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 1 8 431
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 1 1 79 0 4 8 172
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 0 3 0 1 2 9
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 2 91 1 2 11 123
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 50 3 5 23 151
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 319 1 3 7 872
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 0 5 16 888
A nonlinear time series model of El Niño 0 0 0 27 1 5 11 1,059
A simple nonlinear time series model with misleading linear properties 0 0 0 20 1 3 15 1,182
A simple variable selection technique for nonlinear models 0 0 0 7 0 2 3 446
A simple variable selection technique for nonlinear models 0 0 0 59 1 2 5 1,802
A time series model for an exchange rate in a target zone with applications 0 0 0 225 0 2 6 795
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 1 1 5 1,216
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 273 0 1 4 694
An introduction to univariate GARCH models 6 15 31 2,391 14 28 81 4,521
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 0 1 4 305
Another Look at Swedish Business Cycles, 1861-1988 0 0 1 342 0 2 6 1,260
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,097 0 2 7 2,601
Building neural network models for time series: A statistical approach 0 0 1 2,761 1 7 13 6,813
Common Factors in Conditional Distributions 0 1 1 4 1 4 8 41
Common factors in conditional distributions 0 0 0 223 1 3 7 1,072
Common factors in conditional distributions for Bivariate time series 1 2 7 238 1 4 13 598
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 7 24 24 24 4 11 11 11
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 4 35 35 35 3 12 12 12
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 1 9 9 9 10 15 15 15
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 1 59 0 2 6 153
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 1 1 75 1 3 5 187
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 4 8 31 1 6 15 83
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 1 2 712 0 1 8 1,365
Error correction in DHSY 0 0 2 211 2 2 6 594
Evaluating GARCH Models 0 1 1 808 1 4 4 1,355
Evaluating GARCH models 0 0 0 324 1 7 14 2,060
Evaluating models of autoregressive conditional duration 0 1 1 728 2 5 8 1,508
Financial sector and output dynamics in the euro area countries 0 0 0 4 0 1 4 21
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 3 5 335 4 10 22 582
Forecasting economic variables with nonlinear models 0 1 3 889 1 5 12 1,823
Forecasting inflation with gradual regime shifts and exogenous information 0 0 2 292 0 2 9 530
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 89 0 2 13 203
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 2 149 0 2 7 226
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 0 1 0 1 4 9
Forecasting with nonlinear time series models 0 1 9 687 1 14 55 1,394
Forecasting with smooth transition autoregressive models 0 0 0 62 2 5 19 1,479
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 0 1 11 967
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 0 3 5 241
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 2 4 9 1,351
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 1 2 95 0 1 9 126
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 1 5 64 0 3 10 39
Higher-order dependence in the general Power ARCH process and a special case 0 0 0 231 1 4 8 976
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 0 1 4 12
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 1 6 18 1,655
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 3 5 9 388
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 1 2 2 14
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 2 3 759 0 3 12 1,445
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 0 3 13 1,468
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 4 318 0 3 19 288
Linearity and misspecification tests for vector smooth transition regression models 0 0 2 24 0 1 13 59
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 13 44 44 44 2 17 17 17
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 1 2 107 1 3 11 244
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 93 1 2 15 241
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 1 2 165 1 3 9 335
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 70 1 1 6 196
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 1 4 201 1 8 24 714
Modelling Economic High-Frequency Time Series 0 0 0 295 0 2 3 759
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 18 52 219 4,181
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 1 189 1 3 8 398
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 3 9 21 1,190
Modelling Volatility by Variance Decomposition 0 1 2 178 1 5 8 426
Modelling Volatility by Variance Decomposition 0 0 1 105 5 8 13 205
Modelling and forecasting WIG20 daily returns 0 2 3 14 2 8 14 47
Modelling and forecasting WIG20 daily returns 0 1 2 32 2 12 16 76
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 0 2 20 1,341
Modelling autoregressive processes with a shifting mean 0 0 0 86 1 2 5 173
