Editor
| Bruce Mizrach, Rutgers University |
SNDE is a quarterly journal, sponsored by The Society for Nonlinear Dynamics and Econometrics. The journal encourages replication of empirical results. Data and programs can be obtained by clicking on the article titles.
Current Issue: Volume 14, Issue 1 (2010)
Articles
Nonlinear Impacts of International Business Cycles on the U.K. -- A Bayesian Smooth Transition VAR Approach
Deborah Gefang and Rodney Strachan
Asymmetry in the Business Cycle: Friedman's Plucking Model with Correlated Innovations
Tara M. Sinclair
Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times
Helinä Laakkonen and Markku Lanne