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 Updated December, 3 2008 173.146 documents processed, 3.830.891 references and 1.690.089 citations

 

 
 

CIRANO / CIRANO Working Papers

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
19960.280.173438742142.940.120.08
19970.250.184292852152.490.210.09
19980.120.2397976955.650.130.12
19990.150.34877811241.7100.210.19
20000.210.416099871844.470.120.21
20010.190.37711771082138.1150.210.19
20020.460.42931421316048.3200.220.2
20030.380.4370121164639.5150.210.21
20040.440.49631021637211.1140.220.26
20050.330.483713133449.140.110.29
20060.280.5330311002810.7110.370.28
 
 
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:cir:cirwor:94s-23 High-Wage Workers and High-Wage Firms (1994).
Cited: 65 times.

(2) RePEc:cir:cirwor:2000s-19 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results (2000).
Cited: 36 times.

(3) RePEc:cir:cirwor:2001s-16 Marriage Market, Divorce Legislation and Household Labor Supply (2001).
Cited: 33 times.

(4) RePEc:cir:cirwor:98s-08 Job Characteristics and the Form of Compensation (1998).
Cited: 27 times.

(5) RePEc:cir:cirwor:2002s-19 Unobserved Ability and the Return to Schooling (2002).
Cited: 27 times.

(6) RePEc:cir:cirwor:2001s-57 The Unreliability of Output Gap Estimates in Real Time (2001).
Cited: 24 times.

(7) RePEc:cir:cirwor:97s-14 Methods of Pay and Earnings: A Longitudinal Analysis (1997).
Cited: 24 times.

(8) RePEc:cir:cirwor:2004s-19 Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies (2004).
Cited: 22 times.

(9) RePEc:cir:cirwor:2001s-70 An Eigenfunction Approach for Volatility Modeling (2001).
Cited: 22 times.

(10) RePEc:cir:cirwor:2003s-01 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2003).
Cited: 20 times.

(11) RePEc:cir:cirwor:95s-26 Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID (1995).
Cited: 19 times.

(12) RePEc:cir:cirwor:96s-15 Markov Perfect Nash Equilibria in a Class of Resource Games (1996).
Cited: 16 times.

(13) RePEc:cir:cirwor:2003s-17 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (2003).
Cited: 15 times.

(14) RePEc:cir:cirwor:2003s-69 Redesigning Teams and Incentives in a Merger: An Experiment with Managers and Students (2003).
Cited: 15 times.

(15) RePEc:cir:cirwor:2003s-49 Identification, Weak Instruments and Statistical Inference in Econometrics (2003).
Cited: 14 times.

(16) RePEc:cir:cirwor:97s-12 Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints (1997).
Cited: 14 times.

(17) RePEc:cir:cirwor:2001s-42 Nonlinear Features of Realized FX Volatility (2001).
Cited: 13 times.

(18) RePEc:cir:cirwor:98s-30 Pollution, Pigouvian Taxes, and Asymmetric International Oligopoly (1998).
Cited: 13 times.

(19) RePEc:cir:cirwor:2001s-46 Forecasting Some Low-Predictability Time Series Using Diffusion Indices (2001).
Cited: 13 times.

(20) RePEc:cir:cirwor:2003s-61 Short Run and Long Run Causality in Time Series: Inference (2003).
Cited: 13 times.

(21) RePEc:cir:cirwor:2004s-20 The MIDAS Touch: Mixed Data Sampling Regression Models (2004).
Cited: 13 times.

(22) RePEc:cir:cirwor:95s-16 On Stable Factor Structures in the Pricing of Risk (1995).
Cited: 13 times.

(23) RePEc:cir:cirwor:2002s-25 What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2 (2002).
Cited: 13 times.

(24) RePEc:cir:cirwor:2004s-55 The Determinants of Credit Default Swap Premia (2004).
Cited: 13 times.

(25) RePEc:cir:cirwor:95s-50 Environmental Protection, Producer Insolvency and Lender Liability (1995).
Cited: 12 times.

(26) RePEc:cir:cirwor:2001s-60 The Public-Private Sector Risk-Sharing in the French Insurance Cat. Nat. System (2001).
Cited: 11 times.

(27) RePEc:cir:cirwor:94s-22 Environmental Risks and Bank Liability (1994).
Cited: 11 times.

(28) RePEc:cir:cirwor:2002s-75 Trust and Reputation Building in E-Commerce (2002).
Cited: 11 times.

(29) RePEc:cir:cirwor:95s-06 Are the Effects of Monetary Policy Asymmetric? (1995).
Cited: 11 times.

(30) RePEc:cir:cirwor:99s-08 Non-Traded Asset Valuation with Portfolio Constraints: A Binomial Approach (1999).
Cited: 10 times.

(31) RePEc:cir:cirwor:2002s-35 Comparative Advantage, Learning, and Sectoral Wage Determination (2002).
Cited: 10 times.

