Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.1 0.16 36 213 86 9 33.3 6 0.17 0.08 1997 0.24 0.17 36 77 89 21 19 2 0.06 0.09 1998 0.22 0.2 31 99 72 16 25 2 0.06 0.11 1999 0.4 0.3 28 115 67 27 7.4 7 0.25 0.19 2000 0.49 0.39 37 102 59 29 10.3 6 0.16 0.21 2001 0.57 0.36 21 145 65 37 8.1 4 0.19 0.19 2002 0.67 0.41 25 61 58 39 10.3 9 0.36 0.2 2003 0.98 0.42 6 5 46 45 0 1 0.17 0.21 2004 0.55 0.47 27 58 31 17 5.9 12 0.44 0.26 2005 0.48 0.46 15 23 33 16 12.5 2 0.13 0.29 2006 0.69 0.53 19 21 42 29 0 8 0.42 0.28
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:cdl:ucsdec:90-4 Critical Values for Cointegration Tests (1990).
Cited: 176 times.

(2) RePEc:cdl:ucsdec:92-23 Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties (1992).
Cited: 118 times.

(3) RePEc:cdl:ucsdec:93-56 Unit Root Tests in Panel Data: New Results (1993).
Cited: 101 times.

(4) RePEc:cdl:ucsdec:95-19 Predictability of Stock Returns: Robustness and Economic Significance (1995).
Cited: 73 times.

(5) RePEc:cdl:ucsdec:2001-15 Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH (2001).
Cited: 52 times.

(6) RePEc:cdl:ucsdec:95-29 Inference in Models with Nearly Integrated Regressors (1995).
Cited: 46 times.

(7) RePEc:cdl:ucsdec:96-18 Stock Market Volatility and The Business Cycle (1996).
Cited: 43 times.

(8) RePEc:cdl:ucsdec:92-11 Artificial Neural Networks: An Econometric Perspective (1992).
Cited: 39 times.

(9) RePEc:cdl:ucsdec:99-14 Occasional Structural Breaks and Long Memory (1999).
Cited: 34 times.

(10) RePEc:cdl:ucsdec:96-17 A Practitioners Guide to Robust Covariance Matrix Estimation (1996).
Cited: 28 times.

(11) RePEc:cdl:ucsdec:96-09 Is There a Link Between School Inputs and Earnings? Fresh Scrutiny of an Old Literature (1996).
Cited: 23 times.

(12) RePEc:cdl:ucsdec:93-49 ARCH Models (1993).
Cited: 22 times.

(13) RePEc:cdl:ucsdec:2001-14 Shocks and Institutions in a Job Matching Model (2001).
Cited: 19 times.

(14) RePEc:cdl:ucsdec:92-44r A Permanent and Transitory Component Model of Stock Return Volatility (1993).
Cited: 19 times.

(15) RePEc:cdl:ucsdec:96-14 Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning (1996).
Cited: 19 times.

(16) RePEc:cdl:ucsdec:2000-02r Cognition and Behavior in Normal-Form Games: An Experimental Study (2000).
Cited: 19 times.

(17) RePEc:cdl:ucsdec:99-20 CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (1999).
Cited: 18 times.

(18) RePEc:cdl:ucsdec:95-02 Contingent Valuation and Lost Passive Use: Damages from the Exxon Valdez (1995).
Cited: 17 times.

(19) RePEc:cdl:ucsdec:96-38 Investigating the Relationship between Gold and Silver Prices (1996).
Cited: 17 times.

(20) RePEc:cdl:ucsdec:2005-08 The Dynamic Beveridge Curve (2005).
Cited: 17 times.

(21) RePEc:cdl:ucsdec:96-23 A Decision Theoretic Approach to Forecast Evaluation (1996).
Cited: 16 times.

(22) RePEc:cdl:ucsdec:2001-10 Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy (2001).
Cited: 16 times.

(23) RePEc:cdl:ucsdec:92-21 A Long Memory Property of Stock Market Returns and a New Model (1992).
Cited: 15 times.

(24) RePEc:cdl:ucsdec:98-27 Macroeconomic Announcements and Volatility of Treasury Futures (1998).
Cited: 15 times.

(25) RePEc:cdl:ucsdec:89-36r Universal Approximation of an Unknown Mapping And Its Derivatives Using Multilayer Feedforward Networks (1990).
Cited: 14 times.

(26) RePEc:cdl:ucsdec:2002-03 Is the Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisited (2002).
Cited: 14 times.

(27) RePEc:cdl:ucsdec:2001-09 Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula (2001).
Cited: 13 times.

(28) RePEc:cdl:ucsdec:96-07 International Business Cycles and the Dynamics of the Current Account (1996).
Cited: 13 times.

(29) RePEc:cdl:ucsdec:93-05 Does History Matter Only When it Matters Little? The Case of City-Industry Location (1993).
Cited: 13 times.

(30) RePEc:cdl:ucsdec:94-05 Modeling Volatility Persistence of Speculative Returns: A New Approach (1994).
Cited: 13 times.

(31) RePEc:cdl:ucsdec:99-07 Liquidity Flows and Fragility of Business Enterprises (1999).
Cited: 13 times.

(32) RePEc:cdl:ucsdec:97-23 Job Destruction and Propagation of Shocks (1997).
Cited: 12 times.

(33) RePEc:cdl:ucsdec:97-08 The Relationship Between Air Pollution Emissions and Income: U.S. Data (1997).
Cited: 12 times.

(34) RePEc:cdl:ucsdec:98-24 Displaced Capital (1998).
Cited: 12 times.

(35) RePEc:cdl:ucsdec:2000-08 The Cost Channel of Monetary Transmission (2000).
Cited: 12 times.

