Studies in Nonlinear Dynamics & Econometrics uses cookies, tags, and tracking settings to store information that help give you the very best browsing experience.
To understand more about cookies, tags, and tracking, see our Privacy Statement
I accept all cookies for the De Gruyter Online site

Jump to ContentJump to Main Navigation

99,00 € / $149.00 / £75.00*



See all formats and pricing

Institutional Subscription
€ [D] 251.00 / US$ 340.00 / GBP 189.00*
Individual Subscription
€ [D] 99.00 / US$ 149.00 / GBP 75.00*
Institutional Subscription
€ [D] 251.00 / US$ 340.00 / GBP 189.00*
Individual Subscription
€ [D] 251.00 / US$ 340.00 / GBP 189.00*
Print + Online
Institutional Subscription
€ [D] 303.00 / US$ 408.00 / GBP 228.00*
Individual Subscription
€ [D] 303.00 / US$ 408.00 / GBP 228.00*
*Prices in US$ apply to orders placed in the Americas only. Prices in GBP apply to orders placed in Great Britain only. Prices in € represent the retail prices valid in Germany (unless otherwise indicated). Prices are subject to change without notice. Prices do not include postage and handling. RRP: Recommended Retail Price.

Studies in Nonlinear Dynamics & Econometrics

Ed. by Mizrach, Bruce

IMPACT FACTOR 2014: 0.185
5-year IMPACT FACTOR: 0.344

SCImago Journal Rank (SJR) 2014: 0.217
Source Normalized Impact per Paper (SNIP) 2014: 0.377
Impact per Publication (IPP) 2014: 0.270

Mathematical Citation Quotient (MCQ) 2014: 0.01

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

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.


  • Book reviews must start with the citation of the book at the top of the first page.


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.


  • Only use Unicode fonts (e.g. Times New Roman, Arial)


  • Set the font color to black for the majority of the text. De Gruyter encourages authors to take advantage of the ability to use color in the production of figures, maps, images, and graphs. However, you need to appreciate that this will cause some of your readers problems when they print the document on a black and white printer. For this reason, you are advised to avoid the use of colors in situations where their translation to black and white would render the material illegible or incomprehensible.



  • To indicate text you wish to emphasize, use italics rather than underlining. The use of color to emphasize text is discouraged.

  • Foreign terms should be set in italics rather than underlined.

  • Titles of books, movies, etc., should be set in italics rather than underlined.


The use of abbreviations and acronyms is permitted provided they are defined the first time they are used.


Headings (e.g., title of sections) should be distinguished from the main body text:

  • Clearly indicate the heading hierarchy.

  • Be consistent in whether or not you use headline case, or you capitalize the first word and leave the rest in lower-case.


  • Footnotes must appear at the bottom of the page on which they are referenced rather than at the end of the paper.

  • Excessively long footnotes are better handled in an appendix.


  • General requirements: All illustrations must be of reproduction-ready quality and in EPS, TIF, or JPG format. They will be reduced in size to fit, whenever possible, the width of a single column. Lettering of all figures within the article should be uniform in style (preferably a sans serif typeface like Helvetica) and of sufficient size (ca. 8 pt.).Uppercase letters A, B, C, etc. should be used to identify parts of multi-part figures. Cite all figures in the text in numerical order. Indicate the approximate placement of each figure. Do not embed figures within the text body of the manuscript; submit figures in separate files. Only figures (graphs, line drawings, photographs, etc) should be labeled as ‘figures’, not tables or equations.

  • 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.

  • Line drawings must be of reproduction-ready quality. Please note that faint shading may be lost upon reproduction. When drawing bar graphs, use patterning instead of grey scales. Lettering of all figures should be uniform in style. A resolution of 1200 dpi is recommended.

  • Figure legends: Provide a short descriptive title and a legend to make each figure self-explanatory on separate pages. Explain all symbols used in the figures. Remember to use the same abbreviations as in the text body.

  • Permissions: It is the authors’ responsibility to obtain permission to reproduce original or modified material that has been previously published. Any permissions fees are the responsibility of the author(s).

  • Offprints: The electronic files of typeset articles in Adobe Acrobat PDF format are provided free of charge; corresponding authors receive notification that their article has been published online. Paper offprints can be ordered in addition; an offprint order form will accompany the page proofs and should be completed and returned with the corrected proofs immediately.

  • Please do not embed figures in the text. Instead, they should be referenced in the text and submitted in separate files.

  • Number tables consecutively using Arabic numerals. Tables should appear in the document near where they are referenced in the text. Provide a short descriptive title, column headings, and (if necessary) footnotes to make each table self-explanatory. Refer to tables in the text as Table 1, 2 etc. Use Table 1, etc. in the table legends.

  • Tables must not be displayed as images.


  • Roman letters used in mathematical expressions as variables must be italicized. Roman letters used as part of multi-letter function names should not be italicized. Subscripts and superscripts must be a smaller font size than the main text.

  • Type short mathematical expressions inline.

  • Longer expressions must appear as display math, as must expressions using many different levels (e.g., such as fractions).

  • Ensure that Equations are typed or created with a plug-in, such as Word Formula Editor or MathType. Mathematical expressions must not be displayed as images

  • Important definitions or concepts can also be set off as display math.

  • Number your equations sequentially.

  • Insert a blank line before and after each equation.

  • Whether equation numbers are on the right or left is the choice of the author(s). However, make sure to be consistent in this.

  • When proofing your document, pay particular attention to the rendering of the mathematics, especially symbols and notation drawn from other-than-standard fonts.


Please use the Chicago Manual of Style author-date system for parenthetical citation in the text and the related reference list entry. For more specific details please visit: and click on the Author-Date tab.

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

  • Baidu Scholar
  • Cabell's Directory
  • Celdes
  • CNKI Scholar (China National Knowledge Infrastructure)
  • Current Index to Statistics
  • De Gruyter - IBR (International Bibliography of Reviews of Scholarly Literature in the Humanities and Social Sciences)
  • De Gruyter - IBZ (International Bibliography of Periodical Literature in the Humanities and Social Sciences)
  • EBSCO (relevant databases)
  • EBSCO Discovery Service
  • EconLit
  • Elsevier - SCOPUS
  • ERIH PLUS (European Reference Index for the Humanities and Social Sciences)
  • Genamics JournalSeek
  • Google Scholar
  • ICAP Alcohol Information Databases
  • J-Gate
  • JournalTOCs
  • Mathematical Reviews (MathSciNet)
  • Naviga (Softweco)
  • Primo Central (ExLibris)
  • ProQuest (relevant databases)
  • ReadCube
  • Research Papers in Economics (RePEc)
  • ResearchGate
  • SCImago (SJR)
  • Summon (Serials Solutions/ProQuest)
  • TDOne (TDNet)
  • Thomson Reuters - Current Contents/Social and Behavioral Sciences
  • Thomson Reuters - Journal Citation Reports/Social Sciences Edition
  • Thomson Reuters - Social Sciences Citation Index
  • Ulrich's Periodicals Directory/ulrichsweb
  • WorldCat (OCLC)
  • Zentralblatt Math (zbMATH)

Bruce Mizrach , Editor-in-Chief
Rutgers University

Associate Editors

Heather Anderson
Monash University

Jushan Bai
New York University

Robert A. Becker
Indiana University

Francesco Ravazzolo
Norges Bank

Yoosoon Chang
Indiana University

Carl Chiarella
University of Technology

Michel M. Dacorogna
SCOR Switzerland Ltd

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
Manchester Business School

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

James Ramsey
New York University

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

Please log in or register to comment.
  • 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)