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 6 495
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 0 86 0 2 7 262
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 1 4 0 1 4 17
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 100 0 5 9 150
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 0 3 6 177
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 324 1 4 5 895
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 9 20 20 954
A new GARCH model with a deterministic time-varying intercept 0 0 0 27 1 8 19 31
A nonlinear time series model of El Niño 0 0 0 27 1 8 10 1,107
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 1 1 2 106 2 8 9 59
A simple nonlinear time series model with misleading linear properties 0 0 0 20 2 5 10 1,224
A simple variable selection technique for nonlinear models 0 0 0 59 0 3 6 1,822
A simple variable selection technique for nonlinear models 0 0 0 7 1 3 6 462
A time series model for an exchange rate in a target zone with applications 0 0 0 225 2 7 12 848
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 0 7 10 1,253
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 275 1 6 6 712
An introduction to univariate GARCH models 1 2 4 2,504 1 10 25 4,856
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 346 0 15 18 1,300
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 0 5 9 337
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,106 0 6 10 2,647
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 5 9 6,854
Common Factors in Conditional Distributions 0 0 0 7 3 6 6 59
Common factors in conditional distributions 0 0 0 223 1 4 8 1,086
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 5 7 614
Common factors in conditional distributions for Bivariate time series 0 0 1 1 2 6 12 13
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 28 2 5 6 49
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 5 9 12 63
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 1 17 1 3 6 49
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 1 4 6 177
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 1 6 6 207
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 0 7 11 152
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 0 6 18 1,410
Error correction in DHSY 0 0 0 213 1 6 7 638
Evaluating GARCH Models 1 1 1 816 4 6 10 1,394
Evaluating GARCH models 0 0 0 324 2 6 10 2,113
Evaluating models of autoregressive conditional duration 0 1 1 733 0 3 5 1,535
Financial sector and output dynamics in the euro area countries 0 0 0 4 0 3 5 35
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 0 1 351 3 11 15 646
Forecasting economic variables with nonlinear models 0 0 1 899 5 27 31 1,908
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 298 0 7 10 584
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 93 1 4 7 232
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 0 1 5 253
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 0 2 2 4 4 14
Forecasting with nonlinear time series models 0 0 0 696 0 5 7 1,433
Forecasting with smooth transition autoregressive models 0 0 0 62 1 3 7 1,536
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 1 1 4 96 1 6 18 79
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 3 16 17 272
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 1 6 6 1,000
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 1 4 5 1,393
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 0 98 1 9 10 151
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 0 4 5 56
Higher-order dependence in the general Power ARCH process and a special case 0 0 1 237 0 3 5 992
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 0 4 6 23
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 3 7 10 1,695
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 2 7 8 408
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 1 4 4 23
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 1 767 0 8 15 1,496
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 0 7 7 1,505
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 3 339 0 4 16 370
Linearity and misspecification tests for vector smooth transition regression models 0 0 0 31 0 2 5 84
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 0 62 3 11 15 53
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 1 4 8 103
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 0 2 10 273
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 0 2 2 259
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 0 5 12 781
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 166 1 5 11 374
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 1 6 15 228
Modelling Economic High-Frequency Time Series 0 0 0 296 1 4 5 770
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 8 22 83 4,993
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 1 1 1 197 1 8 14 433
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 2 6 14 1,247
Modelling Volatility by Variance Decomposition 0 0 1 184 0 4 11 458
Modelling Volatility by Variance Decomposition 0 0 1 116 1 4 7 266
Modelling and forecasting WIG20 daily returns 0 1 1 35 0 4 8 104
Modelling and forecasting WIG20 daily returns 0 1 2 18 0 11 15 78
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 0 2 8 1,423
Modelling autoregressive processes with a shifting mean 0 0 0 88 1 2 6 217
Modelling autoregressive processes with a shifting mean 0 0 0 102 1 6 7 289
Modelling autoregressive processes with a shifting mean 0 0 0 89 1 5 9 598
