[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
1996 | 0 | 0.25 | 0 | 0 | 14 | 14 | 222 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
1997 | 0.36 | 0.25 | 0.42 | 0.36 | 10 | 24 | 486 | 8 | 10 | 14 | 5 | 14 | 5 | 0 | 3 | 0.3 | 0.11 | |
1998 | 0.5 | 0.28 | 0.49 | 0.5 | 15 | 39 | 441 | 19 | 29 | 24 | 12 | 24 | 12 | 0 | 2 | 0.13 | 0.13 | |
1999 | 0.68 | 0.31 | 0.66 | 0.59 | 5 | 44 | 88 | 28 | 58 | 25 | 17 | 39 | 23 | 0 | 2 | 0.4 | 0.15 | |
2000 | 0.3 | 0.36 | 0.65 | 0.73 | 11 | 55 | 175 | 35 | 94 | 20 | 6 | 44 | 32 | 1 | 2.9 | 0 | 0.16 | |
2001 | 0.19 | 0.39 | 0.56 | 0.56 | 18 | 73 | 396 | 34 | 135 | 16 | 3 | 55 | 31 | 1 | 2.9 | 1 | 0.06 | 0.17 |
2002 | 0.24 | 0.41 | 0.72 | 0.73 | 15 | 88 | 514 | 58 | 198 | 29 | 7 | 59 | 43 | 4 | 6.9 | 2 | 0.13 | 0.21 |
2003 | 0.7 | 0.44 | 0.76 | 0.64 | 24 | 112 | 312 | 80 | 283 | 33 | 23 | 64 | 41 | 9 | 11.3 | 2 | 0.08 | 0.22 |
2004 | 0.79 | 0.5 | 0.84 | 0.66 | 34 | 146 | 542 | 118 | 406 | 39 | 31 | 73 | 48 | 1 | 0.8 | 11 | 0.32 | 0.22 |
2005 | 0.64 | 0.51 | 1.09 | 0.83 | 26 | 172 | 716 | 182 | 594 | 58 | 37 | 102 | 85 | 2 | 1.1 | 9 | 0.35 | 0.24 |
2006 | 0.93 | 0.51 | 1.21 | 1.02 | 29 | 201 | 652 | 240 | 838 | 60 | 56 | 117 | 119 | 8 | 3.3 | 14 | 0.48 | 0.23 |
2007 | 1.02 | 0.47 | 1.01 | 0.9 | 24 | 225 | 300 | 225 | 1066 | 55 | 56 | 128 | 115 | 3 | 1.3 | 5 | 0.21 | 0.2 |
2008 | 0.81 | 0.49 | 1.14 | 1.01 | 26 | 251 | 454 | 287 | 1353 | 53 | 43 | 137 | 138 | 14 | 4.9 | 3 | 0.12 | 0.23 |
2009 | 0.62 | 0.48 | 0.93 | 0.94 | 26 | 277 | 223 | 256 | 1611 | 50 | 31 | 139 | 131 | 5 | 2 | 6 | 0.23 | 0.24 |
2010 | 0.62 | 0.49 | 0.94 | 0.93 | 22 | 299 | 153 | 279 | 1892 | 52 | 32 | 131 | 122 | 11 | 3.9 | 4 | 0.18 | 0.21 |
2011 | 0.58 | 0.52 | 1 | 0.94 | 18 | 317 | 140 | 310 | 2208 | 48 | 28 | 127 | 119 | 5 | 1.6 | 7 | 0.39 | 0.24 |
2012 | 0.75 | 0.52 | 1.26 | 1.06 | 37 | 354 | 143 | 436 | 2653 | 40 | 30 | 116 | 123 | 15 | 3.4 | 9 | 0.24 | 0.22 |
2013 | 0.55 | 0.56 | 1.13 | 0.92 | 31 | 385 | 177 | 419 | 3087 | 55 | 30 | 129 | 119 | 11 | 2.6 | 15 | 0.48 | 0.24 |
2014 | 0.47 | 0.55 | 1.08 | 0.52 | 28 | 413 | 209 | 436 | 3531 | 68 | 32 | 134 | 70 | 5 | 1.1 | 13 | 0.46 | 0.23 |
2015 | 0.63 | 0.55 | 0.98 | 0.61 | 31 | 444 | 348 | 436 | 3967 | 59 | 37 | 136 | 83 | 7 | 1.6 | 15 | 0.48 | 0.23 |
2016 | 0.75 | 0.53 | 0.88 | 0.6 | 32 | 476 | 144 | 415 | 4384 | 59 | 44 | 145 | 87 | 7 | 1.7 | 5 | 0.16 | 0.21 |
2017 | 0.97 | 0.54 | 0.77 | 0.65 | 28 | 504 | 75 | 385 | 4771 | 63 | 61 | 159 | 104 | 7 | 1.8 | 2 | 0.07 | 0.22 |
2018 | 0.33 | 0.55 | 0.76 | 0.63 | 55 | 559 | 86 | 423 | 5195 | 60 | 20 | 150 | 95 | 9 | 2.1 | 6 | 0.11 | 0.23 |
2019 | 0.29 | 0.57 | 0.63 | 0.61 | 54 | 613 | 55 | 385 | 5582 | 83 | 24 | 174 | 107 | 3 | 0.8 | 5 | 0.09 | 0.23 |
2020 | 0.34 | 0.68 | 0.65 | 0.56 | 47 | 660 | 60 | 427 | 6010 | 109 | 37 | 200 | 112 | 10 | 2.3 | 3 | 0.06 | 0.32 |
2021 | 0.26 | 0.8 | 0.62 | 0.4 | 27 | 687 | 20 | 426 | 6436 | 101 | 26 | 216 | 86 | 5 | 1.2 | 4 | 0.15 | 0.29 |
2022 | 0.28 | 0.84 | 0.42 | 0.2 | 35 | 722 | 5 | 305 | 6741 | 74 | 21 | 211 | 42 | 0 | 3 | 0.09 | 0.25 | |
2023 | 0.15 | 0.86 | 0.35 | 0.17 | 34 | 756 | 1 | 261 | 7002 | 62 | 9 | 218 | 37 | 0 | 0 | 0.25 |
IF: | Two years Impact Factor: C2Y / D2Y |
AIF: | Average Impact Factor for all series in RePEc in year y |
CIF: | Cumulative impact factor |
IF5: | Five years Impact Factor: C5Y / D5Y |
DOC: | Number of documents published in year y |
CDO: | Cumulative number of documents published until year y |
CIT: | Number of citations to papers published in year y |
NCI: | Number of citations in year y |
CCU: | Cumulative number of citations to papers published until 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: | selft citations 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 346 |
2 | 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 | 215 |
3 | 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 | 195 |
4 | 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 | 186 |
5 | 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 | 156 |
6 | 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 | 151 |
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 | 147 |
8 | 2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÃ
â ; 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 | 146 |
