Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Studies in Nonlinear Dynamics & Econometrics / De Gruyter

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.231414082000.09
19970.140.29102450.21141142020.20.1
19980.460.291539120.311682411010.070.11
19990.440.33544180.41422511010.20.14
20000.20.421155130.244420400.16
20010.060.441873250.348916100.17
20020.140.441588290.33164294010.070.19
20030.580.4624112490.441073319020.080.2
20040.620.5334146820.561813924090.260.22
20050.430.56261721070.621745825010.040.23
20060.670.53292011580.791396040060.210.22
20070.650.46242251290.57625536020.080.19
20080.380.49262511640.65865320020.080.21
20090.320.5262771500.54595016030.120.2
20100.250.46222991510.51205213020.090.16
20110.480.57183171700.54154823050.280.22
20120.30.66373542020.57184012030.080.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
1997Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1.

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73
1998The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Lampart, Camille ; Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2.

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58
2002Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, Frédérique ; Ben Salem, Melika ; Bensalem, Melika . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3.

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56
2003Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3.

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33
1998Smooth-Transition GARCH Models. (1998). Gonzalez-Rivera, Gloria. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1.

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33
2006Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, Rafał ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2.

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31
1997Investigating Cyclical Asymmetries. (1997). Verbrugge, Randal ; Randal Verbrugge Randal Verbrugge, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2.

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31
2004The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1.

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30
2002Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; TEYSSIeRE, Gilles . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3.

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29
2005Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6.

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29
2000A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2.

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28
2001Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3.

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27
2005A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2.

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27
1998GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model. (1998). Jasiak, Joann ; Ghysels, Eric . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4.

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27
2004Household Income Dynamics in Two Transition Economies. (2004). Ravallion, Martin ; Lokshin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4.

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25
2002Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1.

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23
2004Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, Ramón ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2.

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21
2006The Nature of Power Spikes: A Regime-Switch Approach. (2006). De Jong, Cyriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3.

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21
1998Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?. (1998). Vigfusson, Robert ; van Norden, Simon. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1.

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20
2007Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6.

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20
2004Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation. (2004). Ooms, Marius ; Doornik, Jurgen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14.

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18
2001Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1.

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18
2009Changes in U.S. Inflation Persistence. (2009). Morley, James ; Kim, Chang-Jin ; Kang, Kyu Ho . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:4:n:1.

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18
1996A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael D.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1.

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17
2005Wavelet Transforms and Commodity Prices. (2005). Connor, Jeff ; Rossiter, Rosemary . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6.

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17
2005The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4.

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17
2005A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4.

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16
2008Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8.

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16
1999Stability Analysis of Continuous-Time Macroeconometric Systems. (1999). Barnett, William ; He, Yijun . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:1.

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16
2006Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1.

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16
2002Characterizing the Degree of Stability of Non-linear Dynamic Models. (2002). Bask, Mikael ; de Luna, Xavier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:1:n:3.

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15
2005Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5.

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15
1997Endogenous Cycles in Competitive Models: An Overview. (1997). Reichlin, Pietro. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1997:i:4:n:1.

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14
Technical Trading Rules and the Size of the Risk Premium in Security Returns. (1997). Stengos, Thanasis ; Gencay, Ramazan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:2:n:1.

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14
1996SIMANN: A Global Optimization Algorithm using Simulated Annealing. (1996). Goffe, William L.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1.

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14
2008Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3.

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14
2003The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). In, Francis Haeuck ; Kim, Sangbae . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4.

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14
2001Wavelet Analysis of the Cost-of-Carry Model. (2001). Stevenson, Maxwell ; Lin, Shinn-Juh . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:7.

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13
2007Jump-and-Rest Effect of U.S. Business Cycles. (2007). Perez Quiros, Gabriel ; Camacho, Maximo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:4:n:3.

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13
2004Mixture Processes for Financial Intradaily Durations. (2004). Gallo, Giampiero ; De Luca, Giovanni. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:8.

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13
2005Can GARCH Models Capture Long-Range Dependence?. (2005). Maheu, John. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:1.

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13
2002Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation. (2002). MORANA, CLAUDIO. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:3.

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13
2003Investment Under Uncertainty with Stochastically Switching Profit Streams: Entry and Exit over the Business Cycle.. (2003). Sola, Martin ; Raybaudi, Marzia ; Driffill, John. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:1:n:1.

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11
2006Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Diko, Pavel ; Limpens, Valerie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7.

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11
2001Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator. (2001). Tkacz, Greg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:2.

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10
1996Forecasting Using First-Available Versus Fully Revised Economic Time-Series Data. (1996). Swanson, Norman. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:da1.

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10
2005Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test. (2005). Caner, Mehmet ; Basci, Erdem. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:2.

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10
2003Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach. (2003). ATANASOVA, CHRISTINA . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5.

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10
2006Measuring the Interaction of Wage and Price Phillips Curves for the U.S. Economy. (2006). Flaschel, Peter ; Chen, Pu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:2.

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10
1999Sectoral Investigation of Asymmetries in the Conditional Mean Dynamics of the Real U.S. GDP. (1999). Bidarkota, Prasad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:2.

