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 2020-06-01 to 2024-06-01.)
ArticleCitations
Causal relationships between inflation and inflation uncertainty10
Have European natural gas prices decoupled from crude oil prices? Evidence from TVP-VAR analysis7
Anticipating extreme losses using score-driven shape filters7
Unconventional monetary policy in a nonlinear quadratic model6
Money growth variability and output: evidence with credit card-augmented Divisia monetary aggregates4
Economic dynamics of epidemiological bifurcations4
Dynamics between the budget deficit and the government debt in the United States: a nonlinear analysis2
Approximate Bayesian inference for agent-based models in economics: a case study2
Artificial Neural Networks and Time Series of Counts: A Class of Nonlinear INGARCH Models2
Causal relationships between cryptocurrencies: the effects of sampling interval and sample size2
Examining the Impact of Energy Policies on CO2 Emissions with Information and Communication Technologies and Renewable Energy2
The role of the threshold effect for the dynamics of futures and spot prices of energy commodities2
Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution2
The impact of forward guidance and large-scale asset purchase programs on commodity markets1
Finding correct elasticities in log-linear and exponential models allowing heteroskedasticity1
Capital mobility in commodity-exporting economies1
Zero-Inflated Autoregressive Conditional Duration Model for Discrete Trade Durations with Excessive Zeros1
Middle-income traps and complexity in economic development1
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