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Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

IMPACT FACTOR increased in 2015: 0.517
5-year IMPACT FACTOR: 0.628

SCImago Journal Rank (SJR) 2015: 0.426
Source Normalized Impact per Paper (SNIP) 2015: 0.546
Impact per Publication (IPP) 2015: 0.419

Mathematical Citation Quotient (MCQ) 2015: 0.01

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    Studies in Nonlinear Dynamics & Econometrics is proud to announce the new Editor’s Choice free access article feature. To download the featured article free of charge, please click the link below.

    Vol. 20, Iss. 2 - Testing cointegration in quantile regressions with an application to the term structure of interest rates by Nina Kuriyama

    Vol. 20, Iss. 1 - Are US real house prices stationary? New evidence from univariate and panel data by Jing Zhang, Robert de Jong, and Donald Haurin

    Best Paper Award

    Starting in 2015 and continuing annually, the Society will award $2,500 to the best paper published in the Society’s journal: Studies in Nonlinear Dynamics and Econometrics.

    The second annual award was announced at the Society’s 2016 symposium held at the University of Alabama in Tuscaloosa. Congratulations to Markus Jochmann of the Newcastle University Business School and Gary Koop of the University of Strathclyde for being this year's winners. Click here to view their paper Regime-switching cointegration.

    Aims and Scope

    Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets. The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published.


    Type of Publication:

    A peer-reviewed journal since 1996, Studies in Nonlinear Dynamics & Econometrics (SNDE) is at the forefront of statistical and theoretical approaches to economics. The journal studies ways in which econometrics and dynamical systems theory increase our understanding of economic and financial markets. The journal disseminates authors' algorithms, programs, and data sets, allowing other scholars to replicate empirical results. Authors include econometricians such as Clive Granger, James Hamilton, and Halbert White, and theorists Jess Benhabib, Alan Kirman, and Kazuo Nishimura. The journal is ranked in the Thomson/ISI Journal Citation Reports: its 2010 impact factor is 0.765, and it ranks 147th out of 304 economics journals and 23rd out of 42 mathematical methods social science journals.

    Publication History

    Four issues/year
    Content available since 1996 (Volume 1, Issue 1)
    ISSN: 1558-3708

    What scholars are saying about Studies in Nonlinear Dynamics & Econometrics

    Studies in Nonlinear Dynamics & Econometrics provides issues, data, and codes for empirical research so that one can test and learn the nonlinear model by himself (or herself). I really appreciate this Journal, in that it gives me a chance to study nonlinear models and apply them in my research.

    Hsiu-Chuan Lee, Futures Trading Desk, ChinaTrust Commercial Bank

    The Berkeley Electronic Press is of great benefit to my work. My research is in the area of stock exchange markets and heavily depended on Studies in Nonlinear Dynamics & Econometrics.

    Amira Ahmed, Professor of Economics, Benha University

    Submission of Manuscripts

    Instructions for Authors

    Manuscript Preparation Guidelines

    This document provides authors with details on policy, copyediting, formatting, and layout requirements pertaining to final manuscript submission to this journal. All manuscripts must have correct formatting to be considered ready for publication.

    The entire manuscript submission and review process is handled through an online system named ScholarOne. All manuscripts should be submitted to


    Unpublished material: Submission of a manuscript implies that the work described is not copyrighted, published or submitted elsewhere, except in abstract form. The corresponding author should ensure that all authors approve the manuscript before its submission.

    Ethical conduct of research: The authors must describe and confirm safeguards to meet ethical standards.

    Conflict of interest: When authors submit a manuscript, they are responsible for recognizing and disclosing financial and/or other conflicts of interest that might bias their work and/or could inappropriately influence his/her judgment. If no specified acknowledgement is given, the Publishers assume that no conflict of interest exists.

    Copyright: Manuscripts are accepted on condition of transfer of copyright (for U.S. government employees: to the extent transferable) to Studies in Nonlinear Dynamics & Econometrics. Once the manuscript is accepted, it may not be published elsewhere without the consent of the copyright holders.



    The ScholarOne system has been designed to improve the scholarly publication process for authors. Among the many improvements we offer over traditional journals, the most significant is that we have dramatically shortened the period between the initial submission and the final publication of a peer-reviewed article. Much of this time savings is due to the innovative use of electronic publication. These innovations, however, require certain changes in the way authors need to prepare accepted manuscripts for electronic publication.

    De Gruyter does provide a light copyedit of manuscripts for this journal, but authors remain responsible for being their own copyeditors.


    All manuscripts must be written in clear and concise English. If you have reasons to doubt your proficiency with respect to spelling, grammar, etc. (e.g., because English is not your native language), then you may wish to employ—at your expense—the services of a professional language editor.

    Please get in touch with the Language Editors directly to discuss details.

    • Alexandra Griswold
      Areas of expertise: public policy, political science, education, economics, social sciences, humanities, ethics

    • Cyndy Brown
      Areas of expertise: political science, social sciences, humanities, ethics

    • Donna Reeder
      Reeder Literary Services
      Areas of expertise: political science, economics, mathematical economics, natural sciences, social sciences, technology, law, humanities, liberal arts, literary studies, health and medicine

    • Steve Peter
      Areas of expertise: LaTeX, Linguistics, economics, mathematics


    • Manuscripts should be submitted as LaTex files whenever possible. However, Word, docx, or rtf files are also accepted. For the LaTeX formatting guide, please download the LaTeX template zip file, located under the LATEX TEMPLATE heading below.

