Timo Teräsvirta : Citation Profile

Aarhus Universitet

37

H index

68

i10 index

6071

Citations

RESEARCH PRODUCTION:

82

Articles

141

Papers

2

Books

8

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   49 years (1976 - 2025). See details.
   Cites by year: 123
   Journals where Timo Teräsvirta has often published
   Relations with other researchers
   Recent citing documents: 204.    Total self citations: 104 (1.68 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pte1
   Updated: 2025-12-20    RAS profile: 2025-05-15    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Silvennoinen, Annastiina (10)

Hall, Anthony (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Timo Teräsvirta.

Is cited by:

Mignon, Valérie (117)

Milas, Costas (95)

Medeiros, Marcelo (89)

GUPTA, RANGAN (77)

JAWADI, Fredj (71)

Balcilar, Mehmet (71)

Zanetti Chini, Emilio (71)

Ubilava, David (64)

Reitz, Stefan (62)

van Dijk, Dick (58)

Holt, Matthew (58)

Cites to:

Engle, Robert (100)

Bollerslev, Tim (71)

Amado, Cristina (61)

Silvennoinen, Annastiina (48)

Jagannathan, Ravi (32)

Hansen, Bruce (31)

Perron, Pierre (27)

Tse, Y. K. (19)

van Dijk, Dick (18)

Bauwens, Luc (18)

Sentana, Enrique (17)

Main data

Where Timo Teräsvirta has published?

Journals with more than one article published# docs
Journal of Econometrics15
International Journal of Forecasting8
Econometric Reviews7
Journal of Applied Econometrics6
Studies in Nonlinear Dynamics & Econometrics4
Journal of Time Series Analysis3
Journal of Financial Econometrics3
Econometric Theory3
Econometrics Journal3
Journal of Business & Economic Statistics2
Energy Economics2
Econometrics and Statistics2
Empirical Economics2
Econometrics2
Oxford Bulletin of Economics and Statistics2
Macroeconomic Dynamics2

Working Papers Series with more than one paper published# docs
SSE/EFI Working Paper Series in Economics and Finance / Stockholm School of Economics56
Discussion Papers / The Research Institute of the Finnish Economy6
SFB 373 Discussion Papers / Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes5
Research Paper Series / Quantitative Finance Research Centre, University of Technology, Sydney4
Textos para discusso / Department of Economics PUC-Rio (Brazil)3
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Papers / arXiv.org2
NCER Working Paper Series / National Centre for Econometric Research2
Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute2

Recent works citing Timo Teräsvirta (2025 and 2024)

YearTitle of citing document
2024Globalization in Lifelong Gender Inclusive Education for Structural Transformation in Africa. (2024). Asongu, Simplice ; Agyemang-Mintah, Peter. In: Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).. RePEc:aak:wpaper:24/002.

Full description at Econpapers || Download paper

2024Governance and Structural Transformation in Africa: Thresholds of Lifelong Gender Inclusive Education. (2024). Asongu, Simplice ; Akpa, Armand F. In: Working Papers of The Association for Promoting Women in Research and Development in Africa (ASPROWORDA).. RePEc:aak:wpaper:24/010.

Full description at Econpapers || Download paper

2024A Learning Model with Memory in the Financial Markets. (2024). Mishra, Tapas ; DIEBOLT, Claude ; Sing, Shikta ; Enilov, Martin ; Alhussain, Abdullah ; Shi, Yue ; Chandrasena, Supun. In: Working Papers. RePEc:afc:wpaper:06-24.

Full description at Econpapers || Download paper

2024Globalization in Lifelong Gender Inclusive Education for Structural Transformation in Africa. (2024). Asongu, Simplice ; Agyemang-Mintah, Peter. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/013.

Full description at Econpapers || Download paper

2024Governance and Structural Transformation in Africa: Thresholds of Lifelong Gender Inclusive Education. (2024). Asongu, Simplice ; Akpa, Armand F. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:24/037.

Full description at Econpapers || Download paper

2049Modeling Price Transmission between Farm and Retail Prices: A Soft Switches Approach. (2015). Hahn, William ; Blayney, Don ; Stewart, Hayden ; Davis, Christopher G. In: 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California. RePEc:ags:aaea15:204951.

Full description at Econpapers || Download paper

2025Monetary Policy and the Credit Channel, 2008-2019. (2025). Barquero-Romero, Jose Pablo ; Loaiza-Marn, Kerry. In: Documentos de Trabajo. RePEc:apk:doctra:2504.

Full description at Econpapers || Download paper

2024A Neural Phillips Curve and a Deep Output Gap. (2024). Goulet Coulombe, Philippe. In: Papers. RePEc:arx:papers:2202.04146.

Full description at Econpapers || Download paper

2025Dynamic CoVaR Modeling and Estimation. (2025). Hoga, Yannick ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2206.14275.

Full description at Econpapers || Download paper

2024The Local to Unity Dynamic Tobit Model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Papers. RePEc:arx:papers:2210.02599.

Full description at Econpapers || Download paper

2024Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2024). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926.

Full description at Econpapers || Download paper

2024The prices of renewable commodities: A robust stationarity analysis. (2024). Jos, Mar'Ia ; Landajo, Manuel. In: Papers. RePEc:arx:papers:2402.01005.

Full description at Econpapers || Download paper

2024Downside Risk Reduction Using Regime-Switching Signals: A Statistical Jump Model Approach. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2402.05272.

Full description at Econpapers || Download paper

2024A sequential test procedure for the choice of the number of regimes in multivariate nonlinear models. (2024). Bucci, Andrea. In: Papers. RePEc:arx:papers:2406.02152.

