Department of Economics and Business Economics

Timo Teräsvirta

  1. 2017
  2. Accepted/In press

    Nonlinear models in macroeconometrics. / Terasvirta, Timo.

    Oxford Research Encyclopedia in Economics and Finance. Oxford : Oxford University Press, 2017.

    Research output: Research - peer-reviewBook chapter

  3. Published

    Sir Clive Granger's contributions to nonlinear time series and econometrics. / Terasvirta, Timo.

    In: European Journal of Pure and Applied Mathematics, Vol. 10, No. 1, 2017, p. 104-132.

    Research output: Research - peer-reviewJournal article

  4. Published

    Specification and testing of Multiplicative Time-Varying GARCH models with applications. / Amado, Cristina; Teräsvirta, Timo.

    In: Econometric Reviews, Vol. 36, No. 4, 2017, p. 421-446.

    Research output: Research - peer-reviewJournal article

  5. 2016
  6. Published

    A smooth transition logit model of the effects of deregulation in the electricity market. / Hurn, A. Stan; Silvennoinen, Annastiina; Teräsvirta, Timo.

    In: Journal of Applied Econometrics, Vol. 31, No. 4, 2016, p. 707-733.

    Research output: Research - peer-reviewJournal article

  7. Published

    Forecasting macroeconomic variables using neural network models and three automated model selection techniques. / Kock, Anders Bredahl; Teräsvirta, Timo.

    In: Econometric Reviews, Vol. 35, No. 8-10, 2016, p. 1753-1779.

    Research output: Research - peer-reviewJournal article

  8. Published

    Testing constancy of unconditional variance in volatility models by misspecification and specification tests. / Silvennoinen, Annastiina; Terasvirta, Timo.

    In: Studies in Nonlinear Dynamics and Econometrics (Online), Vol. 20, No. 4, 2016, p. 347-364.

    Research output: Research - peer-reviewJournal article

  9. 2015
  10. Published

    Testing constancy of unconditional variance in volatility models by misspecification and specification tests. / Silvennoinen, Annastiina; Terasvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2015.

    Research output: ResearchWorking paper

  11. Published

    Modeling conditional correlations of asset returns : A smooth transition approach. / Silvennoinen, Annastiina; Teräsvirta, Timo.

    In: Econometric Reviews, Vol. 34, No. 1-2, 2015, p. 174-197.

    Research output: Research - peer-reviewJournal article

  12. 2014
  13. Published

    A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. / Hurn, A.S.; Silvennoinen, Annastiina; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper

  14. Published

    Specification, Estimation and Evaluation of Vector Smooth Transition Autoregressive Models with Applications. / Teräsvirta, Timo; Yang, Yukai.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: ResearchWorking paper