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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

CIRANO Working Papers / CIRANO Working Papers, Scientific Series, Project Reports, Burgundy reports, For discussion... and Monographs

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.090000.04
19910.10000.05
19920.090000.05
19930.10000.05
19940.12231940050.220.04
19950.520.1751208231225100.20.09
19960.360.23465742737100.290.09
19970.260.2142150852236.480.190.09
19980.20.223993761533.350.130.13
19990.190.2948116811533.3100.210.15
20000.210.460206871844.4150.250.15
20010.290.38712861083129170.240.18
20020.480.41932421316346250.270.2
20030.430.4470191164708.6130.190.2
20040.470.46632331637710.4130.210.2
20050.390.463728133527.740.110.25
20060.410.4930101100417.3140.470.22
20070.360.423049672412.580.270.19
20080.330.4330316020550.170.19
20090.30.45035601816.760.120.19
20100.160.33493680137.740.080.16
20110.320.577239932050.060.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
1994High-Wage Workers and High-Wage Firms
RePEc:cir:cirwor:94s-23 [Citation Analysis]
146
2001Marriage Market, Divorce Legislation and Household Labor Supply
RePEc:cir:cirwor:2001s-16 [Citation Analysis]
69
2000Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results
RePEc:cir:cirwor:2000s-19 [Citation Analysis]
55
2002Unobserved Ability and the Return to Schooling
RePEc:cir:cirwor:2002s-19 [Citation Analysis]
43
2004The MIDAS Touch: Mixed Data Sampling Regression Models
RePEc:cir:cirwor:2004s-20 [Citation Analysis]
42
2000Temporal Aggregation of Volatility Models
RePEc:cir:cirwor:2000s-22 [Citation Analysis]
37
2001An Eigenfunction Approach for Volatility Modeling
RePEc:cir:cirwor:2001s-70 [Citation Analysis]
36
1998Job Characteristics and the Form of Compensation
RePEc:cir:cirwor:98s-08 [Citation Analysis]
34
2004The Determinants of Credit Default Swap Premia
RePEc:cir:cirwor:2004s-55 [Citation Analysis]
32
2006Innovativity: A Comparison Across Seven European Countries
RePEc:cir:cirwor:2006s-11 [Citation Analysis]
28
1997Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints
RePEc:cir:cirwor:97s-12 [Citation Analysis]
27
2001The Unreliability of Output Gap Estimates in Real Time
RePEc:cir:cirwor:2001s-57 [Citation Analysis]
26
1997Methods of Pay and Earnings: A Longitudinal Analysis
RePEc:cir:cirwor:97s-14 [Citation Analysis]
26
2000A Monte-Carlo Method for Optimal Portfolios
RePEc:cir:cirwor:2000s-05 [Citation Analysis]
25
1995Empirical Martingale Simulation for Asset Prices
RePEc:cir:cirwor:95s-43 [Citation Analysis]
25
1995Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID
RePEc:cir:cirwor:95s-26 [Citation Analysis]
24
2003Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form
RePEc:cir:cirwor:2003s-17 [Citation Analysis]
24
2003Backtesting Value-at-Risk: A Duration-Based Approach
RePEc:cir:cirwor:2003s-05 [Citation Analysis]
24
2003Identification, Weak Instruments and Statistical Inference in Econometrics
RePEc:cir:cirwor:2003s-49 [Citation Analysis]
24
2002What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2
RePEc:cir:cirwor:2002s-25 [Citation Analysis]
22
2004Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies
RePEc:cir:cirwor:2004s-19 [Citation Analysis]
22
2003The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time
RePEc:cir:cirwor:2003s-01 [Citation Analysis]
21
2004The Econometrics of Option Pricing
RePEc:cir:cirwor:2004s-04 [Citation Analysis]
20
2004Saving Decisions of the Working Poor: Short-and Long-Term Horizons
RePEc:cir:cirwor:2004s-45 [Citation Analysis]
20
2001Forecasting Some Low-Predictability Time Series Using Diffusion Indices
RePEc:cir:cirwor:2001s-46 [Citation Analysis]
19
2001Testing and Comparing Value-at-Risk Measures
RePEc:cir:cirwor:2001s-03 [Citation Analysis]
19
1994Environmental Risks and Bank Liability
RePEc:cir:cirwor:94s-22 [Citation Analysis]
18
2002Comparative Advantage, Learning, and Sectoral Wage Determination
RePEc:cir:cirwor:2002s-35 [Citation Analysis]
18
2001Nonlinear Features of Realized FX Volatility
RePEc:cir:cirwor:2001s-42 [Citation Analysis]
18
2002Alternative Models for Stock Price Dynamics
RePEc:cir:cirwor:2002s-58 [Citation Analysis]
17
1999Mobility and Cooperation: On the Run
RePEc:cir:cirwor:99s-24 [Citation Analysis]
17
1999A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation
RePEc:cir:cirwor:99s-48 [Citation Analysis]
16
2000Towards an Innovation Intensity Index: The Case of CIS 1 in Denmark and Ireland
RePEc:cir:cirwor:2000s-20 [Citation Analysis]
16
1997Efficiency Inducing Taxation for Polluting Oligopolists
RePEc:cir:cirwor:97s-21 [Citation Analysis]
16
1995Environmental Protection, Producer Insolvency and Lender Liability
RePEc:cir:cirwor:95s-50 [Citation Analysis]
16
1996Markov Perfect Nash Equilibria in a Class of Resource Games
RePEc:cir:cirwor:96s-15 [Citation Analysis]
15
2002Testing Normality: A GMM Approach
RePEc:cir:cirwor:2002s-63 [Citation Analysis]
15
1999Stochastic Volatility: Univariate and Multivariate Extensions
RePEc:cir:cirwor:99s-26 [Citation Analysis]
14
1995On Stable Factor Structures in the Pricing of Risk
RePEc:cir:cirwor:95s-16 [Citation Analysis]
14
2003Short Run and Long Run Causality in Time Series: Inference
RePEc:cir:cirwor:2003s-61 [Citation Analysis]
14
1995Market Time and Asset Price Movements Theory and Estimation
RePEc:cir:cirwor:95s-32 [Citation Analysis]
14
2006Do Wealth Differences Affect Fairness Considerations?
