Studies in Nonlinear Dynamics and Econometrics

Aims & Scope

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.

View Aims & Scope

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Metrics & Ranking

SJR (SCImago Journal Rank)

Year	Value
2024	0.319

Quartile

Year	Value
2024	Q2

h-index

Year	Value
2024	37

Impact Factor

Year	Value
2024	0.70

Journal Rank

Year	Value
2024	16049

Journal Citation Indicator

Year	Value
2024	87

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance, Mathematics and Social Sciences, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Grain prices, oil prices, and multiple smooth breaks in a VAR

  Citation: 165

  Authors: Walter, Paul

• Energy Shocks and Financial Markets: Nonlinear Linkages

  Citation: 152

  Authors: Cetin

• State-dependent effects of fiscal policy

  Citation: 110

  Authors: Steven M., James, Irina

• Do food commodity prices have asymmetric effects on euro-area inflation?

  Citation: 82

  Authors: Mario, Fabrizio

• A Graphical Investigation of the Size and Power of the Granger-Causality Tests in Integrated-Cointegrated VAR Systems

  Citation: 79

  Authors: Panagiotis

• Using transfer entropy to measure information flows between financial markets

  Citation: 53

  Authors: Thomas, Franziska Julia

• Microeconomic Models for Long Memory in the Volatility of Financial Time Series

  Citation: 49

  Authors: Alan, Gilles

• More powerful cointegration tests with non-normal errors

  Citation: 49

  Authors: Hyejin, Junsoo, Kyungso

• RALS-LM unit root test with trend breaks and non-normal errors: application to the Prebisch-Singer hypothesis

  Citation: 40

  Authors: Ming, Junsoo, James E.

• EVIM: A Software Package for Extreme Value Analysis in MATLAB

  Citation: 33

  Authors: Ramazan, Faruk, Abdurrahman

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