Citation analysis for Studies in Nonlinear Dynamics & Econometrics / De Gruyter

Citation Profile [Updated: 2026-03-14 21:09:38]

5 Years H Index

Impact Factor (IF)

0.1

5 Years IF

0.13

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1996	0	0.25	0	0	14	14	227		1	0		0			0		0	0.11
1997	0.36	0.24	0.46	0.36	10	24	502	8	12	14	5	14	5		0	3	0.3	0.11
1998	0.5	0.27	0.54	0.5	15	39	455	20	33	24	12	24	12		0	2	0.13	0.13
1999	0.76	0.29	0.7	0.64	5	44	87	30	64	25	19	39	25		0	2	0.4	0.14
2000	0.3	0.34	0.65	0.73	11	55	188	35	100	20	6	44	32	1	2.9		0	0.16
2001	0.19	0.38	0.56	0.56	18	73	408	34	141	16	3	55	31	1	2.9	1	0.06	0.17
2002	0.24	0.39	0.73	0.75	15	88	547	59	205	29	7	59	44	4	6.8	2	0.13	0.2
2003	0.73	0.43	0.79	0.67	24	112	327	84	294	33	24	64	43	9	10.7	2	0.08	0.21
2004	0.79	0.47	0.88	0.71	34	146	577	123	422	39	31	73	52	1	0.8	11	0.32	0.21
2005	0.66	0.51	1.11	0.85	26	172	754	185	613	58	38	102	87	2	1.1	9	0.35	0.23
2006	0.93	0.49	1.23	1.03	29	201	681	243	860	60	56	117	121	8	3.3	13	0.45	0.22
2007	1.07	0.44	1.06	0.96	24	225	309	235	1098	55	59	128	123	3	1.3	5	0.21	0.2
2008	0.81	0.47	1.17	1.03	26	251	468	292	1391	53	43	137	141	14	4.8	3	0.12	0.22
2009	0.64	0.46	0.96	0.99	26	277	233	263	1656	50	32	139	137	5	1.9	6	0.23	0.23
2010	0.6	0.46	0.95	0.93	22	299	161	282	1940	52	31	131	122	11	3.9	4	0.18	0.2
2011	0.6	0.51	1.01	0.94	18	317	146	315	2261	48	29	127	120	5	1.6	7	0.39	0.23
2012	0.75	0.5	1.27	1.07	37	354	149	442	2712	40	30	116	124	15	3.4	9	0.24	0.21
2013	0.58	0.54	1.15	0.94	31	385	197	428	3155	55	32	129	121	11	2.6	15	0.48	0.24
2014	0.47	0.53	1.08	0.52	28	413	224	437	3600	68	32	134	70	5	1.1	12	0.43	0.22
2015	0.63	0.52	0.99	0.61	31	444	387	439	4039	59	37	136	83	7	1.6	15	0.48	0.22
2016	0.76	0.5	0.88	0.61	33	477	178	419	4460	59	45	145	88	7	1.7	5	0.15	0.2
2017	0.95	0.52	0.77	0.64	28	505	85	387	4849	64	61	160	103	7	1.8	2	0.07	0.21
2018	0.34	0.53	0.77	0.65	56	561	104	430	5280	61	21	151	98	9	2.1	7	0.13	0.22
2019	0.29	0.54	0.63	0.6	54	615	61	386	5668	84	24	176	106	3	0.8	5	0.09	0.21
2020	0.34	0.64	0.66	0.56	47	662	87	436	6105	110	37	202	113	10	2.3	4	0.09	0.3
2021	0.27	0.74	0.63	0.41	27	689	26	434	6539	101	27	218	89	6	1.4	4	0.15	0.27
2022	0.31	0.73	0.44	0.22	35	724	15	320	6859	74	23	212	46		0	3	0.09	0.22
2023	0.16	0.69	0.42	0.22	34	758	6	320	7179	62	10	219	49		0	2	0.06	0.2
2024	0.12	0.81	0.35	0.19	38	796	9	279	7458	69	8	197	37	3	1.1	4	0.11	0.23
2025	0.1		0.21	0.13	37	833	0	175	7633	72	7	181	23		0		0

