Citation analysis for Studies in Nonlinear Dynamics & Econometrics / De Gruyter

Studies in Nonlinear Dynamics & Econometrics / De Gruyter

0.51

Impact Factor

0.42

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.2			0				0		0		(%)			0.07
1996		0.23		14	14			133	0		0		1 (%)			0.09
1997	0.21	0.27	0.21	10	24	6	0.25	200	14	3	14	3	2 (1%)	2	0.2	0.09
1998	0.54	0.29	0.54	15	39	15	0.38	260	24	13	24	13	4 (1.5%)	1	0.07	0.1
1999	0.44	0.32	0.46	5	44	21	0.48	64	25	11	39	18	2 (3.1%)	2	0.4	0.13
2000	0.3	0.4	0.52	11	55	24	0.44	80	20	6	44	23	(%)			0.15
2001	0.13	0.4	0.38	18	73	26	0.36	177	16	2	55	21	(%)			0.15
2002	0.14	0.42	0.41	15	88	36	0.41	271	29	4	59	24	2 (%)	1	0.07	0.18
2003	0.67	0.44	0.58	24	112	57	0.51	142	33	22	64	37	2 (1.4%)	2	0.08	0.19
2004	0.69	0.49	0.49	34	146	86	0.59	285	39	27	73	36	1 (%)	10	0.29	0.2
2005	0.48	0.53	0.75	26	172	133	0.77	336	58	28	102	76	10 (3%)	5	0.19	0.21
2006	0.78	0.51	0.91	29	201	183	0.91	304	60	47	117	107	3 (1%)	8	0.28	0.2
2007	0.73	0.45	0.74	24	225	163	0.72	138	55	40	128	95	2 (1.4%)	4	0.17	0.18
2008	0.47	0.48	0.69	26	251	183	0.73	203	53	25	137	94	1 (%)	2	0.08	0.2
2009	0.44	0.47	0.71	26	277	183	0.66	124	50	22	139	99	2 (1.6%)	4	0.15	0.19
2010	0.37	0.45	0.66	22	299	181	0.61	67	52	19	131	87	(%)	3	0.14	0.16
2011	0.52	0.52	0.68	18	317	215	0.68	54	48	25	127	86	(%)	4	0.22	0.2
2012	0.53	0.55	0.74	37	354	269	0.76	63	40	21	116	86	1 (1.6%)	5	0.14	0.2
2013	0.38	0.62	0.69	31	385	269	0.7	56	55	21	129	89	2 (3.6%)	13	0.42	0.22
2014	0.28	0.64	0.34	28	413	263	0.64	54	68	19	134	45	(%)	6	0.21	0.21
2015	0.49	0.69	0.48	31	444	291	0.66	53	59	29	136	65	2 (3.8%)	7	0.23	0.22
2016	0.51	0.85	0.42	33	477	267	0.56	8	59	30	145	61	(%)			0.26

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published 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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

#	Year	Title	Cited
1	1998	The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Lampart, Camille ; Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers \|\| Download paper	117
2	1997	Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers \|\| Download paper	106
3	2001	Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers \|\| Download paper	90
4	2002	Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, FrÃÂ©dÃÂ©rique ; Ben Salem, Melika ; Bensalem, Melika . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3. Full description at Econpapers \|\| Download paper	86
5	2006	Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÅ ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers \|\| Download paper	81
6	2005	Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers \|\| Download paper	69
7	2002	Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers \|\| Download paper	68
8	2004	The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers \|\| Download paper	58
9	2000	A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers \|\| Download paper	54
10	1996	A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1. Full description at Econpapers \|\| Download paper	53
11	2006	Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ø. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers \|\| Download paper	53
12	2005	A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers \|\| Download paper	51
13	2003	Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3. Full description at Econpapers \|\| Download paper	45
14	2005	A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers \|\| Download paper	45
15	2002	Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; TEYSSIeRE, Gilles . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3. Full description at Econpapers \|\| Download paper	44
16	2006	The Nature of Power Spikes: A Regime-Switch Approach. (2006). De Jong, Cyriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3. Full description at Econpapers \|\| Download paper	42
17	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, RamÃ³n ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2. Full description at Econpapers \|\| Download paper	42
18	2004	Household Income Dynamics in Two Transition Economies. (2004). Ravallion, Martin ; Lokshin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4. Full description at Econpapers \|\| Download paper	42
19	1997	Investigating Cyclical Asymmetries. (1997). Verbrugge, Randal ; Randal Verbrugge Randal Verbrugge, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2. Full description at Econpapers \|\| Download paper	39
20	2005	The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4. Full description at Econpapers \|\| Download paper	37
21	1998	Smooth-Transition GARCH Models. (1998). Gonzalez-Rivera, Gloria. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1. Full description at Econpapers \|\| Download paper	33