Modelling conditional correlations of asset returns: A smooth transition approach 1 1 1 269 1 4 6 559
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 0 1,026 0 4 9 2,935
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 3 8 12 344
Modelling the Demand for M3 in the unified Germany 0 0 0 0 3 9 13 1,072
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 4 6 128
Models with Multiplicative Decomposition of Conditional Variances and Correlations 1 1 1 37 2 5 6 146
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 1 1 1 256 2 8 8 614
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 1 3 4 1,113
Multivariate GARCH models 1 2 3 818 4 18 37 1,758
Multivariate GARCH models 0 1 2 455 0 6 9 1,211
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 1 4 4 1,110
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 1 157 2 4 8 304
Nonlinear models in macroeconometrics 0 0 3 382 2 7 16 179
Panel Smooth Transition Regression Models 0 0 9 849 7 16 56 2,534
Panel Smooth Transition Regression Models 5 12 54 3,284 37 109 280 10,044
Panel Smooth Transition Regression Models 0 0 6 257 4 14 48 955
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 1 7 10 659
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 0 7 19 259
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 1 3 11 342
Power Properties of Linearity Tests for Time Series 0 0 0 0 0 5 6 929
Properties of Moments of a Family of GARCH Processes 0 0 0 203 0 5 7 1,418
Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints 0 0 0 17 0 8 11 2,150
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 1 3 1 2 6 39
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 1 4 5 824
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 1 2 6 88
Smooth Transition Autoregressive Models - A Survey of Recent Developments 0 0 1 1,810 1 8 18 3,427
Smooth Transition Models 0 0 0 3 1 7 10 1,557
Smooth transition autoregressive models - A survey of recent developments 0 2 4 463 5 24 39 915
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 1 4 4 21
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 1 5 13 550 4 13 31 968
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 0 3 15 111 4 12 33 313
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 0 3 8 1,399
Statistical methods for modelling neural networks 0 0 0 850 1 7 9 2,215
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 0 7 16 1,912
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 4 10 29 3,056
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 0 5 7 563
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 3 15 18 2,376
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 2 5 6 1,282
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 0 4 4 1,747
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 0 3 4 32
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 0 5 5 113
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 2 5 6 1,162
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 1 4 10 806
Testing constancy of the error covariance matrix in vector models 0 0 0 223 0 3 4 1,254
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 0 2 8 113
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 0 5 8 54
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 0 415 0 6 10 1,066
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 1 2 7 1,640
Testing parametric additive time-varying GARCH models 0 0 8 8 3 9 15 15
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 6 57 64 1,534
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 0 5 5 32
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 112 1 4 6 245
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 3 6 8 505
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 1 1 1 32 1 4 8 67
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 1 4 7 100
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 1 7 7 974
The polynomial distributed lag revisited 0 0 0 5 1 5 5 25
Thresholds and Smooth Transitions in Vector Autoregressive Models 0 2 5 883 6 15 35 1,725
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 0 8 11 2,154
Transition from the Taylor rule to the zero lower bound 1 2 2 42 1 5 6 117
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 0 2 8 1,912
Unit roots, nonlinearities and structural breaks 0 0 0 290 1 2 8 511
Univariate nonlinear time series models 0 0 0 271 0 5 9 1,263
Total Working Papers 17 42 161 36,705 221 1,048 1,933 136,040

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 2 9 30
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 102 0 3 3 340
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model 0 0 0 3 0 1 6 12
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 2 23 0 4 9 99
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 3 6 10 281
A simple nonlinear time series model with misleading linear properties 0 0 0 259 2 8 10 545
A time series model for an exchange rate in a target zone with applications 0 0 0 121 1 4 5 364
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 1 36 3 6 10 133
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 213 5 10 13 619
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 1 7 1 4 9 28
Building neural network models for time series: a statistical approach 0 0 1 530 2 8 12 1,175
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 2 948 0 7 19 2,014
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 0 2 5 12
Common factors in conditional distributions for bivariate time series 0 0 0 109 0 3 7 299
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 4 0 4 5 24
