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 12 442
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 1 1 1 80 2 4 14 185
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 0 3 0 1 5 13
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 2 52 0 1 8 156
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 92 0 1 4 126
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 3 322 1 3 11 882
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 0 4 15 899
A nonlinear time series model of El Niño 0 0 0 27 0 2 15 1,069
A simple nonlinear time series model with misleading linear properties 0 0 0 20 1 4 16 1,195
A simple variable selection technique for nonlinear models 0 0 0 59 1 2 6 1,806
A simple variable selection technique for nonlinear models 0 0 0 7 1 2 6 451
A time series model for an exchange rate in a target zone with applications 0 0 0 225 2 4 12 807
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 1 3 8 1,223
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 273 0 2 5 699
An introduction to univariate GARCH models 2 4 39 2,421 4 13 82 4,583
Another Look at Swedish Business Cycles, 1861-1988 0 0 4 346 1 2 10 1,269
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 1 4 8 313
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,097 0 3 7 2,607
Building neural network models for time series: A statistical approach 1 1 1 2,762 2 7 16 6,827
Common Factors in Conditional Distributions 0 0 2 6 0 0 7 46
Common factors in conditional distributions 0 0 0 223 1 1 5 1,075
Common factors in conditional distributions for Bivariate time series 0 0 3 240 0 1 7 602
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 26 26 0 4 24 24
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 1 1 40 40 1 3 25 25
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 1 10 10 1 2 25 25
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 1 76 0 1 4 189
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 1 60 0 1 4 156
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 1 1 9 37 2 3 19 98
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 1 2 3 715 1 2 9 1,374
Error correction in DHSY 0 0 0 211 3 7 14 606
Evaluating GARCH Models 0 0 0 808 0 1 7 1,360
Evaluating GARCH models 0 0 0 324 1 3 13 2,070
Evaluating models of autoregressive conditional duration 1 1 1 729 1 3 10 1,514
Financial sector and output dynamics in the euro area countries 0 0 0 4 0 0 6 26
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 2 4 9 341 5 8 20 595
Forecasting economic variables with nonlinear models 0 0 1 890 0 4 19 1,839
Forecasting inflation with gradual regime shifts and exogenous information 0 0 1 90 0 2 6 209
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 292 1 3 11 541
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 1 4 153 0 3 11 237
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 1 2 0 0 1 10
Forecasting with nonlinear time series models 0 1 3 690 0 2 25 1,410
Forecasting with smooth transition autoregressive models 0 0 0 62 1 4 17 1,493
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 0 0 11 978
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 1 3 9 248
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 0 1 9 1,358
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 2 96 0 1 7 132
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 0 3 8 46
Higher-order dependence in the general Power ARCH process and a special case 0 0 1 232 0 0 6 980
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 2 3 4 15
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 1 2 19 1,670
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 1 9 393
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 0 1 5 17
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 1 3 762 1 3 11 1,456
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 1 6 11 1,479
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 2 320 1 5 15 302
Linearity and misspecification tests for vector smooth transition regression models 0 1 2 26 0 1 7 65
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 1 52 52 0 6 39 39
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 2 95 0 1 6 246
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 107 1 1 5 248
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 165 1 2 7 341
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 3 204 0 3 32 742
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 1 71 0 3 10 205
Modelling Economic High-Frequency Time Series 0 0 1 296 0 0 5 762
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 17 42 169 4,312
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 3 192 0 1 11 408
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 2 4 26 1,209
Modelling Volatility by Variance Decomposition 0 1 2 107 3 6 24 222
Modelling Volatility by Variance Decomposition 0 0 0 178 0 2 7 431
Modelling and forecasting WIG20 daily returns 0 0 3 34 0 2 16 87
Modelling and forecasting WIG20 daily returns 0 0 2 15 0 2 10 54
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 2 8 20 1,360
Modelling autoregressive processes with a shifting mean 0 0 1 87 3 10 26 198
Modelling autoregressive processes with a shifting mean 0 2 5 99 0 6 24 259
