Access Statistics for Timo Teräsvirta

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A General Framework for Testing the Granger Noncausality Hypothesis 0 0 0 0 2 3 9 500
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 0 86 1 1 10 266
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 0 4 0 0 4 18
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 100 2 3 13 155
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 1 1 57 1 3 15 186
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 324 0 0 6 897
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 0 0 24 958
A new GARCH model with a deterministic time-varying intercept 0 1 1 28 2 4 16 37
A nonlinear time series model of El Niño 0 0 0 27 0 0 14 1,112
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 1 106 1 1 17 68
A simple nonlinear time series model with misleading linear properties 0 0 0 20 0 0 12 1,226
A simple variable selection technique for nonlinear models 0 0 0 7 1 1 6 464
A simple variable selection technique for nonlinear models 0 0 0 59 1 1 8 1,824
A time series model for an exchange rate in a target zone with applications 0 0 0 225 0 0 15 851
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 0 0 11 1,255
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 275 0 0 8 714
An introduction to univariate GARCH models 0 0 3 2,505 1 3 20 4,861
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 0 0 12 341
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 346 0 1 25 1,307
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,106 0 0 11 2,650
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 1 10 6,858
Common Factors in Conditional Distributions 0 0 0 7 0 0 8 61
Common factors in conditional distributions 0 0 0 223 0 0 11 1,089
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 0 9 616
Common factors in conditional distributions for Bivariate time series 0 0 0 1 1 1 11 15
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 28 1 1 11 54
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 17 0 0 7 52
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 1 1 26 79
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 0 0 9 210
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 2 2 14 186
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 2 2 14 156
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 2 2 16 1,413
Error correction in DHSY 0 0 0 213 0 0 8 639
Evaluating GARCH Models 0 0 1 816 0 0 13 1,398
Evaluating GARCH models 0 0 0 324 0 0 9 2,113
Evaluating models of autoregressive conditional duration 0 0 1 733 0 0 9 1,539
Financial sector and output dynamics in the euro area countries 0 0 0 4 0 0 7 37
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 1 2 353 1 4 20 653
Forecasting economic variables with nonlinear models 0 0 0 899 2 2 41 1,921
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 298 2 4 14 591
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 93 1 1 8 234
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 1 8 259
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 0 2 0 0 4 14
Forecasting with nonlinear time series models 0 0 0 696 0 0 9 1,435
Forecasting with smooth transition autoregressive models 0 0 0 62 1 2 6 1,539
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 1 96 2 3 21 88
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 0 1 12 1,006
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 0 1 25 280
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 0 1 9 1,397
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 0 98 2 4 17 158
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 1 1 9 61
Higher-order dependence in the general Power ARCH process and a special case 0 0 0 237 0 1 9 998
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 0 0 7 25
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 0 1 12 1,698
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 0 8 408
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 1 1 6 25
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 1 2 22 1,506
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 3 16 1,514
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 0 339 1 2 17 376
Linearity and misspecification tests for vector smooth transition regression models 0 0 0 31 1 2 7 87
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 0 62 1 2 17 57
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 3 3 13 109
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 0 1 13 277
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 1 1 7 264
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 0 1 15 786
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 167 1 2 13 378
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 1 2 22 235
Modelling Economic High-Frequency Time Series 0 0 0 296 0 0 5 770
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 5 13 69 5,024
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 197 1 5 25 444