Full description at Econpapers || Download paper

2024Dynamic Asset Allocation with Asset-Specific Regime Forecasts. (2024). Shu, Yizhan ; Mulvey, John M ; Yu, Chenyu. In: Papers. RePEc:arx:papers:2406.09578.

Full description at Econpapers || Download paper

2024Temperature in the Iberian Peninsula: Trend, seasonality, and heterogeneity. (2024). Ruiz, Esther ; Rodriguez Caballero, Carlos. In: Papers. RePEc:arx:papers:2406.14145.

Full description at Econpapers || Download paper

2024Forecasting realized covariances using HAR-type models. (2024). Tafakori, Laleh ; Quiroz, Matias ; Manner, Hans. In: Papers. RePEc:arx:papers:2412.10791.

Full description at Econpapers || Download paper

2025Asymptotic Properties of the Maximum Likelihood Estimator for Markov-switching Observation-driven Models. (2024). Krabbe, Frederik. In: Papers. RePEc:arx:papers:2412.19555.

Full description at Econpapers || Download paper

2025Modeling Regime Structure and Informational Drivers of Stock Market Volatility via the Financial Chaos Index. (2025). Ataei, Masoud. In: Papers. RePEc:arx:papers:2504.18958.

Full description at Econpapers || Download paper

2025On the Robustness of Mixture Models in the Presence of Hidden Markov Regimes with Covariate-Dependent Transition Probabilities. (2025). Sola, Martin ; Psaradakis, Zacharias ; Pouzo, Demian. In: Papers. RePEc:arx:papers:2504.21669.

Full description at Econpapers || Download paper

2025Combining a Large Pool of Forecasts of Value-at-Risk and Expected Shortfall. (2025). Taylor, James W ; Wang, Chao. In: Papers. RePEc:arx:papers:2508.16919.

Full description at Econpapers || Download paper

2025Decoding climate-related risks in sovereign bond pricing: a global perspective. (2025). Papadopoulos, Georgios ; Malovana, Simona ; Madeira, Carlos ; Grimaldi, Marianna Blix ; Anyfantaki, Sofia. In: BIS Working Papers. RePEc:bis:biswps:1275.

Full description at Econpapers || Download paper

2024Smooth transition moving average models: Estimation, testing, and computation. (2024). Li, Dong ; Zhang, Xinyu. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:45:y:2024:i:3:p:463-478.

Full description at Econpapers || Download paper

2024Revisiting the resource curse: Does volatility matter?. (2024). Kirat, Yassine. In: Kyklos. RePEc:bla:kyklos:v:77:y:2024:i:4:p:944-976.

Full description at Econpapers || Download paper

2024A New Approach to Forecasting the Probability of Recessions after the COVID‐19 Pandemic. (2024). Camacho, Maximo ; Ruiz, Manuel ; Ramallo, Salvador. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:4:p:833-855.

Full description at Econpapers || Download paper

2024Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation. (2024). Stve, Brd ; Maruotti, Antonello ; Bacri, Timothe ; Gundersen, Kristian ; Hlleland, Sondre ; Bulla, Jan. In: Scandinavian Journal of Statistics. RePEc:bla:scjsta:v:51:y:2024:i:3:p:1012-1060.

Full description at Econpapers || Download paper

2024A tale of two taxes: State‐dependency of tax policy. (2024). Ulubasoglu, Mehmet ; Tang, Xueli ; Omay, Tolga ; Gahramanov, Emin ; Arin, Kerim. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:1-27.

Full description at Econpapers || Download paper

2024Restructuring reforms for green growth. (2024). Jalles, Joao ; Cevik, Serhan. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:4:p:515-541.

Full description at Econpapers || Download paper

2024Hidden Threshold Models with applications to asymmetric cycles. (2024). Harvey, Andrew ; Simons, J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2448.

Full description at Econpapers || Download paper

2024Extended multivariate EGARCH model: A model for zero€ return and negative spillovers. (2024). Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2024/24.

Full description at Econpapers || Download paper

2024A Vector Multiplicative Error Model with Spillover Effects and Co-movements. (2024). Otranto, E. In: Working Paper CRENoS. RePEc:cns:cnscwp:202404.

Full description at Econpapers || Download paper

2025Are money demand equations still alive and kicking? Historical evidence of cointegration for the UK, using nonlinear techniques. (2025). Arranz, Miguel Angel ; Rodrguez, Juan Andrs ; Escribano, Lvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:45845.

Full description at Econpapers || Download paper

202540 Years of Empirical Evidence of Cointegration and Nonlinear Equilibrium Correction in UK Money Demand since the XIX Century. (2025). Sez, Lvaro Escribano ; Rodrguez, Juan Andres ; Arranz, Miguel Angel. In: UC3M Working papers. Economics. RePEc:cte:werepe:47122.

Full description at Econpapers || Download paper

2024Governance and Structural Transformation in Africa: Thresholds of Lifelong Gender Inclusive Education. (2024). Asongu, Simplice ; Akpa, Armand F. In: Journal of Africa SEER Centre(ASC). RePEc:dbm:wpaper:24/002.

Full description at Econpapers || Download paper

2024Globalization in Lifelong Gender Inclusive Education for Structural Transformation in Africa. (2024). Agyemang-Mintah, Peter ; Asongu, Simplice A. In: Journal of Africa SEER Centre(ASC). RePEc:dbm:wpaper:24/016.

Full description at Econpapers || Download paper

2025Forecasting Dutch inflation using machine learning methods. (2025). de Winter, Jasper ; Rasiawan, Rajni ; Berben, Robert-Paul. In: Working Papers. RePEc:dnb:dnbwpp:828.

