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 1 2 8 497
A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model 0 0 0 86 2 2 9 264
A Review of PC-GIVE: A Statistical Package for Econometric Modelling 0 0 1 4 1 1 5 18
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 0 56 4 5 11 182
A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market 0 0 1 100 2 2 11 152
A Time Series Model for an Exchange Rate in a Target Zone with Applications 0 0 0 324 2 3 6 897
A general framework for testing the Granger noncausality hypothesis 0 0 0 258 1 13 24 958
A new GARCH model with a deterministic time-varying intercept 0 0 0 27 0 3 16 33
A nonlinear time series model of El Niño 0 0 0 27 4 6 15 1,112
A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model 0 1 2 106 4 9 16 66
A simple nonlinear time series model with misleading linear properties 0 0 0 20 2 4 12 1,226
A simple variable selection technique for nonlinear models 0 0 0 59 0 1 7 1,823
A simple variable selection technique for nonlinear models 0 0 0 7 1 2 6 463
A time series model for an exchange rate in a target zone with applications 0 0 0 225 1 5 15 851
An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure 0 0 0 161 1 2 12 1,255
An application of the analogy between vector ARCH and vector random coefficient autoregressive models 0 0 0 275 2 3 8 714
An introduction to univariate GARCH models 0 1 3 2,504 1 2 24 4,857
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 26 2 2 11 339
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 346 3 5 23 1,305
Building Neural Network Models for Time Series: A Statistical Approach 0 0 0 1,106 3 3 12 2,650
Building neural network models for time series: A statistical approach 0 0 0 2,763 0 1 10 6,855
Common Factors in Conditional Distributions 0 0 0 7 1 5 8 61
Common factors in conditional distributions 0 0 0 223 3 4 11 1,089
Common factors in conditional distributions for Bivariate time series 0 0 0 1 1 3 12 14
Common factors in conditional distributions for Bivariate time series 0 0 0 240 0 2 9 616
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 28 3 5 9 52
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 0 47 12 19 25 77
Comprehensive Testing of Linearity against the Smooth Transition Autoregressive Model 0 0 1 17 3 4 9 52
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 76 3 4 9 210
Conditional Correlation Models of Autoregressive Conditional Heteroskedasticity with Nonstationary GARCH Equations 0 0 0 64 6 7 11 183
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 0 46 1 1 11 153
Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions 0 0 0 721 0 1 19 1,411
Error correction in DHSY 0 0 0 213 1 2 8 639
Evaluating GARCH Models 0 1 1 816 3 7 12 1,397
Evaluating GARCH models 0 0 0 324 0 2 10 2,113
Evaluating models of autoregressive conditional duration 0 0 1 733 2 3 8 1,538
Financial sector and output dynamics in the euro area countries 0 0 0 4 2 2 7 37
Forecasting Macroeconomic Variables using Neural Network Models and Three Automated Model Selection Techniques 0 1 1 352 2 6 17 649
Forecasting economic variables with nonlinear models 0 0 1 899 8 15 41 1,918
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 298 2 2 9 586
Forecasting inflation with gradual regime shifts and exogenous information 0 0 0 93 0 1 7 232
Forecasting performance of three automated modelling techniques during the economic crisis 2007-2009 0 0 0 157 3 4 8 257
Forecasting the Outputof Finnish Forest Industries Using Business Survey Data 0 0 0 2 0 2 4 14
Forecasting with nonlinear time series models 0 0 0 696 2 2 9 1,435
Forecasting with smooth transition autoregressive models 0 0 0 62 0 2 6 1,537
Four Australian Banks and the Multivariate Time-Varying Smooth Transition Correlation GARCH model 0 1 2 96 4 5 20 83
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 49 3 4 9 1,003
Fourth Moment Structure of a Family of First-Order Exponential GARCH Models 0 0 0 0 2 8 22 277
Fourth Moment Structure of the GARCH (p, q) Process 0 0 0 81 2 4 8 1,396
