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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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.


Special issue

We are inviting submissions for a special issue of the Journal Studies in Nonlinear Dynamics and Econometrics in BAYESIAN INFERENCE, honoring the contributions of Herman K. van Dijk to the field of Bayesian econometrics/statistics, spanning almost 50 years. For more details, see here


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 2022 for Studies in Nonlinear Dynamics and Econometrics, has been awarded to Szabolcs Blazsek, Alvaro  Escribano and Adrian Licht. for their paper: "Multivariate Markov-switching score-driven models: an application to the global crude oil market" Studies in Nonlinear Dynamics & Econometrics, vol. 26, no. 3, 2022, pp. 313-335. https://doi.org/10.1515/snde-2020-0099

The Best Paper in 2021 for Studies in Nonlinear Dynamics and Econometrics, has been awarded to Eric Mark Aldrich and Howard Kung for their paper: “Computational Methods for Production-Based Asset Pricing Models with Recursive Utility”, published in Volume 25, Issue 1. 

The Best Paper in 2020 for Studies in Nonlinear Dynamics and Econometrics, has been awarded to Gregor BäurleDaniel KaufmannSylvia Kaufmann and Rodney Strachan for their paper: “Constrained interest rates and changing dynamics at the zero lower bound”, published in Volume 24, Issue 2 

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

The SNDE Symposium in 2024 will be organized by the University of Padova (Italy), by the Department of Statistical Sciences jointly with the Department of Economics and Management, on March 21-22, 2024. Logistical details


The next SNDE session at the ASSA 2024 Annual Meeting will be held on January 5-7, 2024 in San Antonio, Texas. See details about the session here


Letter from the President - 2023



Past Events

The SNDE 2023 Workshop for Young Researchers took place virtually on November 4, 2022. Program


The SNDE Symposium in 2023 was hosted in-person at the University of Central Florida, Orlando, March 16-17, 2023. Program  


The SNDE session at the ASSA 2023 Meeting was held in New Orleans, LouisianaJanuary 8, 2023. Title of session: "Developments in Macroeconomics and Finance"


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