22	2006	Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1. Full description at Econpapers \|\| Download paper	33
23	2008	Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8. Full description at Econpapers \|\| Download paper	32
24	1998	Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?. (1998). Vigfusson, Robert ; van Norden, Simon. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1. Full description at Econpapers \|\| Download paper	31
25	2008	Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). Granger, Clive ; Clive W. J. Granger, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:1. Full description at Econpapers \|\| Download paper	30
26	2007	Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6. Full description at Econpapers \|\| Download paper	30
27	2005	Wavelet Transforms and Commodity Prices. (2005). Connor, Jeff ; Rossiter, Rosemary . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers \|\| Download paper	29
28	1998	GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model. (1998). Jasiak, Joann ; Ghysels, Eric . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4. Full description at Econpapers \|\| Download paper	29
29	2008	Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3. Full description at Econpapers \|\| Download paper	28
30	2009	Changes in U.S. Inflation Persistence. (2009). Morley, James ; Kim, Chang-Jin ; Kang, Kyu Ho . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:4:n:1. Full description at Econpapers \|\| Download paper	28
31	2007	Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers \|\| Download paper	28
32	2003	The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). In, Francis Haeuck ; Kim, Sangbae . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers \|\| Download paper	25
33	2001	Wavelet Analysis of the Cost-of-Carry Model. (2001). Stevenson, Maxwell ; Lin, Shinn-Juh . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:7. Full description at Econpapers \|\| Download paper	24
34	2008	A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Xiao, Bin ; Leybourne, Stephen J. ; Harvey, David I.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers \|\| Download paper	23
35	2006	Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Diko, Pavel ; Limpens, Valerie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7. Full description at Econpapers \|\| Download paper	22
36	2005	Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5. Full description at Econpapers \|\| Download paper	22
37	2001	Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1. Full description at Econpapers \|\| Download paper	22
38		A Component GARCH Model with Time Varying Weights. (2009). Storti, Giuseppe ; Bauwens, Luc. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:2:n:1. Full description at Econpapers \|\| Download paper	21
39	1999	Stability Analysis of Continuous-Time Macroeconometric Systems. (1999). Barnett, William ; He, Yijun . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:1. Full description at Econpapers \|\| Download paper	20
40	2004	Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation. (2004). Ooms, Marius ; Doornik, Jurgen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14. Full description at Econpapers \|\| Download paper	20
41	2004	An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests. (2004). Uctum, Merih ; Chortareas, Georgios ; Kapetanios, George . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4. Full description at Econpapers \|\| Download paper	19
42		Technical Trading Rules and the Size of the Risk Premium in Security Returns. (1997). Stengos, Thanasis ; Gencay, Ramazan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:2:n:1. Full description at Econpapers \|\| Download paper	17
43	2002	Power Properties of Nonlinearity Tests for Time Series with Markov Regimes. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2. Full description at Econpapers \|\| Download paper	17
44	2005	Can GARCH Models Capture Long-Range Dependence?. (2005). Maheu, John. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:1. Full description at Econpapers \|\| Download paper	17
45	2004	Mixture Processes for Financial Intradaily Durations. (2004). Gallo, Giampiero ; De Luca, Giovanni. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:8. Full description at Econpapers \|\| Download paper	17
46	2005	Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test. (2005). Caner, Mehmet ; Basci, Erdem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:2. Full description at Econpapers \|\| Download paper	16
47	2010	Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers \|\| Download paper	16
