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 2 6 491
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 0 86 0 0 36 255
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 1 1 1 4 1 1 1 14
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 99 0 0 1 141
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 1 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 27 27 1 5 19 19
A nonlinear time series model of El Niño 0 0 0 27 0 0 1 1,097
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 0 0 104 0 0 4 50
A simple nonlinear time series model with misleading linear properties 0 0 0 20 0 0 2 1,214
A simple variable selection technique for nonlinear models 0 0 0 59 0 0 1 1,816
A simple variable selection technique for nonlinear models 0 0 0 7 0 0 2 457
A time series model for an exchange rate in a target zone with applications 0 0 0 225 0 0 0 836
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 0 0 2 1,243
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 2 3 2,502 2 7 19 4,838
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 0 1 2 329
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 346 0 0 0 1,282
Building Neural Network Models for Time Series: A Statistical Approach 0 0 1 1,106 0 1 6 2,638
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 2 2 6,847
Common Factors in Conditional Distributions 0 0 0 7 0 0 0 53
Common factors in conditional distributions 0 0 0 223 0 0 0 1,078
Common factors in conditional distributions for Bivariate time series 0 1 1 1 1 2 3 3
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 0 1 607
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 1 43
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 0 0 4 52
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 16 0 0 0 43
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 0 0 1 172
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 1 46 0 0 5 142
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 0 0 0 1,392
Error correction in DHSY 0 0 1 213 0 0 3 631
Evaluating GARCH Models 0 0 2 815 0 0 5 1,385
Evaluating GARCH models 0 0 0 324 0 1 2 2,104
Evaluating models of autoregressive conditional duration 0 0 1 732 0 0 3 1,530
Financial sector and output dynamics in the euro area countries 0 0 0 4 0 0 0 30
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 2 351 0 0 3 632
Forecasting economic variables with nonlinear models 1 1 2 899 2 2 11 1,879
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 93 0 0 0 225
Forecasting inflation with gradual regime shifts and exogenous information 0 0 1 298 0 3 4 577
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 1 1 249
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 2 2 7 1,533
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 5 94 1 2 10 64
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 0 0 2 255
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 0 0 1 994
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 0 0 0 141
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 0 0 0 51
Higher-order dependence in the general Power ARCH process and a special case 0 0 1 237 0 1 2 989
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 0 0 0 17
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 0 1 400
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 0 1 3 1,686
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 1 1 767 0 3 4 1,484
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 1 2 5 339 2 3 8 358
Linearity and misspecification tests for vector smooth transition regression models 0 0 1 31 0 0 3 79
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 3 62 0 2 9 40
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 0 0 2 95
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 0 0 1 263
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 0 0 0 213
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 0 1 1 770
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 1 1 4 365
Modelling Economic High-Frequency Time Series 0 0 0 296 0 0 0 765
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 6 21 135 4,939
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 3 196 0 0 3 419
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 0 0 2 1,233
Modelling Volatility by Variance Decomposition 0 1 1 116 0 1 2 260
Modelling Volatility by Variance Decomposition 0 1 1 184 0 2 3 450
Modelling and forecasting WIG20 daily returns 0 0 0 34 1 1 3 98
Modelling and forecasting WIG20 daily returns 0 0 1 17 0 0 2 64
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 1 1 2 1,416
Modelling autoregressive processes with a shifting mean 0 0 0 89 0 0 1 589
Modelling autoregressive processes with a shifting mean 0 0 0 88 0 0 1 211
Modelling autoregressive processes with a shifting mean 0 0 0 102 0 0 2 282
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 268 0 0 1 553
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 1 1,026 0 1 3 2,927
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 0 1 3 333
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 0 2 1,059
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 5 123
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 0 1 140
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 1 6 816 3 7 27 1,728
Multivariate GARCH models 0 1 3 454 0 1 7 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 0 0 4 296
Nonlinear models in macroeconometrics 0 0 4 380 1 2 6 166
Panel Smooth Transition Regression Models 1 3 14 844 5 11 48 2,491
Panel Smooth Transition Regression Models 5 12 53 3,248 20 56 234 9,833
Panel Smooth Transition Regression Models 1 2 19 253 7 14 51 925
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 0 2 649
Parameterizing unconditional skewness in models for financial time series 0 0 0 85 8 8 8 248
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 0 1 2 332
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 0 1 923
Properties of Moments of a Family of GARCH Processes 0 0 0 203 0 1 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 0 1 1 2,140
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 1 1 3 0 1 3 34
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 0 0 3 819
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 0 0 1 82
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 2 1,810 0 0 11 3,411
Smooth Transition Models 0 0 0 3 0 0 3 1,547
Smooth transition autoregressive models - A survey of recent developments 0 0 3 459 0 4 14 880
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 1 2 11 541 2 4 16 943
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 2 2 10 102 3 5 30 290
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 0 0 1 1,392
Statistical methods for modelling neural networks 0 0 0 850 0 0 0 2,206
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 1 3 14 1,900
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 7 8 15 3,035
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 0 0 556
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 0 1 2 2,360
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 0 0 1,743
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 4 1,276
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 2 1,156
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 0 1 2 797
Testing constancy of the error covariance matrix in vector models 0 0 0 223 0 0 0 1,250
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 0 1 106
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 1 2 2 48
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 2 415 1 1 4 1,057
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 0 1 6 1,634
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 0 0 3 1,470
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 1 497
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 112 0 0 0 239
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 0 0 31 0 1 2 60
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 1 93
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 2 967
The polynomial distributed lag revisited 0 0 0 5 0 0 0 20
Thresholds and Smooth Transitions in Vector Autoregressive Models 1 1 5 879 1 4 16 1,694
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 0 3 2,143
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 1 1 13 1,906
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 0 4 504
Univariate nonlinear time series models 0 0 0 271 0 0 3 1,254
Total Working Papers 14 36 199 36,600 84 213 973 134,380


