• Studies in Nonlinear Dynamics & Econometrics

    The Journal

    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.

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.

Details

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..
view more