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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 14 52 0 0 0.08 1997 0.14 0.22 10 67 14 2 0 2 0.2 0.09 1998 0.38 0.25 15 85 24 9 0 1 0.07 0.1 1999 0.4 0.31 5 30 25 10 0 1 0.2 0.15 2000 0.3 0.42 11 8 20 6 0 0.19 2001 0.41 18 33 16 0 0.16 2002 0.1 0.44 15 61 29 3 0 1 0.07 0.2 2003 0.27 0.46 24 51 33 9 0 2 0.08 0.21 2004 0.41 0.51 34 81 39 16 0 9 0.26 0.23 2005 0.31 0.54 26 62 58 18 0 2 0.08 0.24 2006 0.5 0.56 29 53 60 30 0 6 0.21 0.24 2007 0.49 0.45 24 17 55 27 0 2 0.08 0.21 2008 0.25 0.5 26 23 53 13 0 2 0.08 0.24
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2 The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income (1998).
Cited: 30 times.

(2) RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1 Inference in TAR Models (1997).
Cited: 26 times.

(3) RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4 GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model (1998).
Cited: 21 times.

(4) RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2 Investigating Cyclical Asymmetries (1997).
Cited: 19 times.

(5) RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3 Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists (2003).
Cited: 18 times.

(6) RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1 A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle (1996).
Cited: 16 times.

(7) RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3 Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks (2002).
Cited: 14 times.

(8) RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3 Microeconomic Models for Long Memory in the Volatility of Financial Time Series (2002).
Cited: 14 times.

(9) RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1 The Long Memory of the Efficient Market (2004).
Cited: 13 times.

(10) RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2 A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis (2005).
Cited: 12 times.

(11) RePEc:bpj:sndecm:v:3:y:1999:i:4:n:1 Stability Analysis of Continuous-Time Macroeconometric Systems (1999).
Cited: 11 times.

(12) RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4 Household Income Dynamics in Two Transition Economies (2004).
Cited: 11 times.

(13) RePEc:bpj:sndecm:v:11:y:2007:i:4:n:3 Jump-and-Rest Effect of U.S. Business Cycles (2007).
Cited: 10 times.

(14) RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14 Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation (2004).
Cited: 10 times.

(15) RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2 Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models (2006).
Cited: 10 times.

(16) RePEc:bpj:sndecm:v:1:y:1997:i:4:n:1 Endogenous Cycles in Competitive Models: An Overview (1997).
Cited: 9 times.

(17) RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2 Nonlinear Monetary Policy Rules: Some New Evidence for the U.S. (2004).
Cited: 9 times.

(18) RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1 Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis (2001).
Cited: 9 times.

(19) RePEc:bpj:sndecm:v:2:y:1997:i:2:n:2 Finite Sample Properties of the Efficient Method of Moments (1997).
Cited: 9 times.

(20) RePEc:bpj:sndecm:v:3:y:1999:i:4:n:4 Monetary Policy with a Nonlinear Phillips Curve and Asymmetric Loss (1999).
Cited: 8 times.

(21) RePEc:bpj:sndecm:v:6:y:2002:i:1:n:3 Characterizing the Degree of Stability of Non-linear Dynamic Models (2002).
Cited: 8 times.

(22) RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6 Forecasting Stock Market Volatility with Regime-Switching GARCH Models (2005).
Cited: 8 times.

(23) RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1 Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles? (1998).
Cited: 8 times.

(24) RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1 Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom (2006).
Cited: 7 times.

(25) RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5 Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance (2005).
Cited: 7 times.

(26) RePEc:bpj:sndecm:v:3:y:1999:i:4:n:2 Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP (1999).
Cited: 7 times.

(27) RePEc:bpj:sndecm:v:8:y:2004:i:2:n:8 Mixture Processes for Financial Intradaily Durations (2004).
Cited: 7 times.

(28) RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4 An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests (2004).
Cited: 7 times.

(29) RePEc:bpj:sndecm:v:10:y:2006:i:4:n:2 Measuring the Interaction of Wage and Price Phillips Curves for the U.S. Economy (2006).
Cited: 7 times.

(30) RePEc:bpj:sndecm:v:6:y:2002:i:3:n:3 Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation (2002).
Cited: 7 times.