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 0 21
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 0 1 7
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 1 1 22 0 1 2 91
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 0 0 2 271
A simple nonlinear time series model with misleading linear properties 0 0 0 259 0 0 6 536
A time series model for an exchange rate in a target zone with applications 0 0 0 121 0 0 1 359
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 1 1 36 1 2 5 125
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 3 7 0 0 9 20
Building neural network models for time series: a statistical approach 0 0 0 529 0 1 5 1,164
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 1 4 947 2 4 13 2,000
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 1 2 0 0 1 7
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 1 3 293
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 1 4 0 0 1 19
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 0 5 0 0 1 9
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 1 2 18 0 1 3 86
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 0 0 1 2 2
Evaluating GARCH models 0 1 8 313 0 2 15 658
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 0 1 3 248
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 1 1 38 0 3 3 85
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 2 2 3 59
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 1 2 38 1 2 4 124
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 4 47 0 0 6 116
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 2 29 0 0 2 111
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 0 1 1 158
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 2 13 0 1 3 38
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 15 0 0 1 58
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 1 320 0 1 12 891
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 300 1 1 9 654
Long memory and nonlinear time series 0 0 0 81 0 0 1 203
Long monthly European temperature series and the North Atlantic Oscillation 0 0 2 5 0 1 5 12
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 1 2 0 0 3 5
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 2 0 0 0 10
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 2 2 4 113 2 2 6 367
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 1 95 0 0 5 182
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 0 0 2 108
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 2 160 0 0 5 410
Modeling The Demand For M3 In The Unified Germany 0 1 1 143 0 1 1 420
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 103 0 0 0 270
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 0 1 1 1,282
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 0 2 74
Modelling changes in the unconditional variance of long stock return series 0 0 1 42 0 1 3 144
Modelling volatility by variance decomposition 0 0 1 87 0 1 7 308
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 288 0 0 1 664
POWER OF THE NEURAL NETWORK LINEARITY TEST 4 9 39 118 7 17 60 212
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 1 1 98
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 0 55 0 0 2 192
Power Properties of Linearity Tests for Time Series 0 0 0 169 0 0 2 384
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 3 4 276 0 4 10 565
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 1 16
Reply 0 0 0 24 0 0 4 92
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1 3 14 2,454 2 9 52 4,781
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 1 2 33 0 1 2 115
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 0 1 2 327
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 1 3 30 0 1 5 83
Stylized facts of daily return series and the hidden Markov model 0 0 2 439 1 2 6 1,061
Stylized facts of return series, robust estimates and three popular models of volatility 0 0 1 66 0 0 1 167
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 0 1 8 477
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 1 139 0 0 5 388
Testing constancy of the error covariance matrix in vector models 0 0 0 70 0 0 0 190
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 1 11 0 0 3 56
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 0 0 5 614
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 0 0 0 135
Testing the adequacy of smooth transition autoregressive models 0 0 2 671 1 2 9 1,283
Testing the constancy of regression parameters against continuous structural change 0 1 5 400 1 3 9 920
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 2 4 4
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 0 2 2 72
The Polynomial Distributed Lag Revisited 0 0 0 0 0 0 2 380
The combination of forecasts using changing weights 0 0 2 379 1 1 5 761
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 5 468
The extended Stein procedure for simultaneous model selection and parameter estimation 1 1 1 43 1 1 1 148
The net barter terms of trade: A smooth transition approach 0 0 0 290 0 1 4 1,487
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 1 7 0 0 4 29
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 0 0 2 1,684
Transition from the Taylor rule to the zero lower bound 0 0 2 5 0 0 5 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 0 72
Working With Clive Granger: Two Short Memories 0 0 0 47 0 0 2 88
Total Journal Articles 8 29 127 11,186 23 82 395 31,347


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 12 86 8,916
Modelling Nonlinear Economic Time Series 0 0 0 0 2 7 32 2,014
Total Books 0 0 0 0 6 19 118 10,930


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 1 1 6 713
Forecasting economic variables with nonlinear models 0 1 4 494 1 3 10 1,709
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 0 330
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 7 14
Unit roots, non-linearities and structural breaks 0 0 0 34 0 0 7 112
Total Chapters 0 1 6 955 2 5 30 2,878


Statistics updated 2025-07-04