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 1 1 7 492
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 0 86 1 2 37 257
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 1 4 2 2 3 16
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 99 1 2 3 143
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 0 0 2 171
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 324 0 0 3 891
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 0 0 2 934
A new GARCH model with a deterministic time-varying intercept 0 0 20 27 0 3 18 22
A nonlinear time series model of El Niño 0 0 0 27 0 0 1 1,098
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 1 105 0 0 3 51
A simple nonlinear time series model with misleading linear properties 0 0 0 20 1 1 2 1,215
A simple variable selection technique for nonlinear models 0 0 0 59 1 3 4 1,819
A simple variable selection technique for nonlinear models 0 0 0 7 0 1 3 458
A time series model for an exchange rate in a target zone with applications 0 0 0 225 2 4 4 840
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 1 1 4 1,245
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 275 0 0 0 706
An introduction to univariate GARCH models 0 0 2 2,502 0 3 16 4,841
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 2 3 5 332
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 346 0 1 1 1,283
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,106 1 2 5 2,640
Building neural network models for time series: A statistical approach 0 0 0 2,763 1 1 4 6,849
Common factors in conditional distributions 0 0 0 223 1 1 1 1,079
Common factors in conditional distributions for Bivariate time series 0 0 1 1 1 2 5 5
Common factors in conditional distributions for Bivariate time series 0 0 0 240 2 2 3 609
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 28 0 0 0 43
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 1 1 17 1 2 3 46
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 1 2 5 54
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 1 1 2 173
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 0 0 0 201
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 0 0 1 142
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 3 7 8 1,400
Error correction in DHSY 0 0 0 213 1 1 2 632
Evaluating GARCH Models 0 0 1 815 3 3 6 1,388
Evaluating GARCH models 0 0 0 324 2 3 4 2,107
Evaluating models of autoregressive conditional duration 0 0 0 732 2 2 3 1,532
Financial sector and output dynamics in the euro area countries 0 0 0 4 1 1 1 31
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 351 1 2 4 634
Forecasting economic variables with nonlinear models 0 0 2 899 1 2 8 1,881
Forecasting inflation with gradual regime shifts and exogenous information 0 0 1 298 0 0 4 577
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 93 2 3 3 228
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 2 3 251
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 0 2 0 0 0 10
Forecasting with nonlinear time series models 0 0 0 696 0 0 0 1,426
Forecasting with smooth transition autoregressive models 0 0 0 62 0 0 4 1,533
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 0 4 95 2 4 11 69
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 0 0 1 255
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 0 0 0 994
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 0 0 1 1,388
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 0 98 1 1 1 142
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 0 1 1 52
Higher-order dependence in the general Power ARCH process and a special case 0 0 1 237 0 0 2 989
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 0 1 1 18
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 0 0 3 1,686
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 0 1 400
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 0 0 0 19
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 1 767 1 1 4 1,485
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 0 0 1 1,498
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 4 339 4 5 12 364
Linearity and misspecification tests for vector smooth transition regression models 0 0 0 31 2 2 4 82
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 1 62 0 0 6 40
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 0 0 3 96
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 0 0 257
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 1 2 3 265
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 0 0 4 365
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 1 3 4 773
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 1 2 2 215
Modelling Economic High-Frequency Time Series 0 0 0 296 1 1 1 766
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 6 18 83 4,967
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 0 196 6 6 6 425
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 4 5 6 1,238
Modelling Volatility by Variance Decomposition 0 0 1 116 0 0 2 260
Modelling Volatility by Variance Decomposition 0 0 1 184 2 3 6 453
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling and forecasting WIG20 daily returns 0 0 0 34 0 1 4 99
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 0 1 2 1,417
Modelling autoregressive processes with a shifting mean 0 0 0 102 0 0 2 283
Modelling autoregressive processes with a shifting mean 0 0 0 89 2 2 3 591
Modelling autoregressive processes with a shifting mean 0 0 0 88 1 1 2 212
