The Journal

SNDE is a quarterly journal, sponsored by The Society for Nonlinear Dynamics and Econometrics. The journal encourages replication of empirical results.

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Journal Copyright Agreement

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.

Best Paper Award

Since 2015, the Society has awarded $500 each year to the best paper published in the Society’s journal: Studies in Nonlinear Dynamics and Econometrics.

The Best Paper in 2019 for Studies in Nonlinear Dynamics and Econometrics, has been awarded to Chang-Jin Kim and Yunmi Kim for their paper: “A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects”, published in Volume 23, Issue 2 

The Best Paper in 2018 for Studies in Nonlinear Dynamics and Econometrics, has been awarded to Luiggi Donayre, Yunjong Eo and James Morley for their paper: “Improving likelihood-ratio-based confidence intervals for threshold parameters in finite samples”,published in Volume 22, Issue 1 (Feb 2018)

The Best Paper in 2017 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Julien Chevallier and Stephane Goutte for their paper: “On the estimation of regime-switching Levy models”, published in Volume 21, Issue 1 (Feb 2017). 

The Best Paper in 2016 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Mark J. Jensen for his paper: “Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility?”, published in Volume 20, Issue 4 (Sept. 2016). 

The Best Paper in 2015 for Studies in Nonlinear Dynamics and Econometrics has been awarded to Markus Jochmann and Gary Koop for their paper: “Regime-switching cointegration?”, published in Volume 19, Issue 1 (Feb 2015).

The Journal

Upcoming Events and News

SNDE will organize a session at the ASSA Annual Meeting, January 7-9, 2022 in Boston, Massachusetts. More information will follow. 


The next SNDE Symposium will be hosted at the University of Central Florida, Orlando, in March 2022.  


SNDE may also organize an online or hybrid event in 2021. More information will follow


Letter from the President - 2020

New Award from 2019: Richard T. Baillie award in Time Series Modeling  


Past Events

SNDE session at the virtual ASSA 2021 meeting, January. 3, 2021 3:45 PM - 5:45 PM (EST). Title of session with details: Macro Modelling, Financial Crisis and Monetary Policy.


The 28th Annual SNDE Symposium  that was to be held at Faculty of Economics and Business, University of Zagreb, was arranged as a virtual event on September 23- 25, 2020. Program


The 27th Annual SNDE Symposium was held at the Federal Reserve Bank of DallasTexas (USA), March 28-29, 2019

The 26th Annual SNDE Symposium was held at Keio University, Tokyo (Japan), March 19-20, 2018. Program