Global Hemispheric Temperature Trends and Co–Shifting: A Shifting Mean Vector Autoregressive Analysis 0 0 0 98 1 4 13 154
Global Hemispheric Temperatures and Co–Shifting: A Vector Shifting–Mean Autoregressive Analysis 0 0 0 64 4 4 9 60
Higher-order dependence in the general Power ARCH process and a special case 0 0 0 237 3 3 7 995
How to Use Preliminary Values in Forecasting the Monthly Index of Industrial Production? 0 0 0 1 1 2 8 25
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 69 0 2 8 408
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 0 62 2 5 12 1,697
Labour Hoarding Over the Business Cycle: Testing the Quadratic Adjustment Cost Hypothesis 0 0 0 2 0 1 4 23
Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination 0 0 0 767 5 7 21 1,503
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 0 0 240 5 5 12 1,510
Linearity and Misspecification Tests for Vector Smooth Transition Regression Models 0 0 2 339 2 2 17 372
Linearity and misspecification tests for vector smooth transition regression models 0 0 0 31 0 0 5 84
Long Monthly European Temperature Series and the North Atlantic Oscillation 0 0 0 62 1 4 14 54
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 69 3 4 11 106
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 97 3 4 6 263
Modelling Changes in the Unconditional Variance of Long Stock Return Series 0 0 0 108 1 2 12 275
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 71 2 5 19 232
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 1 1 1 167 2 3 12 376
Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure 0 0 0 210 2 4 16 785
Modelling Economic High-Frequency Time Series 0 0 0 296 0 1 5 770
Modelling Economic Relationships with Smooth Transition Regressions 0 0 0 9 6 23 84 5,008
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 1 1 197 4 7 20 439
Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model 0 0 0 304 3 6 18 1,251
Modelling Volatility by Variance Decomposition 0 0 1 116 3 6 12 271
Modelling Volatility by Variance Decomposition 0 0 1 184 1 1 10 459
Modelling and forecasting WIG20 daily returns 0 0 1 18 5 5 19 83
Modelling and forecasting WIG20 daily returns 0 0 1 35 5 6 13 110
Modelling asymmetries and moving equilibria in unemployment rates 0 0 0 77 2 3 11 1,426
Modelling autoregressive processes with a shifting mean 0 0 0 88 2 4 9 220
Modelling autoregressive processes with a shifting mean 0 0 0 102 3 4 10 292
Modelling autoregressive processes with a shifting mean 0 0 0 89 5 6 14 603
Modelling conditional correlations of asset returns: A smooth transition approach 0 1 1 269 2 4 9 562
Modelling economic high-frequency time series with STAR-STGARCH models 0 0 0 1,026 2 2 10 2,937
Modelling the Demand for M3 in the Unified Germany 0 0 0 53 1 4 13 345
Modelling the Demand for M3 in the unified Germany 0 0 0 0 0 3 13 1,072
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 1 1 37 5 8 12 152
Models with Multiplicative Decomposition of Conditional Variances and Correlations 0 0 0 53 1 2 7 129
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 1 1 256 1 3 9 615
Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations 0 0 0 424 2 5 8 1,117
Multivariate GARCH models 0 1 2 818 3 8 38 1,762
Multivariate GARCH models 0 0 2 455 3 3 12 1,214
Nonlinear error-correction and the UK demand for broad money, 1878-1993 0 0 0 74 2 3 6 1,112
Nonlinear models for autoregressive conditional heteroskedasticity 0 0 1 157 2 5 11 307
Nonlinear models in macroeconometrics 0 0 2 382 2 6 19 183
Panel Smooth Transition Regression Models 0 0 7 849 5 16 61 2,543
Panel Smooth Transition Regression Models 4 13 53 3,292 30 92 302 10,099
Panel Smooth Transition Regression Models 0 0 5 257 8 13 48 964
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 234 2 3 12 661
Parameterizing unconditional skewness in models for financial time series 0 0 1 86 1 2 21 261
Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models 0 0 0 42 3 5 14 346
Power Properties of Linearity Tests for Time Series 0 0 0 0 3 3 9 932
