Citation Profile: Computational Economics / Springer

Most cited documents in this series:

Year Title Cited
2002 Solving Linear Rational Expectations Models.
RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20 [Citation Analysis] 136
1996 Computing Solutions for Large General Equilibrium Models Using GEMPACK.
RePEc:kap:compec:v:9:y:1996:i:2:p:83-127 [Citation Analysis] 90
2002 Production, Growth and Business Cycles: Technical Appendix.
RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116 [Citation Analysis] 66
1999 Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.
RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46 [Citation Analysis] 56
2005 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model
RePEc:kap:compec:v:26:y:2005:i:1:p:19-49 [Citation Analysis] 41
2000 Decomposing Simulation Results with Respect to Exogenous Shocks
RePEc:kap:compec:v:15:y:2000:i:3:p:227-249 [Citation Analysis] 30
2002 Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.
RePEc:kap:compec:v:19:y:2002:i:1:p:95-132 [Citation Analysis] 29
2002 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.
RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55 [Citation Analysis] 27
2006 An Evolutionary Model of Endogenous Business Cycles
RePEc:kap:compec:v:27:y:2006:i:1:p:3-34 [Citation Analysis] 23
1999 Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.
RePEc:kap:compec:v:13:y:1999:i:1:p:41-60 [Citation Analysis] 21
2001 A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.
RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39 [Citation Analysis] 19
2002 System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.
RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86 [Citation Analysis] 15
1995 Self-Organization of Markets: An Example of a Computational Approach.
RePEc:kap:compec:v:8:y:1995:i:3:p:205-31 [Citation Analysis] 11
2004 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure
RePEc:kap:compec:v:23:y:2004:i:3:p:271-288 [Citation Analysis] 11
2002 Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI.
RePEc:kap:compec:v:19:y:2002:i:2:p:145-78 [Citation Analysis] 11
2000 A Computational Approach to Finding Causal Economic Laws
RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136 [Citation Analysis] 11
2005 Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution
RePEc:kap:compec:v:25:y:2005:i:4:p:343-379 [Citation Analysis] 10
1998 Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts.
RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40 [Citation Analysis] 10
2007 A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems
RePEc:kap:compec:v:30:y:2007:i:3:p:195-226 [Citation Analysis] 9
2006 An Application of Extreme Value Theory for Measuring Financial Risk
RePEc:kap:compec:v:27:y:2006:i:2:p:207-228 [Citation Analysis] 9
1998 Modelling Federal Reserve Discount Policy.
RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70 [Citation Analysis] 8
2005 User-Friendly Parallel Computations with Econometric Examples
RePEc:kap:compec:v:26:y:2005:i:2:p:107-128 [Citation Analysis] 8
2003 Traders Long-Run Wealth in an Artificial Financial Market
RePEc:kap:compec:v:22:y:2003:i:2:p:255-272 [Citation Analysis] 8
2001 Climate Coalitions in an Integrated Assessment Model.
RePEc:kap:compec:v:18:y:2001:i:2:p:159-72 [Citation Analysis] 8
1999 The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.
RePEc:kap:compec:v:13:y:1999:i:2:p:147-62 [Citation Analysis] 8
1999 Should Macroeconomic Policy Makers Consider Parameter Covariances?
RePEc:kap:compec:v:14:y:1999:i:3:p:263-67 [Citation Analysis] 8
2000 Optimized Multivariate Lag Structure Selection
RePEc:kap:compec:v:16:y:2000:i:1/2:p:87-103 [Citation Analysis] 7
2007 Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework
RePEc:kap:compec:v:30:y:2007:i:3:p:291-327 [Citation Analysis] 7
1998 A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.
RePEc:kap:compec:v:11:y:1998:i:3:p:245-63 [Citation Analysis] 7
2005 Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models
RePEc:kap:compec:v:26:y:2005:i:1:p:65-89 [Citation Analysis] 7
1999 A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.
RePEc:kap:compec:v:13:y:1999:i:3:p:265-87 [Citation Analysis] 7
1995 Modular Technical Change and Genetic Algorithms.
RePEc:kap:compec:v:8:y:1995:i:3:p:233-53 [Citation Analysis] 7
2003 Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy MackeyâGlass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series
RePEc:kap:compec:v:21:y:2003:i:3:p:257-276 [Citation Analysis] 6
1997 On Incentives and Updating in Agent Based Models.
RePEc:kap:compec:v:10:y:1997:i:1:p:67-87 [Citation Analysis] 6
1995 Coordination via Genetic Learning.
RePEc:kap:compec:v:8:y:1995:i:3:p:181-203 [Citation Analysis] 6
1998 Implementing the Double Bootstrap.
RePEc:kap:compec:v:12:y:1998:i:1:p:79-95 [Citation Analysis] 6
2000 Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies
RePEc:kap:compec:v:15:y:2000:i:3:p:173-199 [Citation Analysis] 6
2005 Discrete Working Time Choice in an Applied General Equilibrium Model
RePEc:kap:compec:v:26:y:2005:i:3:p:1-29 [Citation Analysis] 6
2012 A Closed-Form Solution to Stolleryâs Problem with Damage in Utility
RePEc:kap:compec:v:39:y:2012:i:4:p:365-386 [Citation Analysis] 6
2007 Multidimensional Spline Interpolation: Theory and Applications
RePEc:kap:compec:v:30:y:2007:i:2:p:153-169 [Citation Analysis] 6
2001 Learning to Be Thoughtless: Social Norms and Individual Computation.
RePEc:kap:compec:v:18:y:2001:i:1:p:9-24 [Citation Analysis] 6
1999 Programming Languages in Economics.
RePEc:kap:compec:v:14:y:1999:i:1-2:p:151-81 [Citation Analysis] 5
2000 A Test for Strong Hysteresis.
RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78 [Citation Analysis] 5
1998 ASPEN: A Microsimulation Model of the Economy.
RePEc:kap:compec:v:12:y:1998:i:3:p:223-41 [Citation Analysis] 5
1997 Constrained Maximum Likelihood.
RePEc:kap:compec:v:10:y:1997:i:3:p:251-66 [Citation Analysis] 5
2004 Analytical Derivates of the APARCH Model
RePEc:kap:compec:v:24:y:2004:i:1:p:51-57 [Citation Analysis] 5
2006 On the Computation of Stability in Multiple Coalition Formation Games
RePEc:kap:compec:v:28:y:2006:i:3:p:251-275 [Citation Analysis] 5
2007 Discrete Working Time Choice in an Applied General Equilibrium Model
RePEc:kap:compec:v:29:y:2007:i:3:p:427-427 [Citation Analysis] 5
2002 A Behavioural Learning Approach to the Dynamics of Prices.
RePEc:kap:compec:v:19:y:2002:i:1:p:67-94 [Citation Analysis] 5
2006 Measuring the Degree of Convergence among European Business Cycles
RePEc:kap:compec:v:27:y:2006:i:2:p:229-259 [Citation Analysis] 5