48	1996	SIMANN: A Global Optimization Algorithm using Simulated Annealing. (1996). Goffe, William L.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1. Full description at Econpapers \|\| Download paper	16
49	2002	Characterizing the Degree of Stability of Non-linear Dynamic Models. (2002). Bask, Mikael ; de Luna, Xavier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:1:n:3. Full description at Econpapers \|\| Download paper	16
50	2002	Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation. (2002). MORANA, CLAUDIO. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:3. Full description at Econpapers \|\| Download paper	15

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1998	The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Lampart, Camille ; Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers \|\| Download paper	34
2	2001	Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers \|\| Download paper	34
3	2006	Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÅ ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers \|\| Download paper	31
4	2005	Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers \|\| Download paper	30
5	2006	Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ø. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers \|\| Download paper	24
6	1997	Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers \|\| Download paper	19
7	2002	Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers \|\| Download paper	19
8	2005	A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers \|\| Download paper	18
9	2000	A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers \|\| Download paper	14
10	2004	The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers \|\| Download paper	14
11	2008	A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Xiao, Bin ; Leybourne, Stephen J. ; Harvey, David I.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers \|\| Download paper	13
12	2005	A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers \|\| Download paper	12
13	2015	On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing. (2015). Panagiotidis, Theodore ; Bampinas, Georgios ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers \|\| Download paper	12
14	2002	Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, FrÃÂ©dÃÂ©rique ; Ben Salem, Melika ; Bensalem, Melika . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3. Full description at Econpapers \|\| Download paper	11
15	2007	Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers \|\| Download paper	11
16	2006	The Nature of Power Spikes: A Regime-Switch Approach. (2006). De Jong, Cyriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3. Full description at Econpapers \|\| Download paper	10
17	2015	The changing dynamics of US inflation persistence: a quantile regression approach. (2015). Wolters, Maik ; Peter, Tillmann ; Wolters Maik H., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:161-182:n:4. Full description at Econpapers \|\| Download paper	10
18	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, RamÃ³n ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2. Full description at Econpapers \|\| Download paper	9
19	2014	Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Francesco, Ravazzolo ; Vahey Shaun P., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4. Full description at Econpapers \|\| Download paper	9
20	2002	Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; TEYSSIeRE, Gilles . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3. Full description at Econpapers \|\| Download paper	9
21	2007	The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). Greiner, Alfred . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers \|\| Download paper	8
22	2007	Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6. Full description at Econpapers \|\| Download paper	8
23	2006	Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1. Full description at Econpapers \|\| Download paper	8
24	2014	Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Musolesi, Antonio ; Mazzanti, Massimiliano ; Antonio, Musolesi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:5:p:21:n:3. Full description at Econpapers \|\| Download paper	8
25	2015	State-dependent effects of fiscal policy. (2015). Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:285-315:n:5. Full description at Econpapers \|\| Download paper	8
26	2005	The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4. Full description at Econpapers \|\| Download paper	7
27	2010	Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers \|\| Download paper	7
28	1996	A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1. Full description at Econpapers \|\| Download paper	7
