OOIR: Observatory of International Research

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 2020-03-01 to 2024-03-01.)

Article	Citations
Causal relationships between inflation and inflation uncertainty	9
Unconventional monetary policy in a nonlinear quadratic model	6
Anticipating extreme losses using score-driven shape filters	4
Economic dynamics of epidemiological bifurcations	4
Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates	3
Matrix autoregressive models: generalization and Bayesian estimation	3
Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis	2
Artificial Neural Networks and Time Series of Counts: A Class of Nonlinear INGARCH Models	2
Causal relationships between cryptocurrencies: the effects of sampling interval and sample size	2
The role of the threshold effect for the dynamics of futures and spot prices of energy commodities	2
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution	2
Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis	2
Capital mobility in commodity-exporting economies	1
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity	1
Middle-income traps and complexity in economic development	1
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros	1
Sequential Monte Carlo with model tempering	1
Approximate Bayesian inference for agent-based models in economics: a case study	1
Age and gender differentials in unemployment and hysteresis	0
Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods	0
Markov-Switching Models with Unknown Error Distributions: Identification and Inference Within the Bayesian Framework	0
Bayesian inference for non-anonymous growth incidence curves using Bernstein polynomials: an application to academic wage dynamics	0
Combining Large Numbers of Density Predictions with Bayesian Predictive Synthesis	0
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach	0
The discontinuation of the EUR/CHF minimum exchange rate: information from option-implied break probabilities	0

Statistical characteristics of price impact in high-frequency trading	0
Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles	0
Frontmatter	0
Multi-kernel property in high-frequency price dynamics under Hawkes model	0
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective	0
Commitment Issues: Does the Fed Have an Inflation Incentive to Commit?	0
Information Content of Inflation Expectations: A Copula-Based Model	0
Panel threshold model with covariate-dependent thresholds and its application to the cash flow/investment relationship	0
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price	0
A Dynamic Latent-Space Model for Asset Clustering	0
Modeling Corporate CDS Spreads Using Markov Switching Regressions	0
Examining the Impact of Energy Policies on CO₂ Emissions with Information and Communication Technologies and Renewable Energy	0
Exchange rates in India: current account monetarism in a nonlinear context	0
Learning for infinitely divisible GARCH models in option pricing	0
Frontmatter	0
Interfuel Substitution and Inflation Dynamics in India	0
Bayesian inference for order determination of double threshold variables autoregressive models	0
Posterior Manifolds over Prior Parameter Regions: Beyond Pointwise Sensitivity Assessments for Posterior Statistics from MCMC Inference	0
Estimation and testing of the factor-augmented panel regression models with missing data	0
Co-Jumping of Treasury Yield Curve Rates	0
Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models	0
Welfare cost of inflation, when credit card transaction services are included among monetary services	0
Financial Condition Indices in an Incomplete Data Environment	0
Should You Use GARCH Models for Forecasting Volatility? A Comparison to GRU Neural Networks	0
Bayesian Reconciliation of Return Predictability	0
Stability in Threshold VAR Models	0
Frontmatter	0
Determination of the Number of Breaks in High-Dimensional Factor Models via Cross-Validation	0
Controlling Chaotic Fluctuations through Monetary Policy	0
The impact of forward guidance and large-scale asset purchase programs on commodity markets	0
HPX filter: a hybrid of Hodrick–Prescott filter and multiple regression	0
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period	0