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

Citation Profile [Updated: 2025-11-20 18:08:17]

5 Years H Index

Impact Factor (IF)

0.12

5 Years IF

0.19

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1996	0	0.25	0	0	14	14	227		1	0		0			0		0	0.11
1997	0.36	0.24	0.46	0.36	10	24	500	8	12	14	5	14	5		0	3	0.3	0.11
1998	0.5	0.27	0.54	0.5	15	39	455	20	33	24	12	24	12		0	2	0.13	0.13
1999	0.72	0.29	0.68	0.62	5	44	87	29	63	25	18	39	24		0	2	0.4	0.14
2000	0.3	0.34	0.65	0.73	11	55	186	35	99	20	6	44	32	1	2.9		0	0.16
2001	0.19	0.38	0.56	0.56	18	73	404	34	140	16	3	55	31	1	2.9	1	0.06	0.17
2002	0.24	0.39	0.73	0.75	15	88	542	59	204	29	7	59	44	4	6.8	2	0.13	0.2
2003	0.73	0.43	0.79	0.67	24	112	326	84	293	33	24	64	43	9	10.7	2	0.08	0.21
2004	0.79	0.47	0.88	0.71	34	146	571	123	421	39	31	73	52	1	0.8	11	0.32	0.21
2005	0.66	0.5	1.1	0.84	26	172	751	184	611	58	38	102	86	2	1.1	9	0.35	0.23
2006	0.93	0.49	1.23	1.03	29	201	678	243	858	60	56	117	121	8	3.3	13	0.45	0.22
2007	1.07	0.44	1.05	0.95	24	225	309	233	1094	55	59	128	121	3	1.3	5	0.21	0.2
2008	0.81	0.47	1.16	1.03	26	251	468	291	1386	53	43	137	141	14	4.8	3	0.12	0.22
2009	0.64	0.46	0.95	0.97	26	277	232	261	1649	50	32	139	135	5	1.9	6	0.23	0.23
2010	0.6	0.46	0.95	0.93	22	299	161	281	1932	52	31	131	122	11	3.9	4	0.18	0.2
2011	0.6	0.51	1.01	0.94	18	317	145	315	2253	48	29	127	120	5	1.6	7	0.39	0.24
2012	0.75	0.5	1.27	1.07	37	354	149	442	2704	40	30	116	124	15	3.4	9	0.24	0.21
2013	0.58	0.54	1.15	0.94	31	385	192	427	3146	55	32	129	121	11	2.6	15	0.48	0.24
2014	0.47	0.53	1.08	0.52	28	413	222	436	3590	68	32	134	70	5	1.1	12	0.43	0.22
2015	0.63	0.53	0.99	0.61	31	444	385	439	4029	59	37	136	83	7	1.6	15	0.48	0.22
2016	0.76	0.5	0.88	0.61	33	477	173	419	4450	59	45	145	88	7	1.7	5	0.15	0.2
2017	0.95	0.52	0.77	0.64	28	505	84	387	4839	64	61	160	103	7	1.8	2	0.07	0.21
2018	0.34	0.53	0.77	0.65	56	561	104	430	5270	61	21	151	98	9	2.1	7	0.13	0.22
2019	0.29	0.54	0.63	0.6	54	615	59	386	5658	84	24	176	106	3	0.8	5	0.09	0.21
2020	0.34	0.64	0.66	0.56	47	662	87	436	6095	110	37	202	113	10	2.3	4	0.09	0.3
2021	0.27	0.74	0.63	0.41	27	689	26	434	6529	101	27	218	89	6	1.4	4	0.15	0.27
2022	0.31	0.74	0.44	0.22	35	724	13	320	6849	74	23	212	46		0	3	0.09	0.22
2023	0.16	0.7	0.42	0.22	34	758	6	319	7168	62	10	219	49		0	2	0.06	0.2
2024	0.12	0.82	0.35	0.19	38	796	8	278	7446	69	8	197	37	3	1.1	4	0.11	0.24

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

50 most cited documents in this series

#	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	356
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	221
3	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	206
4	1998	The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Ramsey, James B. ; Lampart, Camille . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers \|\| Download paper	202
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	173
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	155
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	155
8	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	155
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	140
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	131
11	2015	State-dependent effects of fiscal policy. (2015). Panovska, Irina ; 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	127
12	2008	Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). 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
13	2002	Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, FrÃ©dÃ©rique ; Ben Salem, 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	110
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	102
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	100
17	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; 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	99
18	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	82
19	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	78
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	75
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	71
22	2004	Household Income Dynamics in Two Transition Economies. (2004). Lokshin, Michael ; Ravallion, Martin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4. Full description at Econpapers \|\| Download paper	71
23	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	70
24	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	69
25	2003	The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). Kim, Sangbae ; In, Francis Haeuck . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers \|\| Download paper	64
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	61
28	2005	Wavelet Transforms and Commodity Prices. (2005). Rossiter, Rosemary ; Connor, Jeff. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers \|\| Download paper	61
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	57
30	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	56
31	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	56
32	2013	Using transfer entropy to measure information flows between financial markets. (2013). Dimpfl, Thomas ; Julia, Peter Franziska ; Thomas, Dimpfl. 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	55
33	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
34	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	53
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	51
36	2006	Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?. (2006). Sousa, JoÃ£o ; 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
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	47
38	2010	Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Karakatsani, Nektaria V. ; Bunn, Derek W.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers \|\| Download paper	47
39	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
40	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	46
41	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	45
42	2014	Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Vahey Shaun P., ; Francesco, Ravazzolo. 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	43
43	2016	Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Paul, Jones ; Walter, Enders . 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	41
44	2004	An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests. (2004). Uctum, Merih ; Kapetanios, George ; Chortareas, Georgios. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4. Full description at Econpapers \|\| Download paper	41
45	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	40
46	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
47	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	38
48	2006	Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Limpens, Valerie ; Diko, Pavel. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7. Full description at Econpapers \|\| Download paper	38
49	2015	The changing dynamics of US inflation persistence: a quantile regression approach. (2015). Wolters, Maik ; Tillmann, Peter ; Wolters Maik H., ; Peter, Tillmann. 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	37
50	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	36