29	2008	Multivariate Skewed Students t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market. (2008). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Stoyanov, Stoyan V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:2:n:3. Full description at Econpapers \|\| Download paper	6
30	2012	Microfounded Animal Spirits in the New Macroeconomic Consensus. (2012). Franke, Reiner . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:4:n:4. Full description at Econpapers \|\| Download paper	6
31	2006	Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets. (2006). Shahmoradi, Asghar ; Serletis, Apostolos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:10. Full description at Econpapers \|\| Download paper	6
32	1998	Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?. (1998). Vigfusson, Robert ; van Norden, Simon. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1. Full description at Econpapers \|\| Download paper	6
33	2008	Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). Granger, Clive ; Clive W. J. Granger, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:1. Full description at Econpapers \|\| Download paper	6
34	2013	Nonlinear and nonparametric modeling approaches for probabilistic forecasting of the US gross national product. (2013). McSharry, Patrick ; Siddharth, Arora ; McSharry Patrick E., ; Little Max A., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:4:p:395-420:n:3. Full description at Econpapers \|\| Download paper	5
35	2002	Power Properties of Nonlinearity Tests for Time Series with Markov Regimes. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2. Full description at Econpapers \|\| Download paper	5
36	2012	Routes to Complexity Induced by Constraints in Cournot Oligopoly Games with Linear Reaction Functions. (2012). Bischi, Gian Italo ; Lamantia, Fabio . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:2:n:4. Full description at Econpapers \|\| Download paper	5
37	2014	Persistence in real exchange rate convergence. (2014). Yazgan, Ege ; Stengos, Thanasis ; Ege, Yazgan M.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:1:p:73-88:n:2. Full description at Econpapers \|\| Download paper	5
38	2014	Breaks, trends and unit roots in commodity prices: a robust investigation. (2014). Wohar, Mark ; Ghoshray, Atanu ; Atanu, Ghoshray ; Mark, Wohar ; Mohitosh, Kejriwal . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:1:p:23-40:n:5. Full description at Econpapers \|\| Download paper	5
39	2011	Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis. (2011). Casarin, Roberto ; Billio, Monica. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:4:n:2. Full description at Econpapers \|\| Download paper	5
40	2015	Bank characteristics and the interbank money market: a distributional approach. (2015). Olmo, Jose ; Iori, Giulia ; Jose, Olmo ; Burcu, Kapar ; Giulia, Iori . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:249-283:n:6. Full description at Econpapers \|\| Download paper	5
41	2009	Modeling Jump and Continuous Components in the Volatility of Oil Futures. (2009). Chung, Huimin ; Tseng, Tseng-Chan . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:3:n:5. Full description at Econpapers \|\| Download paper	5
42	1999	An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:5. Full description at Econpapers \|\| Download paper	5
43	2006	Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?. (2006). Sousa, JoÃÂ£o ; Calza, Alessandro . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:2:n:3. Full description at Econpapers \|\| Download paper	5
44	2004	Household Income Dynamics in Two Transition Economies. (2004). Ravallion, Martin ; Lokshin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4. Full description at Econpapers \|\| Download paper	5
45	2011	International Output Convergence, Breaks, and Asymmetric Adjustment. (2011). Leon-Ledesma, Miguel ; Christopoulos, Dimitris. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:3:n:4. Full description at Econpapers \|\| Download paper	5
46	2008	Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3. Full description at Econpapers \|\| Download paper	5
47	2008	Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8. Full description at Econpapers \|\| Download paper	5
48	2009	Multi-Market Direction-of-Change Modeling Using Dependence Ratios. (2009). Anatolyev, Stanislav. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:1:n:5. Full description at Econpapers \|\| Download paper	4
49	2008	Option Valuation with Normal Mixture GARCH Models. (2008). Badescu, Alex ; Kulperger, Reg ; Lazar, Emese . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:2:n:5. Full description at Econpapers \|\| Download paper	4
50	2005	Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 30:

Year	Title
2016	Inflation Persistence and Structural Breaks: The Experience of Inflation Targeting Countries and the US. (2016). Miller, Stephen ; Canarella, Giorgio. In: Working papers. RePEc:uct:uconnp:2016-11. Full description at Econpapers \|\| Download paper
2016	Quantile unit root test and PPP: evidence from 23 OECD countries. (2016). Ranjbar, Omid ; Bahmani-Oskooee, Mohsen. In: Applied Economics. RePEc:taf:applec:v:48:y:2016:i:31:p:2899-2911. Full description at Econpapers \|\| Download paper
2016	The Efficiency of Monetary Policy when Guiding Inflation Expectations. (2016). Bauer, Christian ; Weber, Sebastian . In: Research Papers in Economics. RePEc:trr:wpaper:201614. Full description at Econpapers \|\| Download paper
2016	Going Up and Down: Rethinking the Empirics of Growth in the Developing and Newly Industrialized World. (2016). Lamperti, Francesco ; Mattei, Clara Elisabetta . In: LEM Papers Series. RePEc:ssa:lemwps:2016/01. Full description at Econpapers \|\| Download paper
2016	Asymmetric Effects of Exogenous Tax Changes. (2016). Hussain, Syed ; Malik, Samreen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:69:y:2016:i:c:p:268-300. Full description at Econpapers \|\| Download paper
2016	Sentiment-Driven Asymmetries in Romanian Monetary Policy Transmission. (2016). Nalban, Valeriu. In: Eastern European Economics. RePEc:taf:eaeuec:v:54:y:2016:i:3:p:251-270. Full description at Econpapers \|\| Download paper
2016	Regime-Dependent Fiscal Multipliers in the United States. (2016). DufrÃÂ©not, Gilles ; Jambois, Aurelia ; Dufrenot, Gilles ; Khayat, Guillaume . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:5:d:10.1007_s11079-016-9410-3. Full description at Econpapers \|\| Download paper
2016	Conventional monetary policy and the degree of interest rate pass through in the long run: a non-normal approach. (2016). Boulware, Karl ; Oh, Dong-Yop ; Lee, Hyejin . In: Wesleyan Economics Working Papers. RePEc:wes:weswpa:2016-002. Full description at Econpapers \|\| Download paper
2016	On the time scale behavior of equity-commodity links: Implications for portfolio management. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Sjo, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:41:y:2016:i:c:p:30-46. Full description at Econpapers \|\| Download paper
2016	Business cycle synchronization in the EMU: Core vs. periphery. (2016). Gros, Daniel ; Domnick, Clemens ; Belke, Ansgar. In: ROME Working Papers. RePEc:rmn:wpaper:201608. Full description at Econpapers \|\| Download paper
2016	Business cycle synchronization in the EMU: Core vs. periphery. (2016). Gros, Daniel ; Domnick, Clemens ; Belke, Ansgar. In: Ruhr Economic Papers. RePEc:zbw:rwirep:659. Full description at Econpapers \|\| Download paper
2016	Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Tiriongo, Samuel ; Maana, Isaya ; Ngoka, Kethi ; Murinde, Victor ; Bai, Ye. In: International Review of Financial Analysis. RePEc:eee:finana:v:44:y:2016:i:c:p:149-161. Full description at Econpapers \|\| Download paper
2016	Forecasting economic activity from yield curve factors. (2016). Tzavalis, Elias ; Argyropoulos, Efthymios . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:293-311. Full description at Econpapers \|\| Download paper
2016	âNonlinear causality between crude oil price and exchange rate: A comparative study of China and Indiaâ â A failed replication (negative Type 1 and Type 2). (2016). Trachanas, Emmanouil ; de Vita, Glauco . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:150-160. Full description at Econpapers \|\| Download paper
2016	Oil shocks on unemployment in Central and Eastern Europe. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Faculty Working Papers. RePEc:una:unccee:wp0216. Full description at Econpapers \|\| Download paper
2016	Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M. In: Resources Policy. RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281. Full description at Econpapers \|\| Download paper
2016	Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho. In: Resources Policy. RePEc:eee:jrpoli:v:50:y:2016:i:c:p:1-9. Full description at Econpapers \|\| Download paper
2016	The impact of supply shocks on unemployment in Spain. (2016). Cuestas, Juan. In: Economics and Business Letters. RePEc:ove:journl:aid:11228. Full description at Econpapers \|\| Download paper
2016	Dynamic conditional correlation multiplicative error processes. (2016). Hautsch, Nikolaus ; Bodnar, Taras . In: Journal of Empirical Finance. RePEc:eee:empfin:v:36:y:2016:i:c:p:41-67. Full description at Econpapers \|\| Download paper
