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 0 3 9 501
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 0 86 3 4 12 269
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 0 4 3 3 5 21
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 57 2 4 18 189
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 100 0 3 13 156
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 324 1 1 7 898
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 2 3 27 961
A new GARCH model with a deterministic time-varying intercept 0 0 1 28 1 4 17 39
A nonlinear time series model of El Niño 0 0 0 27 1 1 15 1,113
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 1 106 1 3 19 70
A simple nonlinear time series model with misleading linear properties 0 0 0 20 3 4 15 1,230
A simple variable selection technique for nonlinear models 0 0 0 59 0 1 5 1,824
A simple variable selection technique for nonlinear models 0 0 0 7 2 3 8 466
A time series model for an exchange rate in a target zone with applications 0 0 0 225 2 2 13 853
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 0 0 10 1,255
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 275 1 2 10 716
An introduction to univariate GARCH models 0 0 3 2,505 1 2 21 4,862
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 346 3 3 27 1,310
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 3 3 12 344
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,106 2 2 12 2,652
Building neural network models for time series: A statistical approach 0 0 0 2,763 3 4 13 6,862
Common Factors in Conditional Distributions 0 0 0 7 1 1 9 62
Common factors in conditional distributions 0 0 0 223 2 3 13 1,092
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 1 8 617
Common factors in conditional distributions for Bivariate time series 0 0 0 1 0 1 10 15
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 28 4 5 15 58
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 2 3 27 81
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 17 2 2 8 54
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 1 1 10 211
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 4 6 17 190
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 1 3 15 157
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 0 2 13 1,413
Error correction in DHSY 0 0 0 213 0 0 7 639
Evaluating GARCH Models 0 0 1 816 4 5 15 1,403
Evaluating GARCH models 0 0 0 324 1 1 7 2,114
Evaluating models of autoregressive conditional duration 0 0 1 733 2 3 10 1,542
Financial sector and output dynamics in the euro area countries 0 0 0 4 2 2 8 39
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 2 353 1 2 20 654
Forecasting economic variables with nonlinear models 0 0 0 899 2 4 42 1,923
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 298 2 4 16 593
Forecasting inflation with gradual regime shifts and exogenous information 1 1 1 94 3 4 9 237
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 4 4 12 263
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 0 2 5 6 10 20
Forecasting with nonlinear time series models 0 0 0 696 1 1 10 1,436
Forecasting with smooth transition autoregressive models 0 0 0 62 2 3 8 1,541
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 2 97 2 5 22 91
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 5 5 17 1,011
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 2 2 27 282
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 1 2 11 1,399
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 0 98 1 4 18 160
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 1 2 10 62
Higher-order dependence in the general Power ARCH process and a special case 0 0 0 237 1 2 11 1,000
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 1 1 8 26
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 0 0 12 1,698
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 4 4 12 412
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 3 4 9 28
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 2 3 23 1,508
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 3 18 1,516
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 0 339 2 3 14 378
Linearity and misspecification tests for vector smooth transition regression models 0 0 0 31 3 5 9 91
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 1 1 63 1 5 21 61
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 1 4 14 110
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 0 1 13 278
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 2 4 10 267
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 0 2 21 236
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 167 4 5 17 382
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 2 3 16 789
Modelling Economic High-Frequency Time Series 0 0 0 296 3 3 7 773
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 5 14 66 5,033
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 197 1 2 20 445
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 5 5 21 1,259
Modelling Volatility by Variance Decomposition 0 0 1 117 1 1 13 273
Modelling Volatility by Variance Decomposition 0 0 0 184 2 5 12 465
Modelling and forecasting WIG20 daily returns 0 0 1 18 2 4 23 87
Modelling and forecasting WIG20 daily returns 1 1 2 36 2 3 16 115
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 1 1 10 1,427
Modelling autoregressive processes with a shifting mean 0 0 0 102 0 1 12 295
Modelling autoregressive processes with a shifting mean 0 0 0 89 0 1 15 606
