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Studies in Nonlinear Dynamics & Econometrics
Ed. by Mizrach, Bruce
5 Issues per year
IMPACT FACTOR 2017: 0.855
CiteScore 2017: 0.76
SCImago Journal Rank (SJR) 2017: 0.668
Source Normalized Impact per Paper (SNIP) 2017: 0.894
Mathematical Citation Quotient (MCQ) 2017: 0.02
- Online
- ISSN
- 1558-3708
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- Factor-based forecasting in the presence of outliers: Are factors better selected and estimated by the median than by the mean? by Kristensen, Johannes Tang
- Public debt and economic growth conundrum: nonlinearity and inter-temporal relationship by Arčabić, Vladimir/ Tica, Josip/ Lee, Junsoo and Sonora, Robert J.
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models by Marcucci, Juri
- Regime-switching cointegration by Jochmann, Markus and Koop, Gary
- Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials by Cuestas, Juan Carlos and Gil-Alana, Luis Alberiko
- Are US real house prices stationary? New evidence from univariate and panel data by Zhang, Jing/ de Jong, Robert and Haurin, Donald
- Testing cointegration in quantile regressions with an application to the term structure of interest rates by Kuriyama, Nina
- Frontmatter
- State-dependent effects of fiscal policy by Fazzari, Steven M./ Morley, James and Panovska, Irina
- Frontmatter
- A multivariate regime-switching GARCH model with an application to global stock market and real estate equity returns by Haas, Markus and Liu, Ji-Chun
- Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach by Atanasova, Christina
- Herd behavior, bubbles and social interactions in financial markets by Chang, Sheng-Kai
- Using transfer entropy to measure information flows between financial markets by Dimpfl, Thomas and Peter, Franziska Julia
- Time-varying fiscal policy in the US by Pereira, Manuel Coutinho and Lopes, Artur Silva
- Breaks, trends and unit roots in commodity prices: a robust investigation by Ghoshray, Atanu/ Kejriwal, Mohitosh and Wohar, Mark
- Empirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data by Beck, Alexander/ Kim, Young Shin Aaron/ Rachev, Svetlozar/ Feindt, Michael and Fabozzi, Frank
- Assessing the quality of volatility estimators via option pricing by Sanfelici, Simona and Uboldi, Adamo
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Issues
Volume 22 (2018)
Volume 21 (2017)
Volume 20 (2016)
Volume 19 (2015)
Volume 18 (2014)
Volume 17 (2013)
Volume 16 (2012)
Volume 15 (2011)
Volume 14 (2010)
Volume 13 (2009)
Volume 12 (2008)
Volume 11 (2007)
Volume 10 (2006)
Volume 9 (2005)
Volume 8 (2004)
Volume 7 (2003)
Volume 6 (2003)
Volume 5 (2002)
Volume 4 (2001)
Volume 3 (1999)
Volume 2 (1998)
Volume 1 (1997)
Volume 9, Issue 4 (Dec 2005)
Article
Are Real Exchange Rates Nonlinear or Nonstationary? Evidence from a New Threshold Unit Root Test
Basci, Erdem / Caner, Mehmet
Published Online: 12/08/2005
Detecting Nonlinearity in Time Series: Surrogate and Bootstrap Approaches
Hinich, Melvin J / Mendes, Eduardo M / Stone, Lewi
Published Online: 12/08/2005
The International CAPM and a Wavelet-Based Decomposition of Value at Risk
Fernandez, Viviana P
Published Online: 12/08/2005
Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance
Conrad, Christian / Karanasos, Menelaos
Published Online: 12/08/2005
Forecasting Stock Market Volatility with Regime-Switching GARCH Models
Marcucci, Juri
Published Online: 12/08/2005
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