9 | 2006 | Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ã. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers || Download paper | 137 |
10 | 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 | 123 |
11 | 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 | 116 |
12 | 2015 | State-dependent effects of fiscal policy. (2015). Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . 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 | 115 |
13 | 2002 | Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, Fr̮̩d̮̩rique ; 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 | 113 |
14 | 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 | 106 |
15 | 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 | 98 |
16 | 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 | 95 |
17 | 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 | 90 |
18 | 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 | 77 |
19 | 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 | 76 |
20 | 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 ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers || Download paper | 72 |
21 | 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 | 70 |
22 | 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 | 67 |
23 | 2003 | Credit 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. Full description at Econpapers || Download paper | 65 |
24 | 2008 | A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Leybourne, Stephen ; Harvey, David ; Xiao, Bin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers || Download paper | 63 |
25 | 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 | 62 |
26 | 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 | 61 |
27 | 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 | 60 |
28 | 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 | 60 |
29 | 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 | 56 |
30 | 2007 | Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Leybourne, Stephen ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers || Download paper | 55 |
31 | 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 | 54 |
32 | 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 | 53 |
33 | 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 | 51 |
34 | 2006 | Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?. (2006). Sousa, Jo̮̣o ; Calza, Alessandro . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:2:n:3. Full description at Econpapers || Download paper | 50 |
35 | 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 | 47 |
36 | 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 | 46 |
37 | 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 | 46 |
38 | 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 | 46 |
39 | 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 | 44 |
40 | 2014 | Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Francesco, Ravazzolo ; Vahey Shaun P., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4. Full description at Econpapers || Download paper | 44 |
41 | 2009 | Changes in U.S. Inflation Persistence. (2009). Morley, James ; Kim, Chang-Jin ; Kang, Kyuho. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:4:n:1. Full description at Econpapers || Download paper | 44 |
42 | 2013 | Using transfer entropy to measure information flows between financial markets. (2013). Thomas, Dimpfl ; Julia, Peter Franziska . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:1:p:85-102:n:3. Full description at Econpapers || Download paper | 43 |
43 | 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 | 39 |
44 | 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 | 39 |
45 | 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 | 38 |
46 | 2007 | The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). Greiner, Alfred. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers || Download paper | 37 |
47 | 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 | 37 |
48 | 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 | 35 |
49 | 2015 | The changing dynamics of US inflation persistence: a quantile regression approach. (2015). Wolters, Maik ; Peter, Tillmann ; Wolters Maik H., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:161-182:n:4. Full description at Econpapers || Download paper | 35 |