RePEc:cir:cirwor:2006s-13 [Citation Analysis]
14
2000Law versus Regulation: A Political Economy Model of Instrument Choice in Environmental Policy
RePEc:cir:cirwor:2000s-57 [Citation Analysis]
14
2002Analytic Evaluation of Volatility Forecasts
RePEc:cir:cirwor:2002s-90 [Citation Analysis]
13
2004Estimation Risk in Financial Risk Management
RePEc:cir:cirwor:2004s-15 [Citation Analysis]
13
1995Are the Effects of Monetary Policy Asymmetric?
RePEc:cir:cirwor:95s-06 [Citation Analysis]
13
2001The Public-Private Sector Risk-Sharing in the French Insurance Cat. Nat. System
RePEc:cir:cirwor:2001s-60 [Citation Analysis]
13
1995Vertical Integration, Foreclosure and Profits in the Presence of Double Marginalisation
RePEc:cir:cirwor:95s-40 [Citation Analysis]
12
1995Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects
RePEc:cir:cirwor:95s-31 [Citation Analysis]
12
1995Stochastic Volatility
RePEc:cir:cirwor:95s-49 [Citation Analysis]
12

Citing documents used to compute impact factor 32:
YearTitleSee
2011Are Environmental Innovations Embedded within High-Performance Organizational Changes?
RePEc:udf:wpaper:201115
[Citation Analysis]
2011Environmental innovations, local networks and internationalization
RePEc:trn:utwpol:1108
[Citation Analysis]
2011Environmental regulation, green R&D and the Porter hypothesis
RePEc:eme:igdrpp:v:4:y:2011:i:2:p:142-152
[Citation Analysis]
2011Work Absenteeism Due to a Chronic Disease
RePEc:yor:hectdg:11/15
[Citation Analysis]
2011Random gradient-free minimization of convex functions
RePEc:cor:louvco:2011001
[Citation Analysis]
2011Multivariate option pricing with time varying volatility and correlations
RePEc:eee:jbfina:v:35:y:2011:i:9:p:2267-2281
[Citation Analysis]
2011R versus D: Estimating the differentiated effect of research and development on innovation results
RePEc:pra:mprapa:29083
[Citation Analysis]
2011Innovation and productivity
RePEc:dgr:unumer:2011028
[Citation Analysis]
2011The impact of science and technology parks on firms´ product innovation: empirical evidence from Spain
RePEc:pra:mprapa:30555
[Citation Analysis]
2011Intangible resources: the relevance of training for European firms’ innovative performance
RePEc:ipt:wpaper:201106
[Citation Analysis]
2011Design and European firms’ innovative performance: Evidence from European CIS non anonymous data
RePEc:ipt:wpaper:201108
[Citation Analysis]
2011From creativity to innovativeness: micro evidence from Italy
RePEc:trn:utwpol:1117
[Citation Analysis]
2011Optimal Commodity Taxation and Redistribution within Households
RePEc:ucn:wpaper:201107
[Citation Analysis]
2011Intrahousehold Distribution and Child Poverty: Theory and Evidence from Côte d’Ivoire
RePEc:iza:izadps:dp6029
[Citation Analysis]
2011Intrahousehold Distribution and Child Poverty: Theory and Evidence from Côte dIvoire
RePEc:hka:wpaper:2011-031
[Citation Analysis]
2011Dynamic Games in the Economics of Natural Resources: A Survey
RePEc:spr:inrvec:v:1:y:2011:i:1:p:115-148
[Citation Analysis]
2011Dynamic Games in the Economics of Natural Resources: A Survey
RePEc:spr:dyngam:v:1:y:2011:i:1:p:115-148
[Citation Analysis]
2011Quality and Quantity in Primary Care Mixed Payment Models: Evidence from Family Health Organizations in Ontario
RePEc:iza:izadps:dp5762
[Citation Analysis]
2011Analyse comparative des mécanismes de gestion des paniers de services
RePEc:cir:cirpro:2011rp-16
[Citation Analysis]
2011Model averaging in economics
RePEc:bde:wpaper:1123
[Citation Analysis]
2011Purchasing Power Parity analyzed through a continuous-time version of the ESTAR model
RePEc:eee:ecolet:v:110:y:2011:i:3:p:182-185
[Citation Analysis]
2011IMPACTOS DOS FUNDOS SETORIAIS NASEMPRESAS
