Timo Teräsvirta
Timo Teräsvirta publishes mostly in Economics and Econometrics, Finance and General Economics, Econometrics and Finance, on topics such as Financial Risk and Volatility Modeling, Monetary Policy and Economic Impact and Complex Systems and Time Series Analysis.
- World rank
- #12,001 of 1,633,909 ranked researchers
- Rank in Sweden
- #117 of 16,333
- Works
- 76
- Citations
- 1.4k
- Citations per work
- 18.0
What does Timo Teräsvirta research?
Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.
- 1Economics and Econometrics24% of their works
- 2Finance21% of their works
- 3General Economics, Econometrics and Finance15% of their works
- 4Statistics and Probability13% of their works
- 5Management Science and Operations Research8% of their works
- 6Artificial Intelligence6% of their works
Research topics
Which keywords describe Timo Teräsvirta's research?
The keywords of their largest research topics: Monetary Policy, GARCH Models, Volatility, Economic Growth, Fiscal Policy, Econophysics, Multifractal Analysis and Economic Policy Uncertainty.
- System Identification
- Regression Analysis
- Time Series
- Variable Selection
- Oil Price Shocks
- Economic Policy Uncertainty
- Econophysics
- Economic Growth
- GARCH Models
- Monetary Policy
- Volatility
- Fiscal Policy
- Multifractal Analysis
- Model Selection
- Regularization
- Forecasting
- Multicollinearity
- Parameter Estimation
Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.
All 18 words, with their numbers
- Monetary Policy242 topics
- GARCH Models201 topic
- Volatility201 topic
- Economic Growth151 topic
- Fiscal Policy151 topic
- Econophysics121 topic
- Multifractal Analysis121 topic
- Economic Policy Uncertainty91 topic
- Model Selection92 topics
- Oil Price Shocks91 topic
- Regularization61 topic
- Variable Selection61 topic
- Forecasting51 topic
- Time Series51 topic
- Multicollinearity41 topic
- Regression Analysis41 topic
- Parameter Estimation31 topic
- System Identification31 topic
Where does Timo Teräsvirta work?
Timo Teräsvirta's main affiliation in the publication record is Stockholm School of Economics, Sweden.
How many publications and citations does Timo Teräsvirta have?
Science Explorer counts 76 works and 1,367 citations for Timo Teräsvirta, ranking #12,001 of 1,633,909 researchers worldwide on the composite score.
Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.
Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.