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 2021-07-01 to 2025-07-01.)
ArticleCitations
Monetary Policy Uncertainty in the United States and Investment Sentiment in Advanced Economies9
Likelihood-Ratio-Based Confidence Intervals for Multiple Threshold Parameters2
Fama–French Five-Factor Modeling: New Evidence from a Nonparametric Method2
Non-Linear Impact of Income Inequality on Mental Health: Evidence from Low and Middle-Income Countries2
Macroeconomic Imbalances and Financial Stress Among BRICS: Analysis of Frequency-Dependent and Asymmetric Causal Nexuses2
A Regression-based Method for Estimating Generalised Entropy and Atkinson Inequality Indices and their Standard Errors1
To Bag is to Prune1
Introducing sspaneltvp: A Code to Estimating State-Space Time-Varying Parameter Models in Panels. An Application to Okun’s Law1
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
A Multivariate Nonlinear Analysis of China’s GDP and World Oil Price and Its Implications1
Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness0
Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles0
Realized Probability Index is a Better Market Timing Indicator0
Panel Smooth Transition Model with Covariate-Dependent Thresholds and its Application to the Nexus between Investment and Cash Flow0
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
Quasi-Maximum Likelihood for Estimating Structural Models0
Determination of the Number of Breaks in Heterogeneous Panel Data Models0
Frequency Connectedness and Portfolio Implication Between Financial, Green and Commodity Markets: A TVP-VAR Approach0
Frontmatter0
Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility0
Two-Step Optimal Prediction Under Phillips Triangular Cointegrated System0
Does Gender Parity in Higher Education Respond Asymmetrically to Remittances? Evidence from Morocco0
A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series0
Monetary Policy and Growth at Risk: The Role of Financial Conditions0
Asymptotic Efficiency of Joint Estimator Relative to Two-Stage Estimator Under Misspecified Likelihoods0
Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications0
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution0
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective0
Divisia Monetary Aggregates for India0
A Nonparametric Model for High-Frequency Energy Prices0
Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas0
Asymptotic Properties of ReLU FFN Sieve Estimators0
Inflation: Demand Pull or Cost Push? A Markov Switching Approach0
Environmental Tax and Macroeconomic Dynamics under Vertical Production Structure0
Middle-income traps and complexity in economic development0
Anticipating extreme losses using score-driven shape filters0
Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach0
Identifying Shock Propagation Mechanisms in Global Equity Markets0
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
Factor Modeling for High-Dimensional Interval-Valued Data0
Multivariate Stochastic Volatility with Co-Heteroscedasticity0
Bayesian inference for order determination of double threshold variables autoregressive models0
Approximate Bayesian inference for agent-based models in economics: a case study0
Homogeneity Pursuit in the Functional-Coefficient Quantile Regression Model for Panel Data with Censored Data0
The impact of forward guidance and large-scale asset purchase programs on commodity markets0
A Time-Based Pricing Game Considering Echelon Utilization in the Battery Leasing Market0
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