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 Updated January, 4 2010 234.510 documents processed, 5.249.629 references and 2.248.145 citations

 

 
 

Macroeconomic Dynamics

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
19960.180000.09
19970.21322920040.130.08
19980.250.2528032800.1
19990.30.32270601800.15
20000.432405500.19
20010.413005100.17
20020.443305400.2
20030.473506300.22
20040.52306168050.170.23
20050.290.5634636519070.210.25
20060.380.57306864240110.370.24
20070.420.48406664270130.330.22
 
 
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:cup:macdyn:v:1:y:1997:i:01:p:76-101_00 MARKET FRICTIONS, SAVINGS BEHAVIOR, AND PORTFOLIO CHOICE (1997).
Cited: 55 times.

(2) RePEc:cup:macdyn:v:1:y:1997:i:02:p:387-422_00 INCOME AND WEALTH HETEROGENEITY, PORTFOLIO CHOICE, AND EQUILIBRIUM ASSET RETURNS (1997).
Cited: 42 times.

(3) RePEc:cup:macdyn:v:6:y:2002:i:1:p:111-44 Does Model Uncertainty Justify Caution? Robust Optimal Monetary Policy in a Forward-Looking Model. ().
Cited: 34 times.

(4) RePEc:cup:macdyn:v:3:y:1999:i:2:p:204-25 A Mixed Blessing: Natural Resources and Economic Growth. ().
Cited: 32 times.

(5) RePEc:cup:macdyn:v:1:y:1997:i:02:p:312-332_00 HABIT PERSISTENCE AND ASSET RETURNS IN AN EXCHANGE ECONOMY (1997).
Cited: 29 times.

(6) RePEc:cup:macdyn:v:1:y:1997:i:01:p:7-44_00 TWO COMPUTATIONS TO FUND SOCIAL SECURITY (1997).
Cited: 28 times.

(7) RePEc:cup:macdyn:v:1:y:1997:i:2:p:387-422 Income and Wealth Heterogeneity, Portfolio Choice, and Equilibrium Asset Returns. ().
Cited: 28 times.

(8) RePEc:cup:macdyn:v:1:y:1997:i:1:p:7-44 Two Computations to Fund Social Security. ().
Cited: 22 times.

(9) RePEc:cup:macdyn:v:1:y:1997:i:03:p:615-639_00 FISCAL POLICY IN A GROWING ECONOMY WITH PUBLIC CAPITAL (1997).
Cited: 22 times.

(10) RePEc:cup:macdyn:v:1:y:1997:i:01:p:45-75_00 SOLVING LARGE-SCALE RATIONAL-EXPECTATIONS MODELS (1997).
Cited: 21 times.

(11) RePEc:cup:macdyn:v:8:y:2004:i:01:p:27-50_02 SIGNAL EXTRACTION AND NON-CERTAINTY-EQUIVALENCE IN OPTIMAL MONETARY POLICY RULES (2004).
Cited: 20 times.

(12) RePEc:cup:macdyn:v:1:y:1997:i:1:p:76-101 Market Frictions, Savings Behavior, and Portfolio Choice. ().
Cited: 20 times.

(13) RePEc:cup:macdyn:v:6:y:2002:i:5:p:633-64 Fiscal Policy, Increasing Returns, and Endogenous Fluctuations. ().
Cited: 19 times.

(14) RePEc:cup:macdyn:v:2:y:1998:i:3:p:287-321 Consistent Expectations Equilibria. ().
Cited: 19 times.

(15) RePEc:cup:macdyn:v:1:y:1997:i:04:p:740-769_00 SELF-FULFILLING PROPHECIES AND THE BUSINESS CYCLE (1997).
Cited: 18 times.

(16) RePEc:cup:macdyn:v:5:y:2002:i:05:p:742-747_03 DOES INTRAFIRM BARGAINING MATTER IN THE LARGE FIRMS MATCHING MODEL? ().
Cited: 18 times.

(17) RePEc:cup:macdyn:v:6:y:2002:i:1:p:85-110 Robust Monetary Policy under Model Uncertainty in a Small Model of the U.S. Economy. ().
Cited: 17 times.

