Studies in Nonlinear Dynamics and Econometrics

Papers
(The TQCC of Studies in Nonlinear Dynamics and Econometrics is 1. 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 2022-06-01 to 2026-06-01.)
ArticleCitations
Predictive Accuracy of Impulse Responses Estimated Using Local Projections and Vector Autoregressions10
Fama–French Five-Factor Modeling: New Evidence from a Nonparametric Method5
Macroeconomic Imbalances and Financial Stress Among BRICS: Analysis of Frequency-Dependent and Asymmetric Causal Nexuses4
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
From Close-to-Open to Open-to-Close: Multifractal Signatures and Cross-Scale Dependence Across International Equity Indices3
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
Quantifying Extreme Risks in High-Frequency Financial, Energy, and Commodity Markets1
Could Labor Productivity Explain the Fertility Rebound in the Developed World?1
Frontmatter1
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution1
Monitoring Time-Varying Systemic Risk in Sovereign Debt and Currency Markets with Generative AI1
A Multivariate Nonlinear Analysis of China’s GDP and World Oil Price and Its Implications1
Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications1
Estimation of High-Dimensional Matrix Factor Models with Change Points1
Another Look into Tail Risk Connectedness Using Network Modelling: Evidence from European Stock Markets1
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective1
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