Macroeconomic Dynamics

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 31 156 0 0 2 0.06 0.08 1998 0.16 0.23 24 70 31 5 0 1 0.04 0.1 1999 0.33 0.32 26 85 55 18 0 3 0.12 0.16 2000 0.24 0.43 22 75 50 12 0 4 0.18 0.19 2001 0.29 0.39 27 93 48 14 0 7 0.26 0.17 2002 0.29 0.42 38 157 49 14 0 7 0.18 0.2 2003 0.45 0.47 33 61 65 29 0 6 0.18 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:cup:macdyn:v:6:y:2002:i:1:p:111-44 Does Model Uncertainty Justify Caution? Robust Optimal Monetary Policy in a Forward-Looking Model. (2002). Macroeconomic Dynamics
Cited: 35 times.

(2) RePEc:cup:macdyn:v:3:y:1999:i:2:p:204-25 A Mixed Blessing: Natural Resources and Economic Growth. (1999). Macroeconomic Dynamics
Cited: 33 times.

(3) RePEc:cup:macdyn:v:1:y:1997:i:2:p:387-422 Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns. (1997). Macroeconomic Dynamics
Cited: 28 times.

(4) RePEc:cup:macdyn:v:1:y:1997:i:1:p:7-44 Two Computations to Fund Social Security. (1997). Macroeconomic Dynamics
Cited: 22 times.

(5) RePEc:cup:macdyn:v:2:y:1998:i:3:p:287-321 Consistent Expectations Equilibria. (1998). Macroeconomic Dynamics
Cited: 20 times.

(6) RePEc:cup:macdyn:v:1:y:1997:i:1:p:76-101 Market Frictions, Savings Behavior, and Portfolio Choice. (1997). Macroeconomic Dynamics
Cited: 20 times.

(7) RePEc:cup:macdyn:v:5:y:2002:i:05:p:742-747_03 DOES INTRAFIRM BARGAINING MATTER IN THE LARGE FIRMS MATCHING MODEL? (2002). Macroeconomic Dynamics
Cited: 19 times.

(8) RePEc:cup:macdyn:v:6:y:2002:i:5:p:633-64 Fiscal Policy, Increasing Returns, and Endogenous Fluctuations. (2002). Macroeconomic Dynamics
Cited: 19 times.

(9) RePEc:cup:macdyn:v:6:y:2002:i:1:p:85-110 Robust Monetary Policy under Model Uncertainty in a Small Model of the U.S. Economy. (2002). Macroeconomic Dynamics
Cited: 18 times.

(10) RePEc:cup:macdyn:v:1:y:1997:i:2:p:312-32 Habit Persistence and Asset Returns in an Exchange Economy. (1997). Macroeconomic Dynamics
Cited: 16 times.

(11) RePEc:cup:macdyn:v:1:y:1997:i:1:p:45-75 Solving Large-Scale Rational-Expectations Models. (1997). Macroeconomic Dynamics
Cited: 16 times.

(12) RePEc:cup:macdyn:v:5:y:2001:i:1:p:81-100 Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems. (2001). Macroeconomic Dynamics
Cited: 15 times.

(13) RePEc:cup:macdyn:v:4:y:2000:i:4:p:423-47 Financial Intermediation and Aggregate Fluctuations: A Quantitative Analysis. (2000). Macroeconomic Dynamics
Cited: 15 times.

(14) RePEc:cup:macdyn:v:7:y:2003:i:2:p:239-62 The Real-Interest-Rate Gap as an Inflation Indicator. (2003). Macroeconomic Dynamics
Cited: 14 times.

(15) RePEc:cup:macdyn:v:5:y:2001:i:3:p:413-33 Financial Development and Economic Growth. (2001). Macroeconomic Dynamics
Cited: 14 times.

(16) RePEc:cup:macdyn:v:8:y:2004:i:1:p:27-50 Signal Extraction and Non-certainty-Equivalence in Optimal Monetary Policy Rules. (2004). Macroeconomic Dynamics
Cited: 13 times.

(17) RePEc:cup:macdyn:v:5:y:2001:i:2:p:272-302 Learning and Excess Volatility. (2001). Macroeconomic Dynamics
Cited: 13 times.

(18) RePEc:cup:macdyn:v:5:y:2001:i:4:p:533-76 Threshold Cointegration and Nonlinear Adjustment to the Law of One Price. (2001). Macroeconomic Dynamics
Cited: 13 times.

(19) RePEc:cup:macdyn:v:8:y:2004:i:01:p:27-50_02 SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES (2004). Macroeconomic Dynamics
Cited: 13 times.

(20) RePEc:cup:macdyn:v:6:y:2002:i:1:p:40-84 Robust Permanent Income and Pricing with Filtering. (2002). Macroeconomic Dynamics
Cited: 13 times.

(21) RePEc:cup:macdyn:v:6:y:2002:i:5:p:713-47 Stabilization Policy as Bifurcation Selection: Would Stabilization Policy Work if the Economy Really Were Unstable? (2002). Macroeconomic Dynamics
Cited: 13 times.