IF:	Two years Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for all series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Five years Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
SC:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	1997	Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers \|\| Download paper	358
2	2001	Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers \|\| Download paper	224
3	2002	Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers \|\| Download paper	207
4	1998	The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Ramsey, James B. ; Lampart, Camille . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers \|\| Download paper	202
5	2005	A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers \|\| Download paper	174
6	2004	The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers \|\| Download paper	157
7	2005	Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers \|\| Download paper	156
8	2006	Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÅ ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers \|\| Download paper	155
9	2006	Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ã. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers \|\| Download paper	142
10	2005	A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers \|\| Download paper	131
11	2015	State-dependent effects of fiscal policy. (2015). Panovska, Irina ; Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:285-315:n:5. Full description at Econpapers \|\| Download paper	127
12	2008	Non-Linear Models: Where Do We Go Next - Time Varying Parameter Models?. (2008). Clive W. J. Granger, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:1. Full description at Econpapers \|\| Download paper	116
13	2002	Asymmetries in Monetary Policy Reaction Function: Evidence for U.S. French and German Central Banks. (2002). Collard, Fabrice ; Bec, FrÃ©dÃ©rique ; Ben Salem, Melika. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:2:n:3. Full description at Econpapers \|\| Download paper	114
14	2000	A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers \|\| Download paper	111
15	2006	Interest Rate Setting and Inflation Targeting: Evidence of a Nonlinear Taylor Rule for the United Kingdom. (2006). Taylor, Mark ; Davradakis, Emmanuel . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:4:n:1. Full description at Econpapers \|\| Download paper	102
16	2002	Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; Teyssiere, Gilles. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3. Full description at Econpapers \|\| Download paper	100
17	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2. Full description at Econpapers \|\| Download paper	99
18	2003	Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3. Full description at Econpapers \|\| Download paper	82
19	2006	The Nature of Power Spikes: A Regime-Switch Approach. (2006). de Jong, Cyriel. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:3. Full description at Econpapers \|\| Download paper	78
20	2015	On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing. (2015). Panagiotidis, Theodore ; Bampinas, Georgios ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers \|\| Download paper	76
21	2004	Household Income Dynamics in Two Transition Economies. (2004). Lokshin, Michael ; Ravallion, Martin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:4. Full description at Econpapers \|\| Download paper	72
22	1996	A Check on the Robustness of Hamiltons Markov Switching Model Approach to the Economic Analysis of the Business Cycle. (1996). Boldin, Michael. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:1:y:1996:i:1:n:re1. Full description at Econpapers \|\| Download paper	71
23	2008	A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Leybourne, Stephen ; Harvey, David ; Xiao, Bin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers \|\| Download paper	70
24	2003	Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach. (2003). Atanasova, Christina. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5. Full description at Econpapers \|\| Download paper	69
25	2003	The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). Kim, Sangbae ; In, Francis Haeuck . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers \|\| Download paper	64
26	2007	Wavelet Variance Analysis of Output in G-7 Countries. (2007). Gallegati, Marco. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:6. Full description at Econpapers \|\| Download paper	61
27	2005	The International CAPM and a Wavelet-Based Decomposition of Value at Risk. (2005). Fernandez, Viviana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:4. Full description at Econpapers \|\| Download paper	61
28	2005	Wavelet Transforms and Commodity Prices. (2005). Rossiter, Rosemary ; Connor, Jeff. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers \|\| Download paper	61
29	2013	Using transfer entropy to measure information flows between financial markets. (2013). Dimpfl, Thomas ; Julia, Peter Franziska ; Thomas, Dimpfl. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:1:p:85-102:n:3. Full description at Econpapers \|\| Download paper	58
30	2008	Cointegration with Structural Breaks: An Application to the Feldstein-Horioka Puzzle. (2008). Kejriwal, Mohitosh. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:1:n:3. Full description at Econpapers \|\| Download paper	57
31	1997	Investigating Cyclical Asymmetries. (1997). Verbrugge, Randal ; Randal Verbrugge Randal Verbrugge, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:2. Full description at Econpapers \|\| Download paper	56
32	2007	Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Leybourne, Stephen ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers \|\| Download paper	56
33	1998	Smooth-Transition GARCH Models. (1998). Gonzalez-Rivera, Gloria. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:2:n:1. Full description at Econpapers \|\| Download paper	54
34	2004	Inference and Forecasting for ARFIMA Models With an Application to US and UK Inflation. (2004). Ooms, Marius ; Doornik, Jurgen. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:2:n:14. Full description at Econpapers \|\| Download paper	53
35	1998	Avoiding the Pitfalls: Can Regime-Switching Tests Reliably Detect Bubbles?. (1998). Vigfusson, Robert ; van Norden, Simon. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:1. Full description at Econpapers \|\| Download paper	53
36	2006	Output and Inflation Responses to Credit Shocks: Are There Threshold Effects in the Euro Area?. (2006). Sousa, JoÃ£o ; Calza, Alessandro. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:2:n:3. Full description at Econpapers \|\| Download paper	50
37	2008	Threshold Adjustment of Deviations from the Law of One Price. (2008). Taylor, Mark ; Juvenal, Luciana. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:8. Full description at Econpapers \|\| Download paper	47
38	2010	Fundamental and Behavioural Drivers of Electricity Price Volatility. (2010). Karakatsani, Nektaria V. ; Bunn, Derek W.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:14:y:2010:i:4:n:4. Full description at Econpapers \|\| Download paper	47
39	1998	GARCH for Irregularly Spaced Financial Data: The ACD-GARCH Model. (1998). Jasiak, Joann ; Ghysels, Eric. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1998:i:4:n:4. Full description at Econpapers \|\| Download paper	46
40	2009	Changes in U.S. Inflation Persistence. (2009). Morley, James ; Kim, Chang-Jin ; Kang, Kyuho. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:13:y:2009:i:4:n:1. Full description at Econpapers \|\| Download paper	46
41	2001	Estimating the Fractional Order of Integration of Interest Rates Using a Wavelet OLS Estimator. (2001). Tkacz, Greg. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:1:n:2. Full description at Econpapers \|\| Download paper	46
42	2016	Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Paul, Jones ; Walter, Enders . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:399-419:n:3. Full description at Econpapers \|\| Download paper	43
43	2014	Forecast densities for economic aggregates from disaggregate ensembles. (2014). Vahey, Shaun ; Ravazzolo, Francesco ; Vahey Shaun P., ; Francesco, Ravazzolo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:4:p:15:n:4. Full description at Econpapers \|\| Download paper	43
44	2004	An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests. (2004). Uctum, Merih ; Kapetanios, George ; Chortareas, Georgios. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4. Full description at Econpapers \|\| Download paper	41
45	2005	Dual Long Memory in Inflation Dynamics across Countries of the Euro Area and the Link between Inflation Uncertainty and Macroeconomic Performance. (2005). Conrad, Christian ; Karanasos, Menelaos. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:5. Full description at Econpapers \|\| Download paper	40
46	2001	Real Exchange Rate Dynamics in Transition Economies: A Nonlinear Analysis. (2001). Taylor, Mark ; Sarno, Lucio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:1. Full description at Econpapers \|\| Download paper	39
47	2007	The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). Greiner, Alfred. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers \|\| Download paper	38
48	2006	Risk Premia in Electricity Forward Prices. (2006). Lawford, Steve ; Limpens, Valerie ; Diko, Pavel. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:7. Full description at Econpapers \|\| Download paper	38
49	2015	The changing dynamics of US inflation persistence: a quantile regression approach. (2015). Wolters, Maik ; Tillmann, Peter ; Wolters Maik H., ; Peter, Tillmann. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:161-182:n:4. Full description at Econpapers \|\| Download paper	37
50	2007	Jump-and-Rest Effect of U.S. Business Cycles. (2007). Perez Quiros, Gabriel ; Camacho, Maximo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:4:n:3. Full description at Econpapers \|\| Download paper	36