2016	Committing to Fiscal Policy: The Influence of the U.S. President on Consumer Confidence and Output. (2016). Adammer, Philipp ; Dybowski, Philipp T. In: CQE Working Papers. RePEc:cqe:wpaper:5216. Full description at Econpapers \|\| Download paper
2016	Empirical likelihood for semivarying coefficient model with measurement error in the nonparametric part. (2016). Fan, Guo-Liang ; Xu, Hong-Xia ; Huang, Zhen-Sheng . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:1:d:10.1007_s10182-015-0247-7. Full description at Econpapers \|\| Download paper
2016	Does economic growth matter? Technology-push, demand-pull and endogenous drivers of innovation in the renewable energy industry. (2016). Basher, Syed ; Sam, Aflaki ; Andrea, Masini ; Abul, Basher Syed . In: MPRA Paper. RePEc:pra:mprapa:69773. Full description at Econpapers \|\| Download paper
2016	Sustainable Development and Industrial Development: Manufacturing Environmental Performance, Technology and Consumption/Production Perspectives. (2016). Nicolli, Francesco ; Mazzanti, Massimiliano ; Marin, Giovanni ; Gilli, Marianna. In: SEEDS Working Papers. RePEc:srt:wpaper:0216. Full description at Econpapers \|\| Download paper
2016	Revisiting Environmental Kuznets Curves through the energy price lens. (2016). Rodriguez, Miguel ; Pena-Boquete, Yolanda ; Pardo-Fernandez, Juan Carlos . In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:32-41. Full description at Econpapers \|\| Download paper
2016	Impact of economic, financial, and institutional factors on CO2 emissions: Evidence from Sub-Saharan Africa economies. (2016). Abid, Mehdi . In: Utilities Policy. RePEc:eee:juipol:v:41:y:2016:i:c:p:85-94. Full description at Econpapers \|\| Download paper
2016	Real-time nowcasting of nominal GDP with structural breaks. (2016). Leiva-Leon, Danilo ; Barnett, William ; Chauvet, Marcelle . In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:2:p:312-324. Full description at Econpapers \|\| Download paper
2016	Fiscal and monetary policies in the BRICS: A panel VAR approach. (2016). Sousa, Ricardo ; Mallick, Sushanta ; JAWADI, Fredj. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:535-542. Full description at Econpapers \|\| Download paper
2016	Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States. (2016). Miller, Stephen ; GUPTA, RANGAN ; Apergis, Nicholas ; Christou, Christina . In: Working papers. RePEc:uct:uconnp:2016-19. Full description at Econpapers \|\| Download paper
2016	OLD WINE IN A NEW BOTTLE: TRADE OPENNESS AND FDI FLOWSâARE THE EMERGING ECONOMIES CONVERGING?. (2016). Cooray, Arusha ; Apergis, Nicholas. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:34:y:2016:i:2:p:336-351. Full description at Econpapers \|\| Download paper
2016	Maximum likelihood estimation for Wishart processes. (2016). Rey, Clement ; Alfonsi, Aurelien ; Kebaier, Ahmed . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:11:p:3243-3282. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Local Unit Root and Inflationary Inertia in Brazil. (2015). Rodrigues Figueiredo, Francisco ; GuillÃÂ©n, Osmani ; GuillÃÂÃÂ©n, Osmani ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira ; Guillén, Osmani. In: Working Papers Series. RePEc:bcb:wpaper:406. Full description at Econpapers \|\| Download paper
2015	Asymmetric Behaviour of Inflation around the Target in Inflation-Targeting Countries. (2015). AkdoÄan, KurmaÅ ; Akdoan, Kurma . In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:62:y:2015:i:5:p:486-504. Full description at Econpapers \|\| Download paper
2015	Noncausality and inflation persistence. (2015). Lanne, Markku ; Markku, Lanne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:4:p:469-481:n:2. Full description at Econpapers \|\| Download paper
2015	The role of bank relationships in the interbank market. (2015). Montes Rojas, Gabriel ; Iori, Giulia ; Montes-Rojas, Gabriel ; Temizsoy, Asena . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:59:y:2015:i:c:p:118-141. Full description at Econpapers \|\| Download paper
2015	Real term structure forecasts of consumption growth. (2015). Tzavalis, Elias ; Argyropoulos, Efthymios . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:208-222. Full description at Econpapers \|\| Download paper
2015	Nonparametric testing for exogeneity with discrete regressors and instruments. (2015). Bech, Katarzyna ; Hillier, Grant . In: CeMMAP working papers. RePEc:ifs:cemmap:11/15. Full description at Econpapers \|\| Download paper
2015	The Changing Dynamics of South Africas Inflation Persistence: Evidence from a Quantile Regression Framework. (2015). Ranjbar, Omid ; Jooste, Charl ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201563. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	The Wishart short rate model. (2014). Gnoatto, Alessandro . In: Papers. RePEc:arx:papers:1203.5513. Full description at Econpapers \|\| Download paper