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 0 3 20 1,254
Modelling Volatility by Variance Decomposition 0 0 1 117 0 0 12 272
Modelling Volatility by Variance Decomposition 0 0 0 184 2 2 11 462
Modelling and forecasting WIG20 daily returns 0 0 1 18 2 2 21 85
Modelling and forecasting WIG20 daily returns 0 0 1 35 1 1 15 113
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 0 0 9 1,426
Modelling autoregressive processes with a shifting mean 0 0 0 88 0 1 10 221
Modelling autoregressive processes with a shifting mean 0 0 0 89 1 2 17 606
Modelling autoregressive processes with a shifting mean 0 0 0 102 1 1 12 295
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 1 269 1 1 10 563
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 0 1,026 0 1 12 2,940
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 0 0 13 346
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 0 13 1,072
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 8 9 15 139
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 1 37 1 2 15 155
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 1 256 0 2 11 617
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 1 3 12 1,121
Multivariate GARCH models 0 0 2 818 0 1 36 1,766
Multivariate GARCH models 0 0 1 455 0 0 14 1,217
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 0 0 8 1,114
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 1 157 1 2 15 311
Nonlinear models in macroeconometrics 0 0 2 382 2 2 20 186
Panel Smooth Transition Regression Models 0 0 4 258 4 11 49 980
Panel Smooth Transition Regression Models 0 1 4 850 6 13 59 2,556
Panel Smooth Transition Regression Models 7 13 47 3,309 24 58 305 10,179
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 2 13 663
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 2 6 18 267
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 0 0 11 346
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 0 9 932
Properties of Moments of a Family of GARCH Processes 0 0 0 203 1 3 12 1,424
Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints 0 0 0 17 0 0 15 2,155
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 0 3 0 0 7 42
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 1 1 9 829
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 1 2 11 93
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 1 1,811 2 6 31 3,443
Smooth Transition Models 0 0 0 3 0 3 13 1,562
Smooth transition autoregressive models - A survey of recent developments 0 0 3 463 1 3 50 932
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 0 0 6 23
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 1 2 12 553 4 6 39 983
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 0 0 5 111 0 1 23 318
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 0 0 11 1,404
Statistical methods for modelling neural networks 0 0 0 850 0 3 16 2,223
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 3 5 27 1,927
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 0 3 33 3,075
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 0 12 569
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 0 1 21 2,381
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 9 1,286
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 0 7 1,750
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 0 0 4 32
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 0 0 5 113
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 1 2 10 1,166
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 2 3 12 809
Testing constancy of the error covariance matrix in vector models 0 0 0 223 0 0 4 1,254
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 0 7 114
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 0 9 57
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 0 415 0 0 10 1,068
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 1 1 9 1,643
Testing parametric additive time-varying GARCH models 0 1 9 9 1 4 23 23
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 0 0 74 1,545
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 0 1 8 35
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 112 1 1 8 247
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 1 2 12 510
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 0 1 32 1 1 12 72
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 0 0 11 104
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 1 1 9 976
The polynomial distributed lag revisited 0 0 0 5 0 0 6 26
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 0 4 884 2 3 38 1,739
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 0 18 2,161
Transition from the Taylor rule to the zero lower bound 0 0 2 42 1 1 9 120
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 0 0 12 1,920
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 5 13 517
Univariate nonlinear time series models 0 0 0 271 0 0 9 1,264
Total Working Papers 8 20 119 36,745 134 285 2,423 136,960