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2002	Wavelets in Economics and Finance: Past and Future. (2002). Ramsey, James B.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:6:y:2002:i:3:n:1. Full description at Econpapers \|\| Download paper	28
2	2005	A Practitioners Guide to Lag Order Selection For VAR Impulse Response Analysis. (2005). Kilian, Lutz ; Ivanov, Ventzislav . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:2. Full description at Econpapers \|\| Download paper	20
3	2016	Grain prices, oil prices, and multiple smooth breaks in a VAR. (2016). Enders, Walter ; Paul, Jones ; Walter, Enders . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:399-419:n:3. Full description at Econpapers \|\| Download paper	16
4	2013	Using transfer entropy to measure information flows between financial markets. (2013). Dimpfl, Thomas ; Julia, Peter Franziska ; Thomas, Dimpfl. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:17:y:2013:i:1:p:85-102:n:3. Full description at Econpapers \|\| Download paper	15
5	2015	State-dependent effects of fiscal policy. (2015). Panovska, Irina ; Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Fazzari Steven M., . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:285-315:n:5. Full description at Econpapers \|\| Download paper	13
6	2004	The Long Memory of the Efficient Market. (2004). Farmer, J. ; Lillo, Fabrizio. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:1. Full description at Econpapers \|\| Download paper	12
7	2005	A Note on the Hiemstra-Jones Test for Granger Non-causality. (2005). Panchenko, Valentyn ; Diks, Cees. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:2:n:4. Full description at Econpapers \|\| Download paper	10
8	1998	The Decomposition of Economic Relationships by Time Scale Using Wavelets: Expenditure and Income. (1998). Ramsey, James B. ; Lampart, Camille . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:3:y:1998:i:1:n:2. Full description at Econpapers \|\| Download paper	10
9	2001	Energy Shocks and Financial Markets: Nonlinear Linkages. (2001). Ciner, Cetin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2001:i:3:n:3. Full description at Econpapers \|\| Download paper	9
10	2004	Nonlinear Monetary Policy Rules: Some New Evidence for the U.S.. (2004). Ruge-Murcia, Francisco ; Dolado, Juan ; Pedrero, Ramon Maria-Dolores . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:3:n:2. Full description at Econpapers \|\| Download paper	8
11	2016	Testing for long memory in the presence of non-linear deterministic trends with Chebyshev polynomials. (2016). Gil-Alana, Luis ; Cuestas, Juan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:1:p:57-74:n:2. Full description at Econpapers \|\| Download paper	7
12	1997	Inference in TAR Models. (1997). Hansen, Bruce. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:2:y:1997:i:1:n:1. Full description at Econpapers \|\| Download paper	7
13	2005	Forecasting Stock Market Volatility with Regime-Switching GARCH Models. (2005). Marcucci, Juri. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:6. Full description at Econpapers \|\| Download paper	6
14	2008	A Powerful Test for Linearity When the Order of Integration is Unknown. (2008). Leybourne, Stephen ; Harvey, David ; Xiao, Bin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:3:n:2. Full description at Econpapers \|\| Download paper	6
15	2000	A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems. (2000). Mantalos, Panagiotis. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:4:y:2000:i:1:n:2. Full description at Econpapers \|\| Download paper	6
16	2017	RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis. (2017). Payne, James ; Lee, Junsoo ; James, Payne ; Ming, Meng ; Junsoo, Lee. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:1:p:31-45:n:6. Full description at Econpapers \|\| Download paper	6
17	2024	Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis. (2024). Szafranek, Karol ; Rubaszek, MichaÅ ; Micha, Rubaszek. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:3:p:507-530:n:1001. Full description at Econpapers \|\| Download paper	5
18	2015	On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing. (2015). Panagiotidis, Theodore ; Bampinas, Georgios ; Theodore, Panagiotidis ; Georgios, Bampinas . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:5:p:657-668:n:6. Full description at Econpapers \|\| Download paper	5
