About this Journal
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. The journal is ranked in the Thomson/ISI Journal Citation Reports: its 2010 impact factor is 0.765, and it ranks 147th out of 304 economics journals and 23rd out of 42 mathematical methods social science journals.
For more information, please download the journal flyer. 
Publication History
Four issues/year
Content available since 1996 (Volume 1, Issue 1)
ISSN: 1558-3708
Archiving: all bepress journals are fully and permanently archived according to leading industry standards.
Indexed in
- ABI - INFORM
- Advanced Polymers Abstracts
- Aluminum Industry Abstracts
- Ceramic Abstracts
- Composites Industry Abstracts
- Computer and Information Systems Abstracts Journal
- Corrosion Abstracts
- CSA Mechanical & Transportation Engineering Abstracts
- Current Contents/Engineering
- Current Index to Statistics
- Current Mathematical Publications
- Earthquake Engineering Abstracts
- EconLit
- Electronics and Communications Abstracts Journal
- Engineered Materials Abstracts
- Environmental Engineering Abstracts
- International Aerospace Abstracts
- IBSS
- Intute
- Journal of Economic Literature
- Materials Business File
- Mathematical Reviews
- MathSciNet
- METADEX
- ProQuest Central
- RePEc
- Scopus
- Social Science Citation Index (Thomson/ISI) 2010 impact factor: 0.765
- Solid State and Superconductivity Abstracts
- Technology Research Database (CSA)
- WorldCat
- World Ceramics Abstracts
- Zentralblatt MATH
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What scholars are saying about Studies in Nonlinear Dynamics & Econometrics
Studies in Nonlinear Dynamics & Econometrics provides issues, data, and codes for empirical research so that one can test and learn the nonlinear model by himself (or herself). I really appreciate this Journal, in that it gives me a chance to study nonlinear models and apply them in my research.
Hsiu-Chuan Lee, Futures Trading Desk, ChinaTrust Commercial Bank
The Berkeley Electronic Press is of great benefit to my work. My research is in the area of stock exchange markets and heavily depended on Studies in Nonlinear Dynamics & Econometrics.
Amira Ahmed, Professor of Economics, Benha University