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

 

 
 

Computing in Economics and Finance 1999 / Society for Computational Economics

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
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.2919556200250.130.15
20000.20.4111953900.15
20010.320.3801966300.18
200210.4101100.2
20030.440000.2
20040.460000.2
20050.460000.25
20060.490000.22
20070.420000.19
20080.430000.19
20090.40000.19
20100.330000.16
20110.50000.27
 
 
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
1999Frictionless Commerce? A Comparison of Internet and Conventional Retailers
RePEc:sce:scecf9:1022 [Citation Analysis]
105
1999Optimal Monetary Policy with Staggered Wage and Price Contracts
RePEc:sce:scecf9:1151 [Citation Analysis]
76
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model
RePEc:sce:scecf9:223 [Citation Analysis]
50
1999Using Simulation Methods for Bayesian Econometric Models
RePEc:sce:scecf9:832 [Citation Analysis]
35
1999Computational Experiments and Reality
RePEc:sce:scecf9:401 [Citation Analysis]
35
1999Simple Monetary Policy Rules Under Model Uncertainty
RePEc:sce:scecf9:841 [Citation Analysis]
26
1999Learning and Excess Volatility
RePEc:sce:scecf9:224 [Citation Analysis]
21
1999On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices
RePEc:sce:scecf9:643 [Citation Analysis]
19
1999A Method for Taking Models to the Data
RePEc:sce:scecf9:1233 [Citation Analysis]
16
1999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts
RePEc:sce:scecf9:1113 [Citation Analysis]
16
1999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor
RePEc:sce:scecf9:1344 [Citation Analysis]
14
1999Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis
RePEc:sce:scecf9:621 [Citation Analysis]
12
1999Optimal Horizons for Inflation Targeting
RePEc:sce:scecf9:1052 [Citation Analysis]
12
1999Stochastic Volatility: Univariate and Multivariate Extensions
RePEc:sce:scecf9:112 [Citation Analysis]
11
1999Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models
RePEc:sce:scecf9:332 [Citation Analysis]
10
1999Evolution and Time Horizons in an Agent-Based Stock Market
RePEc:sce:scecf9:1342 [Citation Analysis]
10
1999Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations
RePEc:sce:scecf9:824 [Citation Analysis]
9
1999Tests of Equal Forecast Accuracy and Encompassing for Nested Models
RePEc:sce:scecf9:1241 [Citation Analysis]
7
1999Hysteresis in Economic Systems
RePEc:sce:scecf9:723 [Citation Analysis]
7
1999Using Symbolic Regression to Infer Strategies from Experimental Data
RePEc:sce:scecf9:1033 [Citation Analysis]
6
1999Hysteresis and Unemployment: a Preliminary Investigation
RePEc:sce:scecf9:721 [Citation Analysis]
5
1999Wilkinsons Tests and Econometric Software
RePEc:sce:scecf9:1312 [Citation Analysis]
5
1999Real Implications of the Zero Bound on Nominal Interest Rates
RePEc:sce:scecf9:1152 [Citation Analysis]
5
1999Computer Automation of General-to-Specific Model Selection Procedures
RePEc:sce:scecf9:314 [Citation Analysis]
4
1999Competing R&D Strategies in an Evolutionary Industry Model
RePEc:sce:scecf9:343 [Citation Analysis]
4
1999Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity
RePEc:sce:scecf9:1143 [Citation Analysis]
4
1999Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work
RePEc:sce:scecf9:511 [Citation Analysis]
4
1999Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing
RePEc:sce:scecf9:251 [Citation Analysis]
4
1999An Approximate Wavelet MLE of Short- and Long-Memory Parameters
RePEc:sce:scecf9:1243 [Citation Analysis]
3
1999Perturbation Solution of Nonlinear Rational Expectations Models
RePEc:sce:scecf9:334 [Citation Analysis]
3
1999The Nature of Markets in the World Wide Web
RePEc:sce:scecf9:521 [Citation Analysis]
3
1999Hybrid Methods for Continuous Space Dynamic Programming
RePEc:sce:scecf9:1332 [Citation Analysis]
2
1999Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty
RePEc:sce:scecf9:722 [Citation Analysis]
2
1999Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models
RePEc:sce:scecf9:111 [Citation Analysis]
2
1999S-Estimation in the Linear Regression Model with Long-Memory Error Terms
RePEc:sce:scecf9:512 [Citation Analysis]
2
1999Learning with Bounded Memory in Stochastic Models
RePEc:sce:scecf9:221 [Citation Analysis]
2
1999Time-Series Modelling of Daily Tax Revenues
RePEc:sce:scecf9:312 [Citation Analysis]
2
1999Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds
RePEc:sce:scecf9:942 [Citation Analysis]
2
1999The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty
RePEc:sce:scecf9:1153 [Citation Analysis]
2
1999Minimum-Variance Kernels and Economic Risk Premia
RePEc:sce:scecf9:953 [Citation Analysis]
2
1999Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?
RePEc:sce:scecf9:353 [Citation Analysis]
2
1999Modeling the Economics of Internet Companies
RePEc:sce:scecf9:152 [Citation Analysis]
1
1999Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules
RePEc:sce:scecf9:843 [Citation Analysis]
1
1999Genetic Algorithms and Economic Evolution
RePEc:sce:scecf9:1011 [Citation Analysis]
1
1999Asymptotic Inference for Nonstationary Fractionally Integrated Processes
RePEc:sce:scecf9:513 [Citation Analysis]
1
2000A re-evaluation of empirical tests of the Fisher hypothesis
RePEc:sce:scecf9:944 [Citation Analysis]
1
1999Beyond Experimental Economics: Trading Institutions and Multiagent Systems
RePEc:sce:scecf9:1351 [Citation Analysis]
1
1999Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection
RePEc:sce:scecf9:313 [Citation Analysis]
1
1999Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk
RePEc:sce:scecf9:133 [Citation Analysis]
1
1999Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility
RePEc:sce:scecf9:943 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

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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