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

#	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	38
2	2016	Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Paul, Jones ; Walter, Enders . 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	21
3	2015	State-dependent effects of fiscal policy. (2015). Panovska, Irina ; 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	21
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	2013	Using transfer entropy to measure information flows between financial markets. (2013). Dimpfl, Thomas ; Julia, Peter Franziska ; Thomas, Dimpfl. 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	20
6	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	18
7	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	18
8	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	15
9	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	14
10	1998	The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Ramsey, James B. ; Lampart, Camille . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers \|\| Download paper	13
11	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
12	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	11
13	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	10
14	2017	RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis. (2017). Payne, James ; Lee, Junsoo ; James, Payne ; Ming, Meng ; Junsoo, Lee. 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	10
15	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; 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	9
16	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	9
17	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	9
18	2020	Income Inequality and Economic Growth: Heterogeneity and Nonlinearity. (2020). Hailemariam, Abebe ; Dzhumashev, Ratbek ; Abebe, Hailemariam ; Ratbek, Dzhumashev. 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	8
19	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	8
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	8
21	2015	More powerful cointegration tests with non-normal errors. (2015). Lee, Junsoo ; Junsoo, Lee ; Hyejin, Lee ; Kyungso, IM. 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	7
22	2020	The nonlinear effects of uncertainty shocks. (2020). Owyang, Michael ; Kliesen, Kevin ; Jackson Young, Laura ; 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	7
23	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	7
24	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	7
25	2005	Wavelet Transforms and Commodity Prices. (2005). Rossiter, Rosemary ; Connor, Jeff. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers \|\| Download paper	6
26	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	6
27	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
28	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	6
29	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	6
30	2018	Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests. (2018). Breitenbach, Marthinus ; Mulatu, Zerihun ; Christian, Tipoy ; Marthinus, Breitenbach. 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	6
31	2010	Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Karakatsani, Nektaria V. ; Bunn, Derek W.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers \|\| Download paper	5
32	2019	A regime switching skew-normal model of contagion. (2019). Hsiao, Cody Yu-Ling ; 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
33	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	5
34	2015	Regime-switching cointegration. (2015). Koop, Gary ; Jochmann, Markus ; Markus, Jochmann . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:1:p:35-48:n:3. Full description at Econpapers \|\| Download paper	5
35	2020	Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Loungani, Prakash ; Willi, Semmler ; Prakash, Loungani ; Marco, Gross ; Timm, Faulwasser. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:19:n:6. Full description at Econpapers \|\| Download paper	5
36	2014	Breaks, trends and unit roots in commodity prices: a robust investigation. (2014). Wohar, Mark ; Kejriwal, Mohitosh ; Ghoshray, Atanu ; Mark, Wohar ; Mohitosh, Kejriwal ; Atanu, Ghoshray . 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	5
37	2024	Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, MichaÅ ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001. Full description at Econpapers \|\| Download paper	5
38	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	5
39	2003	The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). Kim, Sangbae ; In, Francis Haeuck . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers \|\| Download paper	4
40	2021	When is discretionary fiscal policy effective?. (2021). Panovska, Irina ; Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Steven, Fazzari. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:4:p:229-254:n:7. Full description at Econpapers \|\| Download paper	4
41	2015	The changing dynamics of US inflation persistence: a quantile regression approach. (2015). Wolters, Maik ; Tillmann, Peter ; Wolters Maik H., ; Peter, Tillmann. 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	4
42	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
43	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
44	2018	Uncertainty in the housing market: evidence from US states. (2018). Fountas, Stilianos ; Maria, Christidou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:17:n:3. Full description at Econpapers \|\| Download paper	4
45	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	4
46	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	4
47	2018	Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship. (2018). Tica, Josip ; Sonora, Robert ; Lee, Junsoo ; ArÄabiÄ, Vladimir ; Josip, Tica ; Junsoo, Lee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:1:p:20:n:8. Full description at Econpapers \|\| Download paper	4
48	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
49	2020	Causal relationships between inflation and inflation uncertainty. (2020). Ftiti, Zied ; JAWADI, Fredj ; Barnett, William ; Zied, Ftiti ; William, Barnett. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4. Full description at Econpapers \|\| Download paper	4
50	2021	Stochastic model specification in Markov switching vector error correction models. (2021). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7. Full description at Econpapers \|\| Download paper	4

