Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

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 0.5 0.18 53 33 32 16 81.3 12 0.23 0.09 1997 0.08 0.18 36 9 80 6 33.3 1 0.03 0.09 1998 0.02 0.21 29 57 89 2 0 1 0.03 0.13 1999 0.14 0.29 93 97 65 9 55.6 9 0.1 0.17 2000 0.13 0.39 53 71 122 16 31.3 7 0.13 0.2 2001 0.12 0.37 76 47 146 17 11.8 7 0.09 0.18 2002 0.16 0.42 85 72 129 21 33.3 9 0.11 0.2 2003 0.12 0.43 69 52 161 19 21.1 2 0.03 0.21 2004 0.15 0.49 44 32 154 23 0 2 0.05 0.24 2005 0.18 0.5 51 23 113 20 0 1 0.02 0.29 2006 0.16 0.53 50 6 95 15 0 1 0.02 0.28 2007 0.06 0.44 54 7 101 6 0 1 0.02 0.24
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:dgr:eureir:2002272 Reverse logistics (2002).
Cited: 24 times.

(2) RePEc:dgr:eureir:1765001274 Multidimensional scaling (2004).
Cited: 18 times.

(3) RePEc:dgr:eureir:1998145 Does the absence of cointegration explain the typical findings in long horizon regressions? (1998).
Cited: 17 times.

(4) RePEc:dgr:eureir:1765001555 Does the absence of cointegration explain the typical findings in long horizon regressions? (1998).
Cited: 16 times.

(5) RePEc:dgr:eureir:2003323 A generalized dynamic conditional correlation model for many asset returns (2003).
Cited: 15 times.

(6) RePEc:dgr:eureir:1999163 Testing for integration using evolving trend and seasonal models A Bayesian approach (1999).
Cited: 13 times.

(7) RePEc:dgr:eureir:1765001656 Smooth transition autoregressive models - A survey of recent developments (2000).
Cited: 12 times.

(8) RePEc:dgr:eureir:1999171 Inference and forecasting for fractional autoregressive integrated moving average models; with an application to US and UK inflation. (1999).
Cited: 12 times.

(9) RePEc:dgr:eureir:1999177 Learning, network formation and coordination (1999).
Cited: 11 times.

(10) RePEc:dgr:eureir:1997134 Flexible seasonal long memory and economic time series (1995).
Cited: 11 times.

(11) RePEc:dgr:eureir:2003321 Forecasting industrial production with linear, nonlinear and structural change models (2003).
Cited: 11 times.

(12) RePEc:dgr:eureir:1999105 Are Living Standards Converging? (1999).
Cited: 11 times.

(13) RePEc:dgr:eureir:1765007712 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk (1999).
Cited: 10 times.

(14) RePEc:dgr:eureir:2000200 Smooth transition autoregressive models - A survey of recent developments (2000).
Cited: 10 times.

(15) RePEc:dgr:eureir:1999141 On SETAR non-linearity and forecasting (1999).
Cited: 9 times.

(16) RePEc:dgr:eureir:2002282 Changes in variability of the business cycle in the G7 countries (2002).
Cited: 9 times.

(17) RePEc:dgr:eureir:1765006932 Networks of Collaboration in Oligopoly (2000).
Cited: 8 times.

(18) RePEc:dgr:eureir:1765001532 Censored latent effects autoregression, with an application to US unemployment (1998).
Cited: 8 times.

(19) RePEc:dgr:eureir:2000204 A nonlinear long memory model for US unemployment (2000).
Cited: 8 times.

(20) RePEc:dgr:eureir:1765001657 Daily exchange rate behaviour and hedging of currency risk (2000).
Cited: 8 times.

(21) RePEc:dgr:eureir:2000201 Daily exchange rate behaviour and hedging of currency risk (2000).
Cited: 8 times.

(22) RePEc:dgr:eureir:1765006849 Semi-Parametric Modelling of Correlation Dynamics (2005).
Cited: 7 times.

(23) RePEc:dgr:eureir:199729 An efficient optimal solution method for the joint replenishment problemm (1996).
Cited: 7 times.

(24) RePEc:dgr:eureir:1999101 Unit roots and asymetric adjustment - a reassessment (1999).
Cited: 7 times.

(25) RePEc:dgr:eureir:2002261 Inflation rates (2002).
Cited: 7 times.