Full description at Econpapers || Download paper

2024Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2024). Mignon, Valérie ; HACHE, Emmanuel ; Bucciarelli, Pauline. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-3.

Full description at Econpapers || Download paper

2025Spillover Effects between Financial and Physical Copper Markets. (2025). Capliez-Wahart, Romain. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-40.

Full description at Econpapers || Download paper

2024The dynamics of international patents production: A panel smooth transition regression approach. (2024). Omri, Sofiene ; Trabelsi, Jamel ; Jebeniani, Arbia Jihene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01026.

Full description at Econpapers || Download paper

2025Remittances, financial development, and economic growth in African countries. (2025). Semedo, Gervasio ; Diouf, Ibrahima ; Beguy, Olivier ; Nacanabo, Amad ; Kamani, Eric Fina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00062.

Full description at Econpapers || Download paper

2024Asymmetries in the transmission of monetary policy shocks over the business cycle: a Bayesian Quantile Factor Augmented VAR. (2024). Velasco, Sofia. In: Working Paper Series. RePEc:ecb:ecbwps:20242983.

Full description at Econpapers || Download paper

2025Beware of large shocks! A non-parametric structural inflation model. (2025). Hernndez, Catalina Martnez ; Huber, Florian ; Holton, Sarah ; Bobeica, Elena. In: Working Paper Series. RePEc:ecb:ecbwps:20253052.

Full description at Econpapers || Download paper

2024Interpretable domain-informed and domain-agnostic features for supervised and unsupervised learning on building energy demand data. (2024). Khalil, Mohamad ; Kazmi, Hussain ; Miller, Clayton ; Fu, Chun ; Balint, Attila ; Canaydin, Ada. In: Applied Energy. RePEc:eee:appene:v:360:y:2024:i:c:s0306261924001247.

Full description at Econpapers || Download paper

2025Hidden semi-Markov models with inhomogeneous state dwell-time distributions. (2025). Koslik, Jan-Ole. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:209:y:2025:i:c:s0167947325000477.

Full description at Econpapers || Download paper

2025Is U.S. real output growth non-normal? A tale of time-varying location and scale. (2025). Demetrescu, Matei ; Kruse-Becher, Robinson. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:171:y:2025:i:c:s0165188924002240.

Full description at Econpapers || Download paper

2025Modelling dynamic interdependence in nonstationary variances with an application to carbon markets. (2025). Amado, Cristina ; Campos-Martins, Susana. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:173:y:2025:i:c:s0165188925000284.

Full description at Econpapers || Download paper

2025Regime-specific exchange rate predictability. (2025). Beckmann, Joscha ; Kruse-Becher, Robinson ; Kerkemeier, Marco. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:176:y:2025:i:c:s0165188925000612.

Full description at Econpapers || Download paper

2025Mitigating energy poverty in the European union welfare states through renewable energy and technological innovation. (2025). Mara, Eugenia Ramona. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:86:y:2025:i:c:p:438-460.

Full description at Econpapers || Download paper

2024Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042.

Full description at Econpapers || Download paper

2024Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt. (2024). Nguimkeu, Pierre ; ben Hmiden, Oussama ; Avele, Donatien ; Tatoutchoup, Didier. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004121.

Full description at Econpapers || Download paper

2024Decoding market reactions: The certification role of EU-wide stress tests. (2024). Ongena, Steven ; Marques, Aurea ; Durrani, Agha. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001858.

Full description at Econpapers || Download paper

2025Pension sustainability and government effectiveness in the presence of population aging. (2025). Cho, Dooyeon ; Lee, Kyung-Woo. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000434.

Full description at Econpapers || Download paper

2025Migrant remittances and real exchange rate dynamics in developing countries: Evidence of a U-shaped relationship. (2025). rey, serge ; Mughal, Mazhar ; ben Atta, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s026499932500080x.

Full description at Econpapers || Download paper

2025Assessing the regime-switching role of risk mitigation measures on agricultural vulnerability: A threshold analysis. (2025). Wen, Xiaojie ; Mennig, Philipp ; Sauer, Johannes. In: Ecological Economics. RePEc:eee:ecolec:v:227:y:2025:i:c:s092180092400257x.

Full description at Econpapers || Download paper

2024Sieve bootstrap inference for linear time-varying coefficient models. (2024). Lin, Yicong ; Friedrich, Marina. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407622001701.

Full description at Econpapers || Download paper

2024The local to unity dynamic Tobit model. (2024). Duffy, James A ; Bykhovskaya, Anna. In: Journal of Econometrics. RePEc:eee:econom:v:241:y:2024:i:2:s0304407624001106.

Full description at Econpapers || Download paper

2024Semiparametric Averaging of Nonlinear Marginal Logistic Regressions and Forecasting for Time Series Classification. (2024). Lu, Zudi ; Peng, Rong. In: Econometrics and Statistics. RePEc:eee:ecosta:v:31:y:2024:i:c:p:19-37.

Full description at Econpapers || Download paper

2025Multiplicative Error Models: 20 years on. (2025). Gallo, Giampiero ; Cipollini, Fabrizio. In: Econometrics and Statistics. RePEc:eee:ecosta:v:33:y:2025:i:c:p:209-229.

Full description at Econpapers || Download paper

2024The economic aftermath of surges in public and private debt: Initial conditions and channels. (2024). Jalles, Joao ; Medas, Paulo. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000165.

Full description at Econpapers || Download paper

2025Structural characteristics and non-linear fiscal multipliers. (2025). Dubey, Amlendu ; Gupta, Mahima. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000694.