(32) RePEc:cir:cirwor:95s-32 Market Time and Asset Price Movements Theory and Estimation (1995).
Cited: 10 times.

(33) RePEc:cir:cirwor:99s-24 Mobility and Cooperation: On the Run (1999).
Cited: 10 times.

(34) RePEc:cir:cirwor:2000s-20 Towards an Innovation Intensity Index: The Case of CIS 1 in Denmark and Ireland (2000).
Cited: 10 times.

(35) RePEc:cir:cirwor:2002s-90 Analytic Evaluation of Volatility Forecasts (2002).
Cited: 10 times.

(36) RePEc:cir:cirwor:95s-31 Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects (1995).
Cited: 10 times.

(37) RePEc:cir:cirwor:2001s-03 Testing and Comparing Value-at-Risk Measures (2001).
Cited: 9 times.

(38) RePEc:cir:cirwor:95s-25 Matching, Human Capital, and the Covariance Structure of Earnings (1995).
Cited: 9 times.

(39) RePEc:cir:cirwor:99s-26 Stochastic Volatility: Univariate and Multivariate Extensions (1999).
Cited: 9 times.

(40) RePEc:cir:cirwor:2000s-22 Temporal Aggregation of Volatility Models (2000).
Cited: 8 times.

(41) RePEc:cir:cirwor:97s-34 Do Canadian Firms Respond to Fiscal Incentives to Research and Development? (1997).
Cited: 8 times.

(42) RePEc:cir:cirwor:95s-49 Stochastic Volatility (1995).
Cited: 8 times.

(43) RePEc:cir:cirwor:2001s-19 The Bootstrap of the Mean for Dependent Heterogeneous Arrays (2001).
Cited: 8 times.

(44) RePEc:cir:cirwor:95s-43 Empirical Martingale Simulation for Asset Prices (1995).
Cited: 8 times.

(45) RePEc:cir:cirwor:2004s-04 The Econometrics of Option Pricing (2004).
Cited: 8 times.

(46) RePEc:cir:cirwor:2002s-58 Alternative Models for Stock Price Dynamics (2002).
Cited: 8 times.

(47) RePEc:cir:cirwor:99s-48 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation (1999).
Cited: 8 times.

(48) RePEc:cir:cirwor:2001s-25 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects (2001).
Cited: 7 times.

(49) RePEc:cir:cirwor:2004s-42 Environmental Regulation and the Eco-industry (2004).
Cited: 7 times.

(50) RePEc:cir:cirwor:97s-03 Competition and Access in Telecoms: ECPR, Global Price Cap, and Auctions (1997).
Cited: 7 times.

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

Recent citations received in: 2006

(1) RePEc:cir:cirwor:2006s-09 Modularity and the Organization of International Production (2006). CIRANO / CIRANO Working Papers

(2) RePEc:cir:cirwor:2006s-14 Estimates of Own Lethal Risks and Anchoring Effects (2006). CIRANO / CIRANO Working Papers

(3) RePEc:cir:cirwor:2006s-15 Overbidding in Independant Private-Values Auctions and Misperception of Probabilities (2006). CIRANO / CIRANO Working Papers

(4) RePEc:cir:cirwor:2006s-24 A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations (2006). CIRANO / CIRANO Working Papers

(5) RePEc:cir:cirwor:2006s-29 Learning-by-Doing in an Ambiguous Environment (2006). CIRANO / CIRANO Working Papers

(6) RePEc:cla:levrem:321307000000000547 Learning in Games with Unstable Equilibria (2006). UCLA Department of Economics / Levine's Bibliography

(7) RePEc:dgr:unumer:2006029 Information and intellectual property: The global challenges (2006). United Nations University, Maastricht Economic and social Research and training centre on Innovation and Technology / UNU-MERIT Working Paper Series

(8) RePEc:hhs:vtiwps:2006_001 Perception of Own Death Risk: An Analysis of Road-Traffic and Overall Mortality Risks (2006). Swedish National Road & Transport Research Institute (VTI) / Working Papers

(9) RePEc:jdm:journl:v:1:y:2006:i::p:1-12 Biases in casino betting: The hot hand and the gamblers fallacy (2006). Judgment and Decision Making

(10) RePEc:qed:wpaper:1095 The Quadratic Oil Extraction Oligopoly (2006). Queen's University, Department of Economics / Working Papers

(11) RePEc:wbk:wbrwps:3985 Openness and technological innovations in developing countries : evidence from firm-level surveys (2006). The World Bank / Policy Research Working Paper Series

Recent citations received in: 2005

(1) RePEc:cir:cirpro:2005rp-21 The Québec’s Experiment of $5 per Day per Child Childcare Policy and Mother’s Labour Supply: Evidence Based on the Five Cycles of the NLSCY (2005). CIRANO / CIRANO Project Reports