(18) RePEc:cup:macdyn:v:1:y:1997:i:2:p:312-32 Habit Persistence and Asset Returns in an Exchange Economy. ().
Cited: 16 times.

(19) RePEc:cup:macdyn:v:13:y:2009:i:01:p:107-137_07 OIL PRICE SHOCKS, SYSTEMATIC MONETARY POLICY, AND THE ?GREAT MODERATION? (2009).
Cited: 16 times.

(20) RePEc:cup:macdyn:v:1:y:1997:i:03:p:640-657_00 REGIME-SENSITIVE COINTEGRATION WITH AN APPLICATION TO INTEREST-RATE PARITY (1997).
Cited: 15 times.

(21) RePEc:cup:macdyn:v:4:y:2000:i:4:p:423-47 Financial Intermediation and Aggregate Fluctuations: A Quantitative Analysis. ().
Cited: 14 times.

(22) RePEc:cup:macdyn:v:5:y:2001:i:1:p:81-100 Comparison of Bootstrap Confidence Intervals for Impulse Responses of German Monetary Systems. ().
Cited: 14 times.

(23) RePEc:cup:macdyn:v:7:y:2003:i:2:p:239-62 The Real-Interest-Rate Gap as an Inflation Indicator. ().
Cited: 14 times.

(24) RePEc:cup:macdyn:v:1:y:1997:i:02:p:355-386_00 SOLVING DYNAMIC MODELS WITH AGGREGATE SHOCKS AND HETEROGENEOUS AGENTS (1997).
Cited: 14 times.

(25) RePEc:cup:macdyn:v:5:y:2001:i:3:p:413-33 Financial Development and Economic Growth. ().
Cited: 14 times.

(26) RePEc:cup:macdyn:v:2:y:1998:i:3:p:322-44 Virtues of Bad Times: Interaction between Productivity Growth and Economic Fluctuations. ().
Cited: 13 times.

(27) RePEc:cup:macdyn:v:5:y:2001:i:2:p:272-302 Learning and Excess Volatility. ().
Cited: 13 times.

(28) RePEc:cup:macdyn:v:5:y:2001:i:4:p:533-76 Threshold Cointegration and Nonlinear Adjustment to the Law of One Price. ().
Cited: 13 times.

(29) RePEc:cup:macdyn:v:11:y:2007:i:s1:p:1-7_06 INTRODUCTION (2007).
Cited: 13 times.

(30) RePEc:cup:macdyn:v:8:y:2004:i:1:p:27-50 Signal Extraction and Non-certainty-Equivalence in Optimal Monetary Policy Rules. ().
Cited: 13 times.

(31) RePEc:cup:macdyn:v:1:y:1997:i:1:p:45-75 Solving Large-Scale Rational-Expectations Models. ().
Cited: 13 times.

(32) RePEc:cup:macdyn:v:6:y:2002:i:1:p:40-84 Robust Permanent Income and Pricing with Filtering. ().
Cited: 13 times.

(33) RePEc:cup:macdyn:v:6:y:2002:i:5:p:713-47 Stabilization Policy as Bifurcation Selection: Would Stabilization Policy Work if the Economy Really Were Unstable? ().
Cited: 13 times.

(34) RePEc:cup:macdyn:v:4:y:2000:i:2:p:170-96 Herd Behavior and Aggregate Fluctuations in Financial Markets. ().
Cited: 12 times.

(35) RePEc:cup:macdyn:v:1:y:1997:i:2:p:355-86 Solving Dynamic Models with Aggregate Shocks and Heterogeneous Agents. ().
Cited: 11 times.

(36) RePEc:cup:macdyn:v:5:y:2001:i:4:p:598-620 Out-of-Sample Tests for Granger Causality. ().
Cited: 11 times.

(37) RePEc:cup:macdyn:v:10:y:2006:i:02:p:231-272_05 DOES MONETARY POLICY GENERATE RECESSIONS? (2006).
Cited: 11 times.

(38) RePEc:cup:macdyn:v:1:y:1997:i:3:p:615-39 Fiscal Policy in a Growing Economy with Public Capital. ().
Cited: 10 times.

(39) RePEc:cup:macdyn:v:1:y:1997:i:02:p:485-512_00 CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS (1997).
Cited: 10 times.