50 | 1996 | Forecasting 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. Full description at Econpapers || Download paper | 33 |
# | Year | Title | Cited |
---|---|---|---|
1 | 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 | 32 |
2 | 2013 | Using transfer entropy to measure information flows between financial markets. (2013). Thomas, Dimpfl ; Julia, Peter Franziska . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:1:p:85-102:n:3. Full description at Econpapers || Download paper | 24 |
3 | 2015 | State-dependent effects of fiscal policy. (2015). Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . 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 | 22 |
4 | 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 | 21 |
5 | 2016 | Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Walter, Enders ; Paul, Jones . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:399-419:n:3. Full description at Econpapers || Download paper | 19 |
6 | 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 | 18 |
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 | 16 |
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 | 15 |
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 | 14 |
10 | 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 ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers || Download paper | 13 |
11 | 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 | 12 |
12 | 2011 | International Output Convergence, Breaks, and Asymmetric Adjustment. (2011). Leon-Ledesma, Miguel ; Christopoulos, Dimitris. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:3:n:4. Full description at Econpapers || Download paper | 11 |
13 | 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 | 11 |
14 | 2006 | Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ã. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers || Download paper | 11 |
15 | 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 | 10 |
16 | 2008 | A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Leybourne, Stephen ; Harvey, David ; Xiao, Bin . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers || Download paper | 10 |
17 | 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 | 8 |
18 | 2014 | Breaks, trends and unit roots in commodity prices: a robust investigation. (2014). Wohar, Mark ; Kejriwal, Mohitosh ; Ghoshray, Atanu ; Atanu, Ghoshray ; Mark, Wohar ; Mohitosh, Kejriwal . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:1:p:23-40:n:5. Full description at Econpapers || Download paper | 7 |
19 | 2020 | Income Inequality and Economic Growth: Heterogeneity and Nonlinearity. (2020). Dzhumashev, Ratbek ; Ratbek, Dzhumashev ; Abebe, Hailemariam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:15:n:5. Full description at Econpapers || Download paper | 6 |
20 | 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 | 6 |
21 | 2015 | Endogenous technical change, employment and distribution in the Goodwin model of the growth cycle. (2015). zamparelli, luca ; Tavani, Daniele ; Daniele, Tavani . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:209-216:n:5. Full description at Econpapers || Download paper | 6 |
22 | 2007 | The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). Greiner, Alfred. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers || Download paper | 6 |
23 | 2020 | The nonlinear effects of uncertainty shocks. (2020). Owyang, Michael ; Kliesen, Kevin ; Michael, Owyang ; Kevin, Kliesen ; Laura, Jackson. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:19:n:6. Full description at Econpapers || Download paper | 6 |
24 | 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 | 6 |
25 | 2006 | Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÃ
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26 | 2018 | Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests. (2018). Breitenbach, Marthinus ; Mulatu, Zerihun ; Marthinus, Breitenbach ; Christian, Tipoy. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:16:n:3. Full description at Econpapers || Download paper | 5 |
27 | 2015 | More powerful cointegration tests with non-normal errors. (2015). Lee, Junsoo ; Kyungso, IM ; Junsoo, Lee ; Hyejin, Lee . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:4:p:397-413:n:1. Full description at Econpapers || Download paper | 5 |