(22) RePEc:cup:macdyn:v:2:y:1998:i:3:p:322-44 Virtues of Bad Times: Interaction between Productivity Growth and Economic Fluctuations. (1998). Macroeconomic Dynamics
Cited: 13 times.

(23) RePEc:cup:macdyn:v:5:y:2001:i:4:p:598-620 Out-of-Sample Tests for Granger Causality. (2001). Macroeconomic Dynamics
Cited: 12 times.

(24) RePEc:cup:macdyn:v:4:y:2000:i:2:p:170-96 Herd Behavior and Aggregate Fluctuations in Financial Markets. (2000). Macroeconomic Dynamics
Cited: 12 times.

(25) RePEc:cup:macdyn:v:1:y:1997:i:2:p:355-86 Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents. (1997). Macroeconomic Dynamics
Cited: 11 times.

(26) RePEc:cup:macdyn:v:1:y:1997:i:3:p:615-39 Fiscal Policy in a Growing Economy with Public Capital. (1997). Macroeconomic Dynamics
Cited: 10 times.

(27) RePEc:cup:macdyn:v:2:y:1998:i:3:p:383-400 Superneutrality of Money in Staggered Wage-Setting Models. (1998). Macroeconomic Dynamics
Cited: 9 times.

(28) RePEc:cup:macdyn:v:3:y:1999:i:2:p:243-77 Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints. (1999). Macroeconomic Dynamics
Cited: 9 times.

(29) RePEc:cup:macdyn:v:4:y:2000:i:2:p:197-221 The Exact Theoretical Rational Expectations Monetary Aggregate. (2000). Macroeconomic Dynamics
Cited: 9 times.

(30) RePEc:cup:macdyn:v:2:y:1998:i:4:p:443-55 Uncertain Duration of Reform: Dynamic Implications. (1998). Macroeconomic Dynamics
Cited: 8 times.

(31) RePEc:cup:macdyn:v:3:y:1999:i:4:p:482-505 Minimum Consumption Requirements: Theoretical and Quantitative Implications for Growth and Distribution. (1999). Macroeconomic Dynamics
Cited: 8 times.

(32) RePEc:cup:macdyn:v:6:y:2002:i:2:p:284-306 Recursive Equilibria in Economies with Incomplete Markets. (2002). Macroeconomic Dynamics
Cited: 8 times.

(33) RePEc:cup:macdyn:v:3:y:1999:i:3:p:311-40 Modeling Multiple Regimes in the Business Cycle. (1999). Macroeconomic Dynamics
Cited: 8 times.

(34) RePEc:cup:macdyn:v:7:y:2003:i:3:p:333-62 Optimal Inflation Tax and Structural Reform. (2003). Macroeconomic Dynamics
Cited: 8 times.

(35) RePEc:cup:macdyn:v:6:y:2002:i:1:p:167-85 Robust Decision Theory and the Lucas Critique. (2002). Macroeconomic Dynamics
Cited: 8 times.

(36) RePEc:cup:macdyn:v:4:y:2000:i:3:p:343-72 Stock Returns, Term Structure, Inflation, and Real Activity: An International Perspective. (2000). Macroeconomic Dynamics
Cited: 7 times.

(37) RePEc:cup:macdyn:v:10:y:2006:i:04:p:467-501_05 DO FIRING COSTS AFFECT THE INCIDENCE OF FIRM BANKRUPTCY? (2006). Macroeconomic Dynamics
Cited: 6 times.

(38) RePEc:cup:macdyn:v:8:y:2004:i:5:p:559-81 Endogenous Growth and Endogenous Business Cycles. (2004). Macroeconomic Dynamics
Cited: 6 times.

(39) RePEc:cup:macdyn:v:8:y:2004:i:05:p:559-581_04 ENDOGENOUS GROWTH AND ENDOGENOUS BUSINESS CYCLES (2004). Macroeconomic Dynamics
Cited: 6 times.

(40) RePEc:cup:macdyn:v:4:y:2000:i:3:p:373-414 Evolutionary Algorithms in Macroeconomic Models. (2000). Macroeconomic Dynamics
Cited: 6 times.

(41) RePEc:cup:macdyn:v:6:y:2002:i:2:p:242-65 The Sharpe Ratio and Preferences: A Parametric Approach. (2002). Macroeconomic Dynamics
Cited: 6 times.

(42) RePEc:cup:macdyn:v:7:y:2003:i:1:p:63-88 Dynamic Equivalence Principle in Linear Rational Expectations Models. (2003). Macroeconomic Dynamics
Cited: 6 times.

(43) RePEc:cup:macdyn:v:5:y:2001:i:4:p:466-81 Overview of Nonlinear Macroeconometric Empirical Models. (2001). Macroeconomic Dynamics
Cited: 5 times.

(44) RePEc:cup:macdyn:v:4:y:2000:i:4:p:448-66 Expectations, Credibility, and Time-Consistent Monetary Policy. (2000). Macroeconomic Dynamics
Cited: 5 times.

(45) RePEc:cup:macdyn:v:4:y:2000:i:1:p:74-107 Two New Keynesian Theories of Sticky Prices. (2000). Macroeconomic Dynamics
Cited: 5 times.

