Economics Group, Nuffield College, University of Oxford / Economics Papers
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  0.09  0.16  27  216  22  2  0  3  0.11  0.07 
1997  0.04  0.17  13  27  47  2  0    0.09 
1998  0.18  0.19  9  57  40  7  0    0.12 
1999  0.27  0.29  17  146  22  6  0  7  0.41  0.19 
2000  0.81  0.39  10  16  26  21  0  2  0.2  0.2 
2001  0.7  0.34  35  168  27  19  10.5  11  0.31  0.18 
2002  0.6  0.39  18  61  45  27  11.1  9  0.5  0.2 
2003  0.58  0.41  23  45  53  31  16.1  10  0.43  0.21 
2004  0.71  0.47  29  77  41  29  20.7  7  0.24  0.25 
 

Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 
Most cited documents in this series: (1) RePEc:nuf:econwp:104 Initial Conditions and Moment Restrictions in Dynamic Panel Data Models. (1995). Cited: 283 times. (2) RePEc:nuf:econwp:0517 Stochastic Volatility (2005). Cited: 175 times. (3) RePEc:nuf:econwp:1999w12 Auction Theory: a Guide to the Literature. (1999). Cited: 98 times. (4) RePEc:nuf:econwp:0121 GMM Estimation of Empirical Growth Models (2001). Cited: 73 times. (5) RePEc:nuf:econwp:9614 Initial conditions and moment restrictions in dynamic panel data
model (1996). Cited: 68 times. (6) RePEc:nuf:econwp:9604 An omnibus test for univariate and multivariate normalit (1996). Cited: 58 times. (7) RePEc:nuf:econwp:126 Unique Equilibrium in a Model of SelfFulfilling Currency Attacks. (1996). Cited: 53 times. (8) RePEc:nuf:econwp:0213 Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics (2002). Cited: 25 times. (9) RePEc:nuf:econwp:146 Likelihood INference for Discretely Observed Nonlinear Diffusions (1998). Cited: 24 times. (10) RePEc:nuf:econwp:0116 How accurate is the asymptotic approximation to the distribution of realised volatility? (2001). Cited: 24 times. (11) RePEc:nuf:econwp:049 Auctions: Theory and Practice (2004). Cited: 22 times. (12) RePEc:nuf:econwp:9713 Filtering via simulation: auxiliary particle filters (1997). Cited: 22 times. (13) RePEc:nuf:econwp:1999w3 Innovation and Market Value. (1999). Cited: 21 times. (14) RePEc:nuf:econwp:0603 Designing realised kernels to measure the expost variation of equity prices
in the presence of noise (2006). Cited: 15 times. (15) RePEc:nuf:econwp:143 FirmLevel Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years (1998). Cited: 13 times. (16) RePEc:nuf:econwp:0417 We Ran One Regression (2004). Cited: 13 times. (17) RePEc:nuf:econwp:0428 Regular and Modified KernelBased Estimators of Integrated Variance:
The Case with Independent Noise (2004). Cited: 12 times. (18) RePEc:nuf:econwp:1999w11 The Tobacco Deal. (1999). Cited: 12 times. (19) RePEc:nuf:econwp:125 Booms and Busts in the UK Housing Market. (1996). Cited: 10 times. (20) RePEc:nuf:econwp:0113 Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments (2001). Cited: 10 times. (21) RePEc:nuf:econwp:0526 Management of a Capital Stock by Strotzs Naive Planner (2006). Cited: 10 times. (22) RePEc:nuf:econwp:0224 Power Variation and Time Change (2002). Cited: 9 times. (23) RePEc:nuf:econwp:0316 Wage and Price Phillips Curves
An empirical analysis of destabilizing wageprice spirals (2003). Cited: 9 times. (24) RePEc:nuf:econwp:0504 Adjustment Costs and the Identification of Cobb Douglas Production Functions (2005). Cited: 9 times. (25) RePEc:nuf:econwp:048 Capital Accumulation and Growth: A New Look at the Empirical Evidence (2004). Cited: 9 times. (26) RePEc:nuf:econwp:141 Aggregation and Model Construction for Volatility Models (1998). Cited: 9 times. (27) RePEc:nuf:econwp:0011 Bartlett correction of the unit root test in autoregressive models (1995). Cited: 9 times. (28) RePEc:nuf:econwp:0509 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic (2005). Cited: 8 times. (29) RePEc:nuf:econwp:0216 Unemployment, Labour Market Institutions and Shocks (2002). Cited: 8 times. (30) RePEc:nuf:econwp:1999w20 Income Inequality and Macroeconomic Volatility: an Empirical Investigation. (1999). Cited: 8 times. (31) RePEc:nuf:econwp:0102 Firm Level Investment and R&D in France and the United