(26) RePEc:dgr:eureir:1999167 Adaptive Polar Sampling with an application to a Bayes measure of Value-at-Risk (1999).
Cited: 7 times.

(27) RePEc:dgr:eureir:1765001718 A generalized dynamic conditional correlation model for many asset returns (2003).
Cited: 7 times.

(28) RePEc:dgr:eureir:2001230 Are statistical reporting agencies getting it right? Data rationality and business cycle asymmetry (2001).
Cited: 6 times.

(29) RePEc:dgr:eureir:2001251 An empirical comparison of default swap pricing models (2001).
Cited: 6 times.

(30) RePEc:dgr:eureir:2000187 Optimal portfolio choice under loss aversion (2000).
Cited: 6 times.

(31) RePEc:dgr:eureir:1765000551 Changes in variability of the business cycle in the G7 countries (2002).
Cited: 6 times.

(32) RePEc:dgr:eureir:1765001540 Bayesian and classical approaches to instrumental variable regression (1998).
Cited: 6 times.

(33) RePEc:dgr:eureir:1765001641 Optimal portfolio choice under loss aversion (2000).
Cited: 6 times.

(34) RePEc:dgr:eureir:1765006931 Learning, Network Formation and Coordination (2000).
Cited: 6 times.

(35) RePEc:dgr:eureir:2000185 Seasonal smooth transition autoregression (2000).
Cited: 6 times.

(36) RePEc:dgr:eureir:2002295 Bayes estimates of Markov trends in possibly cointegrated series (2002).
Cited: 5 times.

(37) RePEc:dgr:eureir:1765001603 Testing for integration using evolving trend and seasonal models: A Bayesian approach (1999).
Cited: 5 times.

(38) RePEc:dgr:eureir:2003311 Does Africa grow slower than Asia and Latin America (2003).
Cited: 5 times.

(39) RePEc:dgr:eureir:1765001674 Short-term volatility versus long-term growth: evidence in US macroeconomic time series (2001).
Cited: 5 times.

(40) RePEc:dgr:eureir:199728 A review of multi-component maintenance models with economic dependence (1996).
Cited: 5 times.

(41) RePEc:dgr:eureir:1765001530 A seasonal periodic long memory model for monthly river flows (1998).
Cited: 5 times.

(42) RePEc:dgr:eureir:1765000561 Reverse logistics (2002).
Cited: 4 times.

(43) RePEc:dgr:eureir:1997117 Symmetric primal-dual path following algorithms for semidefinite programming (1995).
Cited: 4 times.

(44) RePEc:dgr:eureir:199739 Bayesian analysis of ARMA models using noninformative priors (1996).
Cited: 4 times.

(45) RePEc:dgr:eureir:1765001525 Modelling asymmetric persistence over the business cycle (1998).
Cited: 4 times.

(46) RePEc:dgr:eureir:1765001677 Structural breaks and long memory in US inflation rates: do they matter for forecasting? (2001).
Cited: 4 times.

(47) RePEc:dgr:eureir:1765001523 A simple strategy to prune neural networks with an application to economic time series (1998).
Cited: 4 times.

(48) RePEc:dgr:eureir:2000196 From boom til bust (2000).
Cited: 4 times.

(49) RePEc:dgr:eureir:1765001639 Seasonal smooth transition autoregression (2000).
Cited: 4 times.

(50) RePEc:dgr:eureir:1765001660 A nonlinear long memory model for US unemployment (2000).
Cited: 4 times.

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

Recent citations received in: 2007

(1) RePEc:dgr:eureri:300011713 Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures (2007). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

Recent citations received in: 2006

(1) RePEc:dgr:uvatin:20060076 On the Practice of Bayesian Inference in Basic Economic Time Series Models using Gibbs Sampling (2006). Tinbergen Institute / Tinbergen Institute Discussion Papers

Recent citations received in: 2005

(1) RePEc:bos:wpaper:wp2005-44 An Alternative Trend-Cycle Decomposition using a State Space Model with Mixtures of Normals: Specifications and Applications to International Data (2005). Department of Economics, Boston University / Boston University Working Papers Series

Recent citations received in: 2004

(1) RePEc:kap:mktlet:v:15:y:2004:i:4:p:167-183 Modeling Marketing Dynamics by Time Series Econometrics (2004). Marketing Letters

(2) RePEc:pra:mprapa:1783 Optimal solution of the nearest correlation matrix problem by minimization of the maximum norm (2004). University Library of Munich, Germany / MPRA Paper

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.