RePEc:anp:en2010:124
[Citation Analysis]
2011A Long Memory Model with Normal Mixture GARCH
RePEc:kap:compec:v:38:y:2011:i:4:p:517-539
[Citation Analysis]
2011Volatility models
RePEc:cor:louvco:2011058
[Citation Analysis]
2011The reaction of stock market returns to anticipated unemployment
RePEc:cte:werepe:we1145
[Citation Analysis]
2011The Two-sided Weibull Distribution and Forecasting Financial Tail Risk
RePEc:syb:wpbsba:01/2011
[Citation Analysis]
2011Independent component analysis for realized volatility: Analysis of the stock market crash of 2008
RePEc:eee:quaeco:v:51:y:2011:i:3:p:292-302
[Citation Analysis]
2011Electoral Competition as a Determinant of Fiscal Decentralization
RePEc:ces:ceswps:_3574
[Citation Analysis]
2011Electoral Competition as a Determinant of Fiscal Decentralization
RePEc:lug:wpaper:1107
[Citation Analysis]
2011Electoral Competition as a Determinant of Fiscal Decentralization
RePEc:shr:wpaper:11-11
[Citation Analysis]
2011CONTROLLING FOR HETEROGENEITY AND ASYMMETRY IN CROSS-SECTION GRAVITY MODELS OF AGGREGATE MIGRATION: EVIDENCE FROM MEXICO
RePEc:wiw:wiwrsa:ersa10p329
[Citation Analysis]
2011Classification of natural language messages using a coordination game
RePEc:kap:expeco:v:14:y:2011:i:1:p:1-14
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011VAR forecasting using Bayesian variable selection
RePEc:cor:louvco:2011022
[Citation Analysis]
2011Advances in Forecasting Under Instability
RePEc:duk:dukeec:11-20
[Citation Analysis]
2011A Bayesian evaluation of alternative models of trend inflation
RePEc:fip:fedcwp:1134
[Citation Analysis]
2011Challenges for monetary policy in the European Monetary Union
RePEc:fip:fedlrv:y:2011:i:july:p:235-242:n:v.93no.4
[Citation Analysis]
2011Coordination and Cooperation in Investment Timing with Externalities?
RePEc:gat:wpaper:1128
[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Characteristics of innovating firms in Tunisia: The essential role of external knowledge sources
RePEc:eee:streco:v:21:y:2010:i:3:p:181-196
[Citation Analysis]
2010The birth of the congressional clinic
RePEc:pse:psecon:2010-31
[Citation Analysis]
2010Do spillovers matter when estimating private returns to R&D?
RePEc:ris:eibefr:2010_001
[Citation Analysis]
2010The economic child: developmental aspects of economic behavior
RePEc:spr:inrvec:v:57:y:2010:i:3:p:255-257
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Tails, Fears and Risk Premia
RePEc:aah:create:2009-26
[Citation Analysis]
2009No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth.
RePEc:bfr:banfra:234
[Citation Analysis]
2009A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics
RePEc:cir:cirwor:2009s-13
[Citation Analysis]
2009Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution
RePEc:cir:cirwor:2009s-24
[Citation Analysis]
2009FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION
RePEc:mcl:mclwop:2009-01
[Citation Analysis]
2009A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS
RePEc:mcl:mclwop:2009-02
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Geographic Proximity and Firm-University Innovation Linkages: evidence from Great Britain
RePEc:bri:cmpowp:08/200
[Citation Analysis]
2008Feedback and Incentives : Experimental Evidence
RePEc:gat:wpaper:0812
[Citation Analysis]
2008Feedback and Incentives : Experimental Evidence
RePEc:hal:journl:halshs-00276396
[Citation Analysis]
2008A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS
RePEc:mcl:mclwop:2008-03
[Citation Analysis]
2008RESOURCE-GRABBING BY STATUS-CONSCIOUS AGENTS
RePEc:mcl:mclwop:2008-08
[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.

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