Studies in Nonlinear Dynamics and Econometrics

Papers
(The median citation count of Studies in Nonlinear Dynamics and Econometrics is 0. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2022-01-01 to 2026-01-01.)
ArticleCitations
Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions9
A Novel Nonlinear Fertility Catastrophe Model Based on Thom’s Differential Equations of Morphogenesis and a Topological Alternative to the Micro-Macro Divide in Demography3
Macroeconomic Imbalances and Financial Stress Among BRICS: Analysis of Frequency-Dependent and Asymmetric Causal Nexuses3
Fama–French Five-Factor Modeling: New Evidence from a Nonparametric Method3
Decomposed Oil-Driven Inflation Persistence and Asymmetric Shocks2
Bayesian Analyses of the Two-Stage CARR-Return Models with Applications to COVID-19 Impact on the Cryptocurrency Market2
Covariance Matrix Estimation in Time-Varying Factor Models2
Could Labor Productivity Explain the Fertility Rebound in the Developed World?1
Quantifying Extreme Risks in High-Frequency Financial, Energy, and Commodity Markets1
Estimation of High-Dimensional Matrix Factor Models with Change Points1
Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications0
A Multivariate Nonlinear Analysis of China’s GDP and World Oil Price and Its Implications0
Factor Modeling for High-Dimensional Interval-Valued Data0
Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach0
Does Gender Parity in Higher Education Respond Asymmetrically to Remittances? Evidence from Morocco0
Corrigendum to: Quantifying Extreme Risks in High-Frequency Financial, Energy, and Commodity Markets0
Big Swings in the Data and Perceived Changes in the Risk Premia0
A Historical Perspective on India’s Inflation Persistence: A Quantile Analysis0
Bayesian inference for order determination of double threshold variables autoregressive models0
Environmental Tax and Macroeconomic Dynamics under Vertical Production Structure0
Two-Step Optimal Prediction Under Phillips Triangular Cointegrated System0
Monetary Policy and Growth at Risk: The Role of Financial Conditions0
Human Capital Externalities, Migration, and Wage Inequality0
Panel Smooth Transition Model with Covariate-Dependent Thresholds and its Application to the Nexus between Investment and Cash Flow0
Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets0
Realized Probability Index is a Better Market Timing Indicator0
Conventional and Unconventional Monetary Policy Rate Uncertainty and Stock Market Volatility: A Forecasting Perspective0
Approximate Bayesian inference for agent-based models in economics: a case study0
Fractionally Integrated Multivariate Score-Driven Location Models with an Application to Climate Data0
Hurst Exponent as Implied by Option Prices0
Systematic Risk in Publicly Listed Private Equity: An Empirical Study Using Score-Driven Beta Models0
Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility0
Uncertainty Unpacked: State-Level Housing Market Dynamics in the Face of Shocks0
A Time-Based Pricing Game Considering Echelon Utilization in the Battery Leasing Market0
Middle-income traps and complexity in economic development0
Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility0
Identifying Shock Propagation Mechanisms in Global Equity Markets0
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution0
Anticipating extreme losses using score-driven shape filters0
Trend Breaks and the Persistence of Closed-End Fund Discounts0
The Impact of Exchange Rate Uncertainty on Investment: Nonlinearity and Threshold Effects0
Frontmatter0
Optimal Macroeconomic Policy in Nonlinear Models: A VSTAR Perspective0
Bootstrap Prediction Intervals for Factor-Augmented Regressions with Cross-Section Averages0
On the Estimation of Asymmetric Long Memory Stochastic Volatility Models0
The impact of forward guidance and large-scale asset purchase programs on commodity markets0
Difference in Differences, Ratio in Ratios, and Ratio in Odds Ratios for Limited Dependent Variables: A Review and More0
Multiple Structural Breaks in Vector Error Correction Models0
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective0
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