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 Updated May, 1 2008 147.392 documents processed, 3.154.300 references and 1.403.701 citations



Centre interuniversitaire de recherche en économie quantitative, CIREQ / 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: 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:montec:9423 Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. (1994).
Cited: 132 times.

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

(3) RePEc:mtl:montec:9614 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: A Quantitative Investigation. (1996).
Cited: 59 times.

(4) RePEc:mtl:montec:18-2002 Testing for a Unit Root in Panels with Dynamic Factors (2002).
Cited: 59 times.

(5) RePEc:mtl:montec:9547 Exact Inference Methods for First-Order Autoregressive Distributed Lag Models. (1995).
Cited: 22 times.

(6) RePEc:mtl:montec:9607 Rank Regressions, Wage Distributions and the Gender Gap. (1996).
Cited: 22 times.

(7) RePEc:mtl:montec:08-2002 Habit Formation and the Persistence of Monetary Shocks (2002).
Cited: 21 times.

(8) RePEc:mtl:montec:9524 Predictive Tests for Structural Change with Unknown Breakpoint. (1995).
Cited: 20 times.

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

(10) RePEc:mtl:montec:2001-02 Ranking Sets of Objects. (2001).
Cited: 15 times.

(11) RePEc:mtl:montec:9421 Further Evidence on Breaking Trend Functions in Macroeconomic Variables. (1994).
Cited: 14 times.

Cited: 13 times.

(13) RePEc:mtl:montec:02-2004 Deprivation and Social Exclusion (2004).
Cited: 12 times.

(14) RePEc:mtl:montec:9406 Labor Market Institutions and the Distribution of Wages, 1973-1992: A Semiparametric Approach. (1994).
Cited: 12 times.

(15) RePEc:mtl:montec:2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects. (2001).
Cited: 12 times.

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

(17) RePEc:mtl:montec:17-2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2003).
Cited: 10 times.

(18) RePEc:mtl:montec:2000-09 Core Retionalizability in Two-Agent Exchange Economies. (2000).
Cited: 10 times.

(19) RePEc:mtl:montec:05-2002 Nonparametric Instrumental Regression (2002).
Cited: 10 times.

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

(21) RePEc:mtl:montec:9302 Unions and Wages Inequality in Canada and the United States. (1993).
Cited: 8 times.

(22) RePEc:mtl:montec:14-2003 Short Run and Long Run Causality in Time Series : Inference (2003).
Cited: 8 times.

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

(24) RePEc:mtl:montec:2001-09 Asymmetric Smiles, Leverage Effects and Structural Parameters. (2001).
Cited: 7 times.

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

(26) RePEc:mtl:montec:9536 Market Time and Asset Price Movements: Theory and Estimation. (1995).
Cited: 7 times.

(27) RePEc:mtl:montec:2001-05 Religion and Economic Growth: Was Weber Right? (2001).
Cited: 7 times.

(28) RePEc:mtl:montec:9628 On the Optimal Order of Natural Resource Use When the Capacity of the Inexhaustible Substitute is Limited. (1996).
Cited: 6 times.

(29) RePEc:mtl:montec:15-2003 Explaining the Transition Between Exchange Rate Regimes (2003).
Cited: 6 times.

(30) RePEc:mtl:montec:2001-13 Rationalizability of Choice Functions on General Domains without Full Transitivity. (2001).
Cited: 6 times.

(31) RePEc:mtl:montec:9408 Periodic Autoregressive Conditional Heteroskedasticity. (1994).
Cited: 6 times.

(32) RePEc:mtl:montec:2001-01 Non-Deteriorating Choice. (2001).
Cited: 6 times.

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

(34) RePEc:mtl:montec:01-2003 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (2003).
Cited: 5 times.

(35) RePEc:mtl:montec:2000-04 How Important Are Intergenerational Transfers of Time? A Macroeconomic Analysis. (2000).
Cited: 5 times.

(36) RePEc:mtl:montec:04-2003 Aversion Analysis (2003).
Cited: 5 times.

(37) RePEc:mtl:montec:9314 A Time Series Model with Periodic Stochastic Regime Switching. (1993).
Cited: 5 times.

(38) RePEc:mtl:montec:2001-06 The Axiomatic Approach to Population Ethics. (2001).
Cited: 5 times.

(39) RePEc:mtl:montec:9426 Sequential Location Equilibria Under Incomplete Information. (1994).
Cited: 4 times.

(40) RePEc:mtl:montec:9334 Disappointment Aversion as a Solution to the Equity Premium and the Risk- Free Rate Puzzles. (1993).
Cited: 4 times.

(41) RePEc:mtl:montec:2001-19 The Bootstrap of Mean for Dependent Heterogeneous Arrays. (2001).
Cited: 4 times.

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

(43) RePEc:mtl:montec:9518 On Periodic Structures and Testing for Seasonal Unit Roots. (1995).
Cited: 4 times.

Cited: 4 times.

(45) RePEc:mtl:montec:9419 Major Choice: Undergraduate Concentrations and the Probability of Graduation. (1994).
Cited: 4 times.

(46) RePEc:mtl:montec:2001-04 Inflation Targeting Under Asymmetric Preferences. (2001).
Cited: 4 times.

(47) RePEc:mtl:montec:9126 Consumption and Equilibrium Asset Pricing: an Empirical Assessment. (1991).
Cited: 4 times.

(48) RePEc:mtl:montec:9322 Seasonal Adjustment and Other Data Transformations. (1993).
Cited: 4 times.

(49) RePEc:mtl:montec:13-2003 In Search of Advice for Physicians in Entry-Level Medical Markets (2003).
Cited: 4 times.

(50) RePEc:mtl:montec:9118 Efficiency and Renegotiation in Repeated Games. (1991).
Cited: 4 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:iza:izadps:dp1351 Subjective Well-Being and Relative Deprivation: An Empirical Link (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

Latest citations received in: 2003

(1) RePEc:cir:cirwor:2003s-61 Short Run and Long Run Causality in Time Series: Inference (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:lvl:lagrcr:0312 Are New Keynesian Phillips Curved Identified? (2003).

(4) RePEc:mtl:montde:2003-16 Short run and long run causality in time series: Inference (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

Latest citations received in: 2002

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

(2) 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

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

(4) 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

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

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

(7) 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-02 Empirical Assessment of an Intertemporal Option Pricing Model with Latent Variables (Note : New version February 2002) / Empirical Assessment of an Intertemporal Option Pricing Model with Latent Varia (2001). CIRANO / CIRANO Working Papers

(3) RePEc:cir:cirwor:2001s-06 Risque de modèle de volatilité (2001). CIRANO / CIRANO Working Papers

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

(5) 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

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

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.

©2008 Jose Manuel Barrueco | mail: barrueco@uv.es