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Lagrange multiplier test for testing the adequacy of constant conditional correlation GARCH model 0 0 0 3 0 1 14 36
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 102 0 0 5 342
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model 0 0 0 3 0 1 4 14
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 23 1 1 13 106
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 0 0 15 287
A simple nonlinear time series model with misleading linear properties 0 1 1 260 0 3 14 551
A time series model for an exchange rate in a target zone with applications 0 0 0 121 1 1 9 369
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 0 36 0 1 12 137
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 213 1 1 16 622
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 0 1 8 30
Building neural network models for time series: a statistical approach 0 0 0 530 0 4 20 1,187
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 2 3 950 1 3 23 2,029
Comments on N. R. Ericsson, D. F. Hendry and K.M. Prestwich, “The Demand for Broad Money in the United Kingdom, 1878–1993” 0 0 0 2 0 1 5 13
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 0 9 302
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 4 0 0 6 25
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 0 6 1 1 6 16
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 0 18 1 2 10 98
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 1 1 1 22 27
Evaluating GARCH models 0 0 4 317 1 2 24 683
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 0 0 8 256
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 0 38 0 0 11 96
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 1 1 2 21 1 2 12 75
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 0 2 12 137
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 1 1 1 48 1 1 18 134
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 0 29 0 1 6 117
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 1 1 5 163
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 0 13 0 0 10 48
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 17 0 0 5 66
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 1 322 3 6 25 917
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 2 302 0 2 17 672
Long memory and nonlinear time series 0 0 0 81 0 0 6 209
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 2 4 19 31
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 0 4 9
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 2 0 3 7 17
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 0 0 113 0 0 12 379
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 0 95 0 2 13 195
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 1 1 44 0 5 16 125
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 2 162 3 4 24 434
Modeling The Demand For M3 In The Unified Germany 0 0 0 143 0 1 11 431
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 103 0 1 11 281
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 0 1 14 1,297
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 1 18 92
Modelling changes in the unconditional variance of long stock return series 0 0 1 43 1 1 19 163
Modelling volatility by variance decomposition 0 1 4 91 1 4 24 334
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 288 0 1 10 674
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 28 150 2 11 87 310
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 1 21 125
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 1 1 56 0 1 18 211
Power Properties of Linearity Tests for Time Series 0 0 0 169 0 0 12 396
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 1 2 7 123
Properties of moments of a family of GARCH processes 0 1 1 277 0 2 39 605
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 2 0 1 14 30
Reply 0 0 0 24 1 1 10 102
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 1 2,458 1 2 44 4,834
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 0 33 1 1 18 134
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 0 0 16 343
Sir Clive William John Granger, 1934-2009 1 1 1 17 1 3 7 106
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 0 30 1 3 14 98
Stylized facts of daily return series and the hidden Markov model 0 4 5 444 4 17 30 1,091
Stylized facts of return series, robust estimates and three popular models of volatility 0 1 2 68 1 2 18 186
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 0 2 12 489
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 0 139 5 5 22 412
Testing constancy of the error covariance matrix in vector models 0 0 0 70 0 0 7 197
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 2 2 20 76
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 0 0 9 623
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 0 0 7 143
Testing the adequacy of smooth transition autoregressive models 0 0 0 672 3 6 22 1,309
Testing the constancy of regression parameters against continuous structural change 1 1 1 401 1 1 9 930
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 0 1 0 1 13 18
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 0 0 7 80
The Polynomial Distributed Lag Revisited 0 0 0 0 0 1 6 386
The combination of forecasts using changing weights 0 0 1 380 0 0 9 770
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 0 0 10 478
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 0 43 0 1 7 156
The net barter terms of trade: A smooth transition approach 0 0 0 290 0 0 5 1,492
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 0 7 0 0 13 42
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 0 0 17 1,703
Transition from the Taylor rule to the zero lower bound 0 0 2 7 0 0 19 33
Underestimation of mean square error matrix in misspecified linear models 0 0 0 10 0 0 12 77
Use of preliminary values in forecasting industrial production 0 0 0 20 1 1 6 98
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 18 0 1 13 86
Working With Clive Granger: Two Short Memories 0 0 0 47 0 0 4 92
Total Journal Articles 5 22 67 11,267 46 135 1,176 32,610

Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modelling Non-Linear Economic Relationships 0 0 0 0 1 10 75 9,010
Modelling Nonlinear Economic Time Series 0 0 0 0 3 10 37 2,057
Total Books 0 0 0 0 4 20 112 11,067

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Introduction to Univariate GARCH Models 0 0 0 0 0 0 19 19
Aspects of modelling nonlinear time series 0 0 0 275 1 1 9 722
Forecasting economic variables with nonlinear models 0 0 1 495 0 0 21 1,732
Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter 0 0 0 0 0 0 6 6
Modeling Nonlinearity over the Business Cycle 1 1 3 153 1 1 23 355
Multivariate GARCH Models 0 0 0 0 0 1 15 15
Thresholds and Smooth Transitions in Vector Autoregressive Models☆The views expressed in this article are those of the authors and should not be interpreted as reflecting the views of the European Central Bank 0 0 2 4 2 3 12 28
Unit roots, non-linearities and structural breaks 0 0 0 34 0 2 14 128
Total Chapters 1 1 6 961 4 8 119 3,005

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