28 | 2019 | Flexible HAR model for realized volatility. (2019). Audrino, Francesco ; Ostap, Okhrin ; Chen, Huang ; Francesco, Audrino. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:3:p:22:n:2. Full description at Econpapers || Download paper | 5 |
29 | 2015 | The changing dynamics of US inflation persistence: a quantile regression approach. (2015). Wolters, Maik ; Peter, Tillmann ; Wolters Maik H., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:161-182:n:4. Full description at Econpapers || Download paper | 5 |
30 | 2016 | Common time variation of parameters in reduced-form macroeconomic models. (2016). Stevanovic, Dalibor ; Dalibor, Stevanovic . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:159-183:n:3. Full description at Econpapers || Download paper | 5 |
31 | 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 | 5 |
32 | 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 | 5 |
33 | 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 | 5 |
34 | 2016 | Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2. Full description at Econpapers || Download paper | 5 |
35 | 2019 | A regime switching skew-normal model of contagion. (2019). Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3. Full description at Econpapers || Download paper | 5 |
36 | 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 | 5 |
37 | 2017 | Semi-global solutions to DSGE models: perturbation around a deterministic path. (2017). Ajevskis, Viktors ; Viktors, Ajevskis . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:2:p:28:n:5. Full description at Econpapers || Download paper | 4 |
38 | 2007 | Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Leybourne, Stephen ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers || Download paper | 4 |
39 | 2017 | RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis. (2017). Payne, James ; Lee, Junsoo ; Junsoo, Lee ; Ming, Meng ; James, Payne . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:31-45:n:6. Full description at Econpapers || Download paper | 4 |
40 | 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 | 4 |
41 | 2014 | Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Musolesi, Antonio ; 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 | 4 |
42 | 2014 | Estimating VAR-MGARCH models in multiple steps. (2014). Carnero, M. Angeles ; Hakan, Eratalay M.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:3:p:27:n:5. Full description at Econpapers || Download paper | 4 |
43 | 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 | 4 |
44 | 2020 | The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, MichaÅ ; Marek, Kwas ; Zuzanna, Karolak. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:20:n:1. Full description at Econpapers || Download paper | 4 |
45 | 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 | 3 |
46 | 2013 | Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data. (2013). Fabozzi, Frank ; Alexander, Beck ; Svetlozar, Rachev ; Kim Young Shin Aaron, ; Michael, Feindt ; Frank, Fabozzi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:2:p:167-177:n:5. Full description at Econpapers || Download paper | 3 |
47 | 2014 | Time-varying fiscal policy in the US. (2014). Silva Lopes, Artur ; Pereira, Manuel ; Coutinho, Pereira Manuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:2:p:28:n:2. Full description at Econpapers || Download paper | 3 |
48 | 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 | 3 |
49 | 2015 | Business cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area. (2015). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Stelios, Bekiros ; Bo, Sjo ; Salah, Uddin Gazi ; Khuong, Nguyen Duc. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:609-624:n:5. Full description at Econpapers || Download paper | 3 |
50 | 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 | 3 |
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2023 | Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko ; Rossini, Luca. In: Papers. RePEc:arx:papers:2011.04577. Full description at Econpapers || Download paper | |