(2) RePEc:ebl:ecbull:v:12:y:2005:i:18:p:1-11 Research Joint Ventures Cartelization with Asymmetric R&D Spillovers (2005). Economics Bulletin

(3) RePEc:hal:wpaper:hal-00243019_v1 Environmental regulation and the eco-industry (2005). HAL / Working Papers

(4) RePEc:nbr:nberwo:11832 Universal Childcare, Maternal Labor Supply, and Family Well-Being (2005). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2004

(1) RePEc:cir:cirwor:2004s-07 Ressources renouvelables et non renouvelables, impatience et progrès technique exogène (2004). CIRANO / CIRANO Working Papers

(2) RePEc:cir:cirwor:2004s-14 Overcoming Natural Resource Constraints Through R&D (2004). CIRANO / CIRANO Working Papers

(3) RePEc:cir:cirwor:2004s-19 Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies (2004). CIRANO / CIRANO Working Papers

(4) RePEc:cir:cirwor:2004s-24 There is a Risk-Return Tradeoff After All (2004). CIRANO / CIRANO Working Papers

(5) RePEc:cir:cirwor:2004s-26 Monitoring for Disruptions in Financial Markets (2004). CIRANO / CIRANO Working Papers

(6) RePEc:ecb:ecbwps:20040366 The information content of over-the-counter currency options (2004). European Central Bank / Working Paper Series

(7) RePEc:ecm:nasm04:585 Promotions, State Dependence and Intrafirm Job Mobility: Evidence From Personnel Records (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings

(8) RePEc:kof:wpskof:04-91 Bestimmungsfaktoren der Innovationstätigkeit und deren Einfluss auf Arbeitsproduktivität, Beschäftigung und Qualifikationsstruktur : Eine mikroökonometrische Untersuchung anhand von Paneldaten 198 (2004). Swiss Institute for Business Cycle Research (KOF), Swiss Federal Institute of Technology Zurich (ETH), / Working papers

(9) RePEc:nbr:nberwo:10447 A Jackknife Estimator for Tracking Error Variance of Optimal Portfolios Constructed Using Estimated Inputs1 (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(10) RePEc:nbr:nberwo:10912 Jump and Volatility Risk and Risk Premia: A New Model and Lessons from S&P 500 Options (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(11) RePEc:nbr:nberwo:10913 There is a Risk-Return Tradeoff After All (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(12) RePEc:nbr:nberwo:10914 Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(13) RePEc:rut:rutres:200424 Assessing Central Bank Credibility During the EMS Crises: Comparing Option and Spot Market-Based Forecasts (2004). Rutgers University, Department of Economics / Departmental Working Papers

(14) RePEc:sbs:wpsefe:2004fe01 Econometrics of testing for jumps in financial economics using bipower variation  (2004). Oxford Financial Research Centre / OFRC Working Papers Series

Recent citations received in: 2003

(1) RePEc:cdl:anderf:1155 There is a Risk-Return Tradeoff After All (2003). Anderson Graduate School of Management, UCLA / University of California at Los Angeles, Anderson Graduate School of Management

(2) RePEc:cir:cirwor:2003s-64 Directors and Officers Insurance and Shareholders Protection (2003). CIRANO / CIRANO Working Papers

(3) RePEc:cla:levrem:506439000000000336 Market Research and Market Design (2003). UCLA Department of Economics / Levine's Bibliography

(4) 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

(5) RePEc:fip:fedawp:2003-21 Inflation scares and forecast-based monetary policy (2003). Federal Reserve Bank of Atlanta / Working Paper

(6) RePEc:fip:fedfap:2003-11 Inflation scares and forecast-based monetary policy (2003). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory

(7) RePEc:fip:fedgfe:2003-32 Itô conditional moment generator and the estimation of short rate processes (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(8) RePEc:fip:fedgfe:2003-36 Historical monetary policy analysis and the Taylor rule (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(9) RePEc:fip:fedgfe:2003-41 Inflation scares and forecast-based monetary policy (2003). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(10) RePEc:fip:fedlwp:2003-025 Does idiosyncratic risk matter: another look (2003). Federal Reserve Bank of St. Louis / Working Papers

(11) RePEc:hal:journl:hal-00241697_v1 John Kenneth Galbraith : la maîtrise sociale de léconomie (2003). HAL / Post-Print

(12) RePEc:ide:wpaper:1044 On the Asymptotic Efficiency of GMM (2003). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers

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

(14) RePEc:yca:wpaper:2003_5 An Empirical Assessment of a Consumption CAPM with a Reference Level under Incomplete Consumption Insurance (2003). York University, Department of Economics / Working Papers

(15) RePEc:zbw:bubdp1:4473 How wacky is the DAX? The changing structure of German stock market volatility (2003). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

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