Properties of Moments of a Family of GARCH Processes 0 0 0 203 1 2 9 1,420
Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints 0 0 0 17 4 4 14 2,154
Short-Term Forecasting of Industrial Production with Business Survey Data: Experience from Finland's Great Depression 0 0 0 3 1 2 6 40
Simulation-based finite-sample linearity test against smooth transition models 0 0 0 121 4 5 9 828
Sir Clive Granger's contributions to nonlinear time series and econometrics 0 0 0 223 3 4 9 91
Smooth Transition Autoregressive Models - A Survey of Recent Developments 1 1 1 1,811 5 10 25 3,436
Smooth Transition Models 0 0 0 3 2 3 12 1,559
Smooth transition autoregressive models - A survey of recent developments 0 0 4 463 8 16 48 926
Some results on improving the least squares estimation of linear models by mixed estimation 0 0 0 0 2 3 6 23
Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications 0 1 11 550 6 10 35 974
Specification, estimation and evaluation of vector smooth transition autoregressive models with applications 0 0 11 111 1 7 30 316
Statistical Properties of the Asymmetric Power ARCH Process 0 0 0 62 3 4 11 1,403
Statistical methods for modelling neural networks 0 0 0 850 2 4 12 2,218
Stylized Facts of Daily Return Series and the Hidden Markov Model 0 0 0 0 5 5 20 1,917
Stylized Facts of Financial Time Series and Three Popular Models of Volatility 0 0 0 876 11 20 45 3,072
Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility 0 0 0 182 4 6 13 569
THE NET BARTER TERMS OF TRADE: A SMOOTH TRANSITION APPROACH 0 0 0 87 2 7 21 2,380
Testing Linearity against Nonlinear Moving Average Models 0 0 0 21 2 2 6 1,749
Testing Linearity against Nonlinear Moving Average Models 0 0 0 20 4 6 10 1,286
Testing Linearity of Economic Time Series against Cyclical A symmetry 0 0 0 6 0 0 4 32
Testing Parameter Constancy In Linear Models Against Stochastic Stationary Parameters 0 0 0 0 0 0 5 113
Testing Parameter Constancy and super Exogeneity in Econometric Equations 0 0 0 1 2 4 8 1,164
Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters 0 0 0 0 0 1 10 806
Testing constancy of the error covariance matrix in vector models 0 0 0 223 0 0 4 1,254
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 23 2 2 10 56
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 72 1 1 8 114
Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model 0 0 0 415 0 0 10 1,066
Testing parameter constancy in stationary vector autoregressive models against continuous change 0 0 0 365 2 3 9 1,642
Testing parametric additive time-varying GARCH models 0 0 8 8 3 7 19 19
Testing the Adequacy of Smooth Transition Autoregressive Models 0 0 0 0 8 15 73 1,543
Testing the Granger Noncausality Hypothesis in Stationary Nonlinear Models of Unknown Functional Form 0 0 0 0 2 2 7 34
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 112 1 2 7 246
Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form 0 0 0 177 2 6 11 508
The Shifting Seasonal Mean Autoregressive Model and Seasonality in the Central England Monthly Temperature Series, 1772-2016 0 1 1 32 2 4 11 70
The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series 0 0 0 11 3 4 10 103
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 204 1 2 8 975
The polynomial distributed lag revisited 0 0 0 5 1 2 6 26
Thresholds and Smooth Transitions in Vector Autoregressive Models 1 1 6 884 7 16 43 1,735
Time-Varying Smooth Transition Autoregressive Models 0 0 0 175 2 7 18 2,161
Transition from the Taylor rule to the zero lower bound 0 1 2 42 2 3 8 119
Two Stylized Facts and the Garch (1,1) Model 0 0 0 0 6 7 14 1,919
Unit roots, nonlinearities and structural breaks 0 0 0 290 0 2 8 512
Univariate nonlinear time series models 0 0 0 271 1 1 10 1,264
Total Working Papers 7 29 142 36,717 378 736 2,326 136,555

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 4 5 14 35
A Note on Bias in the Almon Distributed Lag Estimator 0 0 0 102 1 2 5 342
A Parsimonious Test of Constancy of a Positive Definite Correlation Matrix in a Multivariate Time-Varying GARCH Model 0 0 0 3 0 0 5 12