2023 | Estimation and inference in factor copula models with exogenous covariates. (2023). Wied, Dominik ; Mayer, Alexander. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1500-1521. Full description at Econpapers || Download paper | |
2023 | How far have we come and where should we go after 30+ years of research on Africas emerging financial markets? A systematic review and a bibliometric network analysis. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel ; Adeabah, David. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000353. Full description at Econpapers || Download paper | |
2023 | Factor substitution, long-run equilibrium, and convergence speed in the Lucas model. (2023). Gómez, Manuel ; Gomez, Manuel A. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s016517652300383x. Full description at Econpapers || Download paper | |
2023 | Quantile Autoregression-based Non-causality Testing. (2023). Jin, Weifeng. In: Papers. RePEc:arx:papers:2301.02937. Full description at Econpapers || Download paper | |
2023 | The Relationship between VIX and Technical Indicator: The Analysis of Shared-Frailty Model. (2023). , Fu-Ying. In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:13:y:2023:i:3:f:13_3_5. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Lahiri, Kajal ; Yang, Cheng. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10449. Full description at Econpapers || Download paper | |
2023 | ROC and PRC Approaches to Evaluate Recession Forecasts. (2023). Yang, Cheng ; Lahiri, Kajal. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:19:y:2023:i:2:d:10.1007_s41549-023-00082-4. Full description at Econpapers || Download paper | |
2023 | Local linear estimate of the functional expectile regression. (2023). Mechab, Boubaker ; Laksaci, Ali ; Litimein, Ouahiba ; Bouzebda, Salim. In: Statistics & Probability Letters. RePEc:eee:stapro:v:192:y:2023:i:c:s016771522200195x. Full description at Econpapers || Download paper |
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2022 | . Full description at Econpapers || Download paper | |
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2022 | Spillover effects of economic policy uncertainty on adult and youth unemployment. (2022). Dejan, Romih ; Natalia, Levenko ; Alenka, Kavkler ; Silvo, Dajman. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:23:y:2022:i:1:p:47-70:n:1. Full description at Econpapers || Download paper |
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2021 | Adaptive Random Bandwidth for Inference in CAViaR Models. (2021). Hecq, Alain ; Sun, LI. In: Papers. RePEc:arx:papers:2102.01636. Full description at Econpapers || Download paper | |
2021 | Extracting Firms Short-Term Inflation Expectations from the Economy Watchers Survey Using Text Analysis. (2021). Shinohara, Takeshi ; Katsuki, Shinnosuke ; Okuda, Tatsushi ; Yamagata, Hiroaki ; Nakajima, Jouchi. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e12. Full description at Econpapers || Download paper | |
2021 | On the effectiveness of the European Central Bankâs conventional and unconventional policies under uncertainty. (2021). Pfarrhofer, Michael ; Stelzer, Anna ; Hauzenberger, Niko. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:191:y:2021:i:c:p:822-845. Full description at Econpapers || Download paper | |
2021 | The impact of macroprudential policies on capital flows in CESEE. (2021). Huber, Florian ; Eller, Markus ; Vashold, Lukas ; Schuberth, Helene ; Hauzenberger, Niko. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467. Full description at Econpapers || Download paper |
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2020 | Increasing Business Uncertainty and Credit Conditions in Times of Low and High Uncertainty: Evidence from Firm-Level Survey Data. (2020). Henzel, Steffen ; Grimme, Christian. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8791. Full description at Econpapers || Download paper | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data. (2020). Demirer, Riza ; Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian. In: Working Papers. RePEc:pre:wpaper:2020104. Full description at Econpapers || Download paper | |
2020 | Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data. (2020). GUPTA, RANGAN ; Wang, Shixuan ; Zhang, Yue-Jun. In: Working Papers. RePEc:pre:wpaper:202097. Full description at Econpapers || Download paper |