Studies in Nonlinear Dynamics and Econometrics
Studies in Nonlinear Dynamics and Econometrics is a journal indexed in SJR in Economics and Econometrics and Social Sciences (miscellaneous) with an H index of 37. It has an SJR impact factor of 0,319 and it has a best quartile of Q2. It is published in English. It has an SJR impact factor of 0,319.
Metrics
Scimago and CountryOfPapers database fields
SJR Impact
0,319
H-index
37
Docs (year)
62
Docs 3y
96
Total refs
2840
Cites 3y
87
Citable 3y
96
Cites/Doc 2y
0.87
Ref/Doc
45.81
Immediate OA
—
Embargoed OA
NPD
Non OA / Submission
—
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Researcher reviews
Best articles by citations
Asset pricing with flexible beliefs
View moreWavelet Analysis of the Cost-of-Carry Model
View moreEndogenous technical change, employment and distribution in the Goodwin model of the growth cycle
View moreEmpirical analysis of ARMA-GARCH models in market risk estimation on high-frequency US data
View moreEfficient Estimation of Dynamical Systems
View moreEffects of filtering data on testing asymmetry in threshold autoregressive models
View moreDo Latin American Central Bankers Behave Non-Linearly? The Experiences of Brazil, Chile, Colombia and Mexico
View moreDo food commodity prices have asymmetric effects on euro-area inflation?
View moreDetecting Equilibrium Correction with Smoothly Time-Varying Strength
View moreDating US business cycles with macro factors
View moreConstruction, management, and performance of sparse Markowitz portfolios
View moreComputational aspects of portfolio risk estimation in volatile markets: a survey
View moreBusiness cycle (de)synchronization in the aftermath of the global financial crisis: implications for the Euro area
View moreA Generalized Fast Algorithm for BDS-Type Statistics
View moreAre US real house prices stationary? New evidence from univariate and panel data
View moreAre income differences within the OECD diminishing? Evidence from Fourier unit root tests
View moreAre Business Cycle Dynamics the Same across Countries? Testing Linearity around the Globe
View moreAn extensive study on Markov switching models with endogenous regressors
View moreA value-at-risk analysis of carry trades using skew-GARCH models
View moreA tractable model for indices approximating the growth optimal portfolio
View moreA smooth transition long-memory model
View moreA Nonlinear Model of the Business Cycle
View moreA non-linear forecast combination procedure for binary outcomes
View moreA Markov-switching regression model with non-Gaussian innovations: estimation and testing
View more