19	2006	Point and Interval Forecasting of Spot Electricity Prices: Linear vs. Non-Linear Time Series Models. (2006). Weron, RafaÅ ; Trueck, Stefan ; Misiorek, Adam. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:2. Full description at Econpapers \|\| Download paper	5
20	2015	Endogenous technical change, employment and distribution in the Goodwin model of the growth cycle. (2015). zamparelli, luca ; Tavani, Daniele ; Daniele, Tavani . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:2:p:209-216:n:5. Full description at Econpapers \|\| Download paper	5
21	2003	Nonlinearities and Cyclical Behavior: The Role of Chartists and Fundamentalists. (2003). Westerhoff, Frank ; Reitz, Stefan. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:3. Full description at Econpapers \|\| Download paper	4
22	2002	Microeconomic Models for Long Memory in the Volatility of Financial Time Series. (2002). Kirman, Alan ; Teyssiere, Gilles. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:5:y:2002:i:4:n:3. Full description at Econpapers \|\| Download paper	4
23	2003	Credit Market Imperfections and Business Cycle Dynamics: A Nonlinear Approach. (2003). Atanasova, Christina. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:5. Full description at Econpapers \|\| Download paper	4
24	2019	A regime switching skew-normal model of contagion. (2019). Hsiao, Cody Yu-Ling ; Fry-McKibbin, Renee ; Chan, Joshua ; Yu-Ling, Hsiao Cody ; Renee, Fry-Mckibbin. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:1:p:24:n:3. Full description at Econpapers \|\| Download paper	4
25	2020	Income Inequality and Economic Growth: Heterogeneity and Nonlinearity. (2020). Hailemariam, Abebe ; Dzhumashev, Ratbek ; Abebe, Hailemariam ; Ratbek, Dzhumashev. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:3:p:15:n:5. Full description at Econpapers \|\| Download paper	4
26	2014	Breaks, trends and unit roots in commodity prices: a robust investigation. (2014). Wohar, Mark ; Kejriwal, Mohitosh ; Ghoshray, Atanu ; Mark, Wohar ; Mohitosh, Kejriwal ; Atanu, Ghoshray . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:1:p:23-40:n:5. Full description at Econpapers \|\| Download paper	4
27	2021	When is discretionary fiscal policy effective?. (2021). Panovska, Irina ; Morley, James ; Fazzari, Steven ; Irina, Panovska ; James, Morley ; Steven, Fazzari. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:4:p:229-254:n:7. Full description at Econpapers \|\| Download paper	4
28	2006	Directional Congestion and Regime Switching in a Long Memory Model for Electricity Prices. (2006). Nielsen, Morten ; Haldrup, Niels ; Morten Ã. Nielsen, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:10:y:2006:i:3:n:1. Full description at Econpapers \|\| Download paper	4
29	2018	Uncertainty in the housing market: evidence from US states. (2018). Fountas, Stilianos ; Maria, Christidou. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:17:n:3. Full description at Econpapers \|\| Download paper	4
30	2020	Unconventional monetary policy in a nonlinear quadratic model. (2020). Semmler, Willi ; Loungani, Prakash ; Willi, Semmler ; Prakash, Loungani ; Marco, Gross ; Timm, Faulwasser. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:19:n:6. Full description at Econpapers \|\| Download paper	4
31	2015	Regime-switching cointegration. (2015). Koop, Gary ; Jochmann, Markus ; Markus, Jochmann . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:1:p:35-48:n:3. Full description at Econpapers \|\| Download paper	4
32	2007	The Dynamic Behaviour of an Endogenous Growth Model with Public Capital and Pollution. (2007). Greiner, Alfred. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:2:n:4. Full description at Econpapers \|\| Download paper	4
33	2005	Can GARCH Models Capture Long-Range Dependence?. (2005). Maheu, John. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:4:n:1. Full description at Econpapers \|\| Download paper	3
34	2014	Nonlinearity, heterogeneity and unobserved effects in the carbon dioxide emissions-economic development relation for advanced countries. (2014). Musolesi, Antonio ; Mazzanti, Massimiliano ; Antonio, Musolesi . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:18:y:2014:i:5:p:21:n:3. Full description at Econpapers \|\| Download paper	3