(40) RePEc:cup:macdyn:v:10:y:2006:i:01:p:20-38_05 ARE EXCHANGE RATES REALLY RANDOM WALKS? SOME EVIDENCE ROBUST TO PARAMETER INSTABILITY (2006).
Cited: 10 times.

(41) RePEc:cup:macdyn:v:9:y:2005:i:04:p:542-559_04 SEMI-NONPARAMETRIC ESTIMATES OF THE DEMAND FOR MONEY IN THE UNITED STATES (2005).
Cited: 10 times.

(42) RePEc:cup:macdyn:v:12:y:2008:i:01:p:1-21_06 WHY ARE THE WAGES OF JOB STAYERS PROCYCLICAL? (2008).
Cited: 9 times.

(43) RePEc:cup:macdyn:v:2:y:1998:i:3:p:383-400 Superneutrality of Money in Staggered Wage-Setting Models. ().
Cited: 9 times.

(44) RePEc:cup:macdyn:v:3:y:1999:i:2:p:243-77 Equilibrium Asset Prices and Savings of Heterogeneous Agents in the Presence of Incomplete Markets and Portfolio Constraints. ().
Cited: 9 times.

(45) RePEc:cup:macdyn:v:6:y:2002:i:1:p:167-85 Robust Decision Theory and the Lucas Critique. ().
Cited: 8 times.

(46) RePEc:cup:macdyn:v:9:y:2005:i:03:p:412-428_04 DYNAMIC TAYLOR RULES AND THE PREDICTABILITY OF INTEREST RATES (2005).
Cited: 8 times.

(47) RePEc:cup:macdyn:v:11:y:2007:i:05:p:638-664_06 EXPLAINING INVENTORIES: A BUSINESS CYCLE ASSESSMENT OF THE STOCKOUT AVOIDANCE AND (S,s) MOTIVES (2007).
Cited: 8 times.

(48) RePEc:cup:macdyn:v:2:y:1998:i:4:p:443-55 Uncertain Duration of Reform: Dynamic Implications. ().
Cited: 8 times.

(49) RePEc:cup:macdyn:v:3:y:1999:i:4:p:482-505 Minimum Consumption Requirements: Theoretical and Quantitative Implications for Growth and Distribution. ().
Cited: 8 times.

(50) RePEc:cup:macdyn:v:6:y:2002:i:2:p:284-306 Recursive Equilibria in Economies with Incomplete Markets. ().
Cited: 8 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:ams:ndfwpp:07-01 Bounded Rationality and Learning in Complex Markets (2007). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:cpr:ceprdp:6408 On the Long run Determinants of Industry TFP Growth Rates (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:fip:fedfwp:2007-09 Model uncertainty and monetary policy (2007). Federal Reserve Bank of San Francisco / Working Paper Series

(4) RePEc:fip:fedfwp:2007-19 Learning and optimal monetary policy (2007). Federal Reserve Bank of San Francisco / Working Paper Series

(5) RePEc:fip:fedgfe:2007-58 Imperfect monitoring and the discounting of inside money (2007). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(6) RePEc:han:dpaper:dp-373 A Bioeconomic Foundation of the Malthusian Equilibrium: Body Size and Population Size in the Long-Run (2007). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(7) RePEc:hhs:uunewp:2007_030 Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs (2007). Uppsala University, Department of Economics / Working Paper Series

(8) RePEc:kap:openec:v:18:y:2007:i:2:p:127-156 Is Numérairology the Future of Monetary Economics? (2007). Open Economies Review

(9) RePEc:pra:mprapa:2884 Knowledge creation as a square dance on the Hilbert cube (2007). University Library of Munich, Germany / MPRA Paper

(10) RePEc:pra:mprapa:4419 Towards a new theory of economic policy: Continuity and innovation (2007). University Library of Munich, Germany / MPRA Paper

(11) RePEc:pra:mprapa:5723 The Costs to Consumers of a Depreciated Conversion Rate to the Euro (2007). University Library of Munich, Germany / MPRA Paper

(12) RePEc:ter:wpaper:0020 Towards a new theory of economic policy: Continuity and innovation (2007). Department of Communication, University of Teramo / wp.comunite