(31) RePEc:bpj:sndecm:v:3:y:1998:i:3:n:1 Information-Theoretic Analysis of Serial Dependence and Cointegration (1998).
Cited: 6 times.

(32) RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5 Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach (2003).
Cited: 6 times.

(33) RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3 The Nature of Power Spikes: A Regime-Switch Approach (2006).
Cited: 6 times.

(34) RePEc:bpj:sndecm:v:9:y:2005:i:4:n:1 Can GARCH Models Capture Long-Range Dependence? (2005).
Cited: 6 times.

(35) RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1 SIMANN: A Global Optimization Algorithm using Simulated Annealing (1996).
Cited: 6 times.

(36) RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4 The International CAPM and a Wavelet-Based Decomposition of Value at Risk (2005).
Cited: 6 times.

(37) RePEc:bpj:sndecm:v:5:y:2001:i:3:n:2 Evaluating the Persistence and Structuralist Theories of Unemployment from a Nonlinear Perspective (2001).
Cited: 5 times.

(38) RePEc:bpj:sndecm:v:5:y:2001:i:1:n:7 Wavelet Analysis of the Cost-of-Carry Model (2001).
Cited: 5 times.

(39) RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1 Smooth-Transition GARCH Models (1998).
Cited: 5 times.

(40) RePEc:bpj:sndecm:v:5:y:2001:i:1:n:2 Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator (2001).
Cited: 5 times.

(41) RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2 Power Properties of Nonlinearity Tests for Time Series with Markov Regimes (2002).
Cited: 5 times.

(42) RePEc:bpj:sndecm:v:1:y:1996:i:2:n:1 If Nonlinear Models Cannot Forecast, What Use Are They? (1996).
Cited: 5 times.

(43) RePEc:bpj:sndecm:v:1:y:1996:i:1:n:da1 Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data (1996).
Cited: 5 times.

(44) RePEc:bpj:sndecm:v:3:y:1998:i:3:n:2 Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models (1998).
Cited: 5 times.

(45) RePEc:bpj:sndecm:v:1:y:1996:i:1:n:3 Optimal Cycles and Chaos: A Survey (1996).
Cited: 5 times.

(46) RePEc:bpj:sndecm:v:10:y:2006:i:2:n:3 Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area? (2006).
Cited: 5 times.

(47) RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4 The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses (2003).
Cited: 5 times.

(48) RePEc:bpj:sndecm:v:7:y:2003:i:1:n:1 Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle. (2003).
Cited: 4 times.

(49) RePEc:bpj:sndecm:v:6:y:2002:i:1:n:4 Nonlinear Trends and Co-trending in Canadian Money Demand (2002).
Cited: 4 times.

(50) RePEc:bpj:sndecm:v:6:y:2002:i:1:n:2 Stock Market, Interest Rate and Output: A Model and Estimation for US Time Series Data (2002).
Cited: 4 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:fip:fedlwp:2008-046 Mexicos integration into NAFTA markets: a view from sectoral real exchange rates (2008). Federal Reserve Bank of St. Louis / Working Papers

(2) RePEc:imf:imfwpa:08/123 Mexicos Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates and Transaction Costs (2008). International Monetary Fund / IMF Working Papers

Recent citations received in: 2007

(1) RePEc:ebl:ecbull:v:3:y:2007:i:67:p:1-10 Estimating the Fractionally Integrated Model with a Break in the Differencing Parameter (2007). Economics Bulletin

(2) RePEc:pra:mprapa:19365 Los Ciclos del Mercado Inmobiliario y su Relación con los Ciclos de la Economía (2007). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2006

(1) RePEc:deg:conpap:c011_019 Growth, Sectoral Composition, and the Wealth of Nations (2006). Dynamics, Economic Growth, and International Trade (DEGIT) / Conference Papers

(2) 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

(3) 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

(4) RePEc:mcl:mclwop:2006-14 EXTREME DEPENDENCE IN THE NASDAQ AND S&P COMPOSITE INDEXES (2006). McGill University, Department of Economics / Departmental Working Papers

(5) 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

(6) 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:chb:bcchsb:v08c09pp301-328 Assessing the Flexibility of the Labor Market in Chile: An International Perspective (2005). Central Banking, Analysis, and Economic Policies Book Series

(2) RePEc:kap:apfinm:v:12:y:2005:i:3:p:245-271 The volume–volatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997 (2005). Asia-Pacific Financial Markets

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.