(46) RePEc:cup:macdyn:v:1:y:1997:i:3:p:640-57 Regime-Sensitive Cointegration with an Application to Interest-Rate Parity. (1997). Macroeconomic Dynamics
Cited: 5 times.

(47) RePEc:cup:macdyn:v:5:y:2001:i:1:p:101-31 An Interview with Milton Friedman. (2001). Macroeconomic Dynamics
Cited: 5 times.

(48) RePEc:cup:macdyn:v:1:y:1997:i:2:p:485-512 CAPM Risk Adjustment for Exact Aggregation over Financial Assets. (1997). Macroeconomic Dynamics
Cited: 5 times.

(49) RePEc:cup:macdyn:v:2:y:1998:i:1:p:22-48 Learning and the Stability of Cycles. (1998). Macroeconomic Dynamics
Cited: 5 times.

(50) RePEc:cup:macdyn:v:4:y:2000:i:2:p:139-69 Information Dynamics in Financial Markets. (2000). Macroeconomic Dynamics
Cited: 5 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:del:abcdef:2003-28 Coordination on Saddle-Path Solutions: the Eductive Viewpoint - Linear Multivariate Models. (2003). DELTA (Ecole normale supérieure) / DELTA Working Papers

(2) RePEc:eui:euiwps:eco2003/10 Will the Monetary Pillar Stay? A Few Lessons from the UK (2003). European University Institute / Economics Working Papers

(3) RePEc:kie:kieliw:1179 Is European Money Demand Still Stable? (2003). Kiel Institute for World Economics / Working Papers

(4) RePEc:nbr:nberwo:9960 The Unique Minimum State Variable RE Solution is E-Stable in All Well Formulated Linear Models (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(5) RePEc:nus:nusewp:wp0306 Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts (2003). National University of Singapore, Department of Economics / Departmental Working Papers

(6) RePEc:uno:wpaper:2003-02 Explaining speculative expansions (2003). University of New Orleans, Department of Economics and Finance / Working Papers

Latest citations received in: 2002

(1) RePEc:aea:aecrev:v:92:y:2002:i:2:p:96-101 The Natural Rate of Q (2002). American Economic Review

(2) RePEc:cla:levarc:391749000000000523 A Central-Planning Approach to Dynamic Incomplete-Market Equilibrium (2002). UCLA Department of Economics / Levine's Working Paper Archive

(3) RePEc:cpr:ceprdp:3581 Determinacy Through Intertemporal Capital Adjustment Costs (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:ecb:ecbwps:20020169 Modeling model uncertainty. (2002). European Central Bank / Working Paper Series

(5) RePEc:szg:worpap:0208 Product Market Deregulation and Labor Market Outcomes (2002). Swiss National Bank, Study Center Gerzensee / Working Papers

(6) RePEc:wpa:wuwpma:0210006 Bifurcations in Macroeconomic Models (2002). EconWPA / Macroeconomics

(7) RePEc:wpa:wuwpma:0211006 Squeezing the Interest Rate Smoothing Weight with a Hybrid Expectations Model (2002). EconWPA / Macroeconomics

Latest citations received in: 2001

(1) RePEc:aea:jecper:v:15:y:2001:i:3:p:23-45 A Theory of the Consumption Function, with and without Liquidity Constraints (2001). Journal of Economic Perspectives

(2) RePEc:cns:cnscwp:200104 Non linearity between finance and growth (2001). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS

(3) RePEc:cns:cnscwp:200105 Financial Institutions Expertise and Growth Effects of Financial Liberalisation (2001). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS

(4) RePEc:fip:fedkrw:rwp01-14 Evaluating long-horizon forecasts (2001). Federal Reserve Bank of Kansas City / Research Working Paper

(5) RePEc:wbk:wbrwps:2608 Financial development and international trade : is there a link? (2001). The World Bank / Policy Research Working Paper Series

(6) RePEc:wop:humbsf:2001-19 Sources of German Unemployment: A Structural Vector Error Correction Analysis (2001). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

(7) RePEc:wop:humbsf:2001-93 Stability Results for Nonlinear Vector Autoregressions with an Application to a Nonlinear Error Correction Model (2001). Humboldt Universitaet Berlin / Sonderforschungsbereich 373

Latest citations received in: 2000

(1) RePEc:cla:uclaol:232 A Simple Quantity Adjustment Model of Economic Fluctuations and Growth (2000). UCLA Department of Economics / UCLA Economics Online Papers

(2) RePEc:dnb:wormem:631 Wage Inflation and the Distribution of Output Gaps in Europe: Insiders vs. Outsiders (2000). Netherlands Central Bank, Research Department / WO Research Memoranda (discontinued)

(3) RePEc:nbr:nberwo:8028 Where did British Foreign Capital Go? Fundamentals, Failures and the Lucas Paradox: 1870-1913 (2000). National Bureau of Economic Research, Inc / NBER Working Papers

(4) RePEc:red:issued:v:3:y:2000:i:3:p:523-550 The Monetary Transmission Mechanism (2000). Review of Economic Dynamics

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.