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Timo Teräsvirta

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First Name: Timo
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Last Name: Teräsvirta
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RePEc Short-ID: pte1

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Postal Address: CREATES University of Aarhus Building 1322 DK-8000 Aarhus C Denmark
Phone: +45 8942 1973

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This author is among the top 5% authors according to these criteria:
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Works

| Working papers | Articles | Chapters | Access and download statistics | Citations (if any)| NEP Fields |
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Working papers

  1. Cristina Amado & Timo Teräsvirta, 2008. "Modelling Conditional and Unconditional Heteroskedasticity with Smoothly Time-Varying Structure," NIPE Working Papers 03/2008, NIPE - Universidade do Minho. [Downloadable!]
    Other versions:

  2. Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Positivity Constraints on the Conditional Variances in the Family of Conditional Correlation GARCH Models," Working Paper Series in Economics and Finance 675, Stockholm School of Economics, revised 15 Nov 1007.
    Published as:

  3. Nakatani, Tomoaki & Teräsvirta, Timo, 2007. "Testing for Volatility Interactions in the Constant Conditional Correlation GARCH Model," Working Paper Series in Economics and Finance 649, Stockholm School of Economics, revised 24 Jan 2007. [Downloadable!]

  4. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Modelling Multivariate Autoregressive Conditional Heteroskedasticity with the Double Smooth Transition Conditional Correlation GARCH model," Working Paper Series in Economics and Finance 0652, Stockholm School of Economics. [Downloadable!]
    Other versions:

  5. Teräsvirta, Timo & Zhao, Zhenfang, 2007. "Stylized Facts of Return Series, Robust Estimates, and Three Popular Models of Volatility," Working Paper Series in Economics and Finance 662, Stockholm School of Economics, revised 05 Jun 2007. [Downloadable!]

  6. Péguin-Feissolle, Anne & Strikholm, Birgit & Teräsvirta, Timo, 2007. "Testing the Granger noncausality hypothesis in stationary nonlinear models of unknown functional form," Working Paper Series in Economics and Finance 672, Stockholm School of Economics. [Downloadable!]
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  7. Silvennoinen, Annastiina & Teräsvirta, Timo, 2007. "Multivariate GARCH models," Working Paper Series in Economics and Finance 669, Stockholm School of Economics, revised 18 Jan 2008. [Downloadable!]
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  8. González, Andrés & Teräsvirta, Timo, 2006. "Modelling autoregressive processes with a shifting mean," Working Paper Series in Economics and Finance 637, Stockholm School of Economics, revised 22 May 2007.
    Other versions:

  9. Teräsvirta, Timo, 2006. "An introduction to univariate GARCH models," Working Paper Series in Economics and Finance 646, Stockholm School of Economics. [Downloadable!]

  10. González, Andrés & Teräsvirta, Timo, 2005. "Simulation-based finite-sample linearity test against smooth transition models," Working Paper Series in Economics and Finance 603, Stockholm School of Economics.
    Published as:

  11. Changli He & Annastiina Silvennoinen & Timo Teräsvirta, 2005. "Parameterizing Unconditional Skewness in Models for Financial Time Series," Research Paper Series 169, Quantitative Finance Research Centre, University of Technology, Sydney. [Downloadable!]
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  12. González, Andrés & Teräsvirta, Timo & van Dijk, Dick, 2005. "Panel Smooth Transition Regression Models," Working Paper Series in Economics and Finance 604, Stockholm School of Economics. [Downloadable!]
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  13. Teräsvirta, Timo, 2005. "Univariate nonlinear time series models," Working Paper Series in Economics and Finance 593, Stockholm School of Economics.

  14. Teräsvirta, Timo, 2005. "Forecasting economic variables with nonlinear models," Working Paper Series in Economics and Finance 598, Stockholm School of Economics, revised 29 Dec 2005. [Downloadable!]
    Published as:

  15. Strikholm, Birgit & Teräsvirta, Timo, 2005. "Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions," Working Paper Series in Economics and Finance 578, Stockholm School of Economics, revised 11 Feb 2005. [Downloadable!]

