Test Cover Image of:  Studies in Nonlinear Dynamics & Econometrics
Impact Factor
0.533

Studies in Nonlinear Dynamics & Econometrics

Edited by: Bruce Mizrach
Your benefits:
  • 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).

Topics
  • Probability
  • Statistics
  • Macroeconomics
  • Finance
  • Forecasting
  • Econometrics

Article formats
Research articles

>Information on submission process

Journal Metrics

5-year Impact Factor
0.705
Cite Score
0.9
European Reference Index for the Humanities
Impact Factor
0.533
Mathematical Citation Quotient
0.07
SCImago Journal Rank
0.314
Source Normalized Impact per Paper
0.503

History

Content available since 1996 (Volume 1, Issue 1)

Abstracting & Indexing

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

  • ABDC - Australian Business Deans Council
  • Academic Journal Guide (CABS, UK)
  • Baidu Scholar
  • Cabell's Whitelist
  • CNKI Scholar (China National Knowledge Infrastructure)
  • CNPIEC - cnpLINKer
  • Current Index to Statistics
  • Dimensions
  • EBSCO (relevant databases)
  • EBSCO Discovery Service
  • EconBiz
  • ECONIS
  • EconLit
  • ERIH PLUS (European Reference Index for the Humanities and Social Sciences)
  • Genamics JournalSeek
  • Google Scholar
  • IBR (International Bibliography of Reviews of Scholarly Literature in the Humanities and Social Sciences)
  • IBZ (International Bibliography of Periodical Literature in the Humanities and Social Sciences)
  • ICAP Alcohol Information Databases
  • International Bibliography of the Social Sciences (ProQuest)
  • Japan Science and Technology Agency (JST)
  • J-Gate
  • Journal Citation Reports/Social Sciences Edition
  • JournalGuide
  • JournalTOCs
  • KESLI-NDSL (Korean National Discovery for Science Leaders)
  • Mathematical Reviews (MathSciNet)
  • Microsoft Academic
  • MyScienceWork
  • Naver Academic
  • Naviga (Softweco)
  • Norwegian Register for Scientific Journals, Series and Publishers
  • Primo Central (ExLibris)
  • ProQuest (relevant databases)
  • Publons
  • QOAM (Quality Open Access Market)
  • ReadCube
  • Research Papers in Economics (RePEc)
  • SCImago (SJR)
  • SCOPUS
  • Semantic Scholar
  • Sherpa/RoMEO
  • Summon (ProQuest)
  • TDNet
  • Ulrich's Periodicals Directory/ulrichsweb
  • WanFang Data
  • Web of Science - Current Contents/Social and Behavioral Sciences
  • Web of Science - Social Sciences Citation Index
  • WorldCat (OCLC)
  • Yewno Discover
  • Zentralblatt Math (zbMATH)
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™
  • Optional open access publication
  • Accepted papers will be published online first as DOI-citable, forward-linked articles for quickest possible visibility for the scientific community
  • Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
  • Convenient citation tracking via e-mail alert
  • Secure archiving by De Gruyter and the independent archiving service Portico
  • Professional sales and marketing support
Submission process
  • Submission of your paper via our submission management tool
  • Peer review process (you will be guided through every step)
  • If accepted: you have the option to publish it open access
  • Publication online and in print
Please note
  • Manuscripts must be written in clear and concise English
  • Before submitting your article please have a look our copyright agreement
  • 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
  • If you have any general questions please visit our FAQ page for authors

We look forward to receiving your manuscript!

Editor-in-Chief
Bruce Mizrach,
 Rutgers University

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

$149.00
Online

Search

Audience: Researchers and professionals in the field of econometrics, economic and financial markets