Modelling autoregressive processes with a shifting mean 0 0 0 88 4 4 13 225
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 1 269 1 2 10 564
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 0 1,026 2 3 13 2,943
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 1 1 13 347
Modelling the Demand for M3 in the unified Germany 0 0 0 0 1 1 13 1,073
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 1 37 3 5 18 159
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 10 17 141
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 0 1 12 1,121
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 1 256 1 1 12 618
Multivariate GARCH models 0 1 2 456 1 2 16 1,219
Multivariate GARCH models 0 0 2 818 2 2 28 1,768
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 2 3 11 1,117
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 1 157 3 5 17 315
Nonlinear models in macroeconometrics 0 0 0 382 1 3 16 187
Panel Smooth Transition Regression Models 6 18 52 3,320 27 71 316 10,226
Panel Smooth Transition Regression Models 2 2 4 260 6 12 51 988
Panel Smooth Transition Regression Models 2 3 5 853 7 16 59 2,566
Parameterizing Unconditional Skewness in Models for Financial Time Series 1 1 1 235 1 1 14 664
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 0 2 18 267
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 2 2 12 348
Power Properties of Linearity Tests for Time Series 0 0 0 0 2 3 12 935
Properties of Moments of a Family of GARCH Processes 0 0 0 203 4 5 16 1,428
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 15 2,156
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 0 3 2 2 8 44
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 4 5 13 833
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 2 3 11 95
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 2 1,812 2 5 28 3,446
Smooth Transition Models 0 0 0 3 3 4 17 1,566
Smooth transition autoregressive models - A survey of recent developments 0 1 4 464 5 8 51 939
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 0 1 9 553 2 6 34 985
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 0 0 3 111 3 3 21 321
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 1 1 11 1,405
Statistical methods for modelling neural networks 0 0 0 850 1 1 17 2,224
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 4 8 29 1,932
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 7 9 40 3,084
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 1 3 14 572
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 1 1 22 2,382
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 3 3 10 1,753
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 2 3 12 1,289
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 4 4 8 36
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 1 1 6 114
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 3 4 13 1,169
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 1 4 10 811
Testing constancy of the error covariance matrix in vector models 0 0 0 223 0 1 4 1,255
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 2 3 9 117
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 2 5 14 62
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 1 1 1 416 1 2 10 1,070
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 4 7 13 1,649
Testing parametric additive time-varying GARCH models 0 0 1 9 3 4 22 26
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 2 3 75 1,548
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 2 2 10 37
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 1 2 13 511
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 112 2 3 9 249
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 0 1 32 4 5 14 76
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 0 1 11 105
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 2 3 11 978
The polynomial distributed lag revisited 0 0 0 5 1 1 7 27
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 0 4 884 3 8 37 1,745
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 1 1 18 2,162
Transition from the Taylor rule to the zero lower bound 0 0 2 42 1 2 10 121
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 3 3 14 1,923
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 3 15 519
Univariate nonlinear time series models 0 0 0 271 1 2 11 1,266
Total Working Papers 15 33 119 36,770 301 526 2,585 137,352

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 0 13 36
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 102 2 2 7 344
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model 0 0 0 3 1 1 5 15
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 23 2 3 15 108
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 1 1 14 288
A simple nonlinear time series model with misleading linear properties 0 0 1 260 2 2 16 553
A time series model for an exchange rate in a target zone with applications 0 0 0 121 2 3 11 371
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 0 36 0 0 11 137
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 213 1 2 17 623
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 0 0 8 30
Building neural network models for time series: a statistical approach 0 0 0 530 2 2 22 1,189
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 3 5 7 955 6 11 32 2,039
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 1 1 4 14
Common factors in conditional distributions for bivariate time series 0 0 0 109 2 4 13 306
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 4 2 2 7 27
