OOIR: Observatory of International Research

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 2020-11-01 to 2024-11-01.)

Article	Citations
Anticipating extreme losses using score-driven shape filters	7
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution	2
Artificial Neural Networks and Time Series of Counts: A Class of Nonlinear INGARCH Models	2
Approximate Bayesian inference for agent-based models in economics: a case study	2
The impact of forward guidance and large-scale asset purchase programs on commodity markets	1
Should You Use GARCH Models for Forecasting Volatility? A Comparison to GRU Neural Networks	1
Score-Driven Location Plus Scale Models: Asymptotic Theory and An Application to Forecasting Dow Jones Volatility	1
Middle-income traps and complexity in economic development	1
Investor Sentiment Mining Based on Bi-LSTM Model and its Impact on Stock Price Bubbles	1
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros	1
Impact of Disaggregated External Debt on Economic Growth: Evidence from Asian Developing Economies	0
Determination of the Number of Breaks in High-Dimensional Factor Models via Cross-Validation	0
Time-Varying Parameter Four-Equation DSGE Model	0
Non-Linear Impact of Income Inequality on Mental Health: Evidence from Low and Middle-Income Countries	0
Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective	0
Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness	0
Information Content of Inflation Expectations: A Copula-Based Model	0
Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter	0
Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies	0
Controlling Chaotic Fluctuations through Monetary Policy	0
Frontmatter	0
Frontmatter	0
Asymptotic Efficiency of Joint Estimator Relative to Two-Stage Estimator Under Misspecified Likelihoods	0
Multiscale SUR Estimation of Systematic Risk	0
Diversified Reward-Risk Parity in Portfolio Construction	0

A Regression-based Method for Estimating Generalised Entropy and Atkinson Inequality Indices and their Standard Errors	0
Commitment Issues: Does the Fed Have an Inflation Incentive to Commit?	0
Sectoral Dependence and Financial Contagion in the BRICS Grouping: An Application of the R-Vine Copulas	0
Power of Unit Root Tests Against Nonlinear and Noncausal Alternatives with an Application to the Brent Crude Oil Price	0
Core Inflation Rate for China and the ASEAN-10 Countries: Smoothed Signal for Score-Driven Local Level Plus Scale Models	0
Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach	0
Financial Condition Indices in an Incomplete Data Environment	0
To Bag is to Prune	0
Asymptotic Properties of ReLU FFN Sieve Estimators	0
Frontmatter	0
Likelihood-Ratio-Based Confidence Intervals for Multiple Threshold Parameters	0
Determination of the Number of Breaks in Heterogeneous Panel Data Models	0
A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models	0
Homogeneity Pursuit in the Functional-Coefficient Quantile Regression Model for Panel Data with Censored Data	0
Volatility Forecasting Using Quasi-Score-Driven Models with an Application to the Coronavirus Pandemic Period	0
Which Global Cycle? A Stochastic Factor Selection Approach for Global Macro-Financial Cycles	0
Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions?	0
Heterogeneous Volatility Information Content for the Realized GARCH Modeling and Forecasting Volatility	0
Divisia Monetary Aggregates for India	0
Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach	0
Bayesian inference for order determination of double threshold variables autoregressive models	0
Multivariate Stochastic Volatility with Co-Heteroscedasticity	0