    • If your manuscript contains special characters, equations, etc. please make sure to also supply a PDF version as a reference file. This will be used to ensure any formatting issues introduced during the submission process can be corrected accurately.

    • Write your article in English

    • Use the following document structure:

      1. Introduction (titling this section is optional)

      2. Subsequent sections which include tables, references to figures and figure captions.

      3. Appendices (if any).

      4. Explanation of symbols mentioned in the text.

      5. References - Include a proper bibliography following the guidelines in the References section below.

      6. Please supply figures in separate files, not embedded in the text. Please see the "Tables, Figures, and Graphs" section below for more detailed instructions regarding figure submission.

      This is fine for us --- having the figures at the end is OK for refereeing purposes.


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    For authors working with LaTeX files, please see the related files and documentation at, including a template for author use and instructions for working with the files.


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    • Halftone figures (grayscale and color) should have a minimum resolution of 300 dpi and be of good contrast. Authors are welcome to submit color illustrations. We are pleased to offer both Print and Online publication of color figures free of charge.

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    Abstracting & Indexing

    Studies in Nonlinear Dynamics & Econometrics is covered by the following services:

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    Editorial Information

    Bruce Mizrach , Editor-in-Chief
    Rutgers University

    Associate Editors

    Heather Anderson
    Monash University

    Robert A. Becker
    Indiana University

    Francesco Ravazzolo
    University of Bolzano

    Yoosoon Chang
    Indiana University

    Robert de Jong
    Ohio State University

    Cees Diks
    CeNDEF, U. of Amsterdam

    Alvaro Escribano
    Universidad Carlos III de Madrid

    Giancarlo Gandolfo
    CIDEI, Universitá di Roma "La Sapienza"

    René Garcia
    EDHEC Business School

    Ramazan Gençay
    Simon Fraser University

    Massimo Guidolin
    Bocconi University

    Christian Hafner
    Université catholique de Louvain

    Gary Koop
    University of Strathclyde

    Tae-Hwy Lee
    University of California-Riverside

    Vance Martin
    University of Melbourne

    Stefan Mittnik
    University of Munich

    James Morley
    University of New South Wales

    Kazuo Nishimura
    Kyoto University

    Jeremy Piger
    University of Oregon

    Philip Rothman
    East Carolina University

    Martin Sola
    Birkbeck College

    Gerhard Sorger
    University of Vienna

    Ruey Tsay
    University of Chicago

    Dick van Dijk
    Erasmus University

    Anastasios Xepapadeas
    Athens University of Economics and Business

    Advisory Panel

    Jess Benhabib
    New York University

    William A. Brock
    University of Wisconsin-Madison

    Jean-Michel Grandmont

    James D. Hamilton
    University of California-San Diego

    Jose Scheinkman
    Princeton University

    Comments (15)

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    • We are still waiting for the new release of updates to the data flow to finish - uploading unfortunately is taking a while... So please bear with us a little bit longer! Thanks so much!

      posted by: De Gruyter Online on 2012-02-03 01:46 PM (Europe/Berlin)

    • Great

      posted by: yu-hsi chou on 2012-02-13 08:15 AM (Europe/Berlin)

    • This problem turns out to be particularly stubborn. Please be assured, we are running after the cause of the issue and haven't forgotten this! Sorry again!

      posted by: De Gruyter Online on 2012-02-13 06:26 PM (Europe/Berlin)

    • Hi I'm looking for the MS GARCH code could you please give me a working link many thanks

      posted by: emilie guerin on 2012-03-27 10:49 AM (Europe/Berlin)

    • Hello, we're really sorry: there are some problems with the supplement material. We're already working on it and we hope to have fixed it asap. Thank you for your patience!

      posted by: De Gruyter Online on 2012-03-27 05:17 PM (Europe/Berlin)

    • Is there any chance for the code to be uploaded anytime in the near future? This has been an issue for quite a few months now.

      posted by: Sara Nana on 2012-05-08 01:33 PM (Europe/Berlin)

    • We are very sorry the code still is not uploaded. Please be assured that we are doing our best to get the bug fixed! We apologize that it takes so long - thank you very much for you patience!

      posted by: De Gruyter Online on 2012-05-08 03:49 PM (Europe/Berlin)

    • Hi. I am still looking for an upload of this code. Could you just upload a rough copy if it is too much trouble?

      posted by: Leo Zhao on 2012-06-04 09:39 PM (Europe/Berlin)

    • Any new updates?

      posted by: Leo Zhao on 2012-07-17 09:23 PM (Europe/Berlin)

    • Thank you for your patience. We have actually uploaded all supplemental article materials. If there is still some material missing please let us know the number of the issue and the article.

      posted by: De Gruyter Online on 2012-07-19 03:23 PM (Europe/Berlin)

    • Why do not you publish the code and data replication?

      posted by: MA on 2012-12-04 01:39 AM (Europe/Berlin)

    • The code and data for the issue Dec 2012 is missing. Will you upload them?

      posted by: Joe Dankin on 2013-02-24 11:18 PM (Europe/Berlin)

    • Thank you for your interest. We have forwarded your question to the editorial adn the production department.

      posted by: De Gruyter Online on 2013-02-26 05:34 PM (Europe/Berlin)

    • why I con not download code for paper<Multivariate Skewed Student's t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market _ Studies in Nonlinear Dynamics & Econometrics>

      posted by: wang puihui on 2016-06-25 01:33 PM (Europe/Berlin)

    • Dear wang puihui, we have forwarded your request to our Customer Service. They will get back to you as soon as possible.

      posted by: De Gruyter Online on 2016-06-27 09:07 AM (Europe/Berlin)