Access Statistics for Timo Teräsvirta

Author contact details at EconPapers.

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 4 4 489
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 1 86 35 35 38 255
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 0 3 0 0 0 13
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 0 2 2 171
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 99 1 1 1 141
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 324 2 2 2 890
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 1 2 3 934
A new GARCH model with a deterministic time-varying intercept 1 2 27 27 2 6 12 12
A nonlinear time series model of El Niño 0 0 0 27 0 0 2 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 2 4 50
A simple nonlinear time series model with misleading linear properties 0 0 0 20 1 1 3 1,214
A simple variable selection technique for nonlinear models 0 0 0 59 1 1 2 1,816
A simple variable selection technique for nonlinear models 0 0 0 7 1 1 1 456
A time series model for an exchange rate in a target zone with applications 0 0 0 225 0 0 2 836
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 1 2 5 1,243
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 275 0 0 1 706
An introduction to univariate GARCH models 0 0 3 2,500 1 3 24 4,831
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 1 1 1 328
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 1 2 7 2,637
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 0 1 6,845
Common Factors in Conditional Distributions 0 0 0 7 0 0 1 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 0 0 0 1 1 1 1
Common factors in conditional distributions for Bivariate time series 0 0 0 240 1 1 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 1 47 2 2 5 51
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 1 171
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 0 0 2 201
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 46 0 0 9 141
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 0 0 1 1,392
Error correction in DHSY 0 0 1 213 1 1 4 631
Evaluating GARCH Models 0 0 4 815 0 1 6 1,384
Evaluating GARCH models 0 0 0 324 0 0 4 2,103
Evaluating models of autoregressive conditional duration 0 0 1 732 0 1 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 2 350 1 1 6 631
Forecasting economic variables with nonlinear models 0 0 1 898 1 2 14 1,877
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 0 1 574
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 1 157 0 0 1 248
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 7 1,529
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 4 92 0 2 10 61
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 0 1 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 1 1 2 1,388
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 1 98 0 0 1 141
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 0 236 0 0 0 987
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 1 1 1 400
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 1 2 4 1,685
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 0 766 0 0 1 1,481
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 1 2 1,498
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 1 1 2 336 1 1 6 354
Linearity and misspecification tests for vector smooth transition regression models 0 0 1 31 1 1 3 79
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 1 6 62 0 3 14 38
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 1 1 4 95
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 0 1 257
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 1 108 1 1 2 263
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 0 0 1 213
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 1 2 2 363
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 0 0 0 769
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 5 20 136 4,910
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 1 1 5 1,233
Modelling Volatility by Variance Decomposition 0 0 1 115 0 1 4 259
Modelling Volatility by Variance Decomposition 0 0 0 183 0 0 1 447
Modelling and forecasting WIG20 daily returns 0 0 0 34 1 1 2 96
Modelling and forecasting WIG20 daily returns 0 0 0 16 1 1 1 63
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 0 0 1 1,415
Modelling autoregressive processes with a shifting mean 0 0 0 102 1 1 2 282
Modelling autoregressive processes with a shifting mean 0 0 0 89 1 1 1 589
Modelling autoregressive processes with a shifting mean 0 0 0 88 1 1 1 211
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 1 268 1 1 3 553
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 2 1,026 0 1 3 2,926
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 1 2 2 332
Modelling the Demand for M3 in the unified Germany 0 0 0 0 1 1 2 1,059
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 36 0 0 2 140
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 0 1 5 122
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 1 1 2 1,109
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 1 255 0 0 2 606
Multivariate GARCH models 0 2 10 815 2 6 38 1,721
Multivariate GARCH models 0 0 3 453 0 1 10 1,202
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 0 2 3 1,106
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 0 156 2 2 4 296
Nonlinear models in macroeconometrics 0 2 4 379 0 2 5 163
Panel Smooth Transition Regression Models 4 9 55 3,230 21 48 266 9,764
Panel Smooth Transition Regression Models 1 3 15 840 6 15 56 2,478
Panel Smooth Transition Regression Models 1 4 24 251 3 8 61 907
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 0 2 2 649
Parameterizing unconditional skewness in models for financial time series 0 0 1 85 0 0 3 240
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 0 1 1 331
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 0 2 923
Properties of Moments of a Family of GARCH Processes 0 0 0 203 1 1 2 1,411
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 0 2,139
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 0 2 1 2 2 33
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 1 1 4 819
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 0 0 2 82
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 4 1,809 4 6 17 3,409
Smooth Transition Models 0 0 0 3 0 1 7 1,547
Smooth transition autoregressive models - A survey of recent developments 2 3 5 459 4 6 12 876
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 1 1 1 17
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 0 1 9 537 0 3 22 937
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 0 2 7 96 2 8 27 280
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 0 0 3 1,391
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 3 4 17 1,896
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 4 4 7 3,027
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 0 4 556
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 0 0 6 2,358
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 5 1,276
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 0 1 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 1 1 1 108
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 1 1 2 1,156
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 1 1 2 796
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 23 0 0 0 46
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 0 0 105
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 1 1 2 415 2 2 3 1,056
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 0 3 5 1,633
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 1 2 4 1,470
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 2 3 4 27
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 1 1 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 1 1 1 59
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 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 1 2 967
The polynomial distributed lag revisited 0 0 0 5 0 0 0 20
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 0 14 878 0 2 24 1,690
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 1 3 5 2,143
Transition from the Taylor rule to the zero lower bound 0 0 2 40 1 1 5 111
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 0 8 13 1,904
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 1 3 503
Univariate nonlinear time series models 0 0 0 271 0 1 5 1,254
Total Working Papers 12 33 223 36,544 147 283 1,089 134,107