Citing documents used to compute impact factor 12:

Year Title See
2010 Assessing the Quality of Pseudo-Random Number Generators
RePEc:kap:compec:v:36:y:2010:i:1:p:57-67 [Citation Analysis]
2010 International joint venture, commitment and host-country policy in an integrated market
RePEc:spr:inrvec:v:57:y:2010:i:4:p:411-421 [Citation Analysis]
2010 Evolutionary models in economics: a survey of methods and building blocks
RePEc:spr:joevec:v:20:y:2010:i:3:p:329-373 [Citation Analysis]
2010 Imperfect Information and Aggregate Supply
RePEc:clu:wpaper:0910-11 [Citation Analysis]
2010 The growth of public health expenditures in OECD countries: Do government ideology and electoral motives matter?
RePEc:eee:jhecon:v:29:y:2010:i:6:p:797-810 [Citation Analysis]
2010 Assessing the Quality of Pseudo-Random Number Generators
RePEc:kap:compec:v:36:y:2010:i:1:p:57-67 [Citation Analysis]
2010 Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwans Electronics Industry
RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239 [Citation Analysis]
2010 Composition of the Government Spending and Behaviour of the Real Exchange Rate in a Small Open Economy
RePEc:tcb:cebare:v:10:y:2010:i:1:p:1-27 [Citation Analysis]
2010 Nominal vs real wage rigidities in New Keynesian models with hiring costs: A Bayesian evaluation
RePEc:eee:dyncon:v:34:y:2010:i:7:p:1305-1324 [Citation Analysis]
2010 Credit money and macroeconomic instability in the agent-based model and simulator Eurace
RePEc:zbw:ifweej:201026 [Citation Analysis]
2010 Fractionally integrated time varying GARCH model
RePEc:spr:stmapp:v:19:y:2010:i:3:p:399-430 [Citation Analysis]
2010 Behaviour of skewness, kurtosis and normality tests in long memory data
RePEc:spr:stmapp:v:19:y:2010:i:2:p:193-215 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

Year	Title	See
2010	On the globalization of stock markets: An application of VECM, SSA technique and mutual information to the G7? RePEc:cfe:wpcefa:2010_06	[Citation Analysis]
2010	Assessing the Quality of Pseudo-Random Number Generators RePEc:kap:compec:v:36:y:2010:i:1:p:57-67	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Evolutionary Policy RePEc:esi:evopap:2009-02	[Citation Analysis]
2009	Reverse Shooting Made Easy: Solving for the Global Nonlinear Saddle Path RePEc:fsu:wpaper:wp2009_01_01	[Citation Analysis]
2009	A Likelihood Analysis of Models with Information Frictions RePEc:pen:papers:09-009	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	Structural Estimation and Solution of International Trade Models with Heterogeneous Firms RePEc:eth:wpswif:08-89	[Citation Analysis]
2008	Optimal control of pollutants with delayed stock accumulation RePEc:eth:wpswif:08-91	[Citation Analysis]
2008	Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model RePEc:jns:jbstat:v:228:y:2008:i:2-3:p:276-295	[Citation Analysis]
2008	Credit Risk Management RePEc:ris:apltrx:0025	[Citation Analysis]

Recent citations received in: 2007

Year	Title	See
2007	A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems RePEc:kap:compec:v:30:y:2007:i:3:p:195-226	[Citation Analysis]

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.