Citation analysis for Studies in Nonlinear Dynamics & Econometrics / De Gruyter

Studies in Nonlinear Dynamics & Econometrics / De Gruyter

0.34

Impact Factor

0.39

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.22		14	14			127	0		0		(%)			0.09
1997	0.21	0.27	0.21	10	24	6	0.25	186	14	3	14	3	(%)	2	0.2	0.09
1998	0.54	0.27	0.54	15	39	15	0.38	236	24	13	24	13	(%)	1	0.07	0.1
1999	0.44	0.31	0.44	5	44	20	0.45	58	25	11	39	17	(%)	2	0.4	0.13
2000	0.3	0.4	0.48	11	55	22	0.4	72	20	6	44	21	(%)			0.15
2001	0.06	0.4	0.38	18	73	26	0.36	161	16	1	55	21	(%)			0.15
2002	0.17	0.42	0.41	15	88	35	0.4	249	29	5	59	24	1 (%)	1	0.07	0.18
2003	0.67	0.44	0.55	24	112	54	0.48	133	33	22	64	35	1 (%)	2	0.08	0.18
2004	0.62	0.49	0.44	34	146	82	0.56	270	39	24	73	32	(%)	10	0.29	0.2
2005	0.5	0.53	0.75	26	172	134	0.78	291	58	29	102	76	1 (%)	5	0.19	0.21
2006	0.75	0.51	0.9	29	201	181	0.9	270	60	45	117	105	2 (%)	8	0.28	0.2
2007	0.71	0.44	0.72	24	225	159	0.71	110	55	39	128	92	(%)	3	0.13	0.18
2008	0.43	0.47	0.65	26	251	177	0.71	174	53	23	137	89	(%)	2	0.08	0.2
2009	0.4	0.47	0.68	26	277	173	0.62	113	50	20	139	95	2 (1.8%)	4	0.15	0.19
2010	0.35	0.44	0.63	22	299	173	0.58	56	52	18	131	82	(%)	3	0.14	0.16
2011	0.52	0.51	0.66	18	317	212	0.67	47	48	25	127	84	(%)	4	0.22	0.2
2012	0.5	0.56	0.73	37	354	262	0.74	49	40	20	116	85	(%)	5	0.14	0.21
2013	0.38	0.66	0.66	31	385	256	0.66	40	55	21	129	85	(%)	11	0.35	0.23
2014	0.29	0.67	0.34	28	413	240	0.58	34	68	20	134	46	(%)	2	0.07	0.22
2015	0.34	0.82	0.39	31	444	258	0.58	17	59	20	136	53	(%)	5	0.16	0.27

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

#	Year	Title	Cited
1	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	103
2	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	99
3	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	77
4	2002	Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, FrÃÂ©dÃÂ©rique ; 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	73
5	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	67
6	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	63
7	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	62
8	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	53
9	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	48
10	1996	A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1. Full description at Econpapers \|\| Download paper	47
11	2006	Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ø. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers \|\| Download paper	46
12	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	42
13	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	42
14	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	42
15	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	41
16	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	41
17	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	37
18	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	36
19	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
20	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, RamÃ³n ; 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	34
21	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	31
22	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	31
23	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	30
24	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	30
25	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	29
26	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	28
27	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	28
28	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	26
29	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	26
30	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	25
31	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	25
32	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	22
33	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	21
34	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	20
35	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	20
36		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	20
37	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
38	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	18
39	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	18
40	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	17
41	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	17
42		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	16
43	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	16
44	2002	Power Properties of Nonlinearity Tests for Time Series with Markov Regimes. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2. Full description at Econpapers \|\| Download paper	15
45	2005	Are 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. Full description at Econpapers \|\| Download paper	15
46	2008	A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Xiao, Bin ; Leybourne, Stephen J. ; Harvey, David I.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers \|\| Download paper	15
47	2007	Jump-and-Rest Effect of U.S. Business Cycles. (2007). Perez Quiros, Gabriel ; Camacho, Maximo ; Perezquiros, Gabriel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:4:n:3. Full description at Econpapers \|\| Download paper	15
48	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
49	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
50	2008	Option Valuation with Normal Mixture GARCH Models. (2008). Badescu, Alex ; Kulperger, Reg ; Lazar, Emese . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:2:n:5. Full description at Econpapers \|\| Download paper	14

