Studies in Nonlinear Dynamics and Econometrics (SNDE) offers a forum for innovative research at the intersection of nonlinear dynamics, chaos theory, and econometrics. Aiming to foster a deeper understanding of complex economic phenomena, its scope includes nonlinear models, time series analysis, and computational methods, promoting cutting-edge research for economic forecasting and policy.
SNDE is a valuable resource for economists, econometricians, and researchers seeking insights into dynamic systems in economics. SNDE features research articles on diverse topics such as financial markets, macroeconomic modeling, and behavioral economics. Indexed in notable databases like Scopus and Web of Science, SNDE ensures broad dissemination to a global audience.
Explore the journal's collection or submit your innovative work to contribute to nonlinear dynamics and econometrics. SNDE seeks submissions that push the boundaries of economic and econometric methodologies, fostering advancements in modeling and forecasting economic phenomena.