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 0.05 0.18 63 13 40 2 0 2 0.03 0.08 1997 0.03 0.18 38 5 98 3 0 1 0.03 0.09 1998 0.02 0.2 36 46 101 2 0 1 0.03 0.12 1999 0.05 0.27 98 40 74 4 0 2 0.02 0.16 2000 0.04 0.37 57 58 134 6 0 4 0.07 0.19 2001 0.03 0.37 78 14 155 5 0 1 0.01 0.18 2002 0.09 0.4 97 35 135 12 0 3 0.03 0.19 2003 0.06 0.41 74 39 175 10 0 2 0.03 0.2 2004 0.09 0.46 44 39 171 16 0 2 0.05 0.22 2005 0.14 0.47 55 25 118 16 0 1 0.02 0.27 2006 0.16 0.5 50 6 99 16 0 1 0.02 0.27 2007 0.06 0.43 54 9 105 6 0 1 0.02 0.22 2008 0.06 0.41 37 4 104 6 0 0.22
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:dgr:eureir:1765001351 Flexible Seasonal Long Memory and Economic Time Series (1995).
Cited: 23 times.

(2) RePEc:dgr:eureir:1765001274 Multidimensional scaling (2004).
Cited: 19 times.

(3) RePEc:dgr:eureir:1765001555 Does the absence of cointegration explain the typical findings in long horizon regressions? (1998).
Cited: 17 times.

(4) RePEc:dgr:eureir:1765000561 Reverse logistics (2002).
Cited: 16 times.

(5) RePEc:dgr:eureir:1765001716 Forecasting industrial production with linear, nonlinear, and structural change models (2003).
Cited: 11 times.

(6) RePEc:dgr:eureir:1765001656 Smooth transition autoregressive models - A survey of recent developments (2000).
Cited: 10 times.

(7) RePEc:dgr:eureir:1765001718 A generalized dynamic conditional correlation model for many asset returns (2003).
Cited: 10 times.

(8) RePEc:dgr:eureir:1765001619 Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation (1999).
Cited: 9 times.

(9) RePEc:dgr:eureir:1765001567 On SETAR non- linearity and forecasting (1999).
Cited: 8 times.

(10) RePEc:dgr:eureir:1765001660 A nonlinear long memory model for US unemployment (2000).
Cited: 8 times.

(11) RePEc:dgr:eureir:1765007712 Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk (1999).
Cited: 8 times.

(12) RePEc:dgr:eureir:1765001372 A Review of Multi-Component Maintenance Models with Economic Dependence (1996).
Cited: 7 times.

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

(14) RePEc:dgr:eureir:1765001657 Daily exchange rate behaviour and hedging of currency risk (2000).
Cited: 7 times.

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

(16) RePEc:dgr:eureir:1765006932 Networks of Collaboration in Oligopoly (2000).
Cited: 6 times.

(17) RePEc:dgr:eureir:1765001532 Censored latent effects autoregression, with an application to US unemployment (1998).
Cited: 6 times.

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

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

(20) RePEc:dgr:eureir:1765006945 R&D Networks (2000).
Cited: 5 times.

(21) RePEc:dgr:eureir:1765001639 Seasonal smooth transition autoregression (2000).
Cited: 5 times.

(22) RePEc:dgr:eureir:1765001674 Short-term volatility versus long-term growth: evidence in US macroeconomic time series (2001).
Cited: 4 times.

(23) RePEc:dgr:eureir:1765001641 Optimal portfolio choice under loss aversion (2000).
Cited: 4 times.

(24) RePEc:dgr:eureir:1765001637 Asymmetric and common absorption of shocks in nonlinear autoregressive models (2000).
Cited: 4 times.

(25) RePEc:dgr:eureir:1765001476 A hierarchical Bayes error correction model to explain dynamic effects (2004).
Cited: 4 times.

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

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

(28) RePEc:dgr:eureir:1765001540 Bayesian and classical approaches to instrumental variable regression (1998).
Cited: 4 times.

(29) RePEc:dgr:eureir:1999101 Unit roots and asymetric adjustment - a reassessment (1999).
Cited: 4 times.

(30) RePEc:dgr:eureir:1765006913 Trends and cycles in economic time series: A Bayesian approach (2005).
Cited: 3 times.

(31) RePEc:dgr:eureir:1765001680 Testing for common deterministic trend slopes (2001).
Cited: 3 times.

(32) RePEc:dgr:eureir:1765001202 Rank reduction of correlation matrices by majorization (2004).
Cited: 3 times.

(33) RePEc:dgr:eureir:1765006917 Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results (2005).
Cited: 3 times.

(34) RePEc:dgr:eureir:1765001681 Generalized Reduced Rank Tests using the Singular Value Decomposition (2003).
Cited: 3 times.

(35) RePEc:dgr:eureir:1765001553 Forecasting volatility with switching persistence GARCH models (1998).
Cited: 3 times.

(36) RePEc:dgr:eureir:1765001714 A sequential approach to testing seasonal unit roots in high frequency data (2003).
Cited: 3 times.

(37) RePEc:dgr:eureir:1765011723 Modeling regional house prices (2007).
Cited: 3 times.

(38) RePEc:dgr:eureir:1765001603 Testing for integration using evolving trend and seasonal models: A Bayesian approach (1999).
Cited: 3 times.

(39) RePEc:dgr:eureir:1765001478 Temporal aggregation of multivariate GARCH processes (2004).
Cited: 3 times.

(40) RePEc:dgr:eureir:1765000538 Bayes estimates of Markov trends in possibly cointegrated series: an application to US consumption and income (2002).
Cited: 2 times.

(41) RePEc:dgr:eureir:1765001534 An overview of inventory systems with several demand classes (1998).
Cited: 2 times.

(42) RePEc:dgr:eureir:1765001627 Testing for changes in volatility in heteroskedastic time series - a further examination (2004).
Cited: 2 times.

(43) RePEc:dgr:eureir:1765001684 Multiple-Depot Integrated Vehicle and Crew Scheduling (2003).
Cited: 2 times.

(44) RePEc:dgr:eureir:1765001721 Analytical quasi maximum likelihood inference in multivariate volatility models (2003).
Cited: 2 times.

(45) RePEc:dgr:eureir:1765007028 A simple test for GARCH against a stochastic volatility (2005).
Cited: 2 times.

(46) RePEc:dgr:eureir:1765013780 Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets (2008).
Cited: 2 times.

(47) RePEc:dgr:eureir:1765001359 An Efficient Optimal Solution Method for the Joint Replenishment Problem (1995).
Cited: 2 times.

(48) RePEc:dgr:eureir:1765001524 Conditional densities in econometrics (1998).
Cited: 2 times.

(49) RePEc:dgr:eureir:1765001941 Operations research in passenger railway transportation (2005).
Cited: 2 times.

(50) RePEc:dgr:eureir:1765007904 Bayesian Model Averaging in the Presence of Structural Breaks (2006).
Cited: 2 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

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

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.