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

Citation Profile [Updated: 2025-01-21 17:37:07]

5 Years H Index

Impact Factor (IF)

0.06

5 Years IF

0.1

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	222		0	0		0			0		0	0.12
1997	0.36	0.24	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	442	19	29	24	12	24	12		0	2	0.13	0.13
1999	0.68	0.31	0.66	0.59	5	44	87	28	58	25	17	39	23		0	2	0.4	0.15
2000	0.3	0.36	0.65	0.73	11	55	176	35	94	20	6	44	32	1	2.9		0	0.16
2001	0.19	0.39	0.56	0.56	18	73	397	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	519	58	198	29	7	59	43	4	6.9	2	0.13	0.21
2003	0.7	0.44	0.79	0.66	24	112	316	83	286	33	23	64	42	9	10.8	2	0.08	0.22
2004	0.79	0.49	0.84	0.66	34	146	544	118	409	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	597	58	37	102	85	2	1.1	9	0.35	0.24
2006	0.93	0.51	1.22	1.03	29	201	652	241	842	60	56	117	120	8	3.3	14	0.48	0.23
2007	1.02	0.46	1.01	0.9	24	225	302	224	1069	55	56	128	115	3	1.3	5	0.21	0.2
2008	0.81	0.49	1.14	1.01	26	251	455	287	1356	53	43	137	138	14	4.9	3	0.12	0.23
2009	0.62	0.48	0.92	0.94	26	277	223	254	1612	50	31	139	130	5	2	6	0.23	0.24
2010	0.6	0.48	0.94	0.93	22	299	154	280	1894	52	31	131	122	11	3.9	4	0.18	0.21
2011	0.58	0.52	1	0.94	18	317	140	311	2211	48	28	127	119	5	1.6	7	0.39	0.24
2012	0.75	0.52	1.26	1.06	37	354	145	437	2657	40	30	116	123	15	3.4	9	0.24	0.22
2013	0.55	0.56	1.13	0.92	31	385	178	419	3091	55	30	129	119	11	2.6	15	0.48	0.24
2014	0.47	0.55	1.08	0.52	28	413	211	436	3535	68	32	134	70	5	1.1	13	0.46	0.23
2015	0.63	0.55	0.98	0.61	31	444	354	436	3971	59	37	136	83	7	1.6	15	0.48	0.23
2016	0.75	0.52	0.88	0.6	32	476	145	415	4388	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	4775	63	61	159	104	7	1.8	2	0.07	0.22
2018	0.33	0.55	0.76	0.63	55	559	89	422	5198	60	20	150	95	9	2.1	5	0.09	0.23
2019	0.29	0.56	0.63	0.6	54	613	55	383	5583	83	24	174	105	3	0.8	5	0.09	0.23
2020	0.34	0.67	0.65	0.56	47	660	60	427	6011	109	37	200	112	10	2.3	3	0.06	0.32
2021	0.26	0.79	0.62	0.4	27	687	20	427	6438	101	26	216	86	5	1.2	4	0.15	0.29
2022	0.28	0.83	0.42	0.2	35	722	5	304	6742	74	21	211	42		0	3	0.09	0.25
2023	0.15	0.82	0.35	0.17	34	756	1	262	7004	62	9	218	38		0		0	0.23
2024	0.06		0.2	0.1	31	787	1	160	7164	69	4	197	19	1	0.6	1	0.03

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	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	216
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	196
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	191
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	157
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	150
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, RafaÃâ ; 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, FrÃÆÃÂ©dÃÆÃÂ©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	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	107
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, RamÃÂ³n ; 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	91
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	78
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	77
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	74
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	68
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	66
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	64
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	63
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, JoÃÆÃÂ£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
35	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
36	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	47
37	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
38	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
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	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	44
41	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
42	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
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	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	36
49	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
50	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	33

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	25
2	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	12
3	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	11
4	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	10
5	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	10
6	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	9
7	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	9
8	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	9
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	8
10	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	8
11	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	7
12	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	7
13	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	7
14	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	6
15	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	6
16	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	5
17	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Maria-Dolores, RamÃÂ³n ; 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
18	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
19	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	5
20	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
21	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	4
22	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
23	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	4
24	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
25	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	4
26	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
27	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	4
28	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	4
29	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	3
30	2006	Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÃâ ; 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	3
31	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	3
32	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	3
33	2004	Assessing Chaos in Time Series: Statistical Aspects and Perspectives. (2004). Giannerini, Simone ; Rosa, Rodolfo . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:11. Full description at Econpapers \|\| Download paper	3
34	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
35	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	3
36	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	3
37	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	3
38	2021	Stochastic model specification in Markov switching vector error correction models. (2021). Huber, Florian ; Niko, Hauzenberger ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber. 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	3
39	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	3
40	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	3
41	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
42	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	3
43	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
44	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	2
45	2020	Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Prakash, Loungani ; Willi, Semmler ; Timm, Faulwasser ; Marco, Gross. 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	2
46	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	2
47	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	2
48	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	2
49	2014	Fiscal policy in the BRICs. (2014). Sousa, Ricardo ; Mallick, Sushanta ; JAWADI, Fredj ; Fredj, Jawadi ; Sousa Ricardo M., ; Mallick Sushanta K., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:2:p:15:n:6. Full description at Econpapers \|\| Download paper	2
50	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	2

Citing documents used to compute impact factor: 4

Year	Title
2024
2024	Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). Ng, Kooi Huat ; Koh, You Beng ; de Khoo, Zhi. 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
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

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2024

Recent citations received in 2023

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Recent citations received in 2022

Year	Citing document
2022	. Full description at Econpapers \|\| Download paper
2022	. Full description at Econpapers \|\| Download paper
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

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). 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

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	90	81
2	Energy Economics / Elsevier	164	75
3	Resources Policy / Elsevier	78	56
4	MPRA Paper / University Library of Munich, Germany	131	46
5	Empirical Economics / Springer	70	39
6	The North American Journal of Economics and Finance / Elsevier	49	34
7	Economic Modelling / Elsevier	89	33
8	Working Papers / University of Pretoria, Department of Economics	28	30
9	Energies / MDPI	55	29
10	International Review of Economics & Finance / Elsevier	59	29
11	International Journal of Forecasting / Elsevier	91	28