Timo Teräsvirta
Impact in
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- Monetary Policy and Economic Impact
- Economic Theory and Policy
- Finance top 0.05%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Global Financial Crisis and Policies
Papers in
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- Monetary Policy and Economic Impact 46
- Finance 55
- Financial Risk and Volatility Modeling 54
- Co-authors
- Clive W. J. GrangerDick van DijkPentti SaikkonenRitva LuukkonenHeather M. AndersonDennis W. JansenPhilip Hans FransesChangli He
In The Last Decade
Timo Teräsvirta
120 papers receiving 9.7k citations
Hit Papers
Peers
Comparison fields: 5 of 119
- General Economics, Econometrics and Finance 5.8k
- Finance 4.9k
- Economics and Econometrics 7.9k
- Statistics and Probability 884
- Management Science and Operations Research 1.0k
Countries citing papers authored by Timo Teräsvirta
This map shows the geographic impact of Timo Teräsvirta's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Timo Teräsvirta with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Timo Teräsvirta more than expected).
Fields of papers citing papers by Timo Teräsvirta
This network shows the impact of papers produced by Timo Teräsvirta. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Timo Teräsvirta. The network helps show where Timo Teräsvirta may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Timo Teräsvirta, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 0 | |
| 2 | 2023 | 4 | |
| 3 | 2023 | 1 | |
| 4 | 2023 | 1 | |
| 5 | 2021 | 6 | |
| 6 | Modelling and Forecasting WIG20 Daily Returns | 2017 | 2 |
| 7 | Testing Linearity of Economic Time Series against Cyclical Asymmetry | 2016 | 1 |
| 8 | 2016 | 8 | |
| 9 | Linearity and Misspecification Tests for Vector Smooth Transition Regression Models | 2014 | 29 |
| 10 | FORECASTING THE FINNISH CONSUMER PRICE INFLATION USING ARTIFICIAL NEURAL NETWORK MODELS AND THREE AUTOMATED MODEL SELECTION TECHNIQUES | 2013 | 3 |
| 11 | Nonlinear models for autoregressive conditional heteroskedasticity | 2011 | 1 |
| 12 | Multivariate GARCH models To appear in T. G. Andersen, R. A. Davis, J.-P. Kreiss and T. Mikosch, eds. Handbook of Financial Time Series. New York: Springer. | 2008 | 67 |
| 13 | Stylized Facts of Financial Time Series and Three Popular Models of Volatility | 2004 | 18 |
| 14 | The Effects of Institutional and Technological Change and Business Cycle Fluctuations on Seasonal Patterns in Quarterly Industrial Production Series | 2003 | 7 |
| 15 | SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS Hit paper breakdown → | 2002 | 746 |
| 16 | 1998 | 8 | |
| 17 | Properties of Moments of a Family of GARCH Processes | 1997 | 2 |
| 18 | Another Look at Swedish Business Cycles, 1861-1988 | 1996 | 2 |
| 19 | 1982 | 6 | |
| 20 | 1981 | 5 |
About Timo Teräsvirta
Timo Teräsvirta is a scholar working on General Economics, Econometrics and Finance, Finance, Statistics and Probability, Economics and Econometrics and Management Science and Operations Research, having authored 123 papers that have together received 10.7k indexed citations. Recurring topics across this work include Financial Risk and Volatility Modeling (54 papers), Market Dynamics and Volatility (48 papers), Monetary Policy and Economic Impact (46 papers), Complex Systems and Time Series Analysis (26 papers), Statistical Methods and Inference (16 papers), Advanced Statistical Methods and Models (13 papers), Forecasting Techniques and Applications (9 papers) and Stock Market Forecasting Methods (8 papers). The work is most often cited by research in General Economics, Econometrics and Finance (5.8k citations), Finance (4.9k citations), Economics and Econometrics (7.9k citations), Statistics and Probability (884 citations) and Management Science and Operations Research (1.0k citations). Timo Teräsvirta has collaborated with scholars based in Sweden, Denmark and Finland. Frequent co-authors include Clive W. J. Granger, Dick van Dijk, Pentti Saikkonen, Ritva Luukkonen, Heather M. Anderson, Dennis W. Jansen, Philip Hans Franses, Changli He, Chien‐Fu Lin and Øyvind Eitrheim. Their work appears in journals such as Journal of Econometrics, Journal of Applied Econometrics, Econometric Reviews, International Journal of Forecasting and Econometrics Journal.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.