(13) RePEc:zbw:ifweej:5740 An Idealized View of Financial Intermediation (2007). Economics - The Open-Access, Open-Assessment E-Journal

Recent citations received in: 2006

(1) RePEc:bos:wpaper:wp2006-029 State Space Model with Mixtures of Normals: Specifications and Applications to International Data (2006). Department of Economics, Boston University / Boston University Working Papers Series

(2) RePEc:eui:euiwps:eco2006/35 Employment Protection, Firm Selection, and Growth (2006). European University Institute / Economics Working Papers

(3) RePEc:fip:fedfwp:2006-15 Time-varying U.S. inflation dynamics and the New-Keynesian Phillips Curve (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(4) RePEc:imf:imfwpa:06/60 Inflation in Pakistan: Money or Wheat? (2006). International Monetary Fund / IMF Working Papers

(5) RePEc:isu:genres:12660 On the Usefulness of the Constrained Planning Problem in a Model of Money (2006). Iowa State University, Department of Economics / Staff General Research Papers

(6) RePEc:ore:uoecwp:2006-14 Asset Return Dynamics and Learning (2006). University of Oregon Economics Department / University of Oregon Economics Department Working Papers

(7) RePEc:pid:journl:v:45:y:2006:i:2:p:185-202 Inflation in Pakistan (2006). The Pakistan Development Review

(8) RePEc:red:issued:v:9:y:2006:i:2:p:224-241 Employment Protection and High-Tech Aversion (2006). Review of Economic Dynamics

(9) RePEc:sce:scecfa:488 Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve (2006). Society for Computational Economics / Computing in Economics and Finance 2006

(10) RePEc:uow:depec1:wp06-16 Depression and Substance Abuse: A Rationalization of a Vicious Circle (2006). School of Economics, University of Wollongong, NSW, Australia / Economics Working Papers

(11) RePEc:uow:depec1:wp06-20 A Theory of Relative Deprivation and Myopic Addiction (2006). School of Economics, University of Wollongong, NSW, Australia / Economics Working Papers

Recent citations received in: 2005

(1) RePEc:fip:fedfap:2005-19 Monetary policy inertia: fact or fiction? (2005). Federal Reserve Bank of San Francisco / Working Papers in Applied Economic Theory

(2) RePEc:fip:fedhep:y:2005:i:qi:p:32-49:n:v.29no.1 The cost of business cycles and the benefits of stabilization (2005). Economic Perspectives

(3) RePEc:kap:openec:v:16:y:2005:i:4:p:399-405 Solution to the Siegel Paradox (2005). Open Economies Review

(4) RePEc:sce:scecf5:194 Dominant Firms, Barriers to Entry Capital and Entry Dynamics (2005). Society for Computational Economics / Computing in Economics and Finance 2005

(5) RePEc:ucy:cypeua:5-2005 Education Systems, Growth and Welfare (2005). University of Cyprus Department of Economics / University of Cyprus Working Papers in Economics

(6) RePEc:wpa:wuwpif:0502010 Does Asian foreign exchange intervention really hurt Europe? Lessons from a three-asset portfolio model (2005). EconWPA / International Finance

(7) RePEc:wpa:wuwpif:0505003 The Revived Bretton Woods System seen from the Benches - Lessons for Europe from a Three-Asset-Portfolio Model (2005). EconWPA / International Finance

Recent citations received in: 2004

(1) RePEc:bru:bruedp:04-11 Uncertainty and UK Monetary Policy (2004). Economics and Finance Section, School of Social Sciences, Brunel University / Economics and Finance Discussion Papers

(2) RePEc:bru:bruppp:04-11 Uncertainty and UK Monetary Policy (2004). Economics and Finance Section, School of Social Sciences, Brunel University / Public Policy Discussion Papers

(3) RePEc:cty:dpaper:0405 Uncertainty and UK Monetary Policy (2004). Department of Economics, City University, London / City University Economics Discussion Papers

(4) RePEc:ecm:latm04:132 The Use and Abuse of Taylor Rules: How precisely can we estimate them? (2004). Econometric Society / Econometric Society 2004 Latin American Meetings

(5) RePEc:mmf:mmfc04:65 Uncertainty and UK Monetary Policy (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

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.

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