  16. Silvennoinen, Annastiina & Teräsvirta, Timo, 2005. "Multivariate Autoregressive Conditional Heteroskedasticity with Smooth Transitions in Conditional Correlations," Working Paper Series in Economics and Finance 577, Stockholm School of Economics, revised 01 Oct 2005. [Downloadable!]
    Other versions:

  17. Meitz, Mika & Teräsvirta, Timo, 2004. "Evaluating models of autoregressive conditional duration," Working Paper Series in Economics and Finance 557, Stockholm School of Economics, revised 13 Dec 2004. [Downloadable!]
    Published as:

  18. Timo Teräsvirta & Dick van Dijk & Marcelo Cunha Medeiros, 2004. "Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination," Textos para discussão 485, Department of Economics PUC-Rio (Brazil). [Downloadable!]
    Other versions:
    Published as:

  19. Malmsten, Hans & Teräsvirta, Timo, 2004. "Stylized Facts of Financial Time Series and Three Popular Models of Volatility," Working Paper Series in Economics and Finance 563, Stockholm School of Economics, revised 03 Sep 2004. [Downloadable!]

  20. Timo Terasvirta & Clive W.J Granger & Andrew Patton, 2003. "Common factors in conditional distributions for Bivariate time series," FMG Discussion Papers dp455, Financial Markets Group. [Downloadable!] (restricted)
    Published as:

  21. Lundbergh, Stefan & Teräsvirta, Timo, 2003. "A time series model for an exchange rate in a target zone with applications," Working Paper Series in Economics and Finance 533, Stockholm School of Economics.
    Other versions:
    Published as:

  22. Eklund, Bruno & Teräsvirta, Timo, 2003. "Testing constancy of the error covariance matrix in vector models," Working Paper Series in Economics and Finance 549, Stockholm School of Economics, revised 18 Jan 2006. [Downloadable!]
    Published as:

  23. He, Changli & Teräsvirta, Timo & González, Andres, 2002. "Testing parameter constancy in stationary vector autoregressive models against continuous change," Working Paper Series in Economics and Finance 507, Stockholm School of Economics, revised 06 May 2004. [Downloadable!]

  24. Eliasson, Ann-Charlotte & Teräsvirta, Timo, 2002. "Error correction in DHSY," Working Paper Series in Economics and Finance 517, Stockholm School of Economics. [Downloadable!]

  25. He, Changli & Teräsvirta, Timo, 2002. "An Extended Constant Conditional Correlation GARCH Model and Its Fourth-Moment Structure," Working Paper Series in Economics and Finance 509, Stockholm School of Economics.

  26. Medeiros, Marcelo C. & Teräsvirta, Timo & Rech, Gianluigi, 2002. "Building neural network models for time series: A statistical approach," Working Paper Series in Economics and Finance 508, Stockholm School of Economics. [Downloadable!]
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    Published as:

  27. Clive Granger & Timo Teräsvirta & Andrew Patton, 2002. "Common Factors in Conditional Distributions," University of California at San Diego, Economics Working Paper Series 2002-19, Department of Economics, UC San Diego. [Downloadable!]
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  28. He, Changli & Teräsvirta, Timo, 2002. "An application of the analogy between vector ARCH and vector random coefficient autoregressive models," Working Paper Series in Economics and Finance 516, Stockholm School of Economics. [Downloadable!]

  29. Marcelo C. Medeiros & Timo Terasvirta, 2001. "Statistical methods for modelling neural networks," Textos para discussão 445, Department of Economics PUC-Rio (Brazil). [Downloadable!]

  30. D. Van Dijk & D. Strikholm & T. Terasvirta, 2001. "The effects of institutional and technological change and business cycle fluctiations on seasonal patterns in quarterly industrial production series," Econometric Institute Report 220, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  31. D. van Dijk & T. Terasvirta & P.H. Franses, 2000. "Smooth transition autoregressive models - A survey of recent developments," Econometric Institute Report 200, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    Other versions:
    Published as:

  32. Lundbergh, Stefan & Teräsvirta, Timo, 2000. "Forecasting with smooth transition autoregressive models," Working Paper Series in Economics and Finance 390, Stockholm School of Economics.

