Introduction to Topics in Modelling Financial and Macroeconomic Time Series

This special issue of Computational Economics features recent and original studies, most of which were presented at the fourth International Workshop in Financial Markets and Nonlinear Dynamics (FMND), organized in Paris in June 2019 (www. fmnd.fr). The papers describe and apply recent developments in financial econometrics to model the properties of financial and macroeconomic data. They present different methodologies and provide interesting and original findings.