35	2015	Can we use seasonally adjusted variables in dynamic factor models?. (2015). Perez Quiros, Gabriel ; Lovcha, Yuliya ; Camacho, Maximo. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:3:p:377-391:n:3. Full description at Econpapers \|\| Download paper	3
36	2021	Stochastic model specification in Markov switching vector error correction models. (2021). Zoerner, Thomas ; Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Thomas, Zorner ; Michael, Pfarrhofer ; Florian, Huber ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:25:y:2021:i:2:p:17:n:7. Full description at Econpapers \|\| Download paper	3
37	2011	International Output Convergence, Breaks, and Asymmetric Adjustment. (2011). Leon-Ledesma, Miguel ; Christopoulos, Dimitris. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:15:y:2011:i:3:n:4. Full description at Econpapers \|\| Download paper	3
38	2016	Common time variation of parameters in reduced-form macroeconomic models. (2016). Stevanovic, Dalibor ; Dalibor, Stevanovic. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:2:p:159-183:n:3. Full description at Econpapers \|\| Download paper	3
39	2015	More powerful cointegration tests with non-normal errors. (2015). Lee, Junsoo ; Junsoo, Lee ; Hyejin, Lee ; Kyungso, IM. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:19:y:2015:i:4:p:397-413:n:1. Full description at Econpapers \|\| Download paper	3
40	2020	Causal relationships between inflation and inflation uncertainty. (2020). Ftiti, Zied ; JAWADI, Fredj ; Barnett, William ; Zied, Ftiti ; William, Barnett. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:5:p:26:n:4. Full description at Econpapers \|\| Download paper	3
41	2024	Volatility and dependence in cryptocurrency and financial markets: a copula approach. (2024). Serletis, Apostolos ; Jinan, Liu. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:119-149:n:6. Full description at Econpapers \|\| Download paper	3
42	2004	An Investigation of Current Account Solvency in Latin America Using Non Linear Nonstationarity Tests. (2004). Uctum, Merih ; Kapetanios, George ; Chortareas, Georgios. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:8:y:2004:i:1:n:4. Full description at Econpapers \|\| Download paper	3
43	2020	The nonlinear effects of uncertainty shocks. (2020). Owyang, Michael ; Kliesen, Kevin ; Jackson Young, Laura ; Michael, Owyang ; Kevin, Kliesen ; Laura, Jackson. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:4:p:19:n:6. Full description at Econpapers \|\| Download paper	3
44	2003	The Relationship Between Financial Variables and Real Economic Activity: Evidence From Spectral and Wavelet Analyses. (2003). Kim, Sangbae ; In, Francis Haeuck . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:7:y:2003:i:4:n:4. Full description at Econpapers \|\| Download paper	3
45	2012	Effects of Inflation Expectations on Macroeconomic Dynamics: Extrapolative Versus Regressive Expectations. (2012). Westerhoff, Frank ; Lines, Marji. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:16:y:2012:i:4:n:7. Full description at Econpapers \|\| Download paper	3
46	2018	Exchange rate misalignment and economic growth: evidence from nonlinear panel cointegration and granger causality tests. (2018). Breitenbach, Marthinus ; Mulatu, Zerihun ; Christian, Tipoy ; Marthinus, Breitenbach. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:22:y:2018:i:2:p:16:n:3. Full description at Econpapers \|\| Download paper	3
47	2005	Wavelet Transforms and Commodity Prices. (2005). Rossiter, Rosemary ; Connor, Jeff. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:9:y:2005:i:1:n:6. Full description at Econpapers \|\| Download paper	2
48	2007	A Threshold Model of Real U.S. GDP and the Problem of Constructing Confidence Intervals in TAR Models. (2007). Siklos, Pierre ; Enders, Walter ; Falk, Barry L.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:4. Full description at Econpapers \|\| Download paper	2
49	2008	Multivariate Skewed Students t Copula in the Analysis of Nonlinear and Asymmetric Dependence in the German Equity Market. (2008). Sun, Edward ; Fabozzi, Frank ; Rachev, Svetlozar ; Stoyanov, Stoyan V.. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:12:y:2008:i:2:n:3. Full description at Econpapers \|\| Download paper	2
50	2007	Detecting Multiple Changes in Persistence. (2007). Taylor, Robert ; Leybourne, Stephen ; Kim, Tae-Hwan ; A. M. Robert Taylor, . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:11:y:2007:i:3:n:2. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 7

