Studies In Nonlinear Dynamics And Econometrics

Studies in Nonlinear Dynamics & Econometrics (SNDE) recognizes that advances in statistics and dynamical systems theory may 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.

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.

《Studies In Nonlinear Dynamics And Econometrics》是一本由Walter de Gruyter出版商出版的專業經濟學期刊，該刊創刊于1996年，刊期4 issues/year，該刊已被國際權威數據庫SCIE、SSCI收錄。在中科院最新升級版分區表中，該刊分區信息為大類學科：經濟學4區，小類學科：經濟學 4區；社會科學：數理方法 4區；在JCR（Journal Citation Reports）分區等級為Q3。該刊發文范圍涵蓋ECONOMICS等領域，旨在及時、準確、全面地報道國內外ECONOMICS工作者在該領域取得的最新研究成果、工作進展及學術動態、技術革新等，促進學術交流，鼓勵學術創新。2023年影響因子為0.7，平均審稿速度 。