Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Birkbeck Working Papers in Economics and Finance / Birkbeck, Department of Economics, Mathematics & Statistics


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.37000000.17
20020.38000000.18
20030.4000000.19
20040.43111110.0920000.19
20050.180.45253670.1974112040.160.24
20060.390.461955200.3635361442.960.320.2
20070.270.392176190.2533441241.720.10.17
20080.350.41884340.416401400.18
20090.410.3718102240.242529128.320.110.18
20100.380.3316118240.27261000.16
20110.350.457125290.236341216.710.140.23
20120.130.4616141320.23123300.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:


YearTitleCited
2005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

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35
2007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0714.

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16
2005UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0502.

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13
2004Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0403.

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9
2008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, Álvaro ; Geman, Helyette . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

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8
2006Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Cartea, Álvaro ; Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611.

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7
2005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

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6
2006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

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6
2009Liquidity Effects and Cost Channels in Monetary Transmission. (2009). Basso, Henrique ; Aksoy, Yunus ; Matinez, Javier Coto . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0902.

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5
2007Research, Knowledge Spillovers and Innovation. (2007). Petraglia, Carmelo ; Morone, Piergiuseppe ; Testa, Giuseppina . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0713.

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5
2006Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0619.

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5
2009Strategies in Social Network Formation. (2009). Sciubba, Emanuela ; Di Cagno, Daniela ; conte, anna. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905.

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5
2006UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts. (2006). Cartea, Álvaro ; Williams, Thomas . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0608.

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5
2010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni ; Fragetta, Matteo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006.

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5
2005Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). Nilsen, Jeffrey ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522.

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5
2005U.S. Domestic Money, Inflation and Output. (2005). Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0506.

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4
2004Deflationary Bubbles. (2004). Sibert, Anne ; Buiter, Willem. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0409.

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4
2006Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612.

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4
2004Invertibility of Nonparametric Stochastic Demand Functions. (2004). Blundell, Richard ; Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0406.

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4
2009Measuring Output Gap Uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0909.

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4
2007A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Cartea, Álvaro ; Schindlmayr, Gero ; Kiesel, Ruediger ; Boerger, Reik H.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0709.

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4
2008Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0803.

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4
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0617.

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4
Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Liz ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

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3
2009The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904.

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3
2011The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

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3
2006Pricing Multiple Interruptible-Swing Contracts. (2006). Figueroa, Marcelo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0606.

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2
2007Optimal Sale: Auctions with a Buy-Now Option. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0702.

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2
2005Worker Heterogeneity, Intra-firm Externalities and Wage Compression. (2005). Zoega, Gylfi ; Booth, Alison. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0515.

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2
2008Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus. (2008). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0808.

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2
2005Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0512.

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2
2011A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). Dettmann, Georg. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102.

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2
2007Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). Leon-Ledesma, Miguel ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0710.

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2
2005Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0524.

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2
2009Survey Evidence on Customer Markets. (2009). Zoega, Gylfi ; Choudhary, Ali ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0916.

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2
2004In Search of ‘Offshoring’: Evidence from U.S. Imports of Services. (2004). van Welsum, Desirée. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0402.

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2
2005Does Wage Compression Explain Rigid Money Wages?. (2005). Zoega, Gylfi ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0516.

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2
2004Global Shocks and Unemployment Adjustment. (2004). Zoega, Gylfi ; Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0401.

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1
2010Political Budget Cycles in the European Union and the Impact of Political Pressures: A dynamic panel regression analysis. (2010). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1002.

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1
2008Social Networks and Trust: not the Experimental Evidence you may Expect. (2008). Sciubba, Emanuela ; Di Cagno, Daniela. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0801.

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1
2011Correlates of statewise participation in the great Indian growth turnaround: some preliminary robustness results. (2011). wright, stephen ; Ghate, Chetan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1104.

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1
2005Efficiency in Negotiation: Complexity and Costly Bargaining. (2005). Sabourian, Hamid ; Lee, Jihong. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0505.

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1
2006Fractional Diffusion Models of Option Prices in Markets with Jumps. (2006). Cartea, Álvaro ; Diego del-Castillo-Negrete, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0604.

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1
2009Employment and Asset Prices. (2009). Zoega, Gylfi. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0917.

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1
2007Inertia in Taylor Rules. (2007). Driffill, John ; Rotondi, Zeno . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0720.

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1
2005Competing or Colluding in a Stochastic Framework. (2005). Breccia, Adriana ; Salgado-Banda, Hector. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0504.

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1
2008Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807.

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1
2006Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0618.

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1
2007The Endogenous Kalman Filter. (2007). wright, stephen ; Baxter, Brad . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0719.

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1
2005Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process. (2005). Cartea, Álvaro. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0508.

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1

Citing documents used to compute impact factor 3:


YearTitleSee
2012The “V-factor”: Distribution, timing and correlates of the great Indian growth turnaround. (2012). wright, stephen ; Ghate, Chetan. In: Journal of Development Economics. RePEc:eee:deveco:v:99:y:2012:i:1:p:58-67.

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[Citation Analysis]
2012Institutional determinants of military spending. (2012). Bel, Germà ; Albalate, Daniel ; Elias, Ferran . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:40:y:2012:i:2:p:279-290.

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[Citation Analysis]
2012Financial Sector and Business Cycles Determinants in the EMU context: An Empirical Approach (1996-2011). (2012). Solomos, Dionysios ; Papageorgiou, Theofanis ; Koumparoulis, Dimitrios . In: MPRA Paper. RePEc:pra:mprapa:43858.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2011


YearTitleSee
2011Global Imbalances, the International Crisis and the Role of the Dollar. (2011). Fiorentini, Riccardo. In: Working Papers. RePEc:ver:wpaper:18/2011.

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[Citation Analysis]

Recent citations received in: 2010


YearTitleSee

Recent citations received in: 2009


YearTitleSee
2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Liz ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

Full description at Econpapers || Download paper

[Citation Analysis]
2009World Investment and Political Risk 2009. (2009). Multilateral Investment Guarantee Agency, . In: World Bank Publications. RePEc:wbk:wbpubs:2688.

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[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.