Citing documents used to compute impact factor: 8

Year	Title
2024	Do robots boost productivity? A quantitative meta-study. (2024). Schneider, Florian. In: MPRA Paper. RePEc:pra:mprapa:123392. Full description at Econpapers \|\| Download paper
2024	Relationship Between Household Consumption and Disaggregated Wealth Components in OECD Countries: Panel Data Analysis for the Period 2010-2017. (2024). Ncekara, Ahmet ; Yanik, Ahmet Hamdi. In: Journal of Economic Policy Researches. RePEc:ist:iujepr:v:11:y:2024:i:2:p:370-382. Full description at Econpapers \|\| Download paper
2024	How does income level, cultural values, and government support influence entrepreneurship: an integrated framework. (2024). Andoh, Comfort ; Ahakwa, Isaac ; Liang, Gao ; Dackyirekpa, Shadrack Notob. In: Journal of Global Entrepreneurship Research. RePEc:spr:jglont:v:14:y:2024:i:1:d:10.1007_s40497-024-00410-7. Full description at Econpapers \|\| Download paper
2024	Weather conditions, climate change, and the price of electricity. (2024). Uribe, Jorge ; Mosquera-LÃ³pez, Stephania ; Joaqui-Barandica, Orlando ; Mosquera-Lopez, Stephania. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004973. Full description at Econpapers \|\| Download paper
2024	Global, Arctic, and Antarctic sea ice volume predictions using score-driven threshold climate models. (2024). Escribano, Alvaro ; Blazsek, Szabolcs ; Kristof, Erzsebet. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002998. Full description at Econpapers \|\| Download paper
2024	Asymmetric effects of EU cohesion policy on EU regional growth: The role of macroeconomic uncertainty. (2024). Pinar, Mehmet ; Karahasan, Burhan. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000318. Full description at Econpapers \|\| Download paper
2024	Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). de Khoo, Zhi ; Koh, You Beng ; Ng, Kooi Huat. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378. Full description at Econpapers \|\| Download paper
2024	Adapting fiscal strategies to energy and food price shocks in Portugal. (2024). Mamboundou, Pierre ; Escalante, Luis. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:651-665. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, MichaÅ. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers \|\| Download paper
2024	Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293. Full description at Econpapers \|\| Download paper
2024	Sustainability Implications of Commodity Price Shocks and Commodity Dependence in Selected Sub-Saharan Countries. (2024). Obokoh, Lawrence Ogechukwu ; Wanzala, Richard Wamalwa. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:20:p:8928-:d:1499328. Full description at Econpapers \|\| Download paper
2024	The Evolution of Natural Gas Market Integration: From Regional Segmentation to Global Interconnectedness. Insights from a Literature Review. (2024). Milan, Hudak. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2024:i:02:id:548. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Gospodarka 4.0? Nowe ujÄcie teoretyczne rewolucji cyfrowej i jej konsekwencji dla dÅugookresowego wzrostu. (2023). Growiec, Jakub. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360581. Full description at Econpapers \|\| Download paper
2023	Industry 4.0? Framing the Digital Revolution and Its Long-Run Growth Consequences. (2023). Growiec, Jakub. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:4:p:1-16. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models. (2022). NG, KOK HAUR ; Tan, Shay Kee ; Chan, Jennifer So-Kuen. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:13-:d:1009212. Full description at Econpapers \|\| Download paper
2022	COVID-19 Active Case Forecasts in Latin American Countries Using Score-Driven Models. (2022). Blazsek, Szabolcs ; Contreras-Espinoza, Sergio ; Vidal, Pedro ; Novoa-Muoz, Francisco ; Caamao-Carrillo, Christian. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:136-:d:1017085. Full description at Econpapers \|\| Download paper
2022	Spillover effects of economic policy uncertainty on adult and youth unemployment. (2022). Levenko, Natalia ; 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

Recent citations received in 2021

Year	Citing document
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). Okuda, Tatsushi ; Nakajima, Jouchi ; Shinohara, Takeshi ; Katsuki, Shinnosuke ; Yamagata, Hiroaki. 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 ; Hauzenberger, Niko ; Stelzer, Anna. 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 ; Hauzenberger, Niko ; Vashold, Lukas ; Schuberth, Helene. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:119:y:2021:i:c:s0261560621001467. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	95	96
2	Energy Economics / Elsevier	175	82
3	Resources Policy / Elsevier	87	61
4	MPRA Paper / University Library of Munich, Germany	136	51
5	Empirical Economics / Springer	73	50
6	The North American Journal of Economics and Finance / Elsevier	52	38
7	Economic Modelling / Elsevier	94	34
8	International Review of Economics & Finance / Elsevier	65	34
9	Working Papers / University of Pretoria, Department of Economics	29	32
10	Energies / MDPI	58	31
11	International Journal of Forecasting / Elsevier	93	31