  33. Lundbergh, Stefan & Teräsvirta, Timo & van Dijk, Dick, 2000. "Time-Varying Smooth Transition Autoregressive Models," Working Paper Series in Economics and Finance 376, Stockholm School of Economics.
    Published as:

  34. Stefan Lundbergh & Timo Teräsvirta, 1999. "Modelling Economic High-Frequency Time Series," Tinbergen Institute Discussion Papers 99-009/4, Tinbergen Institute. [Downloadable!]

  35. Rech, Gianluigi & Teräsvirta, Timo & Tschernig, Rolf, 1999. "A simple variable selection technique for nonlinear models," Working Paper Series in Economics and Finance 296, Stockholm School of Economics, revised 06 Apr 2000.
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  36. He, Changli & Teräsvirta, Timo, 1999. "Higher-order dependence in the general Power ARCH process and a special case," Working Paper Series in Economics and Finance 315, Stockholm School of Economics. [Downloadable!]

  37. Stefan Lundbergh & Timo Teräsvirta, 1999. "Evaluating GARCH Models," Tinbergen Institute Discussion Papers 99-008/4, Tinbergen Institute. [Downloadable!]
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    Published as:

  38. He, Changli & Teräsvirta, Timo & Malmsten, Hans, 1999. "Fourth Moment Structure of a Family of First-Order Exponential GARCH Models," Working Paper Series in Economics and Finance 345, Stockholm School of Economics.
    Other versions:

  39. Peguin-Feissolle, A. & Terasvirta, T., 1999. "A General Framework for Testing the Granger Noncausality Hypothesis," G.R.E.Q.A.M. 99a42, Universite Aix-Marseille III.
    Other versions:

  40. Persson, Anna & Teräsvirta, Timo, 1999. "The Net Barter Terms Of Trade : A Smooth Transition Approach," Working Paper Series in Economics and Finance 335, Stockholm School of Economics.
    Published as:

  41. Granger, Clive W.J. & Teräsvirta, Timo, 1998. "A simple nonlinear time series model with misleading linear properties," Working Paper Series in Economics and Finance 237, Stockholm School of Economics.
    Published as:

  42. Hall, Anthony D. & Skalin, Joakim & Teräsvirta, Timo, 1998. "A nonlinear time series model of El Niño," Working Paper Series in Economics and Finance 263, Stockholm School of Economics.

  43. Lundbergh, Stefan & Teräsvirta, Timo, 1998. "Modelling economic high-frequency time series with STAR-STGARCH models," Working Paper Series in Economics and Finance 291, Stockholm School of Economics. [Downloadable!]

  44. Skalin, Joakim & Teräsvirta, Timo, 1998. "Modelling asymmetries and moving equilibria in unemployment rates," Working Paper Series in Economics and Finance 262, Stockholm School of Economics, revised 05 Oct 1998.

  45. Teräsvirta, Timo & Eliasson, Ann-Charlotte, 1998. "Nonlinear error-correction and the UK demand for broad money, 1878-1993," Working Paper Series in Economics and Finance 265, Stockholm School of Economics, revised 30 Nov 1998.
    Published as:

  46. He, Changli & Teräsvirta, Timo, 1997. "Fourth Moment Structure of the GARCH (p, q) Process," Working Paper Series in Economics and Finance 168, Stockholm School of Economics.

  47. He, Changli & Teräsvirta, Timo, 1997. "Properties of Moments of a Family of GARCH Processes," Working Paper Series in Economics and Finance 198, Stockholm School of Economics.
    Published as:

  48. He, Changli & Teräsvirta, Timo, 1997. "Statistical Properties of the Asymmetric Power ARCH Process," Working Paper Series in Economics and Finance 199, Stockholm School of Economics, revised 30 Sep 1997.

  49. He, Changli & Teräsvirta, Timo, 1997. "Properties of the Autocorrelation Function of Squared Observations for Second Order GARCH Processes under Two Sets of Parameter Constraints," Working Paper Series in Economics and Finance 169, Stockholm School of Economics.

  50. Brännäs, Kurt & Gooijer, Jan G. de & Teräsvirta, Timo, 1996. "Testing Linearity against Nonlinear Moving Average Models," Working Paper Series in Economics and Finance 95, Stockholm School of Economics.
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  51. Teräsvirta, Timo, 1996. "Modelling Economic Relationships with Smooth Transition Regressions," Working Paper Series in Economics and Finance 131, Stockholm School of Economics.