Year	Title
2025	The effects of macro uncertainty shocks in the euro area: a FAVAR approach. (2025). CaÃ±izares MartÃnez, Carlos ; Gieseck, Arne ; Martnez, Carlos Caizares. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:6:d:10.1007_s00181-025-02717-0. Full description at Econpapers \|\| Download paper
2025	The European energy crisis and the US natural gas market dynamics: a structural VAR investigation. (2025). Rubaszek, MichaÅ ; Szafranek, Karol. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:22:y:2025:i:1:d:10.1007_s10368-024-00636-6. Full description at Econpapers \|\| Download paper
2025	Energy prices in the Bank of Italy macroeconometric model. (2025). Rodano, Lisa ; Fantino, Davide ; Cova, Pietro. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_942_25. Full description at Econpapers \|\| Download paper
2025	Sparse time-varying parameter VECMs with an application to modeling electricity prices. (2025). Rossini, Luca ; Pfarrhofer, Michael ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:1:p:361-376. Full description at Econpapers \|\| Download paper
2025	Time-varying parameters as ridge regressions. (2025). Coulombe, Philippe Goulet. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:982-1002. Full description at Econpapers \|\| Download paper
2025	Exploring nonlinear tail dependencies: Cryptocurrencies, stablecoins, and commodity markets amid monetary shifts. (2025). Guven, Murat ; Atik, Zehra ; Calisir, Fethi ; Koksalmis, Gulsah Hancerliogullari ; Guloglu, Bulent. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001308. Full description at Econpapers \|\| Download paper
2025	Spillover and Predictability of Volatility of 50 Major Cryptocurrencies: Evidence from a LASSO-Regularized Quantile VAR. (2025). GUPTA, RANGAN ; Bouri, Elie ; Karmakar, Sayar ; Bonaccolto, Giovanni. In: Working Papers. RePEc:pre:wpaper:202538. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2024