(36) RePEc:cdl:ucsdec:2003-09 Tests of Conditional Predictive Ability (2004).
Cited: 11 times.

(37) RePEc:cdl:ucsdec:93-32r Forecasting Volatility and Option Prices of the S&P 500 Index (1994).
Cited: 11 times.

(38) RePEc:cdl:ucsdec:96-36r Contingent Valuation: Controversies and Evidence (2000).
Cited: 11 times.

(39) RePEc:cdl:ucsdec:2008-08 The Cyclicality of Job Loss and Hiring (2006).
Cited: 11 times.

(40) RePEc:cdl:ucsdec:97-07 Modeling Response Incentive Effects in Dichotomous Choice Contingent Valuation Data (1997).
Cited: 10 times.

(41) RePEc:cdl:ucsdec:2002-12 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods (2002).
Cited: 9 times.

(42) RePEc:cdl:ucsdec:99-02 Contract-Theoretic Approaches to Wages and Displacement (1999).
Cited: 9 times.

(43) RePEc:cdl:ucsdec:96-21 Do School Resources Matter Only for Older Workers? (1996).
Cited: 9 times.

(44) RePEc:cdl:ucsdec:97-30r Correlations and Volatilities of Asynchronous Data (1998).
Cited: 9 times.

(45) RePEc:cdl:ucsdec:99-10 Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings (1999).
Cited: 9 times.

(46) RePEc:cdl:ucsdec:96-08 Bilateral Trade and Opportunism in a Matching Market (1996).
Cited: 9 times.

(47) RePEc:cdl:ucsdec:93-08 Segment Shifts and Capacity Utilization in the U.S. Automobile Industry (1993).
Cited: 9 times.

(48) RePEc:cdl:ucsdec:93-47 Learning Through Reinforcement and Replicator Dynamics (1993).
Cited: 9 times.

(49) RePEc:cdl:ucsdec:2001-11 Adaptive Expectations, Underparameterization and the Lucas Critique (2001).
Cited: 9 times.

(50) RePEc:cdl:ucsdec:2000-23 A Re-examination of the Predictability of Economic Activity Using the Yield Spread (2000).
Cited: 8 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:anp:en2006:158 IS THERE RENT SHARING IN DEVELOPING COUNTRIES? MATCHED-PANEL EVIDENCE FROM BRAZIL (2006). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXIV Encontr

(2) RePEc:cdl:ucsdec:2006-01 Contract and Game Theory: Basic Concepts for Settings with Finite Horizons (2006). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(3) RePEc:cdl:ucsdec:2006-11 The Effect of FDI on Job Separation (2006). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(4) RePEc:ces:ceswps:_1864 The Effect of FDI on Job Separation (2006). CESifo GmbH / CESifo Working Paper Series

(5) RePEc:fiu:wpaper:0611 Costly Evidence Production and the Limits of Verifiability (2006). Florida International University, Department of Economics / Working Papers

(6) RePEc:iza:izadps:dp2317 Is There Rent Sharing In Developing Countries? Matched-Panel Evidence from Brazil (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(7) RePEc:nbr:nberwo:12372 Outsourcing Jobs? Multinationals and US Employment (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(8) RePEc:nbr:nberwo:12808 Measuring the Impacts of FDI in Central and Eastern Europe (2006). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2005

(1) RePEc:cdl:ucsdec:2005-04r Rational Transparency Choice in Financial Market Equilibrium¤ (2005). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(2) RePEc:nbr:nberwo:11888 Mismatch (2005). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2004

(1) RePEc:cdl:ucsdec:2004-12 Fatal Attraction: Focality, Naivete and Sophistication in Experimental Hide and Seek Games (2004). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(2) RePEc:cla:levrem:122247000000000113 Cognition and Behavior in Two-Person Guessing Games: An Experimental Study (2004). UCLA Department of Economics / Levine's Bibliography

(3) RePEc:cla:levrem:122247000000000345 Fatal Attraction: Focality, Naivete, and Sophistication in Experimental Hide-and-Seek Games (2004). UCLA Department of Economics / Levine's Bibliography

(4) RePEc:cwl:cwldpp:1453 Smoothed Empirical Likelihood Methods for Quantile Regression Models (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(5) RePEc:ebl:ecbull:v:3:y:2004:i:34:p:1-11 A nonparametric adjustment for tests of changing mean (2004). Economics Bulletin

(6) RePEc:ecm:ausm04:177 Australias Firm-level Productivity - a New Perspective (2004). Econometric Society / Econometric Society 2004 Australasian Meetings

(7) RePEc:fip:fedkrw:rwp04-03 Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis (2004). Federal Reserve Bank of Kansas City / Research Working Paper

(8) RePEc:fip:fednsr:196 Forecasting and estimating multiple change-point models with an unknown number of change points (2004). Federal Reserve Bank of New York / Staff Reports

(9) RePEc:fip:fednsr:197 Prior elicitation in multiple change-point models (2004). Federal Reserve Bank of New York / Staff Reports

(10) RePEc:lec:leecon:04/26 Prior Elicitation in Multiple Change-point Models (2004). Department of Economics, University of Leicester / Discussion Papers in Economics

(11) RePEc:lec:leecon:04/31 Forecasting and Estimating Multiple Change-point Models with an Unknown Number of Change-points (2004). Department of Economics, University of Leicester / Discussion Papers in Economics

(12) RePEc:van:wpaper:0419 Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification (2004). Department of Economics, Vanderbilt University / Working Papers

Recent citations received in: 2003

(1) RePEc:cdl:ucsdec:2003-06 Estimation of the Long-run Average Relationship in Nonstationary Panel Time Series (2003). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

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