  52. Skalin, Joakim & Teräsvirta, Timo, 1996. "Another Look at Swedish Business Cycles, 1861-1988," Working Paper Series in Economics and Finance 130, Stockholm School of Economics. [Downloadable!]
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    Published as:

  53. Rydén, Tobias & Teräsvirta, Timo & Åsbrink, Stefan, 1996. "Stylized Facts of Daily Return Series and the Hidden Markov Model," Working Paper Series in Economics and Finance 117, Stockholm School of Economics.
    Published as:

  54. Teräsvirta, Timo, 1996. "Two Stylized Facts and the Garch (1,1) Model," Working Paper Series in Economics and Finance 96, Stockholm School of Economics.

  55. Teräsvirta, Timo, 1996. "Smooth Transition Models," Working Paper Series in Economics and Finance 132, Stockholm School of Economics.

  56. Wolters, Jürgen & Teräsvirta, Timo & Lütkepohl, Helmut, 1996. "Modelling the Demand for M3 in the unified Germany," Working Paper Series in Economics and Finance 113, Stockholm School of Economics.
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  57. Lin, Chien-Fu & Teräsvirta, Timo, 1995. "Testing Parameter Constancy in Linear Models against Stochastic Stationary Parameters," Working Paper Series in Economics and Finance 54, Stockholm School of Economics.
    Published as:

  58. Lütkepohl, Helmut & Teräsvirta, Timo & Wolters, Jürgen, 1995. "Investigating Stability and Linearity of a German M1 Money Demand Function," Working Paper Series in Economics and Finance 64, Stockholm School of Economics.
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  59. Jansen, Eilev S. & Teräsvirta, Timo, 1995. "Testing Parameter Constancy and super Exogeneity in Econometric Equations," Working Paper Series in Economics and Finance 53, Stockholm School of Economics.
    Published as:

  60. Eitrheim, Øyvind & Teräsvirta, Timo, 1995. "Testing the Adequacy of Smooth Transition Autoregressive Models," Working Paper Series in Economics and Finance 56, Stockholm School of Economics.
    Published as:

  61. Timo TerŠsvirta & Chien-Fu Lin & Clive W.J. Granger, 1991. "Power of the Neural Network Linearity Test," University of California at San Diego, Economics Working Paper Series 91-01, Department of Economics, UC San Diego.

  62. Timo TerŠsvirta & Heather M. Anderson, 1991. "Modelling Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," University of California at San Diego, Economics Working Paper Series 91-24, Department of Economics, UC San Diego.

  63. Chien-Fu Jeff Lin & Timo Terasvirta, 1991. "Testing the Constancy of Regression Parameters Against Continuous Structural Change," University of California at San Diego, Economics Working Paper Series 91-26, Department of Economics, UC San Diego.
    Published as:

  64. Timo TerŠsvirta, 1990. "Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models," University of California at San Diego, Economics Working Paper Series 90-39, Department of Economics, UC San Diego.

  65. Timo TerŠsvirta, 1990. "Power Properties of Linearity Tests for Time Series," University of California at San Diego, Economics Working Paper Series 90-15, Department of Economics, UC San Diego.
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    Published as:

  66. Timo TerŠsvirta, 1990. "Generalizing Threshold Autoregressive Models," University of California at San Diego, Economics Working Paper Series 90-44, Department of Economics, UC San Diego.

Articles

  1. Nakatani, Tomoaki & Teräsvirta, Timo, 2008. "Positivity constraints on the conditional variances in the family of conditional correlation GARCH models," Finance Research Letters, Elsevier, vol. 5(2), pages 88-95, June. [Downloadable!] (restricted)
    Other versions:

  2. Eklund, Bruno & Terasvirta, Timo, 2007. "Testing constancy of the error covariance matrix in vector models," Journal of Econometrics, Elsevier, vol. 140(2), pages 753-780, October. [Downloadable!] (restricted)
    Other versions:

  3. Granger, Clive W.J. & Terasvirta, Timo & Patton, Andrew J., 2006. "Common factors in conditional distributions for bivariate time series," Journal of Econometrics, Elsevier, vol. 132(1), pages 43-57, May. [Downloadable!] (restricted)
    Other versions:

  4. Timo Teräsvirta & Marcelo C. Medeiros & Gianluigi Rech, 2006. "Building neural network models for time series: a statistical approach," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(1), pages 49-75. [Downloadable!]
    Other versions:

  5. Meitz, Mika & Terasvirta, Timo, 2006. "Evaluating Models of Autoregressive Conditional Duration," Journal of Business & Economic Statistics, American Statistical Association, vol. 24, pages 104-124, January. [Downloadable!] (restricted)
    Other versions:

  6. Andrés González & Timo Teräsvirta, 2006. "Simulation-based Finite Sample Linearity Test against Smooth Transition Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(s1), pages 797-812, December. [Downloadable!] (restricted)
    Other versions:

  7. Lundbergh, Stefan & Terasvirta, Timo, 2006. "A time series model for an exchange rate in a target zone with applications," Journal of Econometrics, Elsevier, vol. 131(1-2), pages 579-609. [Downloadable!] (restricted)
    Other versions:

  8. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Reply," International Journal of Forecasting, Elsevier, vol. 21(4), pages 781-783. [Downloadable!] (restricted)

  9. Terasvirta, Timo & van Dijk, Dick & Medeiros, Marcelo C., 2005. "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination," International Journal of Forecasting, Elsevier, vol. 21(4), pages 755-774. [Downloadable!] (restricted)
    Other versions:

  10. Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003. "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-21, January.
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  11. Dick van Dijk 1 & Birgit Strikholm & Timo Teräsvirta, 2003. "The effects of institutional and technological change and business cycle fluctuations on seasonal patterns in quarterly industrial production series," Econometrics Journal, Royal Economic Society, vol. 6(1), pages 79-98, 06. [Downloadable!] (restricted)
    Other versions:

  12. Anna Persson & Timo Teräsvirta, 2003. "The net barter terms of trade: A smooth transition approach," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 8(1), pages 81-97. [Downloadable!]
    Other versions:

  13. Dick van Dijk & Timo Teräsvirta & Philip Hans Franses, 2002. "Smooth Transition Autoregressive Models - A Survey Of Recent Developments," Econometric Reviews, Taylor and Francis Journals, vol. 21(1), pages 1-47. [Downloadable!] (restricted)
    Other versions:

  14. Davidson, James & Terasvirta, Timo, 2002. "Long memory and nonlinear time series," Journal of Econometrics, Elsevier, vol. 110(2), pages 105-112, October. [Downloadable!] (restricted)

  15. Lundbergh, Stefan & Terasvirta, Timo, 2002. "Evaluating GARCH models," Journal of Econometrics, Elsevier, vol. 110(2), pages 417-435, October. [Downloadable!] (restricted)
    Other versions:

  16. Timo Teräsvirta & Ann-Charlotte Eliasson, 2001. "Non-linear error correction and the UK demand for broad money, 1878-1993," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 16(3), pages 277-288. [Downloadable!]
    Other versions:

  17. He, Changli & Terasvirta, Timo, 1999. "Properties of moments of a family of GARCH processes," Journal of Econometrics, Elsevier, vol. 92(1), pages 173-192, September. [Downloadable!] (restricted)
    Other versions:

  18. Lutkepohl, Helmut & Terasvirta, Timo & Wolters, Jurgen, 1999. "Investigating Stability and Linearity of a German M1 Money Demand Function," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(5), pages 511-25, Sept.-Oct. [Downloadable!]
    Other versions:

  19. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1999. "Testing parameter constancy in linear models against stochastic stationary parameters," Journal of Econometrics, Elsevier, vol. 90(2), pages 193-213, June. [Downloadable!] (restricted)
    Other versions:

  20. Skalin, Joakim & Terasvirta, Timo, 1999. "Another Look at Swedish Business Cycles, 1861-1988," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(4), pages 359-78, July-Aug.. [Downloadable!]
    Other versions:

  21. Granger, Clive W. J. & Terasvirta, Timo, 1999. "A simple nonlinear time series model with misleading linear properties," Economics Letters, Elsevier, vol. 62(2), pages 161-165, February. [Downloadable!] (restricted)
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  22. Terasvirta, Timo, 1998. " Comment on N. R. Ericsson, D. F. Hendry and K. M. Prestwich, "The Demand for Broad Money in the United Kingdom, 1878-1993."," Scandinavian Journal of Economics, Blackwell Publishing, vol. 100(1), pages 325-38, March. [Downloadable!] (restricted)

