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Studies in Nonlinear Dynamics & Econometrics Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:bep:sndecm:2:1997:1:1-14 Inference in TAR Models (1997). (2) RePEc:bep:sndecm:3:1998:3:141-156 Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models (1998). (3) RePEc:bep:sndecm:3:1998:1:23-42 The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998). (4) RePEc:bep:sndecm:6:2002:2:1006-1006 Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks (2002). (5) RePEc:bep:sndecm:2:1997:1:15-22 Investigating Cyclical Asymmetries (1997). (6) RePEc:bep:sndecm:2:1998:4:133-149 GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (1998). (7) RePEc:bep:sndecm:1:1996:1:35-46 A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle (1996). (8) RePEc:bep:sndecm:3:1999:4:169-188 Stability Analysis of Continuous-Time Macroeconometric Systems (1999). (9) RePEc:bep:sndecm:5:2002:4:1083-1083 Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002). (10) RePEc:bep:sndecm:3:1998:2:61-78 Smooth-Transition GARCH Models (1998). (11) RePEc:bep:sndecm:6:2002:3:1090-1090 Wavelets in Economics and Finance: Past and Future (2002). (12) RePEc:bep:sndecm:7:2003:4:1125-1125 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (2003). (13) RePEc:bep:sndecm:8:2004:3:1155-1155 Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. (2004). (14) RePEc:bep:sndecm:5:2001:1:87-102 Wavelet Analysis of the Cost-of-Carry Model (2001). (15) RePEc:bep:sndecm:2:1997:2:35-51 Finite Sample Properties of the Efficient Method of Moments (1997). (16) RePEc:bep:sndecm:9:2005:1:1219-1219 A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis (2005). (17) RePEc:bep:sndecm:1:1996:1:1-2 On Cycles and Chaos in Economics (1996). (18) RePEc:bep:sndecm:11:2007:4:1480-1480 Jump-and-Rest Effect of U.S. Business Cycles (2007). (19) RePEc:bep:sndecm:3:1998:3:119-140 Information-Theoretic Analysis of Serial Dependence and Cointegration (1998). (20) RePEc:bep:sndecm:1:1997:4:175-185 Endogenous Cycles in Competitive Models: An Overview (1997). (21) RePEc:bep:sndecm:6:2002:1:1002-1002 Characterizing the Degree of Stability of Non-linear Dynamic Models (2002). (22) RePEc:bep:sndecm:8:2004:3:1150-1150 Working Time and Employment Under Uncertainty (2004). (23) RePEc:bep:sndecm:1:1996:3:169-176 SIMANN: A Global Optimization Algorithm using Simulated Annealing (1996). (24) RePEc:bep:sndecm:5:2001:3:1077-1077 Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis (2001). (25) RePEc:bep:sndecm:8:2004:3:1226-1226 The Long Memory of the Efficient Market (2004). (26) RePEc:bep:sndecm:1:1996:1:47-64 Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (1996). (27) RePEc:bep:sndecm:10:2006:3:1362-1362 Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (2006). (28) RePEc:bep:sndecm:1:1996:2:65-86 If Nonlinear Models Cannot Forecast, What Use Are They? (1996). (29) RePEc:bep:sndecm:8:2004:1:1200-1200 An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (2004). (30) RePEc:bep:sndecm:8:2004:2:1223-1223 Mixture Processes for Financial Intradaily Durations (2004). (31) RePEc:bep:sndecm:3:1999:4:191-200 Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP (1999). (32) RePEc:bep:sndecm:9:2005:4:1269-1269 Can GARCH Models Capture Long-Range Dependence? (2005). (33) RePEc:bep:sndecm:8:2004:2:1218-1218 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (2004). (34) RePEc:bep:sndecm:9:2005:4:1147-1147 Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005). (35) RePEc:bep:sndecm:3:1999:4:203-220 Should Policy Makers Worry about Asymmetries in the Business Cycle? (1999). (36) RePEc:bep:sndecm:5:2001:3:1078-1078 Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective (2001). (37) RePEc:bep:sndecm:8:2004:3:1182-1182 Household Income Dynamics in Two Transition Economies (2004). (38) RePEc:bep:sndecm:1:1996:3:131-143 Detecting Asymmetries in Observed Linear Time Series and Unobserved Disturbances (1996). (39) RePEc:bep:sndecm:9:2005:3:1230-1230 Investigating Nonlinearity: A Note on the Estimation of Hamiltons Random Field Regression Model (2005). (40) RePEc:bep:sndecm:3:1999:4:239-253 An Approximate Wavelet MLE of Short- and Long-Memory Parameters (1999). (41) RePEc:bep:sndecm:8:2004:4:1129-1129 Combining Forecasts with Nonparametric Kernel Regressions (2004). (42) RePEc:bep:sndecm:3:1998:1:1-22 Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? (1998). (43) RePEc:bep:sndecm:6:2002:3:1091-1091 Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (2002). (44) RePEc:bep:sndecm:1:1996:1:11-28 Optimal Cycles and Chaos: A Survey (1996). (45) RePEc:bep:sndecm:5:2001:1:1068-1068 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator (2001). (46) RePEc:bep:sndecm:3:1999:4:223-237 Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss (1999). (47) RePEc:bep:sndecm:10:2006:4:1359-1359 Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom (2006). (48) RePEc:bep:sndecm:6:2002:3:1092-1092 Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (2002). (49) RePEc:bep:sndecm:7:2003:4:1183-1183 The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (2003). (50) RePEc:bep:sndecm:10:2006:2:1280-1280 Unemployment and Inflation Regimes (2006). Recent citations received in: | 2006 | 2005 | 2004 | 2003 Recent citations received in: 2006 (1) RePEc:bep:sndecm:10:2006:3:1341-1341 Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets (2006). Studies in Nonlinear Dynamics & Econometrics (2) RePEc:deg:conpap:c011_019 Growth, Sectoral Composition, and the Wealth of Nations (2006). Dynamics, Economic Growth, and International Trade (DEGIT) / Conference Papers (3) RePEc:dgr:uvatin:20060101 Periodic Unobserved Cycles in Seasonal Time Series with an Application to US Unemployment (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers (4) RePEc:fip:fedgfe:2007-03 Linear cointegration of nonlinear time series with an application to interest rate dynamics (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (5) RePEc:imk:wpaper:04-2006 Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves (2006). IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute / IMK Working Paper (6) RePEc:mcl:mclwop:2006-14 EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES (2006). McGill University, Department of Economics / Departmental Working Papers (7) RePEc:pra:mprapa:1363 Point and interval forecasting of wholesale electricity prices: Evidence from the Nord Pool market (2006). University Library of Munich, Germany / MPRA Paper (8) RePEc:udc:esteco:v:33:y:2006:i:1:p:65-81 Regime-Dependent output convergence in Latin America (2006). Journal Estudios de Economia Recent citations received in: 2005 (1) RePEc:bep:sndecm:9:2005:3:1286-1286 Comment on Investigating Nonlinearity (2005). Studies in Nonlinear Dynamics & Econometrics (2) RePEc:bep:sndecm:9:2005:4:1328-1328 The International CAPM and a Wavelet-Based Decomposition of Value at Risk (2005). Studies in Nonlinear Dynamics & Econometrics (3) RePEc:kap:apfinm:v:12:y:2005:i:3:p:245-271 The volumeâvolatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (2005). Asia-Pacific Financial Markets Recent citations received in: 2004 (1) RePEc:ces:ceswps:_1280 Inflation Targeting and Nonlinear Policy Rules: The Case of Asymmetric Preferences (2004). CESifo GmbH / CESifo Working Paper Series (2) RePEc:dgr:uvatin:20040016 Forecasting Daily Variability of the S&P 100 Stock Index using Historical, Realised and Implied Volatility Measurements (2004). Tinbergen Institute / Tinbergen Institute Discussion Papers (3) RePEc:ecl:riceco:2004-11 A Test of the Martingale Hypothesis (2004). Rice University, Department of Economics / Working Papers (4) RePEc:ecm:ausm04:272 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (5) RePEc:ecm:feam04:730 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings (6) RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105 A Benchmark Approach to Filtering in Finance (2004). Asia-Pacific Financial Markets (7) RePEc:kls:series:0013 Asymmetric Dynamics in the Current Account: Evidence from Long-Horizon Data (2004). University of Cologne, Seminar of Economics / Working Paper Series in Economics (8) RePEc:pit:wpaper:322 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (2004). University of Pittsburgh, Department of Economics / Working Papers (9) RePEc:sce:scecf4:306 Aggregation of Dependent Risks with Specific Marginals by the Family of Koehler-Symanowski Distributions (2004). Society for Computational Economics / Computing in Economics and Finance 2004 (10) RePEc:ukc:ukcedp:0412 Current Account Sustainability in the US: What Do We Really Know About It? (2004). Department of Economics, University of Kent / Studies in Economics (11) RePEc:zbw:cauewp:2443 Classical and Bayesian Analysis of Univariate and Multivariate Stochastic Volatility Models (2004). Christian-Albrechts-University of Kiel, Department of Economics / Economics working papers Recent citations received in: 2003 (1) RePEc:ecb:ecbwps:20030283 US, Japan and the euro area - comparing business-cycle features. (2003). European Central Bank / Working Paper Series (2) RePEc:smu:ecowpa:0508 A Robust Entropy-Based Test for Asymmetry (2003). Southern Methodist University, Department of Economics / Departmental Working Papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
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