2014	Density forecasts with MIDAS models. (2014). Ravazzolo, Francesco ; Foroni, Claudia ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0021. Full description at Econpapers \|\| Download paper
2014	Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea. In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def010. Full description at Econpapers \|\| Download paper
2014	Forecasting the intraday market price of money. (2014). Ravazzolo, Francesco ; Monticini, Andrea. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:304-315. Full description at Econpapers \|\| Download paper
2014	Pricing range notes within Wishart affine models. (2014). DA FONSECA, JosÃÂ© ; Chiarella, Carl ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:193-203. Full description at Econpapers \|\| Download paper
2014	Financial stress regimes and the macroeconomy. (2014). Owyang, Michael ; GalvÃÂ£o, Ana ; Galvo, Ana B.. In: Working Papers. RePEc:fip:fedlwp:2014-020. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Moving towards probability forecasting. (2013). Wakerly, Elizabeth C ; Vahey, Shaun P. In: BIS Papers chapters. RePEc:bis:bisbpc:70-02. Full description at Econpapers \|\| Download paper
2013	NONCAUSAL VECTOR AUTOREGRESSION. (2013). Saikkonen, Pentti ; Lanne, Markku. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:447-481_00. Full description at Econpapers \|\| Download paper
2013	Noncausality and Inflation Persistence. (2013). Lanne, Markku. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1286. Full description at Econpapers \|\| Download paper
2013	Is the relationship between prices and exchange rates homogeneous?. (2013). Tavlas, George ; Kenjegaliev, Amangeldi ; Hondroyiannis, George ; Hall, Stephen ; Swamy, P. A. V. B., ; Swamy, P. A. V. B., . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:411-438. Full description at Econpapers \|\| Download paper
2013	Plant Productivity Dynamics and Private and Public R&D Spillovers: Technological, Geographic and Relational Proximity. (2013). Ikeuchi, Kenta ; Harris, Mark ; Greene, William ; Fukao, Kyoji ; Belderbos, Rene ; Gillman, Max . In: CEI Working Paper Series. RePEc:hit:hitcei:2013-05. Full description at Econpapers \|\| Download paper
2013	Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. (2013). Puddu, Stefano. In: IRENE Working Papers. RePEc:irn:wpaper:13-01. Full description at Econpapers \|\| Download paper
2013	The Tempered Ordered Probit (TOP) model with an application to monetary policy. (2013). Spencer, Christopher ; Harris, Mark ; Greene, William ; Gillman, Max. In: Discussion Paper Series. RePEc:lbo:lbowps:2013_10. Full description at Econpapers \|\| Download paper
2013	Is the Relationship Between Prices and Exchange Rates Homogeneous?. (2013). Tavlas, George ; Kenjegaliev, Amangeldi ; Hondroyiannis, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Discussion Papers in Economics. RePEc:lec:leecon:13/13. Full description at Econpapers \|\| Download paper
2013	Empirical evidence for nonlinearity and irreversibility of commodity futures prices. (2013). Karapanagiotidis, Paul. In: MPRA Paper. RePEc:pra:mprapa:56801. Full description at Econpapers \|\| Download paper
2013	Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:59064. Full description at Econpapers \|\| Download paper
2013	Sectoral Composition of Government Spending and Macroeconomic (In)stability. (2013). Shieh, Jhy-yuan ; Guo, Jang-Ting ; Chang, Juin-jen ; Wang, Wei-Neng . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:13-a010. Full description at Econpapers \|\| Download paper
2013	Was the Recent Downturn in US GDP Predictable?. (2013). Miller, Stephen ; Majumdar, Anandamayee ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working papers. RePEc:uct:uconnp:2012-38. Full description at Econpapers \|\| Download paper
2013	Copula-based dynamic conditional correlation multiplicative error processes. (2013). Hautsch, Nikolaus ; Bodnar, Taras . In: CFS Working Paper Series. RePEc:zbw:cfswop:201319. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Economic Modelling / Elsevier	43
2	MPRA Paper / University Library of Munich, Germany	38
3	International Journal of Forecasting / Elsevier	17
4	Empirical Economics / Springer	16
5	Journal of Econometrics / Elsevier	13
6	Energy Economics / Elsevier	12
7	Working Papers / Banco de EspaÃ±a	10
8	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	10
9	Physica A: Statistical Mechanics and its Applications / Elsevier	9
10	Economics Bulletin / AccessEcon	9
11	Journal of International Money and Finance / Elsevier	8

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.