  23. Jürgen Wolters & Timo Teräsvirta & Helmut Lütkepohl, 1998. "Modeling The Demand For M3 In The Unified Germany," The Review of Economics and Statistics, MIT Press, vol. 80(3), pages 399-409, August. [Downloadable!] (restricted)
    Other versions:

  24. Tobias Rydén & Timo Teräsvirta & Stefan Åsbrink, 1998. "Stylized facts of daily return series and the hidden Markov model," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 13(3), pages 217-244. [Downloadable!]
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  25. Terasvirta, Timo, 1997. "The International Institute of Forecasters Award for the Best Forecasting Paper," International Journal of Forecasting, Elsevier, vol. 13(4), pages 591-592, December. [Downloadable!] (restricted)

  26. Jansen, Eilev S & Terasvirta, Timo, 1996. "Testing Parameter Constancy and Super Exogeneity in Econometric Equations," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 58(4), pages 735-63, November.
    Other versions:

  27. Eitrheim, Oyvind & Terasvirta, Timo, 1996. "Testing the adequacy of smooth transition autoregressive models," Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September. [Downloadable!] (restricted)
    Other versions:

  28. Timo Teräsvirta, 1996. "Power Properties of Linearity Tests for Time Series," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 1(1), pages 3-10. [Downloadable!] (restricted)
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  29. Kauppi, Eija & Lassila, Jukka & Terasvirta, Timo, 1996. "Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993," International Journal of Forecasting, Elsevier, vol. 12(3), pages 373-381, September. [Downloadable!] (restricted)

  30. Terasvirta, Timo, 1995. "Professor Clive W.J. Granger: An interview for the International Journal of Forecasting," International Journal of Forecasting, Elsevier, vol. 11(4), pages 585-590, December. [Downloadable!] (restricted)

  31. Terasvirta, Timo, 1995. "Modelling Nonlinearity in U.S. Gross National Product 1889-1987," Empirical Economics, Springer, vol. 20(4), pages 577-97.

  32. Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June. [Downloadable!] (restricted)
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  33. Deutsch, Melinda & Granger, Clive W. J. & Terasvirta, Timo, 1994. "The combination of forecasts using changing weights," International Journal of Forecasting, Elsevier, vol. 10(1), pages 47-57, June. [Downloadable!] (restricted)

  34. Terasvirta, T & Anderson, H M, 1992. "Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 7(S), pages S119-36, Suppl. De. [Downloadable!] (restricted)

  35. Boucelham, Jamel & Terasvirta, Timo, 1990. "Use of preliminary values in forecasting industrial production," International Journal of Forecasting, Elsevier, vol. 6(4), pages 463-468, December. [Downloadable!] (restricted)

  36. Rahiala, Markku & Terasvirta, Timo, 1988. "Formation of Firms' Production Decisions in Finnish Manufacturing Industries," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 3(2), pages 125-37, April. [Downloadable!] (restricted)

  37. Terasvirta, Timo, 1987. "Usefulness of proxy variables in linear models with stochastic regressors," Journal of Econometrics, Elsevier, vol. 36(3), pages 377-382, November. [Downloadable!] (restricted)

  38. Judge, George & Yi, Gang & Yancey, Thomas & Terasvirta, Timo, 1987. "The extended Stein procedure for simultaneous model selection and parameter estimation," Journal of Econometrics, Elsevier, vol. 35(2-3), pages 375-391, July. [Downloadable!] (restricted)

  39. Saikkonen, Pentti & Terasvirta, Timo, 1985. " Modelling the Dynamic Relationship between Wages and Prices in Finland," Scandinavian Journal of Economics, Blackwell Publishing, vol. 87(1), pages 102-19.

  40. Terasvirta, Timo, 1982. "Underestimation of mean square error matrix in misspecified linear models," Journal of Econometrics, Elsevier, vol. 18(2), pages 281-284, February. [Downloadable!] (restricted)

  41. Terasvirta, T, 1980. "The Polynomial Distributed Lag Revisited," Empirical Economics, Springer, vol. 5(2), pages 69-81.

