc:ner:louvai:info:hdl:2078.1/28993		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Mexicos integration into NAFTA markets: a view from sectoral real exchange rates
RePEc:fip:fedlwp:2008-046		[Citation Analysis]
2008Mexicos Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates and Transaction Costs
RePEc:imf:imfwpa:08/123		[Citation Analysis]

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.
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