Studies in Nonlinear Dynamics and Econometrics

Papers
(The TQCC 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies9
Fama–French Five-Factor Modeling: New Evidence from a Nonparametric Method2
Macroeconomic Imbalances and Financial Stress Among BRICS: Analysis of Frequency-Dependent and Asymmetric Causal Nexuses2
Non-Linear Impact of Income Inequality on Mental Health: Evidence from Low and Middle-Income Countries2
Covariance Matrix Estimation in Time-Varying Factor Models1
Estimation of High-Dimensional Matrix Factor Models with Change Points1
Dynamic Panel Threshold Spatial Durbin Model with an Application to the Relationship between Financial Development and Green Growth1
Introducing sspaneltvp: A Code to Estimating State-Space Time-Varying Parameter Models in Panels. An Application to Okun’s Law1
Likelihood-Ratio-Based Confidence Intervals for Multiple Threshold Parameters1
Quantifying Extreme Risks in High-Frequency Financial, Energy, and Commodity Markets1
Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas0
Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach0
A Time-Based Pricing Game Considering Echelon Utilization in the Battery Leasing Market0
Big Swings in the Data and Perceived Changes in the Risk Premia0
Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles0
Middle-income traps and complexity in economic development0
Identifying Shock Propagation Mechanisms in Global Equity Markets0
Panel Smooth Transition Model with Covariate-Dependent Thresholds and its Application to the Nexus between Investment and Cash Flow0
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution0
To Bag is to Prune0
Factor Modeling for High-Dimensional Interval-Valued Data0
Inflation: Demand Pull or Cost Push? A Markov Switching Approach0
Bayesian inference for order determination of double threshold variables autoregressive models0
Frontmatter0
Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility0
Does Gender Parity in Higher Education Respond Asymmetrically to Remittances? Evidence from Morocco0
The impact of forward guidance and large-scale asset purchase programs on commodity markets0
Monetary Policy and Growth at Risk: The Role of Financial Conditions0
A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series0
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective0
Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility0
Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets0
A Multivariate Nonlinear Analysis of China’s GDP and World Oil Price and Its Implications0
Quasi-Maximum Likelihood for Estimating Structural Models0
Determination of the Number of Breaks in Heterogeneous Panel Data Models0
Approximate Bayesian inference for agent-based models in economics: a case study0
Asymptotic Properties of ReLU FFN Sieve Estimators0
Environmental Tax and Macroeconomic Dynamics under Vertical Production Structure0
Anticipating extreme losses using score-driven shape filters0
Two-Step Optimal Prediction Under Phillips Triangular Cointegrated System0
Realized Probability Index is a Better Market Timing Indicator0
Uncertainty Unpacked: State-Level Housing Market Dynamics in the Face of Shocks0
Impact of Disaggregated External Debt on Economic Growth: Evidence from Asian Developing Economies0
Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies0
Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications0
Divisia Monetary Aggregates for India0
A Nonparametric Model for High-Frequency Energy Prices0
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