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	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	37
2	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	35
3	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	31
4	2006	Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ø. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers \|\| Download paper	30
5	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	26
6	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	18
7	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	17
8	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	16
9	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	15
10	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	14
11	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	14
12	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	9
13	2007	The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers \|\| Download paper	9
14	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	9
15	2008	A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Xiao, Bin ; Leybourne, Stephen J. ; Harvey, David I.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers \|\| Download paper	9
16	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	8
17	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	8
18	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	8
19	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, RamÃ³n ; 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	8
20	2006	Measuring and Testing Natural Gas and Electricity Markets Volatility: Evidence from Albertas Deregulated Markets. (2006). Shahmoradi, Asghar ; Serletis, Apostolos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:10. Full description at Econpapers \|\| Download paper	7
21	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	7
22	2002	Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, FrÃÂ©dÃÂ©rique ; 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	7
23	2010	Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers \|\| Download paper	7
24	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	7
25	2012	Microfounded Animal Spirits in the New Macroeconomic Consensus. (2012). Franke, Reiner . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:4:n:4. Full description at Econpapers \|\| Download paper	6
26	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	6
27	1996	A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1. Full description at Econpapers \|\| Download paper	6
28	2014	Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Mazzanti, Massimiliano ; Antonio, Musolesi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:5:p:21:n:3. Full description at Econpapers \|\| Download paper	6
29	2004	MCMC Bayesian Estimation of a Skew-GED Stochastic Volatility Model. (2004). Raggi, Davide ; Lubian, Diego ; Cappuccio, Nunzio . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:6. Full description at Econpapers \|\| Download paper	6
30	2011	Beta Autoregressive Transition Markov-Switching Models for Business Cycle Analysis. (2011). Casarin, Roberto ; Billio, Monica. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:4:n:2. Full description at Econpapers \|\| Download paper	6
31	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	5
32	2002	Power Properties of Nonlinearity Tests for Time Series with Markov Regimes. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:2. Full description at Econpapers \|\| Download paper	5
33	2015	State-dependent effects of fiscal policy. (2015). Morley, James ; Fazzari, Steven ; Fazzari Steven M., ; Irina, Panovska ; James, Morley . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:285-315:n:5. Full description at Econpapers \|\| Download paper	5
34	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	5
35	2009	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	5
36	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	5
37	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	5
38	1999	An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1999:i:4:n:5. Full description at Econpapers \|\| Download paper	5
39	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	4
40	2014	Persistence in real exchange rate convergence. (2014). Yazgan, Ege ; Stengos, Thanasis ; Ege, Yazgan M.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:1:p:73-88:n:2. Full description at Econpapers \|\| Download paper	4
41	2008	Multivariate Skewed Students t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market. (2008). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Stoyanov, Stoyan V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:2:n:3. Full description at Econpapers \|\| Download paper	4
42	2011	Semi-Parametric Forecasting of Realized Volatility. (2011). Hurn, Stan ; Clements, Adam ; Becker, Ralf . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:3:n:1. Full description at Econpapers \|\| Download paper	4
43	2014	Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function. (2014). Ielpo, Florian ; DA FONSECA, JosÃÂ© ; Martino, Grasselli ; Florian, Ielpo . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:3:p:37:n:1. Full description at Econpapers \|\| Download paper	4
44	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	4
45	2005	What Causes The Forecasting Failure of Markov-Switching Models? A Monte Carlo Study. (2005). Bessec, Marie ; Bouabdallah, Othman . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:6. Full description at Econpapers \|\| Download paper	4
46	2011	Filtering Time Series with Penalized Splines. (2011). Semmler, Willi ; Kauermann, Goeran . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:2:n:2. Full description at Econpapers \|\| Download paper	4
47	2009	Asymmetry in the Business Cycle: Friedmans Plucking Model with Correlated Innovations. (2009). Sinclair, Tara. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2009:i:1:n:3. Full description at Econpapers \|\| Download paper	4
48	2013	Noncausality and asset pricing. (2013). Lof, Matthijs. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:2:p:211-220:n:6. Full description at Econpapers \|\| Download paper	4
49	2010	Estimation of Parameters in the Presence of Model Misspecification and Measurement Error. (2010). Tavlas, George ; Hondroyiannis, George ; P. A. V. B. Swamy, ; Stephen G. F. Hall, ; P. A. V. B. Swamy, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:3:n:1. Full description at Econpapers \|\| Download paper	4
50	2012	Technological Adoption with Imperfect Markets in the Italian Economy. (2012). Saltari, Enrico ; federici, daniela ; Wymer, Clifford R. ; Giannetti, Marilena . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:2:n:5. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor 20:

Year	Title
2015	MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516. Full description at Econpapers \|\| Download paper
2015	Breaks, trends, and unit roots in spot prices for crude oil and petroleum products. (2015). Sun, Jingwei ; Shi, Wendong . In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:169-177. Full description at Econpapers \|\| Download paper
2015	New empirical evidence on income convergence. (2015). Ghoshray, Atanu ; Khan, Faiza . In: Empirical Economics. RePEc:spr:empeco:v:49:y:2015:i:1:p:343-361. Full description at Econpapers \|\| Download paper
2015	A robust estimation of the terms of trade between the United Kingdom and British India, 1858â1947. (2015). Ghoshray, Atanu. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:53-57. Full description at Econpapers \|\| Download paper
2015	Country shocks, monetary policy expectations and ECB decisions. A dynamic non-linear approach. (2015). Perez Quiros, Gabriel ; Leiva-Leon, Danilo ; Camacho, Maximo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10828. Full description at Econpapers \|\| Download paper
2015	US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85. Full description at Econpapers \|\| Download paper
2015	Detecting structural changes using wavelets. (2015). Yazgan, Ege ; ozkan, Harun . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:23-37. Full description at Econpapers \|\| Download paper
2015	High versus Low Inflation: Implications for Price-Level Convergence. (2015). YILMAZKUDAY, HAKAN ; Yazgan, Ege. In: Working Papers. RePEc:fiu:wpaper:1503. Full description at Econpapers \|\| Download paper
2015	Convergence in Income Inequality: Further Evidence from the Club Clustering Methodology across the U.S. States. (2015). Miller, Stephen ; GUPTA, RANGAN ; Apergis, Nicholas ; Christou, Christina . In: Working Papers. RePEc:pre:wpaper:201539. Full description at Econpapers \|\| Download paper
2015	Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield. (2015). Gnoatto, Alessandro ; Hartel, Maximilian ; Biagini, Francesca . In: Papers. RePEc:arx:papers:1311.0688. Full description at Econpapers \|\| Download paper
2015	Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095. Full description at Econpapers \|\| Download paper
2015	Unveiling structural breaks in long-run economic development-CO2 relationships. (2015). Mazzanti, Massimiliano ; Musolesi, Antonio . In: SEEDS Working Papers. RePEc:srt:wpaper:1815. Full description at Econpapers \|\| Download paper
2015	Sustainable development and industrial development: Manufacturing environmental performance, technology and consumption/production perspectives. (2015). Nicolli, Francesco ; Mazzanti, Massimiliano ; Marin, Giovanni ; Gilli, Marianna. In: MERIT Working Papers. RePEc:unm:unumer:2015050. Full description at Econpapers \|\| Download paper
2015	Nonlinear dynamic interrelationships between real activity and stock returns. (2015). Nyberg, Henri ; Lanne, Markku. In: CREATES Research Papers. RePEc:aah:create:2015-36. Full description at Econpapers \|\| Download paper
2015	Testing and modeling jump contagion across international stock markets: A nonparametric intraday approach. (2015). JAWADI, Fredj ; Louhichi, Wael ; Cheffou, Abdoulkarim Idi . In: Journal of Financial Markets. RePEc:eee:finmar:v:26:y:2015:i:c:p:64-84. Full description at Econpapers \|\| Download paper
2015	On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper Series. RePEc:rim:rimwps:15-04. Full description at Econpapers \|\| Download paper
2015	Testing for linear and nonlinear Granger causality in the real exchange rateâconsumption relation. (2015). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan. In: Economics Letters. RePEc:eee:ecolet:v:132:y:2015:i:c:p:13-17. Full description at Econpapers \|\| Download paper
2015	Reward-risk momentum strategies using classical tempered stable distribution. (2015). Mitov, Ivan ; Choi, Jae Hyung ; Kim, Young Shin . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:194-213. Full description at Econpapers \|\| Download paper
2015	Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: Working Paper Series. RePEc:rim:rimwps:15-02. Full description at Econpapers \|\| Download paper