Modelling autoregressive processes with a shifting mean 0 0 1 94 0 3 9 236
Modelling autoregressive processes with a shifting mean 0 0 0 89 1 1 5 555
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 1 264 1 2 4 533
Modelling economic high-frequency time series with STAR-STGARCH models 1 3 10 1,008 1 4 39 2,864
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 0 1 1 321
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 1 6 1,044
Models with Multiplicative Decomposition of Conditional Variances and Correlations 2 2 15 19 5 10 46 63
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 2 13 39 1 10 42 62
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 4 249 3 7 15 577
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 2 5 15 1,032
Multivariate GARCH models 0 0 5 440 2 4 21 1,067
Multivariate GARCH models 0 9 27 731 1 15 76 1,480
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 0 3 4 1,095
Nonlinear models for autoregressive conditional heteroskedasticity 0 1 1 154 0 2 9 280
Nonlinear models in macroeconometrics 0 4 20 353 0 8 32 111
Panel Smooth Transition Regression Models 6 15 34 665 13 31 96 1,770
Panel Smooth Transition Regression Models 10 40 133 2,527 34 144 571 6,870
Panel Smooth Transition Regression Models 5 12 43 61 20 45 139 194
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 230 0 3 5 627
Parameterizing unconditional skewness in models for financial time series 0 0 0 83 0 2 11 226
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 2 7 24 313
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 1 7 913
Properties of Moments of a Family of GARCH Processes 0 0 0 203 1 7 14 1,392
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 3 2,093
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 0 2 0 0 4 23
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 1 6 9 796
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 222 1 3 6 72
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 2 6 1,782 2 7 30 3,283
Smooth Transition Models 0 0 0 3 1 6 13 1,490
Smooth transition autoregressive models - A survey of recent developments 1 4 16 420 4 14 42 743
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 0 1 4 9
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 1 3 11 484 2 6 31 795
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 1 1 11 53 1 4 27 116
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 3 8 17 1,349
Statistical methods for modelling neural networks 0 0 1 849 1 5 9 2,199
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 1 3 15 1,807
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 17 55 116 2,651
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 2 6 540
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 2 4 11 2,147
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 1 2 1,263
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 1 1 3 1,734
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 0 3 3 21
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 0 6 8 99
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 1 4 10 1,099
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 0 7 8 790
Testing constancy of the error covariance matrix in vector models 0 1 1 220 1 3 4 1,221
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 1 1 70 0 1 6 82
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 2 5 12 26
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 0 404 2 3 6 1,027
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 0 6 10 1,614
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 0 2 11 1,428
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 3 7 9 14
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 1 4 112 1 2 8 221
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 1 2 8 488
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 3 28 30 1 11 29 38
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 1 11 0 1 11 81
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 1 202 0 0 3 958
The polynomial distributed lag revisited 0 0 0 3 0 2 3 12
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 2 19 808 0 11 70 1,492
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 6 8 24 2,091
Transition from the Taylor rule to the zero lower bound 1 1 13 14 5 13 35 36
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 8 18 55 1,617
Unit roots, nonlinearities and structural breaks 0 2 4 288 0 3 15 465
Univariate nonlinear time series models 0 0 0 271 6 11 23 1,172
Total Working Papers 61 265 652 34,325 269 946 2,973 123,060


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 0 1 2 3 9
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 101 1 2 6 329
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 2 13 3 4 16 62
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 63 0 0 7 259
A simple nonlinear time series model with misleading linear properties 1 1 2 245 3 6 13 488
A time series model for an exchange rate in a target zone with applications 1 1 7 111 2 5 13 292
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 1 33 1 2 4 97
Another Look at Swedish Business Cycles, 1861-1988 0 0 1 207 1 1 8 573
Building neural network models for time series: a statistical approach 0 0 1 520 0 0 6 1,126
