Timo Teräsvirta - Publications, H-index & Citations

Timo Teräsvirta

Stockholm School of Economics

57H指数

291论文数

1.9W被引数

收录论文 31

发表时间

Long monthly temperature series and the Vector Seasonal Shifting Mean and Covariance Autoregressive model

JOURNAL OF ECONOMETRICS

IF4

2024-02-01

OAAI

He, Changli; Kang, Jian; Silvennoinen, Annastiina; Terasvirta, Timo

Long monthly European temperature series and the North Atlantic Oscillation

ENERGY ECONOMICS

IF14.2

2023-10-01

OAAI

He, Changli; Kang, Jian; Silvennoinen, Annastiina; Teraesvirta, Timo

Comparing long monthly Chinese and selected European temperature series using the Vector Seasonal Shifting Mean and Covariance Autoregressive model

ENERGY ECONOMICS

IF14.2

2021-05-01

OAAI

He, Changli; Kang, Jian; Teraesvirta, Timo; Zhang, Shuhua

Global hemispheric temperatures and co-shifting: A vector shifting-mean autoregressive analysis

JOURNAL OF ECONOMETRICS

IF4

2020-01-01

OAAI

Holt, Matthew T.; Terasvirta, Timo

Forecasting performances of three automated modelling techniques during the economic crisis 2007-2009

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2014-07-01

PREAI

Kock, Anders Bredahl; Terasvirta, Timo

Modelling volatility by variance decomposition

JOURNAL OF ECONOMETRICS

IF4

2013-08-01

OAAI

Amado, Cristina; Terasvirta, Timo

Testing for volatility interactions in the Constant Conditional Correlation GARCH model

ECONOMETRICS JOURNAL

IF7

2009-03-01

OAAI

Nakatani, Tomoaki; Terasvirta, Timo

Positivity constraints on the conditional variances in the family of conditional correlation GARCH models

FINANCE RESEARCH LETTERS

IF6.9

2008-06-01

PREAI

Nakatani, Tomoaki; Terasvirta, Timo

Testing constancy of the error covariance matrix in vector models

JOURNAL OF ECONOMETRICS

IF4

2007-10-01

PREAI

Eklund, Bruno; Terasvirta, Timo

BUSINESS SURVEY DATA IN FORECASTING THE OUTPUT OF SWEDISH AND FINNISH METAL AND ENGINEERING INDUSTRIES - A KALMAN FILTER APPROACH

JOURNAL OF FORECASTING

IF2.7

2007-01-17

PREAI

RAHIALA, M; TERASVIRTA, T

A sequential procedure for determining the number of regimes in a threshold autoregressive model

ECONOMETRICS JOURNAL

IF7

2006-10-31

PREAI

Strikholm, Birgit; Terasvirta, Timo

SHORT-TERM FORECASTING OF INDUSTRIAL-PRODUCTION BY MEANS OF QUICK INDICATORS

JOURNAL OF FORECASTING

IF2.7

2006-09-21

PREAI

TERASVIRTA, T

Common factors in conditional distributions for bivariate time series

JOURNAL OF ECONOMETRICS

IF4

2006-05-01

OAAI

Granger, CWJ; Terasvirta, T; Patton, AJ

A time series model for an exchange rate in a target zone with applications

JOURNAL OF ECONOMETRICS

IF4

2006-03-01

OAAI

Lundbergh, S; Teräsvirta, T

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series:: A re-examination

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2005-10-01

139

OAAI

Teräsvirta, T; van Dijk, D; Medeiros, MC

Comments on:: Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series:: A re-examination -: Reply

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2005-10-01

PREAI

Teräsvirta, T; van Dijk, D; Medeiros, MC

Evaluating GARCH models

JOURNAL OF ECONOMETRICS

IF4

2002-10-01

PREAI

Lundbergh, S; Teräsvirta, T

A nonlinear time series model of El Nino

ENVIRONMENTAL MODELLING & SOFTWARE

IF4.6

2001-03-01

PREAI

Hall, AD; Skalin, J; Teräsvirta, T

Properties of moments of a family of GARCH processes

JOURNAL OF ECONOMETRICS

IF4

1999-09-01

153

PREAI

He, CL; Teräsvirta, T

Testing parameter constancy in linear models against stochastic stationary parameters

JOURNAL OF ECONOMETRICS

IF4

1999-06-01

PREAI

Lin, CFJ; Teräsvirta, T

研究方向