Modelling autoregressive processes with a shifting mean 0 0 0 89 1 4 12 566
Modelling conditional correlations of asset returns: A smooth transition approach 0 0 0 264 1 2 7 539
Modelling economic high-frequency time series with STAR-STGARCH models 0 1 9 1,014 1 7 29 2,890
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 0 1 4 325
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 2 7 1,050
Models with Multiplicative Decomposition of Conditional Variances and Correlations 1 2 7 45 1 9 28 86
Models with Multiplicative Decomposition of Conditional Variances and Correlations 1 2 13 30 6 14 50 105
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 2 2 12 1,040
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 1 4 253 0 4 17 589
Multivariate GARCH models 0 1 5 445 1 4 30 1,095
Multivariate GARCH models 3 6 30 757 5 17 70 1,544
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 0 2 5 1,100
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 1 155 0 1 8 287
Nonlinear models in macroeconometrics 1 2 7 359 1 3 17 125
Panel Smooth Transition Regression Models 2 6 45 697 4 32 164 1,911
Panel Smooth Transition Regression Models 12 38 173 2,673 60 190 660 7,442
Panel Smooth Transition Regression Models 3 14 53 106 8 36 186 347
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 1 3 233 1 6 14 639
Parameterizing unconditional skewness in models for financial time series 0 0 0 83 1 2 8 233
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 0 1 15 323
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 0 3 916
Properties of Moments of a Family of GARCH Processes 0 0 0 203 0 0 11 1,398
Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints 0 0 0 17 1 3 7 2,100
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 0 2 0 1 2 25
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 0 3 12 804
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 222 0 1 5 75
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 8 1,789 2 5 35 3,314
Smooth Transition Models 0 0 0 3 2 4 14 1,501
Smooth transition autoregressive models - A survey of recent developments 2 5 11 430 6 14 53 787
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 0 1 6 14
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 0 2 11 494 0 8 29 822
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 0 0 4 56 2 2 21 134
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 1 3 21 1,364
Statistical methods for modelling neural networks 0 0 0 849 1 2 6 2,202
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 0 8 22 1,826
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 10 24 153 2,766
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 0 3 542
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 14 40 94 2,238
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 2 6 1,739
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 0 0 2 1,264
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 0 2 6 25
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 1 1 4 101
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 1 6 18 1,113
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 0 0 3 792
Testing constancy of the error covariance matrix in vector models 0 0 0 220 1 4 8 1,228
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 70 1 2 4 86
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 2 4 13 35
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 4 408 2 4 12 1,037
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 0 0 10 1,622
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 1 3 13 1,439
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 0 1 8 16
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 1 112 3 4 11 230
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 0 0 3 490
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 0 1 31 1 4 12 48
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 4 84
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 1 203 0 0 4 962
The polynomial distributed lag revisited 0 0 0 3 0 1 4 16
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 4 10 818 1 11 46 1,536
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 2 28 2,111
Transition from the Taylor rule to the zero lower bound 1 2 10 23 4 16 42 70
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 3 10 84 1,686
Unit roots, nonlinearities and structural breaks 0 0 1 288 1 5 13 477
Univariate nonlinear time series models 0 0 0 271 1 8 30 1,194
Total Working Papers 37 113 663 34,791 226 800 3,345 125,803


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 5 12
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 101 2 2 4 332
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 14 1 1 9 68
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 1 64 0 0 3 262
A simple nonlinear time series model with misleading linear properties 1 1 3 247 1 2 16 499
A time series model for an exchange rate in a target zone with applications 1 1 5 115 2 3 17 305
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 0 33 2 3 6 102
Another Look at Swedish Business Cycles, 1861-1988 0 0 4 211 1 3 11 583
Building neural network models for time series: a statistical approach 0 1 2 522 0 3 6 1,132