Full description at Econpapers || Download paper

2024Uncertainty shocks, financial frictions, and business cycle asymmetries across countries. (2024). Chatterjee, Pratiti. In: European Economic Review. RePEc:eee:eecrev:v:162:y:2024:i:c:s001429212300274x.

Full description at Econpapers || Download paper

2024Public expenditure multipliers and informality. (2024). Tirelli, Patrizio ; Pizzuto, Pietro ; Furceri, Davide ; Colombo, Emilio. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s0014292124000321.

Full description at Econpapers || Download paper

2024Global supply chain inflationary pressures and monetary policy in Mexico. (2024). Ventosa-Santaulària, Daniel ; Hernandez, Juan ; Valencia, Eduardo J ; Ventosa-Santaularia, Daniel. In: Emerging Markets Review. RePEc:eee:ememar:v:58:y:2024:i:c:s1566014123000948.

Full description at Econpapers || Download paper

2024Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815.

Full description at Econpapers || Download paper

2024An adaptive long memory conditional correlation model. (2024). Dark, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:75:y:2024:i:c:s0927539823001305.

Full description at Econpapers || Download paper

2024Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564.

Full description at Econpapers || Download paper

2024Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

Full description at Econpapers || Download paper

2024Examining the non-linear effects of monetary policy on carbon emissions. (2024). Yang, Cunyi ; Chen, LI ; Wu, Junwei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988323007041.

Full description at Econpapers || Download paper

2024How do changes in settlement periods affect wholesale market prices? Evidence from Australias National Electricity Market. (2024). Khezr, Peyman ; Csereklyei, Zsuzsanna. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001336.

Full description at Econpapers || Download paper

2024Sentiment and energy price volatility: A nonlinear high frequency analysis. (2024). Uddin, Gazi ; JAWADI, Fredj ; Rozin, Philippe ; Bourghelle, David ; Cheffou, Abdoulkarim Idi. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001737.

Full description at Econpapers || Download paper

2024Re-examining crude oil and natural gas price relationship: Evidence from time-varying regime-switching models. (2024). Hasanli, Mubariz. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002184.

Full description at Econpapers || Download paper

2024Crises and energy markets reforms. (2024). Pizzuto, Pietro ; Furceri, Davide ; Bettarelli, Luca ; Yarveisi, Khatereh. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004146.

Full description at Econpapers || Download paper

2024Geopolitical risk and energy price crash risk. (2024). Apergis, Nicholas ; Fahmy, Hany. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006832.

Full description at Econpapers || Download paper

2025Evaluating criticality of strategic metals: Are the Herfindahl–Hirschman Index and usual concentration thresholds still relevant?. (2025). Mignon, Valérie ; Bucciarelli, Pauline ; Hache, Emmanuel. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000313.

Full description at Econpapers || Download paper

2025The impact of artificial intelligence on the energy consumption of corporations: The role of human capital. (2025). Lee, Chien-Chiang ; Chen, Pei-Fen ; Zou, Jinyang. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000544.

Full description at Econpapers || Download paper

2025Resilience and performance of Islamic and conventional banks amid oil price uncertainty. (2025). Brooks, Robert ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam ; Mohsen, Mohammed Sharaf. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004645.

Full description at Econpapers || Download paper

2024Climate change policies and income inequality. (2024). Pizzuto, Pietro ; Furceri, Davide ; Shakoor, Nadia ; Bettarelli, Luca. In: Energy Policy. RePEc:eee:enepol:v:191:y:2024:i:c:s0301421524001964.

Full description at Econpapers || Download paper

2024From 30- to 5-minute settlement rule in the NEM: An early evaluation. (2024). Rai, Alan ; Nikitopoulos, Christina Sklibosios ; Mwampashi, Muthe Mathias. In: Energy Policy. RePEc:eee:enepol:v:194:y:2024:i:c:s0301421524003252.

Full description at Econpapers || Download paper

2024Digitalization as a trigger for a rebound effect of electricity use. (2024). Qin, Xiong-Feng ; Peng, Hua-Rong. In: Energy. RePEc:eee:energy:v:300:y:2024:i:c:s0360544224013586.

Full description at Econpapers || Download paper

2024The contribution of clean energy consumption and production to sustainable economic development: New insights from the PSTR model. (2024). Yin, Kedong ; Wang, Yuchen ; Zhang, Qinyi ; Jiang, Peng ; Cao, Yun. In: Energy. RePEc:eee:energy:v:311:y:2024:i:c:s0360544224031773.

Full description at Econpapers || Download paper

2025Developing renewable energy in the face of extreme climate: Implications of tertiarization. (2025). Lee, Chien-Chiang ; Wu, Zhihang. In: Energy. RePEc:eee:energy:v:321:y:2025:i:c:s0360544225011107.

Full description at Econpapers || Download paper

2024Is there an optimal level of leverage? The case of banks and non-bank institutions in Europe. (2024). Cincinelli, Peter ; Urga, Giovanni ; Pellini, Elisabetta. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002552.

Full description at Econpapers || Download paper

2024The link between abnormal numbers and price movements of financial securities: How does Benford’s law predict stock returns?. (2024). Belkacem, Lotfi ; ben Hamida, Amal ; de Peretti, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004496.

Full description at Econpapers || Download paper

2025Optimal financial inclusion for financial stability: Empirical insight from developing countries. (2025). Sebai, Meriem ; Talbi, Omar ; Guerchi-Mehri, Hella. In: Finance Research Letters. RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401496x.

Full description at Econpapers || Download paper

2025New bounds for tail risk measures. (2025). Len, Ngel ; Guez, Trino-Manuel ; Carnero, Ngeles M. In: Finance Research Letters. RePEc:eee:finlet:v:75:y:2025:i:c:s1544612325001527.