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 5 24 878 3 11 83 1,818
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 0 0 0 0 0
Common factors in conditional distributions for bivariate time series 2 6 9 105 2 6 13 275
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 0 15 0 0 4 61
Evaluating GARCH models 0 0 1 273 2 4 10 562
Evaluating Models of Autoregressive Conditional Duration 0 0 0 106 0 2 5 238
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 1 30 0 2 4 67
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 1 2 7 0 4 12 28
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 1 4 22 0 4 14 72
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 35 0 0 4 89
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 1 25 0 1 7 100
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 0 2 5 154
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 14 0 1 1 52
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 5 313 2 4 14 846
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 1 3 286 0 3 16 592
Long memory and nonlinear time series 0 0 0 77 1 2 6 190
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 0 0 0 4 4
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 1 8 98 0 3 21 227
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 2 3 70 1 4 7 135
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 1 35 0 3 8 81
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 1 147 1 5 14 365
Modeling The Demand For M3 In The Unified Germany 0 0 1 139 0 2 13 401
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 99 0 4 9 215
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 1 2 6 1,272
Modelling and Forecasting WIG20 Daily Returns 0 0 3 6 1 6 18 44
Modelling changes in the unconditional variance of long stock return series 1 1 1 38 1 2 4 119
Modelling volatility by variance decomposition 1 3 3 71 3 7 19 234
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 286 0 3 5 644
POWER OF THE NEURAL NETWORK LINEARITY TEST 0 0 0 0 0 0 4 4
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 25 0 1 5 86
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 1 51 0 2 10 161
Power Properties of Linearity Tests for Time Series 0 0 1 168 0 1 8 374
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 1 2 6 112
Properties of moments of a family of GARCH processes 0 1 8 235 0 5 29 457
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 0 0 0 4 4
Reply 0 0 1 24 0 0 4 74
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 4 9 24 2,353 5 14 73 4,464
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 0 31 0 1 6 109
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 1 1 115 0 4 10 309
Sir Clive William John Granger, 1934-2009 0 0 0 16 1 1 2 83
Specification and testing of multiplicative time-varying GARCH models with applications 0 1 2 14 2 5 10 45
Stylized facts of daily return series and the hidden Markov model 0 0 6 418 3 6 25 995
Stylized facts of return series, robust estimates and three popular models of volatility 0 0 1 61 0 2 6 151
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 3 7 17 428
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 1 2 135 1 5 11 362
Testing constancy of the error covariance matrix in vector models 0 0 0 69 0 1 4 185
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 1 10 0 1 12 37
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 171 1 3 9 576
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 36 1 5 11 109
Testing the adequacy of smooth transition autoregressive models 0 1 16 628 1 11 47 1,150
Testing the constancy of regression parameters against continuous structural change 0 2 6 375 2 4 22 848
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 0 0 5 67
The Polynomial Distributed Lag Revisited 0 0 0 0 0 1 5 373
The combination of forecasts using changing weights 0 0 1 355 0 1 13 711
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 0 1 11 454
The extended Stein procedure for simultaneous model selection and parameter estimation 2 2 3 36 2 3 14 119
The net barter terms of trade: A smooth transition approach 0 0 0 287 0 0 5 1,460
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 0 0 0 0 0 0
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 2 3 7 1,647
Underestimation of mean square error matrix in misspecified linear models 0 0 0 9 0 1 4 59
Use of preliminary values in forecasting industrial production 0 1 1 20 0 2 5 85
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 17 0 2 5 65
Working With Clive Granger: Two Short Memories 0 0 0 47 1 2 5 83
Total Journal Articles 12 43 160 10,351 56 206 816 28,366


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 60 158 825 6,731
Modelling Nonlinear Economic Time Series 0 0 0 0 2 10 212 1,383
Total Books 0 0 0 0 62 168 1,037 8,114


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 1 2 268 1 4 11 680
Forecasting economic variables with nonlinear models 1 2 5 465 3 9 28 1,611
Modeling Nonlinearity over the Business Cycle 0 0 2 142 1 3 15 303
Unit roots, non-linearities and structural breaks 0 0 0 16 1 3 13 58
Total Chapters 1 3 9 891 6 19 67 2,652


Statistics updated 2020-01-03