A Smooth Transition Logit Model of The Effects of Deregulation in the Electricity Market 0 0 1 23 5 5 13 104
A sequential procedure for determining the number of regimes in a threshold autoregressive model 0 0 0 64 4 8 15 286
A simple nonlinear time series model with misleading linear properties 0 0 0 259 3 5 12 548
A time series model for an exchange rate in a target zone with applications 0 0 0 121 2 5 9 368
AN EXTENDED CONSTANT CONDITIONAL CORRELATION GARCH MODEL AND ITS FOURTH-MOMENT STRUCTURE 0 0 1 36 1 5 12 135
Another Look at Swedish Business Cycles, 1861-1988 0 0 0 213 1 6 14 620
Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks 0 0 0 7 1 2 9 29
Building neural network models for time series: a statistical approach 0 0 1 530 5 9 18 1,182
Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models 0 0 2 948 8 9 27 2,023
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 0 5 12
Common factors in conditional distributions for bivariate time series 0 0 0 109 1 1 8 300
Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 4 0 1 6 25
Comprehensively testing linearity hypothesis using the smooth transition autoregressive model 0 0 1 6 0 0 4 13
Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations 0 0 1 18 2 2 10 95
Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model 0 0 1 1 1 3 22 24
Evaluating GARCH models 1 4 4 317 3 10 21 679
Evaluating Models of Autoregressive Conditional Duration 0 0 1 108 2 4 9 256
FOURTH MOMENT STRUCTURE OF THE GARCH(p,q) PROCESS 0 0 1 38 6 7 11 95
Forecasting Macroeconomic Variables Using Neural Network Models and Three Automated Model Selection Techniques 0 1 1 20 1 2 16 73
Forecasting performances of three automated modelling techniques during the economic crisis 2007–2009 0 0 0 38 2 3 10 133
Forecasting the Finnish Consumer Price Inflation Using Artificial Neural Network Models and Three Automated Model Selection Techniques 0 0 0 47 3 4 17 133
Forecasting the consumption of alcoholic beverages in Finland: A box-Jenkins approach 0 0 0 29 2 4 5 116
Formation of Firms' Production Decisions in Finnish Manufacturing Industries 0 0 0 13 3 3 5 162
Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis 0 0 0 13 3 4 11 48
INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS 0 0 2 17 1 2 7 65
Investigating Stability and Linearity of a German M1 Money Demand Function 0 0 2 322 1 11 21 911
Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination 0 1 2 302 6 9 16 669
Long memory and nonlinear time series 0 0 0 81 1 1 6 209
Long monthly European temperature series and the North Atlantic Oscillation 0 0 0 5 6 10 14 26
Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model 0 0 0 2 0 0 3 8
MINK AND MUSKRAT INTERACTION:A STRUCTURAL ANALYSIS 0 0 0 2 2 2 4 14
MODELING ASYMMETRIES AND MOVING EQUILIBRIA IN UNEMPLOYMENT RATES 0 0 2 113 5 7 14 379
MOMENT STRUCTURE OF A FAMILY OF FIRST-ORDER EXPONENTIAL GARCH MODELS 0 0 0 95 1 2 11 193
Modeling Conditional Correlations of Asset Returns: A Smooth Transition Approach 0 0 0 43 1 2 12 120
Modeling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH Model 0 0 1 161 4 9 19 429
Modeling The Demand For M3 In The Unified Germany 0 0 1 143 2 7 11 430
Modelling Autoregressive Processes with a Shifting Mean 0 0 0 103 2 3 9 279
Modelling Nonlinearity in U.S. Gross National Product 1889-1987 0 0 0 0 5 8 13 1,295
Modelling and Forecasting WIG20 Daily Returns 0 0 0 11 0 1 15 89
Modelling changes in the unconditional variance of long stock return series 1 1 1 43 4 8 16 160
Modelling volatility by variance decomposition 0 0 2 89 3 6 20 327
Non-linear error correction and the UK demand for broad money, 1878-1993 0 0 0 288 2 2 9 673
POWER OF THE NEURAL NETWORK LINEARITY TEST 1 5 30 140 8 22 91 289
Parameterizing Unconditional Skewness in Models for Financial Time Series 0 0 0 28 3 11 26 123
Positivity constraints on the conditional variances in the family of conditional correlation GARCH models 0 0 0 55 4 4 16 208