Full description at Econpapers || Download paper

2024Competitive dynamics and risk of non-life insurance in Taiwan: An empirical study. (2024). Wang, Mei-Chih ; Chen, Guan-Chih. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000863.

Full description at Econpapers || Download paper

2025Equity market linkages across Latin American countries. (2025). Guidi, Francesco ; Madonia, Giuseppina ; Sarwar, Sohan. In: Global Finance Journal. RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000341.

Full description at Econpapers || Download paper

2024Financial fragility, regime change, and monetary policy in an open economy – A model and empirical application to emerging market countries. (2024). Semmler, Willi ; Toure, Marieme. In: International Economics. RePEc:eee:inteco:v:179:y:2024:i:c:s2110701724000556.

Full description at Econpapers || Download paper

2024Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

Full description at Econpapers || Download paper

2024(Structural) VAR models with ignored changes in mean and volatility. (2024). Demetrescu, Matei ; Salish, Nazarii. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:840-854.

Full description at Econpapers || Download paper

2024Do professional forecasters believe in the Phillips curve?. (2024). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1238-1254.

Full description at Econpapers || Download paper

2025Dynamic time series modelling and forecasting of COVID-19 in Norway. (2025). Nymoen, Ragnar ; Brdsen, Gunnar. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:251-269.

Full description at Econpapers || Download paper

2024Information distance: Conceptual development and empirical tests of a novel measure of cross-national distance. (2024). Lindner, Thomas ; Puck, Jonas. In: Journal of International Management. RePEc:eee:intman:v:30:y:2024:i:2:s1075425323000844.

Full description at Econpapers || Download paper

2024Flight delay propagation inference in air transport networks using the multilayer perceptron. (2024). Okhrin, Ostap ; Rosenow, Judith ; Fricke, Hartmut ; Chen, Gong. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:114:y:2024:i:c:s0969699723001539.

Full description at Econpapers || Download paper

2024Comparison of artificial neural networks and regression analysis for airway passenger estimation. (2024). Ozfirat, Pinar Mizrak ; Ari, Didem. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:115:y:2024:i:c:s0969699724000188.

Full description at Econpapers || Download paper

2024Wage – price dynamics and financial market in a disequilibrium macro model: A Keynes – Kaldor – Minsky modeling of recession and inflation using VECM. (2024). Semmler, Willi ; Chen, PU. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:220:y:2024:i:c:p:433-452.

Full description at Econpapers || Download paper

2024Private bank deposits and macro/fiscal risk in the euro-area. (2024). Arghyrou, Michael G ; Gadea, Maria-Dolores ; Kontonikas, Alexandros. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001936.

Full description at Econpapers || Download paper

2024Regional fiscal spillovers: The role of trade linkages. (2024). Pizzuto, Pietro ; Furceri, Davide ; Bettarelli, Luca ; Yarveisi, Khatereh. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001961.

Full description at Econpapers || Download paper

2024Public and Private Investment as Catalysts for Growth: An analysis of emerging markets and developing economies with a focus on Asia. (2024). Qureshi, Irfan ; PARK, DONGHYUN ; Jalles, Joo Tovar. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001530.

Full description at Econpapers || Download paper

2024Uncertainty and innovation in renewable energy. (2024). Pizzuto, Pietro ; Furceri, Davide ; Shakoor, Nadia ; Bettarelli, Luca. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:149:y:2024:i:c:s026156062400189x.

Full description at Econpapers || Download paper

2024Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Timo Teräsvirta has edited the books:

YearTitleTypeCited

Works by Timo Teräsvirta:

YearTitleTypeCited
2023Long Monthly European Temperature Series and the North Atlantic Oscillation In: Economics Working Papers.
[Full Text][Citation analysis]		paper0
2023Long monthly European temperature series and the North Atlantic Oscillation.(2023) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2008Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper90
2007Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 90		paper
2009Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model.(2009) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 90		article
2008Multivariate GARCH models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper96
2008Multivariate GARCH models.(2008) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 96		paper
2009Multivariate GARCH Models.(2009) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 96		chapter
2008Parameterizing unconditional skewness in models for financial time series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper23
2008Parameterizing Unconditional Skewness in Models for Financial Time Series.(2008) In: Journal of Financial Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		article
2005Parameterizing Unconditional Skewness in Models for Financial Time Series.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure In: CREATES Research Papers.
[Full Text][Citation analysis]		paper32
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure.(2008) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2008Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure.(2008) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2008Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form In: CREATES Research Papers.
[Full Text][Citation analysis]		paper37
2013Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form.(2013) In: Post-Print.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form.(2012) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2009Forecasting inflation with gradual regime shifts and exogenous information In: CREATES Research Papers.
[Full Text][Citation analysis]		paper11
2011Forecasting inflation with gradual regime shifts and exogenous information.(2011) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		paper
2010Forecasting with nonlinear time series models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper13
2011Modelling Volatility by Variance Decomposition In: CREATES Research Papers.
[Full Text][Citation analysis]		paper68
2013Modelling volatility by variance decomposition.(2013) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		article
2011Modelling Volatility by Variance Decomposition.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 68		paper
2011Nonlinear models for autoregressive conditional heteroskedasticity In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper20
2011Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations.(2011) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
2014Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.(2014) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2011Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques In: CREATES Research Papers.
[Full Text][Citation analysis]		paper19
2016Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2011Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 In: CREATES Research Papers.
[Full Text][Citation analysis]		paper20
2014Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009.(2014) In: International Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		article
2012Modelling Changes in the Unconditional Variance of Long Stock Return Series In: CREATES Research Papers.
[Full Text][Citation analysis]		paper37
2014Modelling changes in the unconditional variance of long stock return series.(2014) In: Journal of Empirical Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		article
2012Modelling Changes in the Unconditional Variance of Long Stock Return Series.(2012) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2012Modelling conditional correlations of asset returns: A smooth transition approach In: CREATES Research Papers.
[Full Text][Citation analysis]		paper32
2015Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		article
2012Unit roots, nonlinearities and structural breaks In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2013Unit roots, non-linearities and structural breaks.(2013) In: Chapters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		chapter
2012Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2013Thresholds and Smooth Transitions in Vector Autoregressive Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper68
2014A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper4
2017A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model.(2017) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		article
2014Linearity and Misspecification Tests for Vector Smooth Transition Regression Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper51
2014Linearity and misspecification tests for vector smooth transition regression models.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2014Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications In: CREATES Research Papers.
[Full Text][Citation analysis]		paper41
2014Specification, estimation and evaluation of vector smooth transition autoregressive models with applications.(2014) In: LIDAM Discussion Papers CORE.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 41		paper
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market In: CREATES Research Papers.
[Full Text][Citation analysis]		paper15
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market.(2014) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		paper
2016A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market.(2016) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 15		article
2015Testing constancy of unconditional variance in volatility models by misspecification and specification tests In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2016Testing constancy of unconditional variance in volatility models by misspecification and specification tests.(2016) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2015Testing constancy of unconditional variance in volatility models by misspecification and specification tests.(2015) In: NCER Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2017Sir Clive Grangers contributions to nonlinear time series and econometrics In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis In: CREATES Research Papers.
[Full Text][Citation analysis]		paper5
2020Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis.(2020) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5		article
2017Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2024Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model.(2024) In: Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		article
2017Modelling and forecasting WIG20 daily returns In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2017Modelling and forecasting WIG20 daily returns.(2017) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2017Modelling and Forecasting WIG20 Daily Returns.(2017) In: Central European Journal of Economic Modelling and Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2017Nonlinear models in macroeconometrics In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2017Panel Smooth Transition Regression Models In: CREATES Research Papers.
[Full Text][Citation analysis]		paper449
2017Panel Smooth Transition Regression Models.(2017) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 449		paper
2005Panel Smooth Transition Regression Models.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 449		paper
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations In: CREATES Research Papers.
[Full Text][Citation analysis]		paper3
2018Models with Multiplicative Decomposition of Conditional Variances and Correlations.(2018) In: NIPE Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
2018The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016.(2019) In: Econometrics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2018Transition from the Taylor rule to the zero lower bound In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2022Transition from the Taylor rule to the zero lower bound.(2022) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2019Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model.(2019) In: Working papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2019Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper1
2024Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model.(2024) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2019Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper2
2021Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model.(2021) In: Energy Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		article
2021Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2022A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model In: CREATES Research Papers.
[Full Text][Citation analysis]		paper0
2022A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model.(2022) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		article
2024A new GARCH model with a deterministic time-varying intercept In: Papers.
[Full Text][Citation analysis]		paper0
2025Testing parametric additive time-varying GARCH models In: Papers.
[Full Text][Citation analysis]		paper0
2006Modelling autoregressive processes with a shifting mean In: Borradores de Economia.
[Full Text][Citation analysis]		paper9
2008Modelling Autoregressive Processes with a Shifting Mean.(2008) In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		article