2015	Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios. In: International Review of Financial Analysis. RePEc:eee:finana:v:41:y:2015:i:c:p:267-276. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Local Unit Root and Inflationary Inertia in Brazil. (2015). Rodrigues Figueiredo, Francisco ; GuillÃÂÃÂ©n, Osmani ; GuillÃÂ©n, Osmani ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira ; Guillén, Osmani. In: Working Papers Series. RePEc:bcb:wpaper:406. Full description at Econpapers \|\| Download paper
2015	The role of bank relationships in the interbank market. (2015). Iori, Giulia ; Montes-Rojas, Gabriel ; Temizsoy, Asena . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:59:y:2015:i:c:p:118-141. Full description at Econpapers \|\| Download paper
2015	Real term structure forecasts of consumption growth. (2015). Tzavalis, Elias ; Argyropoulos, Efthymios . In: Journal of Empirical Finance. RePEc:eee:empfin:v:33:y:2015:i:c:p:208-222. Full description at Econpapers \|\| Download paper
2015	Time variation in the size of the multiplier: a Kalecki-Harrod approach. (2015). Setterfield, Mark. In: Working Papers. RePEc:new:wpaper:1522. Full description at Econpapers \|\| Download paper
2015	The Changing Dynamics of South Africas Inflation Persistence: Evidence from a Quantile Regression Framework. (2015). Ranjbar, Omid ; Jooste, Charl ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201563. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	The Wishart short rate model. (2014). Gnoatto, Alessandro . In: Papers. RePEc:arx:papers:1203.5513. Full description at Econpapers \|\| Download paper
2014	Pricing range notes within Wishart affine models. (2014). DA FONSECA, JosÃÂ© ; Chiarella, Carl ; Grasselli, Martino . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:58:y:2014:i:c:p:193-203. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
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
2013	Noncausality and Inflation Persistence. (2013). Lanne, Markku. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1286. Full description at Econpapers \|\| Download paper
2013	Is the relationship between prices and exchange rates homogeneous?. (2013). Tavlas, George ; Kenjegaliev, Amangeldi ; Hondroyiannis, George ; Hall, Stephen ; 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
2013	Plant Productivity Dynamics and Private and Public R&D Spillovers: Technological, Geographic and Relational Proximity. (2013). Ikeuchi, Kenta ; Harris, Mark ; Greene, William ; Fukao, Kyoji ; Belderbos, Rene ; Gillman, Max . In: CEI Working Paper Series. RePEc:hit:hitcei:2013-05. Full description at Econpapers \|\| Download paper
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
2013	The Tempered Ordered Probit (TOP) model with an application to monetary policy. (2013). Spencer, Christopher ; Harris, Mark ; Greene, William ; Gillman, Max. In: Discussion Paper Series. RePEc:lbo:lbowps:2013_10. Full description at Econpapers \|\| Download paper
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
2013	Empirical evidence for nonlinearity and irreversibility of commodity futures prices. (2013). Karapanagiotidis, Paul. In: MPRA Paper. RePEc:pra:mprapa:56801. Full description at Econpapers \|\| Download paper
2013	Essays on Expectations and the Econometrics of Asset Pricing. (2013). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:59064. Full description at Econpapers \|\| Download paper
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
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

Recent citations received in 2012

Year	Citing document
2012	De facto currency baskets of China and East Asian economies : The rising weights. (2012). Niu, Linlin ; Huang, Shicheng . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2012_002. Full description at Econpapers \|\| Download paper
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
2012	Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490. Full description at Econpapers \|\| Download paper
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
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

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	54
2	Energy Economics / Elsevier	44
3	Economic Modelling / Elsevier	39
4	International Journal of Forecasting / Elsevier	21
5	HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology	18
6	Empirical Economics / Springer	16
7	Energy Policy / Elsevier	14
8	Journal of Econometrics / Elsevier	13
9	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	11
10	Computational Statistics & Data Analysis / Elsevier	11
11	Physica A: Statistical Mechanics and its Applications / Elsevier	11

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.