SNDE is a quarterly journal, sponsored by The Society for Nonlinear Dynamics and Econometrics. The journal encourages replication of empirical results.
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.
In 2015 -2017, the Society has awarded $2,500 each year to the best paper published in the Society’s journal: Studies in Nonlinear Dynamics and Econometrics.
The Best Paper in 2017 for Studies in Nonlinear Dynamics and Econometrics, and a prize of USD$2,500, 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, and a prize of USD$2,500, 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, and a prize of USD$2,500, has been awarded to Markus Jochmann and Gary Koop for their paper: “Regime-switching cointegration?”, published in Volume 19, Issue 1 (Feb 2015).
SNDE session at the ASSA 2019 meeting, Atlanta, Georgia (USA), January 4 - 6, 2019. Preliminary program
SNDE Sponsored workshops:
4th International Workshop on “Financial Markets and Nonlinear Dynamics” (FMND), Paris (France), May 31st - June, 1st , 2019. Call for papers
The inaugural SNDE session at the 2018 ASSA meeting was held in Philadelphia, PA, January 5-7, 2018. Program