Department of Economics and Business Economics

Timo Teräsvirta

  1. 2014
  2. 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: Working paper

  3. Published

    A Lagrange Multiplier Test for Testing the Adequacy of the Constant Conditional Correlation GARCH Model. / Catani, Paul; Teräsvirta, Timo; Yin, Meiqun.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2014.

    Research output: Working paper

  4. Published

    Forecasting performances of three automated modelling techniques during the economic crisis 2007-2009. / Kock, Anders Bredahl; Teräsvirta, Timo.

    In: International Journal of Forecasting, Vol. 30, 2014, p. 616-631.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  5. Published

    Conditional correlation models of autoregressive conditional heteroscedasticity with nonstationary GARCH equations. / Amado, Cristina; Teräsvirta, Timo.

    In: Journal of Business and Economic Statistics, Vol. 32, No. 1, 2014, p. 69-87.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  6. Published

    Modelling changes in the unconditional variance of long stock return series. / Amado, Cristina; Teräsvirta, Timo.

    In: Journal of Empirical Finance, Vol. 25, 2014, p. 15-35.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperJournal article

  7. 2013
  8. Published

    Thresholds and Smooth Transitions in Vector Autoregressive Models. / Hubrich, Kirstin; Teräsvirta, Timo.

    Aarhus : Institut for Økonomi, Aarhus Universitet, 2013.

    Research output: Working paper

  9. Published

    Thresholds and smooth transitions in vector autoregressive models. / Hubrich, Kirstin; Teräsvirta, Timo.

    VAR Models in Macroeconomics – New Developments and Applications: Essays in Honor of Christopher A. Sims. ed. / Thomas B. Fomby; Lutz Kilian; Anthony Murphy. Cambridge, MA : Emerald Group Publishing Limited, 2013. p. 273-326.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  10. Published

    Clive William John Granger 1934-2009. / Hendry, David F.; Teräsvirta, Timo.

    Biographical Memoirs of Fellows of the British Academy, XII. Oxford : Oxford University Press, 2013. p. 453-469.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  11. Published

    Unit Roots, Non-linearities, and Structural Breaks. / Haldrup, Niels; Kruse, Robinson; Teräsvirta, Timo; Varneskov, Rasmus T.

    Handbook of Research Methods and Applications in Empirical Macroeconomics. ed. / Nigar Hashimzade; Michael A. Thornton. Cheltenham : Edward Elgar Publishing, Incorporated, 2013. p. 61-94.

    Research output: Contribution to book/anthology/report/proceedingBook chapter

  12. Published

    Book Review of "Dynamic Models for Volatility and Heavy Tails: with Applications to Financial and Economic Time Series" by Andrew C. Harvey. / Teräsvirta, Timo.

    In: Journal of Economic Literature, Vol. 51, No. 4, 12.2013, p. 1190-1192.

    Research output: Contribution to journal/Conference contribution in journal/Contribution to newspaperLiterature review