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 1 6 0 1 4 13
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 1 18 0 5 8 93
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 0 9 20 21
Evaluating GARCH models 3 3 6 316 7 14 22 676
Evaluating Models of Autoregressive Conditional Duration 0 1 1 108 0 3 5 252
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 1 38 1 4 7 89
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 0 0 19 0 6 15 71
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 1 38 1 5 9 131
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 47 1 10 14 130
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 0 29 1 2 2 113
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 0 1 2 159
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 0 13 0 4 7 44
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 2 17 0 2 5 63
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 2 322 8 13 18 908
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 1 1 301 2 5 9 662
Long memory and nonlinear time series 0 0 0 81 0 4 5 208
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 1 4 7 17
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 1 3 8
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 2 0 2 2 12
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 0 2 113 1 5 8 373
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 0 95 1 6 10 192
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 0 5 11 118
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 161 0 3 10 420
Modeling The Demand For M3 In The Unified Germany 0 0 1 143 5 7 9 428
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 103 1 5 7 277
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 2 4 8 1,289
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 1 12 16 89
Modelling changes in the unconditional variance of long stock return series 0 0 0 42 2 8 12 154
Modelling volatility by variance decomposition 0 1 2 89 2 10 17 323
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 288 0 6 7 671
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 32 136 8 38 85 275
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 5 11 20 117
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 0 55 0 8 12 204
Power Properties of Linearity Tests for Time Series 0 0 0 169 1 7 8 392
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 2 3 4 120
Properties of moments of a family of GARCH processes 0 0 3 276 0 32 38 599
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 2 2 9 11 26
Reply 0 0 0 24 2 5 7 99
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 8 2,458 3 11 50 4,819
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 1 33 0 5 12 126
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 4 11 14 340
Sir Clive William John Granger, 1934-2009 0 0 0 16 0 3 3 102
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 3 30 0 5 10 90
Stylized facts of daily return series and the hidden Markov model 0 0 0 439 0 6 12 1,071
Stylized facts of return series, robust estimates and three popular models of volatility 0 1 1 67 1 6 10 177
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 0 5 9 483
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 0 139 0 9 15 400
Testing constancy of the error covariance matrix in vector models 0 0 0 70 0 3 4 194
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 3 9 11 67
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 0 6 7 621
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 1 3 6 141
Testing the adequacy of smooth transition autoregressive models 0 0 1 672 2 11 20 1,300
Testing the constancy of regression parameters against continuous structural change 0 0 1 400 0 5 11 928
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 1 1 1 6 13 13
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 3 7 10 80
The Polynomial Distributed Lag Revisited 0 0 0 0 0 2 2 382
The combination of forecasts using changing weights 0 0 1 380 1 4 7 767
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 1 6 8 476
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 1 43 0 3 5 152
The net barter terms of trade: A smooth transition approach 0 0 0 290 2 3 5 1,490
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 0 7 1 2 5 34
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 1 11 16 1,700
Transition from the Taylor rule to the zero lower bound 1 2 2 7 3 10 11 25
Underestimation of mean square error matrix in misspecified linear models 0 0 0 10 1 9 9 74
Use of preliminary values in forecasting industrial production 0 0 0 20 0 2 2 94
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 18 3 8 10 82
Working With Clive Granger: Two Short Memories 0 0 0 47 0 1 3 91
Total Journal Articles 5 14 85 11,230 105 523 896 32,130

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 9 29 88 8,983
Modelling Nonlinear Economic Time Series 0 0 0 0 5 11 34 2,039
Total Books 0 0 0 0 14 40 122 11,022

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 0 14 14 14
Aspects of modelling nonlinear time series 0 0 0 275 1 4 6 718
Forecasting economic variables with nonlinear models 0 1 2 495 2 14 21 1,727
Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter 0 0 0 0 1 5 5 5
Modeling Nonlinearity over the Business Cycle 0 0 1 151 1 6 13 343
Multivariate GARCH Models 0 0 0 0 0 12 12 12
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 1 3 1 8 12 24
Unit roots, non-linearities and structural breaks 0 0 0 34 1 5 11 122
Total Chapters 0 2 4 958 7 68 94 2,965

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