Theoretical and applied studies that characterize and motivate nonlinear phenomena
State-of the-art research results that increase understanding of economic and financial markets
Novel tools that allow replication of empirical results
High quality peer-review
International and renowned editorial board
Objective 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.
Best Paper Award Since 2015, the Society has awarded $500 each year to the best paper published in the Society’s journal: Studies in Nonlinear Dynamics and Econometrics.
The Best Paper in 2018 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Luiggi Donayre, Yunjong Eo, and James Morley for their paper, “Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples”, published in Volume 22, Issue 1 (Feb 2018)
The Best Paper in 2017 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Julien Chevallier and Stephane Goutte for their paper, “On the estimation of regime-switching Levy models”, published in Volume 21, Issue 1 (Feb 2017).
The Best Paper in 2016 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Mark J. Jensen for his paper, “Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility?”, published in Volume 20, Issue 4 (Sept. 2016).
The Best Paper in 2015 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Markus Jochmann and Gary Koop for their paper, “Regime-switching cointegration?”, published in Volume 19, Issue 1 (Feb 2015).
Submission You can easily submit your manuscript online. Simply go to...
http://mc.manuscriptcentral.com/dgsnde ...and you will be guided through the whole peer-reviewing and publishing process.
Your benefits of publishing with us
Rapid online publication ahead-of-print with short turnaround times
The Best Paper Award starting from 2015
High quality manuscript processing through ScholarOne Manuscripts™
Once your article is accepted you have the option to publish it open access
Our repository policy allows you to distribute 30 PDF copies of your published article to colleagues (the PDF has to include the information that it is an author's copy). Please also feel free to distribute the link to the online abstract
Associate Editors Heather Anderson, Monash University Robert A. Becker, Indiana University Hilde C. Bjørnland, BI Norwegian Business School 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 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, CREST-CNRS James D. Hamilton, University of California-San Diego Jose Scheinkman, Princeton University