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 0 6
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 0 21 0 1 1 90
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 0 0 3 271
A simple nonlinear time series model with misleading linear properties 0 0 1 259 2 2 7 535
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 0 0 35 0 0 4 123
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 213 1 1 1 606
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 1 2 6 1 3 9 19
Building neural network models for time series: a statistical approach 0 0 1 529 0 2 7 1,163
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 1 6 946 2 3 15 1,995
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 2 292
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 2 19
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 1 5 0 0 3 9
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 1 17 0 0 9 85
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 0 0 1 1 1
Evaluating GARCH models 0 0 12 310 0 1 28 654
Evaluating Models of Autoregressive Conditional Duration 0 0 0 107 2 2 3 247
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 1 37 0 0 1 82
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 19 0 0 2 56
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 2 37 0 0 3 122
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 1 6 47 0 2 8 116
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 0 0 157
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 2 13 0 0 3 37
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 15 1 1 1 58
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 1 320 2 3 12 890
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 300 2 4 9 653
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 10
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 2 2 0 0 5 5
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 1 2 0 0 1 10
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 1 2 111 1 2 4 365
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 2 95 1 2 6 182
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 1 43 1 1 2 107
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 3 160 0 2 7 410
Modeling The Demand For M3 In The Unified Germany 0 0 0 142 0 0 0 419
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 103 0 0 3 270
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 0 0 1 1,281
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 0 2 73
Modelling changes in the unconditional variance of long stock return series 0 0 1 42 0 0 1 142
Modelling volatility by variance decomposition 0 0 4 87 2 3 12 306
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 39 104 6 16 63 190
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 0 0 0 97
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 0 55 0 1 3 192
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 1 1 1 273 3 6 6 561
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 0 15
Reply 0 0 0 24 1 2 4 92
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 1 2 19 2,450 3 10 62 4,769
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 1 1 32 0 1 1 114
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 0 0 1 326
Sir Clive William John Granger, 1934-2009 0 0 0 16 10 11 11 99
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 0 27 1 1 2 80
Stylized facts of daily return series and the hidden Markov model 1 1 4 439 2 2 7 1,059
Stylized facts of return series, robust estimates and three popular models of volatility 0 0 1 66 0 0 2 167
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 1 2 6 474
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 2 139 0 0 3 385
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 1 1 11 0 2 5 56
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 1 2 5 614
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 0 0 1 135
Testing the adequacy of smooth transition autoregressive models 0 1 5 671 0 2 13 1,280
Testing the constancy of regression parameters against continuous structural change 0 2 4 399 0 2 6 917
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 0 0 0 70
The Polynomial Distributed Lag Revisited 0 0 0 0 1 1 3 380
The combination of forecasts using changing weights 0 0 5 379 0 0 8 760
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 3 4 5 468
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 0 42 0 0 1 147
The net barter terms of trade: A smooth transition approach 0 0 1 290 0 1 4 1,485
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 1 7 1 1 4 29
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 0 2 3 1,684
Transition from the Taylor rule to the zero lower bound 0 0 2 5 2 3 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 7 22 145 11,145 53 110 428 31,234

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 3 21 111 8,895
Modelling Nonlinear Economic Time Series 0 0 0 0 2 6 39 2,005
Total Books 0 0 0 0 5 27 150 10,900

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 1 1 1 275 2 4 6 712
Forecasting economic variables with nonlinear models 0 0 4 493 0 3 10 1,706
Modeling Nonlinearity over the Business Cycle 0 0 0 150 0 0 2 330
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 1 1 2 2 4 5 8 12
Unit roots, non-linearities and structural breaks 0 0 0 34 0 1 7 111
Total Chapters 2 2 7 954 6 13 33 2,871

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03