[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]
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  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 |
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Most cited documents in this series:
Year | Title | Cited |
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1997 | Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers || Download paper | 75 |
1998 | The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Lampart, Camille ; Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers || Download paper | 62 |
2002 | Asymmetries 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. Full description at Econpapers || Download paper | 57 |
2001 | Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers || Download paper | 42 |
2003 | Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3. Full description at Econpapers || Download paper | 37 |
2002 | Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers || Download paper | 36 |
2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÅ ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers || Download paper | 35 |
2005 | Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers || Download paper | 35 |
2004 | The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers || Download paper | 34 |
1998 | Smooth-Transition GARCH Models. (1998). Gonzalez-Rivera, Gloria. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1. Full description at Econpapers || Download paper | 34 |
1997 | Investigating Cyclical Asymmetries. (1997). Verbrugge, Randal ; Randal Verbrugge Randal Verbrugge, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2. Full description at Econpapers || Download paper | 33 |
2002 | Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; TEYSSIeRE, Gilles . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3. Full description at Econpapers || Download paper | 30 |
2000 | A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers || Download paper | 30 |
1998 | GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model. (1998). Jasiak, Joann ; Ghysels, Eric . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4. Full description at Econpapers || Download paper | 28 |
2005 | A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers || Download paper | 28 |
2004 | Household Income Dynamics in Two Transition Economies. (2004). Ravallion, Martin ; Lokshin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4. Full description at Econpapers || Download paper | 27 |
2006 | The Nature of Power Spikes: A Regime-Switch Approach. (2006). De Jong, Cyriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3. Full description at Econpapers || Download paper | 24 |
2004 | Nonlinear 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. Full description at Econpapers || Download paper | 24 |
2008 | Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8. Full description at Econpapers || Download paper | 23 |
2005 | Wavelet Transforms and Commodity Prices. (2005). Connor, Jeff ; Rossiter, Rosemary . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers || Download paper | 23 |
1998 | Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?. (1998). Vigfusson, Robert ; van Norden, Simon. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1. Full description at Econpapers || Download paper | 22 |
2005 | The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4. Full description at Econpapers || Download paper | 20 |
2005 | A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers || Download paper | 20 |
2007 | Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6. Full description at Econpapers || Download paper | 20 |
2009 | Changes in U.S. Inflation Persistence. (2009). Morley, James ; Kim, Chang-Jin ; Kang, Kyu Ho . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:4:n:1. Full description at Econpapers || Download paper | 19 |
2001 | Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1. Full description at Econpapers || Download paper | 19 |
1999 | Stability Analysis of Continuous-Time Macroeconometric Systems. (1999). Barnett, William ; He, Yijun . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:1. Full description at Econpapers || Download paper | 19 |
1996 | A 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. Full description at Econpapers || Download paper | 18 |
2004 | Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation. (2004). Ooms, Marius ; Doornik, Jurgen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14. Full description at Econpapers || Download paper | 18 |
2006 | Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1. Full description at Econpapers || Download paper | 18 |
2003 | The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). In, Francis Haeuck ; Kim, Sangbae . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers || Download paper | 18 |
2008 | Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3. Full description at Econpapers || Download paper | 17 |
2001 | Wavelet Analysis of the Cost-of-Carry Model. (2001). Stevenson, Maxwell ; Lin, Shinn-Juh . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:7. Full description at Econpapers || Download paper | 17 |
2008 | Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). Granger, Clive ; Clive W. J. Granger, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:1. Full description at Econpapers || Download paper | 16 |
2004 | Mixture Processes for Financial Intradaily Durations. (2004). Gallo, Giampiero ; De Luca, Giovanni. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:8. Full description at Econpapers || Download paper | 16 |
2002 | Characterizing the Degree of Stability of Non-linear Dynamic Models. (2002). Bask, Mikael ; de Luna, Xavier . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:1:n:3. Full description at Econpapers || Download paper | 16 |
Technical Trading Rules and the Size of the Risk Premium in Security Returns. (1997). Stengos, Thanasis ; Gencay, Ramazan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:2:n:1. Full description at Econpapers || Download paper | 15 | |
2005 | Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5. Full description at Econpapers || Download paper | 15 |
2002 | Common Persistent Factors in Inflation and Excess Nominal Money Growth and a New Measure of Core Inflation. (2002). MORANA, CLAUDIO. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:3. Full description at Econpapers || Download paper | 14 |
2007 | Jump-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. Full description at Econpapers || Download paper | 14 |
1997 | Endogenous 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. Full description at Econpapers || Download paper | 14 |
