Journal- Studies in Nonlinear Dynamics & EconometricsSee more
Best Paper Award
Starting in 2015 and continuing annually, the Society will award $2,500 to the best paper published in the Society’s journal: Studies in Nonlinear Dynamics and Econometrics.
The Best Paper in 2015 for Studies in Nonlinear Dynamics and Econometrics, and a prize of USD$2,500, has been awarded to Markus Jochmann and Gary Koop.
The paper entitled “Regime-switching cointegration?” was published in Volume 19, Issue 1 (Feb 2015).
Aims and Scope
Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory can increase our understanding of economic and financial markets.
The journal seeks both theoretical and applied papers that characterize and motivate nonlinear phenomena. Researchers are required to assist replication of empirical results by providing copies of data and programs online. Algorithms and rapid communications are also published.
Studies in Nonlinear Dynamics & Econometrics
A peer-reviewed journal since 1996, Studies in Nonlinear Dynamics & Econometrics (SNDE) is at the forefront of statistical and theoretical approaches to economics. The journal studies ways in which econometrics and dynamical systems theory increase our understanding of economic and financial markets. The journal disseminates authors' algorithms, programs, and data sets, allowing other scholars to replicate empirical results. Authors include econometricians such as Clive Granger, James Hamilton, and Halbert White, and theorists Jess Benhabib, Alan Kirman, and Kazuo Nishimura. The journal is ranked in the Thomson/ISI Journal Citation Reports: its 2010 impact factor is 0.765, and it ranks 147th out of 304 economics journals and 23rd out of 42 mathematical methods social science journals..