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 268 1 1 2 554
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 0 1,026 2 3 5 2,930
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 1 1 4 334
Modelling the Demand for M3 in the unified Germany 0 0 0 0 1 1 3 1,060
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 3 124
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 1 1 141
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 255 0 0 0 606
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 0 0 1 1,109
Multivariate GARCH models 0 0 3 816 7 11 28 1,740
Multivariate GARCH models 0 0 1 454 0 0 2 1,203
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 0 0 2 1,106
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 0 156 2 2 5 298
Nonlinear models in macroeconometrics 0 2 5 382 3 5 10 171
Panel Smooth Transition Regression Models 5 15 53 3,268 19 59 221 9,910
Panel Smooth Transition Regression Models 1 3 13 256 4 9 46 937
Panel Smooth Transition Regression Models 0 4 14 848 4 14 48 2,507
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 1 3 650
Parameterizing unconditional skewness in models for financial time series 0 0 0 85 0 0 9 249
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 1 2 6 336
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 0 0 923
Properties of Moments of a Family of GARCH Processes 0 0 0 203 0 0 2 1,412
Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints 0 0 0 17 1 1 2 2,141
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 1 3 1 1 5 36
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 0 1 2 820
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 2 2 2 84
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 2 1,810 6 7 15 3,418
Smooth Transition Models 0 0 0 3 0 0 4 1,549
Smooth transition autoregressive models - A survey of recent developments 0 0 4 460 6 7 18 888
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 0 0 1 17
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 3 3 8 544 7 8 18 951
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 2 5 14 108 5 8 31 300
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 0 1 3 1,394
Statistical methods for modelling neural networks 0 0 0 850 0 0 1 2,207
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 2 3 12 1,903
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 1 8 22 3,044
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 1 2 558
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 0 0 2 2,360
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 1 1,277
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 0 0 1,743
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 0 0 0 28
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 0 0 1 108
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 0 0 1 1,156
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 4 4 6 801
Testing constancy of the error covariance matrix in vector models 0 0 0 223 0 1 1 1,251
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 1 2 3 108
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 0 2 48
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 1 415 2 3 6 1,060
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 2 2 6 1,636
Testing parametric additive time-varying GARCH models 3 8 8 8 1 4 4 4
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 2 2 5 1,473
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 0 0 3 27
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 0 0 2 498
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 112 1 1 1 240
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 0 0 31 2 2 4 62
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 1 1 2 94
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 0 0 1 967
The polynomial distributed lag revisited 0 0 0 5 0 0 0 20
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 0 4 880 6 9 23 1,708
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 1 4 2,144
Transition from the Taylor rule to the zero lower bound 0 0 0 40 0 0 1 111
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 0 2 13 1,909
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 0 3 504
Univariate nonlinear time series models 0 0 0 271 0 0 2 1,255
Total Working Papers 14 41 176 36,644 170 319 1,017 134,714
1 registered items for which data could not be found

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 1 1 2 23
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 102 0 0 0 337
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model 0 0 0 3 0 2 4 10
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 22 0 0 4 93
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 2 3 4 274
A simple nonlinear time series model with misleading linear properties 0 0 0 259 0 0 5 537
A time series model for an exchange rate in a target zone with applications 0 0 0 121 0 1 2 360
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 1 36 1 1 3 126
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 213 0 0 1 606
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 2 7 0 1 7 22
Building neural network models for time series: a statistical approach 0 0 1 530 0 0 7 1,167
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 1 4 948 0 2 18 2,007
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 2 2 3 10
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 0 2 293
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 1 4 1 1 2 20