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 0 6 2 3 7 18
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 0 18 1 4 13 101
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 1 0 1 19 27
Evaluating GARCH models 0 0 4 317 5 7 27 689
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 2 3 22 2 5 14 79
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 2 2 13 139
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 1 1 48 2 3 17 136
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 0 29 2 2 8 119
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 1 2 6 164
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 0 13 1 1 11 49
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 17 3 3 8 69
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 322 2 6 27 920
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 2 302 4 4 19 676
Long memory and nonlinear time series 0 0 0 81 2 2 7 211
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 2 4 21 33
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 1 5 10
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 2 0 0 7 17
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 0 0 113 1 1 13 380
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 0 95 4 4 15 199
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 1 1 2 45 3 4 19 129
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 2 162 2 6 22 437
Modeling The Demand For M3 In The Unified Germany 0 0 0 143 1 1 12 432
Modelling Autoregressive Processes with a Shifting Mean 1 1 1 104 3 4 14 285
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 0 0 12 1,297
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 4 4 19 96
Modelling changes in the unconditional variance of long stock return series 0 0 1 43 2 4 21 166
Modelling volatility by variance decomposition 0 0 3 91 1 3 24 336
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 288 3 3 13 677
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 26 154 1 9 86 317
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 2 2 23 127
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 1 56 1 1 17 212
Power Properties of Linearity Tests for Time Series 0 0 0 169 1 2 14 398
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 0 1 7 123
Properties of moments of a family of GARCH processes 0 0 1 277 3 4 43 609
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 2 1 1 15 31
Reply 0 0 0 24 1 3 11 104
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 2 2 2,460 4 10 39 4,843
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 0 33 1 4 19 137
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 0 1 15 344
Sir Clive William John Granger, 1934-2009 0 1 1 17 3 4 10 109
Specification and testing of multiplicative time-varying GARCH models with applications 0 1 1 31 4 7 20 104
Stylized facts of daily return series and the hidden Markov model 0 1 6 445 3 8 34 1,095
Stylized facts of return series, robust estimates and three popular models of volatility 0 0 2 68 2 4 19 189
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 2 2 14 491
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 0 139 0 6 22 413
Testing constancy of the error covariance matrix in vector models 0 0 0 70 0 2 8 199
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 2 5 22 79
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 0 0 8 623
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 1 1 7 144
Testing the adequacy of smooth transition autoregressive models 0 0 0 672 4 7 26 1,313
Testing the constancy of regression parameters against continuous structural change 0 2 2 402 2 5 11 934
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 0 1 1 1 14 19
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 1 1 8 81
The Polynomial Distributed Lag Revisited 0 0 0 0 1 1 7 387
The combination of forecasts using changing weights 0 0 0 380 4 4 11 774
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 9 478
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 0 43 1 1 8 157
The net barter terms of trade: A smooth transition approach 0 1 1 291 1 2 7 1,494
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 0 7 1 1 12 43
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 1 1 16 1,704
Transition from the Taylor rule to the zero lower bound 0 0 2 7 2 3 22 36
Underestimation of mean square error matrix in misspecified linear models 0 0 0 10 1 1 13 78
Use of preliminary values in forecasting industrial production 0 0 0 20 4 5 10 102
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 18 1 1 14 87
Working With Clive Granger: Two Short Memories 0 0 0 47 5 5 9 97
Total Journal Articles 7 23 74 11,285 141 234 1,277 32,798

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 4 8 71 9,017
Modelling Nonlinear Economic Time Series 0 0 0 0 1 5 35 2,059
Total Books 0 0 0 0 5 13 106 11,076

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 1 2 21 21
Aspects of modelling nonlinear time series 0 0 0 275 4 5 13 726
Forecasting economic variables with nonlinear models 0 0 1 495 1 1 21 1,733
Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter 0 0 0 0 1 1 7 7
Modeling Nonlinearity over the Business Cycle 0 1 3 153 0 1 20 355
Multivariate GARCH Models 0 0 0 0 4 4 19 19
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 1 3 5 4 8 18 34
Unit roots, non-linearities and structural breaks 0 0 0 34 2 2 16 130
Total Chapters 0 2 7 962 17 24 135 3,025

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