2006Modelling autoregressive processes with a shifting mean.(2006) In: Borradores de Economia.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2007Modelling autoregressive processes with a shifting mean.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2003Time-Varying Smooth Transition Autoregressive Models. In: Journal of Business & Economic Statistics.
[Citation analysis]		article113
2000Time-Varying Smooth Transition Autoregressive Models.(2000) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 113		paper
2006Evaluating Models of Autoregressive Conditional Duration In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article62
2004Evaluating models of autoregressive conditional duration.(2004) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		paper
1993POWER OF THE NEURAL NETWORK LINEARITY TEST In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article76
1999Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article5
1997Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
1985MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS In: Journal of Time Series Analysis.
[Full Text][Citation analysis]		article0
1996Testing Parameter Constancy and Super Exogeneity in Econometric Equations. In: Oxford Bulletin of Economics and Statistics.
[Citation analysis]		article133
1995Testing Parameter Constancy and super Exogeneity in Econometric Equations.(1995) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 133		paper
2006Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article10
2005Simulation-based finite-sample linearity test against smooth transition models.(2005) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
1998Comments on N. R. Ericsson, D. F. Hendry and K.M. Prestwich, “The Demand for Broad Money in the United Kingdom, 1878–1993” In: Scandinavian Journal of Economics.
[Full Text][Citation analysis]		article1
1996Power Properties of Linearity Tests for Time Series In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article5
1996Power Properties of Linearity Tests for Time Series.(1996) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 5		paper
2002Common Factors in Conditional Distributions In: University of California at San Diego, Economics Working Paper Series.
[Full Text][Citation analysis]		paper2
2002Common factors in conditional distributions.(2002) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 2		paper
1981Some results on improving the least squares estimation of linear models by mixed estimation In: LIDAM Reprints CORE.
[Citation analysis]		paper1
1980The polynomial distributed lag revisited In: LIDAM Reprints CORE.
[Citation analysis]		paper0
1980The Polynomial Distributed Lag Revisited..(1980) In: Empirical Economics.
[Citation analysis]
This paper has nother version. Agregated cites: 0		article
1999FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS In: Econometric Theory.
[Full Text][Citation analysis]		article47
1997Fourth Moment Structure of the GARCH (p, q) Process.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2002MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS In: Econometric Theory.
[Full Text][Citation analysis]		article55
2004AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE In: Econometric Theory.
[Full Text][Citation analysis]		article49
2002An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure.(2002) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 49		paper
2001INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article1
2002MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES In: Macroeconomic Dynamics.
[Full Text][Citation analysis]		article143
1998Modelling asymmetries and moving equilibria in unemployment rates.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 143		paper
2004A Time Series Model for an Exchange Rate in a Target Zone with Applications In: Econometric Society 2004 Australasian Meetings.
[Full Text][Citation analysis]		paper48
2006A time series model for an exchange rate in a target zone with applications.(2006) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
2003A time series model for an exchange rate in a target zone with applications.(2003) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
1976A Note on Bias in the Almon Distributed Lag Estimator. In: Econometrica.
[Full Text][Citation analysis]		article0
2009Testing for volatility interactions in the Constant Conditional Correlation GARCH model In: Econometrics Journal.
[Full Text][Citation analysis]		article55
2007Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model.(2007) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2003The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series In: Econometrics Journal.
[Full Text][Citation analysis]		article32
2001The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series.(2001) In: Econometric Institute Research Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2002The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series.(2002) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 32		paper
2006A sequential procedure for determining the number of regimes in a threshold autoregressive model In: Econometrics Journal.
[Full Text][Citation analysis]		article17
1986Aspects of modelling nonlinear time series In: Handbook of Econometrics.
[Full Text][Citation analysis]		chapter5
2006Forecasting economic variables with nonlinear models In: Handbook of Economic Forecasting.
[Full Text][Citation analysis]		chapter31
2005Forecasting economic variables with nonlinear models.(2005) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 31		paper
1999A simple nonlinear time series model with misleading linear properties In: Economics Letters.
[Full Text][Citation analysis]		article129
1998A simple nonlinear time series model with misleading linear properties.(1998) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 129		paper
2002Long memory and nonlinear time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article14
2002Evaluating GARCH models In: Journal of Econometrics.
[Full Text][Citation analysis]		article85
1999Evaluating GARCH models.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 85		paper
1999Evaluating GARCH Models.(1999) In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 85		paper
2006Common factors in conditional distributions for bivariate time series In: Journal of Econometrics.
[Full Text][Citation analysis]		article45
2003Common factors in conditional distributions for Bivariate time series.(2003) In: LSE Research Online Documents on Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
.() In: .
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 45		paper
2007Testing constancy of the error covariance matrix in vector models In: Journal of Econometrics.
[Full Text][Citation analysis]		article3
2006Testing constancy of the error covariance matrix in vector models.(2006) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3		paper
1982Underestimation of mean square error matrix in misspecified linear models In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
1987The extended Stein procedure for simultaneous model selection and parameter estimation In: Journal of Econometrics.
[Full Text][Citation analysis]		article1
1987Usefulness of proxy variables in linear models with stochastic regressors In: Journal of Econometrics.
[Full Text][Citation analysis]		article2
1994Testing the constancy of regression parameters against continuous structural change In: Journal of Econometrics.
[Full Text][Citation analysis]		article223
1996Testing the adequacy of smooth transition autoregressive models In: Journal of Econometrics.
[Full Text][Citation analysis]		article440
1995Testing the Adequacy of Smooth Transition Autoregressive Models.(1995) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 440		paper
1999Testing parameter constancy in linear models against stochastic stationary parameters In: Journal of Econometrics.
[Full Text][Citation analysis]		article4
1995Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters.(1995) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1995Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 4		paper
1999Properties of moments of a family of GARCH processes In: Journal of Econometrics.
[Full Text][Citation analysis]		article118
1997Properties of Moments of a Family of GARCH Processes.(1997) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 118		paper
1976Forecasting the consumption of alcoholic beverages in Finland : A box-Jenkins approach In: European Economic Review.
[Full Text][Citation analysis]		article0
2008Positivity constraints on the conditional variances in the family of conditional correlation GARCH models In: Finance Research Letters.
[Full Text][Citation analysis]		article23
1994The combination of forecasts using changing weights In: International Journal of Forecasting.
[Full Text][Citation analysis]		article64
1995Professor Clive W.J. Granger: An interview for the International Journal of Forecasting In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
1996Short-term forecasting of industrial production with business survey data: experience from Finlands great depression 1990-1993 In: International Journal of Forecasting.
[Full Text][Citation analysis]		article10
1997The International Institute of Forecasters Award for the Best Forecasting Paper In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
2005Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination In: International Journal of Forecasting.
[Full Text][Citation analysis]		article99
2004Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination.(2004) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 99		paper
2004Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination.(2004) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 99		paper
2005Reply In: International Journal of Forecasting.
[Full Text][Citation analysis]		article0