States: A Comparison (2001). Cited: 8 times. (32) RePEc:nuf:econwp:0211 Economic Forecasting: Some Lessons from Recent Research (2001). Cited: 8 times. (33) RePEc:nuf:econwp:2000w11 Does Competition Solve the HoldUp Problem?. (2000). Cited: 8 times. (34) RePEc:nuf:econwp:0320 Multimodality in the GARCH Regression Model (2003). Cited: 7 times. (35) RePEc:nuf:econwp:0008 Generalized linear autoregressions (1995). Cited: 7 times. (36) RePEc:nuf:econwp:0217 Testing the Assumptions Behind the Use of Importance Sampling (2002). Cited: 7 times. (37) RePEc:nuf:econwp:0321 Econometrics of testing for jumps in financial economics using bipower variation (2003). Cited: 7 times. (38) RePEc:nuf:econwp:0204 The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses (2001). Cited: 6 times. (39) RePEc:nuf:econwp:0129 Institutions and Wage Determination: a MultiCountry Approach (2001). Cited: 6 times. (40) RePEc:nuf:econwp:115 Pathological Outcomes of Observational Learning. (1996). Cited: 6 times. (41) RePEc:nuf:econwp:0209 Pooling of Forecasts (2001). Cited: 6 times. (42) RePEc:nuf:econwp:0118 Realised power variation and stochastic volatility models (2001). Cited: 6 times. (43) RePEc:nuf:econwp:0318 Power and bipower variation with stochastic volatility and jumps (2003). Cited: 6 times. (44) RePEc:nuf:econwp:149 A Theory of the Onset of Currency Attacks. (1998). Cited: 5 times. (45) RePEc:nuf:econwp:0005 An evaluation of forecasting using leading indicators (1994). Cited: 5 times. (46) RePEc:nuf:econwp:2000w14 Optimizing Information in the Herd: Guinea Pigs, Profit and Welfare. (2000). Cited: 5 times. (47) RePEc:nuf:econwp:0020 Analytic convergence rates and parameterisation issues for the Gibbs
sampler applied to state space models (1996). Cited: 5 times. (48) RePEc:nuf:econwp:0310 Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview (2003). Cited: 5 times. (49) RePEc:nuf:econwp:0201 Dynamics of tradebytrade price movements: decomposition and models (2002). Cited: 5 times. (50) RePEc:nuf:econwp:0101 Integrated OU Processes (2001). Cited: 4 times. Latest citations received in:  2004  2003  2002  2001 Latest citations received in: 2004 (1) RePEc:ads:wpaper:0044 The Unity of Auction Theory: Paul Milgroms Masterclass (2004). Institute for Advanced Study, School of Social Science / Economics Working Papers (2) RePEc:fip:fedgfe:200456 Dynamic estimation of volatility risk premia and investor risk aversion from optionimplied and realized volatilities (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series (3) RePEc:iza:izadps:dp1441 Normative Evaluation of Tax Policies: From Households to Individuals (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (4) RePEc:nuf:econwp:0430 Multipower Variation and Stochastic Volatility (2004). Economics Group, Nuffield College, University of Oxford / Economics Papers (5) RePEc:oxf:wpaper:210 `Weak` trends for inference and forecasting in finite samples (2004). University of Oxford, Department of Economics / Economics Series Working Papers (6) RePEc:oxf:wpaper:212 A Comparison of Multistep GDP Forecasts for South Africa (2004). University of Oxford, Department of Economics / Economics Series Working Papers (7) RePEc:sbs:wpsefe:2004fe22 Multipower Variation and Stochastic Volatility (2004). Oxford Financial Research Centre / OFRC Working Papers Series Latest citations received in: 2003 (1) RePEc:cfs:cfswop:wp200335 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Center for Financial Studies / CFS Working Paper Series (2) RePEc:fip:feddcl:0203 The opennessinflation puzzle revisited (2003). Federal Reserve Bank of Dallas / Center for Latin America Working Papers (3) RePEc:nuf:econwp:0308 StepbyStep Evolution with StateDependent Mutations (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (4) RePEc:nuf:econwp:0315 GeneraltoSpecific Model Selection Procedures for Structural Vector Autoregressions (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (5) RePEc:nuf:econwp:0317 Subsample Model Selection Procedures in Gets Modelling (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (6) RePEc:nuf:econwp:0318 Power and bipower variation with stochastic volatility and jumps (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (7) RePEc:nuf:econwp:0319 Power variation & stochastic volatility: a review and some new results (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (8) RePEc:nuf:econwp:0321 Econometrics of testing for jumps in financial economics using bipower variation (2003). Economics Group, Nuffield College, University of Oxford / Economics Papers (9) RePEc:uts:wpaper:124 KeynesMetzlerGoodwin Model Building: The Closed Economy (2003). School of Finance and Economics, University of Technology, Sydney / Working Paper Series (10) RePEc:uts:wpaper:129 The Structure of Keynesian Macrodynamics: A Framework for Future Research (2003). School of Finance and Economics, University of Technology, Sydney / Working Paper Series Latest citations received in: 2002 (1) RePEc:cir:cirwor:2002s93 ARMA Representation of Integrated and Realized Variances (2002). CIRANO / CIRANO Working Papers (2) RePEc:cpr:ceprdp:3215 How (Not) to Run Auctions: The European 3G Telecom Auctions (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (3) RePEc:dgr:uvatin:20020113 Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series (2002). Tinbergen Institute / Tinbergen Institute Discussion Papers (4) RePEc:jae:japmet:v:17:y:2002:i:5:p:479508 A theoretical comparison between integrated and realized volatility (2002). Journal of Applied Econometrics (5) RePEc:nuf:econwp:0221 Measuring and forecasting financial variability using realised variance with and without a model (2002). Economics Group, Nuffield College, University of Oxford / Economics Papers (6) RePEc:nuf:econwp:0224 Power Variation and Time Change (2002). Economics Group, Nuffield College, University of Oxford / Economics Papers (7) RePEc:taf:emetrv:v:21:y:2002:i:4:p:397417 LOGPERIODOGRAM ESTIMATION OF LONG MEMORY VOLATILITY DEPENDENCIES WITH CONDITIONALLY HEAVY TAILED RETURNS (2002). Econometric Reviews (8) RePEc:uts:rpaper:76 A Score Test for Discreteness in GARCH Models (2002). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series (9) RePEc:wpa:wuwppe:0211004 On the Significance of the Absolute Margin (2002). EconWPA / Public Economics Latest citations received in: 2001 (1) RePEc:bdi:wptemi:td_431_01 Firm investment and monetary transmission in the euro area (2001). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers) (2) RePEc:cir:cirwor:2001s71 A Theoretical Comparison Between Integrated andRealized Volatilities / A Theoretical Comparison Between Integrated and Realized Volatilities (2001). CIRANO / CIRANO Working Papers (3) RePEc:nuf:econwp:0104 Econometric analysis of realised volatility and its use in estimating stochastic volatility models (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (4) RePEc:nuf:econwp:0106 Normal modified stable processes (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (5) RePEc:nuf:econwp:0108 Higher order variation and stochastic volatility models (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (6) RePEc:nuf:econwp:0118 Realised power variation and stochastic volatility models (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (7) RePEc:nuf:econwp:0120 Estimating quadratic variation using realised volatility (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (8) RePEc:nuf:econwp:0125 Some recent developments in stochastic volatility modelling (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (9) RePEc:nuf:econwp:0209 Pooling of Forecasts (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers (10) RePEc:oxf:wpaper:072 Normal Modified Stable Processes (2001). University of Oxford, Department of Economics / Economics Series Working Papers (11) RePEc:sce:scecf1:38 Internet Auctions with Artificial Adaptive Agents (2001). Society for Computational Economics / Computing in Economics and Finance 2001 Warning!! This is still an experimental service. 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