Year	Citing document
2024	The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, MichaÅ. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers \|\| Download paper
2024	Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises. (2024). Belhoula, Mohamed Malek ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed. In: Resources Policy. RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724007293. Full description at Econpapers \|\| Download paper
2024	Sustainability Implications of Commodity Price Shocks and Commodity Dependence in Selected Sub-Saharan Countries. (2024). Obokoh, Lawrence Ogechukwu ; Wanzala, Richard Wamalwa. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:20:p:8928-:d:1499328. Full description at Econpapers \|\| Download paper
2024	The Evolution of Natural Gas Market Integration: From Regional Segmentation to Global Interconnectedness. Insights from a Literature Review. (2024). Milan, Hudak. In: European Journal of Interdisciplinary Studies. RePEc:jis:ejistu:y:2024:i:02:id:548. Full description at Econpapers \|\| Download paper

Recent citations received in 2023

Year	Citing document
2023	Gospodarka 4.0? Nowe ujÄcie teoretyczne rewolucji cyfrowej i jej konsekwencji dla dÅugookresowego wzrostu. (2023). Growiec, Jakub. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360581. Full description at Econpapers \|\| Download paper
2023	Industry 4.0? Framing the Digital Revolution and Its Long-Run Growth Consequences. (2023). Growiec, Jakub. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2023:i:4:p:1-16. Full description at Econpapers \|\| Download paper

Recent citations received in 2022

Year	Citing document
2022	Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models. (2022). NG, KOK HAUR ; Tan, Shay Kee ; Chan, Jennifer So-Kuen. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:13-:d:1009212. Full description at Econpapers \|\| Download paper
2022	COVID-19 Active Case Forecasts in Latin American Countries Using Score-Driven Models. (2022). Blazsek, Szabolcs ; Contreras-Espinoza, Sergio ; Vidal, Pedro ; Novoa-Muoz, Francisco ; Caamao-Carrillo, Christian. In: Mathematics. RePEc:gam:jmathe:v:11:y:2022:i:1:p:136-:d:1017085. Full description at Econpapers \|\| Download paper
2022	Spillover effects of economic policy uncertainty on adult and youth unemployment. (2022). Levenko, Natalia ; Dejan, Romih ; Natalia, Levenko ; Alenka, Kavkler ; Silvo, Dajman. In: Review of Economic Perspectives. RePEc:vrs:reoecp:v:23:y:2022:i:1:p:47-70:n:1. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	97	87
2	Energy Economics / Elsevier	178	59
3	Resources Policy / Elsevier	88	55
4	Empirical Economics / Springer	73	37
5	MPRA Paper / University Library of Munich, Germany	137	31
6	International Journal of Forecasting / Elsevier	94	28
7	International Review of Economics & Finance / Elsevier	65	28
8	The Quarterly Review of Economics and Finance / Elsevier	58	26
9	The North American Journal of Economics and Finance / Elsevier	53	25
10	Economic Modelling / Elsevier	96	25
11	International Review of Financial Analysis / Elsevier	88	24