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 1 1 6 1 2 2 11
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 1 18 0 1 4 88
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 3 4 8 8
Evaluating GARCH models 0 0 4 313 1 3 10 662
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 0 0 3 248
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 1 38 0 0 3 85
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 2 5 9 65
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 1 38 1 2 4 126
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 1 47 1 3 5 119
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 0 29 0 0 0 111
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 0 0 1 158
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 0 13 0 0 1 38
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 2 2 17 0 2 4 61
Investigating Stability and Linearity of a German M1 Money Demand Function 1 1 2 322 1 1 9 893
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 300 2 2 8 657
Long memory and nonlinear time series 0 0 0 81 1 1 1 204
Long monthly European temperature series and the North Atlantic Oscillation 0 0 1 5 0 0 4 12
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 1 2 0 0 1 5
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 2 0 0 0 10
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 0 3 113 0 0 4 367
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 0 95 2 2 5 184
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 1 2 4 110
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 0 160 5 5 7 415
Modeling The Demand For M3 In The Unified Germany 0 0 1 143 0 0 1 420
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 103 1 1 1 271
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 2 2 4 1,285
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 1 3 4 77
Modelling changes in the unconditional variance of long stock return series 0 0 0 42 0 1 3 145
Modelling volatility by variance decomposition 1 1 1 88 2 2 9 312
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 288 0 0 0 664
POWER OF THE NEURAL NETWORK LINEARITY TEST 2 9 36 128 3 14 63 231
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 1 7 104
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 0 55 2 3 4 195
Power Properties of Linearity Tests for Time Series 0 0 0 169 0 0 1 384
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 0 0 0 116
Properties of moments of a family of GARCH processes 0 0 4 276 0 0 11 566
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 2 0 0 1 16
Reply 0 0 0 24 1 1 4 93
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1 4 14 2,458 11 20 50 4,804
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 2 33 2 2 5 118
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 2 2 3 329
Sir Clive William John Granger, 1934-2009 0 0 0 16 0 0 11 99
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 0 0 5 84
Stylized facts of daily return series and the hidden Markov model 0 0 1 439 0 0 4 1,061
Stylized facts of return series, robust estimates and three popular models of volatility 0 0 1 66 0 2 4 170
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 0 0 7 477
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 0 139 1 1 7 391
Testing constancy of the error covariance matrix in vector models 0 0 0 70 0 1 1 191
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 1 11 1 1 3 57
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 1 1 5 615
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 1 1 2 137
Testing the adequacy of smooth transition autoregressive models 0 1 2 672 0 1 10 1,287
Testing the constancy of regression parameters against continuous structural change 0 0 3 400 2 3 9 923
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 1 1 0 0 5 5
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 0 0 3 73
The Polynomial Distributed Lag Revisited 0 0 0 0 0 0 1 380
The combination of forecasts using changing weights 1 1 1 380 2 2 4 763
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 1 1 5 469
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 1 43 0 0 2 149
The net barter terms of trade: A smooth transition approach 0 0 0 290 0 0 3 1,487
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 1 7 1 2 4 31
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 1 3 6 1,688
Transition from the Taylor rule to the zero lower bound 0 0 1 5 0 0 4 14
Underestimation of mean square error matrix in misspecified linear models 0 0 0 10 0 0 1 65
Use of preliminary values in forecasting industrial production 0 0 0 20 0 0 0 92
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 18 0 0 1 73
Working With Clive Granger: Two Short Memories 0 0 0 47 0 0 1 88
Total Journal Articles 6 21 103 11,211 66 120 440 31,521

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 7 20 79 8,946
Modelling Nonlinear Economic Time Series 0 0 0 0 4 6 25 2,024
Total Books 0 0 0 0 11 26 104 10,970

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Aspects of modelling nonlinear time series 0 0 1 275 0 0 5 713
Forecasting economic variables with nonlinear models 0 0 2 494 1 1 11 1,712
Modeling Nonlinearity over the Business Cycle 0 0 0 150 3 5 5 335
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 1 2 0 1 9 16
Unit roots, non-linearities and structural breaks 0 0 0 34 0 2 6 114
Total Chapters 0 0 4 955 4 9 36 2,890

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