Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

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 0.06 0.16 28 164 88 5 0 3 0.11 0.07 1997 0.25 0.17 21 10 88 22 0 1 0.05 0.09 1998 0.24 0.19 19 35 49 12 0 0.12 1999 0.03 0.29 13 2 40 1 0 0.19 2000 0.25 0.39 17 41 32 8 0 3 0.18 0.2 2001 0.1 0.34 30 91 30 3 0 5 0.17 0.18 2002 0.91 0.39 21 108 47 43 16.3 9 0.43 0.2 2003 0.65 0.41 24 62 51 33 9.1 7 0.29 0.21 2004 0.78 0.47 14 22 45 35 2.9 4 0.29 0.25
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:mtl:montde:8633 Testing for a Unit Root in Time Series Regression (1986).
Cited: 435 times.

(2) RePEc:mtl:montde:9613 Stochastic Volatility. (1996).
Cited: 117 times.

(3) RePEc:mtl:montde:2002-18 Testing for a Unit Root in Panels with Dynamic Factors (2002).
Cited: 47 times.

(4) RePEc:mtl:montde:9552 Estimating and Testing Linear Models with Multiple Structural Changes. (1995).
Cited: 27 times.

(5) RePEc:mtl:montde:9607 Rank Regressions, Wage Distributions and the Gender Gap. (1996).
Cited: 23 times.

(6) RePEc:mtl:montde:9811 Simulation-Based Finite-Sample Normality Tests in Linear Regressions (1998).
Cited: 19 times.

(7) RePEc:mtl:montde:2001-29 An Eigenfunction Approach for Volatility Modeling. (2001).
Cited: 18 times.

(8) RePEc:mtl:montde:2001-02 Ranking Sets of Objects (2001).
Cited: 17 times.

(9) RePEc:mtl:montde:9408 Periodic Autoregressive Conditional Heteroskedasticity. (1994).
Cited: 16 times.

(10) RePEc:mtl:montde:2003-12 Identification, Weak Instruments and Statistical Inference in Econometrics (2003).
Cited: 15 times.

(11) RePEc:mtl:montde:9427 Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. (1994).
Cited: 15 times.

(12) RePEc:mtl:montde:9614 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation. (1996).
Cited: 14 times.

(13) RePEc:mtl:montde:9028 On the Economic and Econometrics of Seasonality. (1990).
Cited: 13 times.

(14) RePEc:mtl:montde:2006-15 Population Ethics (2006).
Cited: 12 times.

(15) RePEc:mtl:montde:2003-23 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2003).
Cited: 12 times.

(16) RePEc:mtl:montde:2000-05 International Business Cycles: What Are the Facts? (2000).
Cited: 12 times.

(17) RePEc:mtl:montde:2004-06 Interpersonal Comparisons of Well-Being (2004).
Cited: 11 times.

(18) RePEc:mtl:montde:8749 The Great Crash, the Oil Prices and the Unit Root Hypothesis. (1987).
Cited: 11 times.

(19) RePEc:mtl:montde:2002-07 Does the Barro-Gordon Model Explain the Behavior of US Inflation? a Reexamination of the Empirical Evidence (2002).
Cited: 11 times.

(20) RePEc:mtl:montde:2002-05 Nonparametric Instrumental Regression (2002).
Cited: 10 times.

(21) RePEc:mtl:montde:9232 Consumption, Real Exchange Rates and the Structure of International Asset Markets. (1992).
Cited: 10 times.

(22) RePEc:mtl:montde:9536 Market Time and Asset Price Movements: Theory and Estimation. (1995).
Cited: 10 times.

(23) RePEc:mtl:montde:9505 Are the Effects of Monetary Policy Asymmetric? (1995).
Cited: 10 times.

(24) RePEc:mtl:montde:2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects. (2001).
Cited: 9 times.

(25) RePEc:mtl:montde:2000-06 International Transmission of the Business Cycle in a Multi-Sector Model. (2000).
Cited: 9 times.

(26) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002).
Cited: 9 times.

(27) RePEc:mtl:montde:8424 Self-Insurance, Self-Protection and Increased Risk Aversion (1984).
Cited: 9 times.

(28) RePEc:mtl:montde:2005-08 Consistent House Allocation (2005).
Cited: 9 times.

(29) RePEc:mtl:montde:2002-08 Habit Formation and the Persistence of Monetary Shocks (2002).
Cited: 8 times.

(30) RePEc:mtl:montde:2004-01 Deprivation and Social Exclusion (2004).
Cited: 8 times.

(31) RePEc:mtl:montde:8127 Rank Tests for Serial Dependence (1981).
Cited: 8 times.

(32) RePEc:mtl:montde:8612 A Study Towards a Dynamic Theory of Seasonality for Economic Time Series (1986).
Cited: 8 times.

(33) RePEc:mtl:montde:2000-07 Optimal Licensing Contracts and the Value of a Patent. (2000).
Cited: 8 times.

(34) RePEc:mtl:montde:2001-05 Religion and Economic Growth: Was Weber Right? (2001).
Cited: 8 times.

(35) RePEc:mtl:montde:9119 Testing Causality Between Two Vectors in Multivariate Arma Models. (1991).
Cited: 7 times.