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9

Citing documents used to compute impact factor 12:

YearTitleSee
2012Exploring US Business Cycles with Bivariate Loops Using Penalized Spline Regression. (2012). Flaschel, Peter ; Kauermann, Goran ; Teuber, Timo . In: Computational Economics. RePEc:kap:compec:v:39:y:2012:i:4:p:409-427.

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[Citation Analysis]
2012Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Billio, Monica ; Casarin, Roberto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412.

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[Citation Analysis]
2012Public debt in a basic endogenous growth model. (2012). Greiner, Alfred . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1344-1348.

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[Citation Analysis]
2012Forecasting increases in the VIX: A time-varying long volatility hedge for equities. (2012). Clements, Adam ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_92.

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[Citation Analysis]
2012Generalized cointegration: a new concept with an application to health expenditure and health outcomes. (2012). Tavlas, George ; Hall, Stephen ; Swamy, P.. In: Empirical Economics. RePEc:spr:empeco:v:42:y:2012:i:2:p:603-618.

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[Citation Analysis]
2012Milton Friedman, the demand for money, and the ECB’s monetary policy strategy. (2012). Tavlas, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Review. RePEc:fip:fedlrv:y:2012:i:may:p:153-186:n:v.94no.3.

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[Citation Analysis]
2012Risk measures for Skew Normal mixtures. (2012). Bernardi, Mauro. In: MPRA Paper. RePEc:pra:mprapa:39828.

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[Citation Analysis]
2012A Note on the Moments of the Skew-Normal Distribution. (2012). Haas, Markus. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00725.

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[Citation Analysis]
2012Efficient estimation of Markov regime-switching models: An application to electricity spot prices. (2012). Weron, Rafał ; Janczura, Joanna. In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:3:p:385-407.

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[Citation Analysis]
2012Forecasting spot price volatility using the short-term forward curve. (2012). Ullrich, Carl J. ; Haugom, Erik . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1826-1833.

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[Citation Analysis]
2012THE VOLATILITY OF THE WON-DOLLAR EXCHANGE RATE DURING THE 2008-9 CRISIS. (2012). Yoo, Byoung Hark ; SHIN, HYUN KOOK . In: Journal of Economic Development. RePEc:jed:journl:v:37:y:2012:i:4:p:61-77.

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[Citation Analysis]
2012Bayesian estimation of generalized hyperbolic skewed student GARCH models. (2012). Deschamps, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3035-3054.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012De facto currency baskets of China and East Asian economies: The rising weights. (2012). Fang, Ying ; Niu, Linlin ; Huang, Shicheng . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_002.

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[Citation Analysis]
2012Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490.

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[Citation Analysis]
2012Facts and distortions in an endogenous growth model with physical capital, human capital and varieties. (2012). Sequeira, Tiago. In: Portuguese Economic Journal. RePEc:spr:portec:v:11:y:2012:i:3:p:171-188.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Econometric Analysis and Prediction of Recurrent Events. (2011). pagan, adrian ; Harding, Don. In: CREATES Research Papers. RePEc:aah:create:2011-33.

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[Citation Analysis]
2011International Synchronisation of the Pork Cycle. (2011). Holst, Carsten ; von Cramon-Taubadel, Stephan . In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland. RePEc:ags:eaae11:114532.

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[Citation Analysis]
2011Forecasting volatility: does continuous time do better than discrete time?. (2011). Veiga, Helena ; Breto, Carles . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws112518.

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[Citation Analysis]
2011Combination Schemes for Turning Point Predictions. (2011). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110123.

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[Citation Analysis]
2011Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns. (2011). Anoruo, Emmanuel. In: International Journal of Economic Sciences and Applied Research (IJESAR). RePEc:tei:journl:v:4:y:2011:i:3:p:75-92.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Non-negativity conditions for the hyperbolic GARCH model. (2010). Conrad, Christian. In: Journal of Econometrics. RePEc:eee:econom:v:157:y:2010:i:2:p:441-457.

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[Citation Analysis]
2010Discussion of the Fisher Effect Puzzle: A Case of Non-Linear Relationship. (2010). Smith, Peter. In: Open Economies Review. RePEc:kap:openec:v:21:y:2010:i:1:p:105-108.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Directional Prediction of Returns under Asymmetric Loss: Direct and Indirect Approaches. (2009). Anatolyev, Stanislav ; Kryzhanovskaya, Natalia . In: Working Papers. RePEc:cfr:cefirw:w0136.

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[Citation Analysis]
2009Heterogenous Behavioral Expectations, FX Fluctuations and Dynamic Stability in a Stylized Two-Country Macroeconomic Model. (2009). Proaño, Christian ; Proano, Christian R.. In: IMK Working Paper. RePEc:imk:wpaper:3-2009.

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[Citation Analysis]
2009Which Econometric Specification to Characterize the U.S. Inflation Rate Process?. (2009). Boutahar, Mohamed ; Gbaguidi, David. In: Computational Economics. RePEc:kap:compec:v:34:y:2009:i:2:p:145-172.

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[Citation Analysis]

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.