  42. Leskinen, Esko & Terasvirta, Timo, 1976. "Forecasting the consumption of alcoholic beverages in Finland : A box-Jenkins approach," European Economic Review, Elsevier, vol. 8(4), pages 349-369, December. [Downloadable!] (restricted)

  43. Terasvirta, Timo, 1976. "A Note on Bias in the Almon Distributed Lag Estimator," Econometrica, Econometric Society, vol. 44(6), pages 1317-21, November. [Downloadable!] (restricted)

Chapters

  1. Terasvirta, Timo, 2006. "Forecasting economic variables with nonlinear models," Handbook of Economic Forecasting, Elsevier. [Downloadable!] (restricted)
    Other versions:

  2. Terasvirta, Timo & Tjostheim, Dag & W.J. Granger, Clive, 1986. "Aspects of modelling nonlinear time series," Handbook of Econometrics, in: R. F. Engle & D. McFadden (ed.), Handbook of Econometrics, edition 1, volume 4, chapter 48, pages 2917-2957 Elsevier. [Downloadable!] (restricted)

NEP Fields

55 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CMP: Computational Economics (4) 2001-09-26 2002-09-21 2004-07-18 2004-07-26
  2. NEP-DEV: Development (1) 2000-01-24
  3. NEP-DGE: Dynamic General Equilibrium (2) 1998-07-06 2001-03-13
  4. NEP-ECM: Econometrics (39) 1998-07-13 1998-10-08 1998-10-19 1998-10-19 1999-01-18 1999-01-18 1999-02-08 2000-01-24 2000-01-24 2000-04-17 2000-06-12 2000-08-02 2001-09-26 2002-09-21 2002-09-21 2002-09-21 2002-12-10 2002-12-10 2003-09-08 2004-03-03 2004-03-14 2004-07-18 2004-09-12 2005-01-23 2005-04-03 2005-09-11 2005-09-11 2005-10-29 2005-11-19 2005-11-19 2006-12-01 2006-12-16 2007-01-13 2007-02-10 2007-06-11 2007-08-18 2007-09-16 2007-11-24 2008-02-02 Author is listed
  5. NEP-ENT: Entrepreneurship (1) 2001-09-26
  6. NEP-ENV: Environmental Economics (1) 1998-10-08
  7. NEP-ETS: Econometric Time Series (49) 1998-07-06 1998-10-08 1998-10-15 1999-01-18 1999-01-18 1999-02-08 1999-05-03 1999-05-03 1999-05-10 2000-01-24 2000-01-24 2000-04-17 2000-06-12 2000-08-02 2001-10-22 2002-09-21 2002-09-21 2002-09-21 2002-12-02 2002-12-02 2002-12-02 2003-09-08 2004-02-29 2004-03-14 2004-07-18 2004-07-26 2004-09-12 2005-01-23 2005-04-03 2005-09-11 2005-09-11 2005-10-29 2005-11-19 2005-11-19 2006-12-01 2006-12-16 2007-01-13 2007-02-10 2007-06-11 2007-08-18 2007-09-16 2007-11-24 2008-02-02 2008-03-01 2008-06-27 2008-06-27 2008-06-27 2008-06-27 2008-06-27 Author is listed
  8. NEP-EVO: Evolutionary Economics (1) 2001-09-26
  9. NEP-FIN: Finance (6) 2004-03-14 2004-09-12 2004-10-30 2005-01-23 2005-10-29 2005-11-19 Author is listed
  10. NEP-ICT: Information & Communication Technologies (2) 2006-12-01 2007-02-10
  11. NEP-IFN: International Finance (3) 1998-07-06 2003-09-08 2004-10-30
  12. NEP-LTV: Unemployment, Inequality & Poverty (1) 1998-10-15
  13. NEP-MAC: Macroeconomics (1) 2004-07-26
  14. NEP-MON: Monetary Economics (1) 1998-10-15
  15. NEP-NET: Network Economics (1) 2001-09-26
  16. NEP-ORE: Operations Research (1) 2008-06-27
  17. NEP-RMG: Risk Management (2) 2004-02-29 2004-03-14
  18. NEP-TID: Technology & Industrial Dynamics (2) 2001-03-13 2001-04-11
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This page was last updated on 2008-10-7.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.