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 3 4 20 897 5 14 62 1,875
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 1 0 0 1 1
Common factors in conditional distributions for bivariate time series 2 3 7 108 2 3 10 281
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 0 15 0 0 3 64
Evaluating GARCH models 0 0 4 277 0 0 17 576
Evaluating Models of Autoregressive Conditional Duration 0 0 0 106 0 1 3 239
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 1 31 0 1 5 71
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 1 1 8 2 3 5 33
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 2 5 26 0 3 15 84
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 1 1 2 37 1 2 7 96
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 0 25 0 0 1 101
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 0 0 2 156
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 2 2 2 1 5 13 13
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 0 14 0 0 1 53
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 2 315 0 0 11 855
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 1 6 292 2 3 17 608
Long memory and nonlinear time series 0 0 2 79 0 1 6 195
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 0 0 0 0 4
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 2 2 100 4 8 16 243
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 5 74 1 2 10 143
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 1 3 38 1 2 12 92
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 4 151 0 0 13 377
Modeling The Demand For M3 In The Unified Germany 1 1 2 141 1 1 7 407
Modelling Autoregressive Processes with a Shifting Mean 0 0 1 100 0 3 17 232
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 0 0 5 1,275
Modelling and Forecasting WIG20 Daily Returns 1 1 2 8 1 2 14 54
Modelling changes in the unconditional variance of long stock return series 0 0 3 40 0 0 11 129
Modelling volatility by variance decomposition 1 1 4 74 1 2 11 241
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 286 2 2 6 649
POWER OF THE NEURAL NETWORK LINEARITY TEST 0 0 3 3 0 3 10 14
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 25 1 1 3 89
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 2 53 1 1 12 171
Power Properties of Linearity Tests for Time Series 0 0 0 168 0 0 1 375
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 0 0 1 112
Properties of moments of a family of GARCH processes 0 0 10 245 2 3 32 489
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 0 0 1 1 5
Reply 0 0 0 24 0 2 4 78
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 2 5 28 2,376 13 27 88 4,544
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 0 31 1 1 1 110
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 0 0 9 318
Sir Clive William John Granger, 1934-2009 0 0 0 16 0 0 4 86
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 1 15 0 2 11 53
Stylized facts of daily return series and the hidden Markov model 1 3 6 424 7 11 30 1,021
Stylized facts of return series, robust estimates and three popular models of volatility 1 1 3 64 1 1 4 155
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 2 5 17 441
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 2 136 0 1 11 371
Testing constancy of the error covariance matrix in vector models 0 0 0 69 0 0 1 186
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 10 1 3 8 44
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 1 4 175 1 4 13 587
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 36 0 1 9 116
Testing the adequacy of smooth transition autoregressive models 0 0 8 635 2 12 38 1,182
Testing the constancy of regression parameters against continuous structural change 0 2 5 379 2 6 18 863
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 1 2 2 69
The Polynomial Distributed Lag Revisited 0 0 0 0 0 0 1 374
The combination of forecasts using changing weights 0 1 6 361 1 2 12 722
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 1 455
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 4 38 0 3 14 131
The net barter terms of trade: A smooth transition approach 0 0 1 288 1 1 3 1,463
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 2 2 0 1 6 6
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 1 6 16 1,661
Underestimation of mean square error matrix in misspecified linear models 0 0 0 9 0 0 4 62
Use of preliminary values in forecasting industrial production 0 0 0 20 0 0 3 88
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 17 0 0 3 68
Working With Clive Granger: Two Short Memories 0 0 0 47 0 0 4 85
Total Journal Articles 15 36 180 10,510 72 177 773 29,036


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 39 122 528 7,155
Modelling Nonlinear Economic Time Series 0 0 0 0 5 20 61 1,437
Total Books 0 0 0 0 44 142 589 8,592


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 3 271 0 2 16 695
Forecasting economic variables with nonlinear models 0 2 8 472 3 9 32 1,638
Modeling Nonlinearity over the Business Cycle 1 1 4 146 1 3 15 315
Unit roots, non-linearities and structural breaks 1 1 4 20 1 2 11 66
Total Chapters 2 4 19 909 5 16 74 2,714


Statistics updated 2020-11-03