(36) RePEc:mtl:montde:9516 Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary. (1995).
Cited: 7 times.

(37) RePEc:mtl:montde:9128 Duopoly and Quality Standards. (1991).
Cited: 7 times.

(38) RePEc:mtl:montde:2002-03 Arrows Theorem in Spatial Environments (2002).
Cited: 6 times.

(39) RePEc:mtl:montde:9423 Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. (1994).
Cited: 6 times.

(40) RePEc:mtl:montde:9539 Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration. (1995).
Cited: 6 times.

(41) RePEc:mtl:montde:2003-21 Explaining the Transition Between Exchange Rate Regimes (2003).
Cited: 6 times.

(42) RePEc:mtl:montde:9103 Structural Adjustment and Growth in a Highy Indebted Market Economy: Brazil. (1991).
Cited: 6 times.

(43) RePEc:mtl:montde:2003-06 Aversion Analysis (2003).
Cited: 5 times.

(44) RePEc:mtl:montde:2000-04 How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis. (2000).
Cited: 5 times.

(45) RePEc:mtl:montde:2001-01 Non-Deteriorating Choice (2001).
Cited: 5 times.

(46) RePEc:mtl:montde:2005-12 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing (2005).
Cited: 5 times.

(47) RePEc:mtl:montde:9807 Computation and Analysis of Multiple Structural-Change Models (1998).
Cited: 5 times.

(48) RePEc:mtl:montde:2001-22 The Inflation Bias When the Central Bank Targets, the Natural Rate of Unemployment (2001).
Cited: 5 times.

(49) RePEc:mtl:montde:9422 Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. (1994).
Cited: 5 times.

(50) RePEc:mtl:montde:2006-02 The Dynamic (In)efficiency of Monetary Policy by Committee (2006).
Cited: 5 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:diw:diwwpp:dp449 Subjective Well-Being and Relative Deprivation : An Empirical Link (2004). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(2) RePEc:esi:discus:2004-08 A Monetary Approach to Capability Measurement of the Disabled - Evidence from the UK (2004). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction

(3) RePEc:iza:izadps:dp1351 Subjective Well-Being and Relative Deprivation: An Empirical Link (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(4) RePEc:rtv:ceisrp:56 Aversion to Inequality in Italy and its Determinants (2004). Tor Vergata University, CEIS / Research Paper Series

Latest citations received in: 2003

(1) RePEc:cir:cirwor:2003s-34 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (2003). CIRANO / CIRANO Working Papers

(2) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(3) RePEc:jhu:papers:480 Testing for Indeterminacy:An Application to U.S. Monetary Policy (2003). The Johns Hopkins University,Department of Economics / Economics Working Paper Archive

(4) RePEc:lvl:lagrcr:0312 Are New Keynesian Phillips Curved Identified? (2003).

(5) RePEc:mtl:montde:2003-08 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

(6) RePEc:mtl:montec:06-2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (2003). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche

(7) RePEc:mtl:montec:17-2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2003). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche

Latest citations received in: 2002

(1) RePEc:ads:wpaper:0016 Welfare Egalitarianism in Non-Rival Environments (2002). Institute for Advanced Study, School of Social Science / Economics Working Papers

(2) RePEc:ads:wpaper:0021 Fair Income Tax (2002). Institute for Advanced Study, School of Social Science / Economics Working Papers

(3) RePEc:ads:wpaper:0022 On the Equivalence between Welfarism and Equality of Opportunity (2002). Institute for Advanced Study, School of Social Science / Economics Working Papers

(4) RePEc:cir:cirwor:2002s-92 ARMA Representation of Two-Factor Models (2002). CIRANO / CIRANO Working Papers

(5) RePEc:cpd:pd2002:b5-3 A Principal Components Approach to Cross-Section Dependence in Panels (2002). International Conferences on Panel Data / 10th International Conference on Panel Data, Berlin, July 5-6, 2002

(6) RePEc:mtl:montde:2002-16 Maximal-Element Rationalizability (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

(7) RePEc:mtl:montec:16-2002 Maximal-Element Rationalizability (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche

(8) RePEc:mtl:montec:18-2002 Testing for a Unit Root in Panels with Dynamic Factors (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche

(9) RePEc:nbr:nberte:0287 Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand (2002). National Bureau of Economic Research, Inc / NBER Technical Working Papers

Latest citations received in: 2001

(1) RePEc:aub:autbar:492.01 Candidate Stability and Voting Correspondences (2001). Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC) / UFAE and IAE Working Papers

(2) RePEc:cir:cirwor:2001s-70 An Eigenfunction Approach for Volatility Modeling (2001). CIRANO / CIRANO Working Papers

(3) RePEc:cir:cirwor:2001s-71 A Theoretical Comparison Between Integrated andRealized Volatilities / A Theoretical Comparison Between Integrated and Realized Volatilities (2001). CIRANO / CIRANO Working Papers

(4) RePEc:dgr:umamet:2001006 Arrows Theorem in Spatial Environments (2001). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda

(5) RePEc:mtl:montde:2001-17 The Measurement of Diversity (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

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