Studies in Nonlinear Dynamics and Econometrics

Title Publication Date Language Citations
Information Content of Inflation Expectations: A Copula-Based Model2024/03/01English
Bayesian Flexible Local Projections2024/04/05English
Does State Dependence Matter in Relation to Oil Price Shocks on Global Economic Conditions?2024/04/10English
Editorial Introduction of the Special Issue of the Studies in Nonlinear Dynamics and Econometrics in Honor of Herman van Dijk2024/04/11English
A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models2024/03/29English
Detecting Equilibrium Correction with Smoothly Time-Varying Strength2001/07/01
A Generalized Fast Algorithm for BDS-Type Statistics2000/04/01
Time-to-Expiry Seasonalities in Eurofutures2000/12/01
Extreme Return Spillover Between the WTI, the VIX, and Six Latin American Stock Markets: A Quantile Connectedness Approach2024/04/16English
Stabilizing Endogenous Fluctuations with Fiscal Policies: Global Analysis on Piecewise Continuous Dynamical Systems2001/04/01
On Nonlinear, Stochastic Dynamics in Economic and Financial Time Series2000/09/01