1996 | SIMANN: A Global Optimization Algorithm using Simulated Annealing. (1996). Goffe, William L.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:3:n:al1. Full description at Econpapers || Download paper | 14 |
1998 | Characterizing Asymmetries in Business Cycles Using Smooth-Transition Structural Time-Series Models. (1998). Proietti, Tommaso. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:3:n:2. Full description at Econpapers || Download paper | 14 |
2004 | An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests. (2004). Uctum, Merih ; Chortareas, Georgios ; Kapetanios, George . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4. Full description at Econpapers || Download paper | 14 |
2001 | Estimating 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. Full description at Econpapers || Download paper | 13 |
2005 | Can GARCH Models Capture Long-Range Dependence?. (2005). Maheu, John. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:1. Full description at Econpapers || Download paper | 13 |
A Component GARCH Model with Time Varying Weights. (2009). Storti, Giuseppe ; Bauwens, Luc. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:2:n:1. Full description at Econpapers || Download paper | 12 | |
2006 | Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Diko, Pavel ; Limpens, Valerie . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7. Full description at Econpapers || Download paper | 12 |
2003 | Investment 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. Full description at Econpapers || Download paper | 11 |
1996 | If Nonlinear Models Cannot Forecast, What Use Are They?. (1996). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:2:n:1. Full description at Econpapers || Download paper | 10 |
Citing documents used to compute impact factor 7:
Year | Title | See |
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2014 | Noncausal Bayesian Vector Autoregression. (2014). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2014-07. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Forecasting with a noncausal VAR model. (2014). Nyberg, Henri ; Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Consistent estimation of breakpoints in time series, with application to wavelet analysis of Citigroup returns. (2014). Roberts, Leigh . In: Working Paper Series. RePEc:vuw:vuwecf:3169. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The impact of financial transaction taxes: Evidence from Italy. (2014). Ruhl, Tobias R. ; Stein, Michael . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | The Signalling Channel of Central Bank Interventions: Modelling the Yen/US Dollar Exchange Rate. (2014). Glanemann, Nicole ; Funke, Michael ; Chen, Yu-Fu. In: Open Economies Review. RePEc:kap:openec:v:25:y:2014:i:2:p:311-336. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Not all international monetary shocks are alike for the Japanese economy. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: CAMA Working Papers. RePEc:een:camaaa:2014-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | State of confidence, overborrowing and the macroeconomic stabilization
puzzle. (2014). cavallaro, eleonora ; Maggi, Bernardo . In: DSS Empirical Economics and Econometrics Working Papers Series. RePEc:sas:wpaper:20142. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
Year | Title | See |
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2013 | NONCAUSAL VECTOR AUTOREGRESSION. (2013). Saikkonen, Pentti ; Lanne, Markku. In: Econometric Theory. RePEc:cup:etheor:v:29:y:2013:i:03:p:447-481_00. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Noncausality and Inflation Persistence. (2013). Lanne, Markku. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1286. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Is the relationship between prices and exchange rates homogeneous?. (2013). Tavlas, George ; Kenjegaliev, Amangeldi ; Hondroyiannis, George ; Hall, Stephen G. ; Swamy, P. A. V. B., ; Swamy, P. A. V. B., . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:411-438. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Real Sector and Banking System: Real and Feedback Effects. A Non-Linear VAR Approach. (2013). Puddu, Stefano. In: IRENE Working Papers. RePEc:irn:wpaper:13-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Is the Relationship Between Prices and Exchange Rates Homogeneous?. (2013). Tavlas, George ; Kenjegaliev, Amangeldi ; Hondroyiannis, George ; Hall, Stephen ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, . In: Discussion Papers in Economics. RePEc:lec:leecon:13/13. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Sectoral Composition of Government Spending and Macroeconomic (In)stability. (2013). Shieh, Jhy-yuan ; Guo, Jang-Ting ; Chang, Juin-jen ; Wang, Wei-Neng . In: IEAS Working Paper : academic research. RePEc:sin:wpaper:13-a010. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Copula-based dynamic conditional correlation multiplicative error processes. (2013). Hautsch, Nikolaus ; Bodnar, Taras . In: CFS Working Paper Series. RePEc:zbw:cfswop:201319. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
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2012 | De facto currency baskets of China and East Asian economies: The
rising weights. (2012). Niu, Linlin ; Fang, Ying ; Huang, Shicheng . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2012_002. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The role of ICT and Business Services in Italy. (2012). Saltari, Enrico. In: Working Papers. RePEc:sap:wpaper:wp152. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Facts 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. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | Econometric Analysis and Prediction of Recurrent Events. (2011). pagan, adrian ; Harding, Don. In: CREATES Research Papers. RePEc:aah:create:2011-33. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | International 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. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Forecasting volatility: does continuous time do better than discrete time?. (2011). Veiga, Helena ; Breto, Carles . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws112518. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Combination Schemes for Turning Point Predictions. (2011). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110123. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Testing 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. Full description at Econpapers || Download paper | [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.