Power Properties of Linearity Tests for Time Series 0 0 0 169 2 5 12 396
Professor Clive W.J. Granger: An interview for the International Journal of Forecasting 0 0 0 58 0 2 4 120
Properties of moments of a family of GARCH processes 0 0 3 276 4 4 42 603
Properties of the Autocorrelation Function of Squared Observations for Second‐order Garch Processes Under Two Sets of Parameter Constraints 0 0 0 2 2 5 13 29
Reply 0 0 0 24 2 4 9 101
SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS 0 0 6 2,458 9 13 54 4,829
Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 0 0 0 33 6 6 17 132
Simulation‐based Finite Sample Linearity Test against Smooth Transition Models* 0 0 0 115 2 7 17 343
Sir Clive William John Granger, 1934-2009 0 0 0 16 1 1 4 103
Specification and testing of multiplicative time-varying GARCH models with applications 0 0 1 30 1 4 12 94
Stylized facts of daily return series and the hidden Markov model 1 1 1 440 1 1 12 1,072
Stylized facts of return series, robust estimates and three popular models of volatility 0 0 1 67 4 6 15 182
Testing Parameter Constancy and Super Exogeneity in Econometric Equations 0 0 0 1 3 4 11 487
Testing Parameter Constancy in Stationary Vector Autoregressive Models Against Continuous Change 0 0 0 139 6 7 19 407
Testing constancy of the error covariance matrix in vector models 0 0 0 70 2 3 7 197
Testing constancy of unconditional variance in volatility models by misspecification and specification tests 0 0 0 11 2 8 16 72
Testing for volatility interactions in the Constant Conditional Correlation GARCH model 0 0 0 177 1 2 9 623
Testing parameter constancy in linear models against stochastic stationary parameters 0 0 0 38 1 2 7 142
Testing the adequacy of smooth transition autoregressive models 0 0 1 672 2 4 20 1,302
Testing the constancy of regression parameters against continuous structural change 0 0 1 400 0 0 10 928
The Effect of the North Atlantic Oscillation on Monthly Precipitation in Selected European Locations: A Non‐Linear Time Series Approach 0 0 0 1 1 4 13 16
The International Institute of Forecasters Award for the Best Forecasting Paper 0 0 0 13 0 3 10 80
The Polynomial Distributed Lag Revisited 0 0 0 0 2 3 5 385
The combination of forecasts using changing weights 0 0 1 380 1 4 10 770
The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series 0 0 0 84 1 2 9 477
The extended Stein procedure for simultaneous model selection and parameter estimation 0 0 1 43 2 2 7 154
The net barter terms of trade: A smooth transition approach 0 0 0 290 1 4 6 1,492
The shifting seasonal mean autoregressive model and seasonality in the Central England monthly temperature series, 1772–2016 0 0 0 7 5 6 10 39
Time-Varying Smooth Transition Autoregressive Models 0 0 0 8 2 3 18 1,702
Transition from the Taylor rule to the zero lower bound 0 1 2 7 5 9 17 31
Underestimation of mean square error matrix in misspecified linear models 0 0 0 10 3 4 12 77
Use of preliminary values in forecasting industrial production 0 0 0 20 3 3 5 97
Usefulness of proxy variables in linear models with stochastic regressors 0 0 0 18 1 6 13 85
Working With Clive Granger: Two Short Memories 0 0 0 47 1 1 4 92
Total Journal Articles 4 14 76 11,239 204 378 1,115 32,403

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 7 22 91 8,996
Modelling Nonlinear Economic Time Series 0 0 0 0 4 12 37 2,046
Total Books 0 0 0 0 11 34 128 11,042

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 3 4 18 18
Aspects of modelling nonlinear time series 0 0 0 275 0 4 9 721
Forecasting economic variables with nonlinear models 0 0 1 495 5 7 24 1,732
Higher-order Dependence in the General Power ARCH Process and the Role of Power Parameter 0 0 0 0 1 2 6 6
Modeling Nonlinearity over the Business Cycle 0 1 2 152 8 10 22 352
Multivariate GARCH Models 0 0 0 0 1 1 13 13
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 3 0 1 11 24
Unit roots, non-linearities and structural breaks 0 0 0 34 3 5 14 126
Total Chapters 0 1 4 959 21 34 117 2,992

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