1990Use of preliminary values in forecasting industrial production In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2013Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank. In: Advances in Econometrics.
[Full Text][Citation analysis]		chapter0
2000Smooth transition autoregressive models - A survey of recent developments In: Econometric Institute Research Papers.
[Full Text][Citation analysis]		paper588
2001Smooth Transition Autoregressive Models - A Survey of Recent Developments.(2001) In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 588		paper
2002SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS.(2002) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 588		article
2013Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques In: Finnish Economic Papers.
[Full Text][Citation analysis]		article16
1999A General Framework for Testing the Granger Noncausality Hypothesis. In: G.R.E.Q.A.M..
[Citation analysis]		paper12
1999A general framework for testing the Granger noncausality hypothesis.(1999) In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2023Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks In: Econometrics.
[Full Text][Citation analysis]		article0
1995Investigating Stability and Linearity of a German M1 Money Demand Function In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper61
1999Investigating Stability and Linearity of a German M1 Money Demand Function..(1999) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 61		article
1995Investigating Stability and Linearity of a German M1 Money Demand Function.(1995) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 61		paper
1996Testing Linearity against Nonlinear Moving Average Models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper0
1997Testing Linearity against Nonlinear Moving Average Models.(1997) In: Umeå Economic Studies.
[Citation analysis]
This paper has nother version. Agregated cites: 0		paper
1996Two Stylized Facts and the Garch (1,1) Model In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper4
1996Modelling the Demand for M3 in the unified Germany In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper47
1998Modeling The Demand For M3 In The Unified Germany.(1998) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		article
1996Modelling the Demand for M3 in the Unified Germany.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 47		paper
1996Stylized Facts of Daily Return Series and the Hidden Markov Model In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper154
1998Stylized facts of daily return series and the hidden Markov model.(1998) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 154		article
1996Another Look at Swedish Business Cycles, 1861-1988 In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper48
1999Another Look at Swedish Business Cycles, 1861-1988..(1999) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		article
1996Another Look at Swedish Business Cycles, 1861-1988.(1996) In: SFB 373 Discussion Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 48		paper
1996Modelling Economic Relationships with Smooth Transition Regressions In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper8
1996Smooth Transition Models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper170
1997Statistical Properties of the Asymmetric Power ARCH Process In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper4
1998A nonlinear time series model of El Niño In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper24
1998Nonlinear error-correction and the UK demand for broad money, 1878-1993 In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper33
2001Non-linear error correction and the UK demand for broad money, 1878-1993.(2001) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		article
1998Modelling economic high-frequency time series with STAR-STGARCH models In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper33
2000A simple variable selection technique for nonlinear models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper18
1999A simple variable selection technique for nonlinear models.(1999) In: SFB 373 Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 18		paper
1999Higher-order dependence in the general Power ARCH process and a special case In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper7
1999THE NET BARTER TERMS OF TRADE : A SMOOTH TRANSITION APPROACH In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper8
2003The net barter terms of trade: A smooth transition approach.(2003) In: International Journal of Finance & Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		article
1999Fourth Moment Structure of a Family of First-Order Exponential GARCH Models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper12
1999Fourth Moment Structure of a Family of First-Order Exponential GARCH Models.(1999) In: Research Paper Series.
[Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2000Forecasting with smooth transition autoregressive models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper5
2004Testing parameter constancy in stationary vector autoregressive models against continuous change In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper14
2009Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change.(2009) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 14		article
2002Building neural network models for time series: A statistical approach In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper55
2006Building neural network models for time series: a statistical approach.(2006) In: Journal of Forecasting.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		article
2002Building Neural Network Models for Time Series: A Statistical Approach.(2002) In: Textos para discussão.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 55		paper
2002An application of the analogy between vector ARCH and vector random coefficient autoregressive models In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper3
2002Error correction in DHSY In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper0
2004Stylized Facts of Financial Time Series and Three Popular Models of Volatility In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper22
2005Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper59
2005Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations.(2005) In: Research Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 59		paper
2005Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper19
2005Univariate nonlinear time series models In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper1
2006An introduction to univariate GARCH models In: SSE/EFI Working Paper Series in Economics and Finance.
[Full Text][Citation analysis]		paper9
2009An Introduction to Univariate GARCH Models.(2009) In: Springer Books.
[Citation analysis]
This paper has nother version. Agregated cites: 9		chapter
2007Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility In: SSE/EFI Working Paper Series in Economics and Finance.
[Citation analysis]		paper27
2011Stylized facts of return series, robust estimates and three popular models of volatility.(2011) In: Applied Financial Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		article
1988Formation of Firms Production Decisions in Finnish Manufacturing Industries. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article0
1992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models. In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article593
1993Modeling Nonlinearity over the Business Cycle In: NBER Chapters.
[Full Text][Citation analysis]		chapter27
2010Working With Clive Granger: Two Short Memories In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article0
1993Modelling Non-Linear Economic Relationships In: OUP Catalogue.
[Citation analysis]		book458
2010Modelling Nonlinear Economic Time Series In: OUP Catalogue.
[Citation analysis]		book157
1988A Review of PC-GIVE: A Statistical Package for Econometric Modelling In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1988Testing Linearity of Economic Time Series against Cyclical A symmetry In: Discussion Papers.
[Full Text][Citation analysis]		paper1
1989Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1989How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1991Forecasting the Outputof Finnish Forest Industries Using Business Survey Data In: Discussion Papers.
[Full Text][Citation analysis]		paper0
1996Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finlands Great Depression In: Discussion Papers.
[Full Text][Citation analysis]		paper14
2001Statistical methods for modelling neural networks In: Textos para discussão.
[Full Text][Citation analysis]		paper0
1995Modelling Nonlinearity in U.S. Gross National Product 1889-1987. In: Empirical Economics.
[Citation analysis]		article3
2008Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter In: Springer Books.
[Citation analysis]		chapter0
2017Specification and testing of multiplicative time-varying GARCH models with applications In: Econometric Reviews.
[Full Text][Citation analysis]		article19
2022Comprehensively testing linearity hypothesis using the smooth transition autoregressive model In: Econometric Reviews.
[Full Text][Citation analysis]		article2
2010Sir Clive William John Granger, 1934-2009 In: New Zealand Economic Papers.
[Full Text][Citation analysis]		article0
1999Modelling Economic High-Frequency Time Series In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper7
2025The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach In: Environmetrics.
[Full Text][Citation analysis]		article0
2013Financial sector and output dynamics in the euro area countries In: ZEW policy briefs.
[Full Text][Citation analysis]		paper3

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team