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  Updated November, 1 2010 270.084 documents processed, 5.971.319 references and 2.485.965 citations

 

 
 

Society for Computational Economics / Computing in Economics and Finance 1999

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
19960.180000.08
19970.180000.09
19980.20000.12
19990.2719548300240.120.16
20000.180.37111953600.19
20010.270.3701965300.18
200210.401100.19
20030.410000.2
20040.460000.22
20050.470000.27
20060.50000.27
20070.430000.22
20080.410000.22
 
 
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:sce:scecf9:1022 Frictionless Commerce? A Comparison of Internet and Conventional Retailers (1999).
Cited: 114 times.

(2) RePEc:sce:scecf9:1151 Optimal Monetary Policy with Staggered Wage and Price Contracts (1999).
Cited: 74 times.

(3) RePEc:sce:scecf9:223 Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model (1999).
Cited: 48 times.

(4) RePEc:sce:scecf9:401 Computational Experiments and Reality (1999).
Cited: 26 times.

(5) RePEc:sce:scecf9:832 Using Simulation Methods for Bayesian Econometric Models (1999).
Cited: 26 times.

(6) RePEc:sce:scecf9:841 Simple Monetary Policy Rules Under Model Uncertainty (1999).
Cited: 24 times.

(7) RePEc:sce:scecf9:224 Learning and Excess Volatility (1999).
Cited: 18 times.

(8) RePEc:sce:scecf9:1344 Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (1999).
Cited: 14 times.

(9) RePEc:sce:scecf9:1233 A Method for Taking Models to the Data (1999).
Cited: 13 times.

(10) RePEc:sce:scecf9:1113 Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts (1999).
Cited: 11 times.

(11) RePEc:sce:scecf9:621 Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis (1999).
Cited: 11 times.

(12) RePEc:sce:scecf9:643 On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices (1999).
Cited: 11 times.

(13) RePEc:sce:scecf9:1342 Evolution and Time Horizons in an Agent-Based Stock Market (1999).
Cited: 10 times.

(14) RePEc:sce:scecf9:112 Stochastic Volatility: Univariate and Multivariate Extensions (1999).
Cited: 9 times.

(15) RePEc:sce:scecf9:1052 Optimal Horizons for Inflation Targeting (1999).
Cited: 8 times.

(16) RePEc:sce:scecf9:824 Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations (1999).
Cited: 8 times.

(17) RePEc:sce:scecf9:1241 Tests of Equal Forecast Accuracy and Encompassing for Nested Models (1999).
Cited: 7 times.

(18) RePEc:sce:scecf9:723 Hysteresis in Economic Systems (1999).
Cited: 5 times.

(19) RePEc:sce:scecf9:1152 Real Implications of the Zero Bound on Nominal Interest Rates (1999).
Cited: 5 times.

(20) RePEc:sce:scecf9:314 Computer Automation of General-to-Specific Model Selection Procedures (1999).
Cited: 4 times.

(21) RePEc:sce:scecf9:332 Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models (1999).
Cited: 4 times.

(22) RePEc:sce:scecf9:1033 Using Symbolic Regression to Infer Strategies from Experimental Data (1999).
Cited: 4 times.

(23) RePEc:sce:scecf9:1143 Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity (1999).
Cited: 3 times.

(24) RePEc:sce:scecf9:251 Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing (1999).
Cited: 3 times.

(25) RePEc:sce:scecf9:334 Perturbation Solution of Nonlinear Rational Expectations Models (1999).
Cited: 3 times.

(26) RePEc:sce:scecf9:521 The Nature of Markets in the World Wide Web (1999).
Cited: 3 times.

(27) RePEc:sce:scecf9:511 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work (1999).
Cited: 3 times.

(28) RePEc:sce:scecf9:512 S-Estimation in the Linear Regression Model with Long-Memory Error Terms (1999).
Cited: 2 times.

(29) RePEc:sce:scecf9:722 Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty (1999).
Cited: 2 times.

(30) RePEc:sce:scecf9:1312 Wilkinsons Tests and Econometric Software (1999).
Cited: 2 times.

(31) RePEc:sce:scecf9:312 Time-Series Modelling of Daily Tax Revenues (1999).
Cited: 2 times.

(32) RePEc:sce:scecf9:721 Hysteresis and Unemployment: a Preliminary Investigation (1999).
Cited: 2 times.

(33) RePEc:sce:scecf9:1243 An Approximate Wavelet MLE of Short- and Long-Memory Parameters (1999).
Cited: 2 times.

(34) RePEc:sce:scecf9:942 Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds (1999).
Cited: 2 times.

(35) RePEc:sce:scecf9:1011 Genetic Algorithms and Economic Evolution (1999).
Cited: 1 times.

(36) RePEc:sce:scecf9:1332 Hybrid Methods for Continuous Space Dynamic Programming (1999).
Cited: 1 times.

(37) RePEc:sce:scecf9:943 Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility (1999).
Cited: 1 times.

(38) RePEc:sce:scecf9:712 The Evolution of Trading Rules in an Artificial Stock Market (1999).
Cited: 1 times.

(39) RePEc:sce:scecf9:844 Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information (1999).
Cited: 1 times.

(40) RePEc:sce:scecf9:154 Solving Large and Small Models on Microcomputers (1999).
Cited: 1 times.

(41) RePEc:sce:scecf9:1153 The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty (1999).
Cited: 1 times.

(42) RePEc:sce:scecf9:133 Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk (1999).
Cited: 1 times.

(43) RePEc:sce:scecf9:944 A re-evaluation of empirical tests of the Fisher hypothesis (2000).
Cited: 1 times.

(44) RePEc:sce:scecf9:353 Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation? (1999).
Cited: 1 times.

(45) RePEc:sce:scecf9:111 Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models (1999).
Cited: 1 times.

(46) RePEc:sce:scecf9:221 Learning with Bounded Memory in Stochastic Models (1999).
Cited: 1 times.

(47) RePEc:sce:scecf9:551 The Role of Automated Semiotic Classifications in Economic Domains (1999).
Cited: 1 times.

(48) RePEc:sce:scecf9:313 Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection (1999).
Cited: 1 times.

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

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

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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