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

Economics Papers / Economics Group, Nuffield College, University of Oxford

[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
19940.122210.513000.05
19950.50.16202220.095022100.09
19960.180.192749140.293702242540.150.09
19970.30.21362200.323347147.110.080.09
19980.280.21971200.281434011010.110.13
19990.360.271788500.57277228090.530.16
20000.920.391098870.89212624020.20.16
20010.810.37351331190.8943327229.1100.290.17
20020.560.38181511731.15104452520120.670.18
20030.850.4231742081.273534517.8140.610.19
20040.590.43292032941.45294412429.2110.380.19
20050.690.45182212801.27256523613.9311.720.24
20061.550.46202413411.4112047738.2130.650.2
20070.950.3952462240.919383600.17
20081.320.41112572260.8841253315.250.450.18
20090.560.37162732010.743916922.270.440.18
20100.370.3362791370.492271000.16
20110.450.4512801720.614221000.23
20120.430.4612292900.3177333.320.170.24
 
 
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
1995Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104.

Full description at Econpapers || Download paper

430
2001GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121.

Full description at Econpapers || Download paper

228
1999Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12.

Full description at Econpapers || Download paper

192
2005Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517.

Full description at Econpapers || Download paper

169
2004Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049.

Full description at Econpapers || Download paper

126
1996Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614.

Full description at Econpapers || Download paper

126
Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146.

Full description at Econpapers || Download paper

82
1996Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.. (1996). Morris, Stephen ; Shin, Song H. In: Economics Papers. RePEc:nuf:econwp:126.

Full description at Econpapers || Download paper

78
1996An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604.

Full description at Econpapers || Download paper

54
2006Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0603.

Full description at Econpapers || Download paper

50
2004We Ran One Regression. (2004). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417.

Full description at Econpapers || Download paper

46
1999Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3.

Full description at Econpapers || Download paper

39
1996Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125.

Full description at Econpapers || Download paper

36
2001Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104.

Full description at Econpapers || Download paper

34
1996Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se. (1996). Bell, Brian. In: Economics Papers. RePEc:nuf:econwp:9625.

Full description at Econpapers || Download paper

31
2006Limit theorems for multipower variation in the presence of jumps. (2006). Shephard, Neil ; Barndorff-Nielsen, Ole ; Winkel, Matthias . In: Economics Papers. RePEc:nuf:econwp:0507.

Full description at Econpapers || Download paper

30
1995Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:0015.

Full description at Econpapers || Download paper

30
2004Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048.

Full description at Econpapers || Download paper

30
2001Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113.

Full description at Econpapers || Download paper

25
2001How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0116.

Full description at Econpapers || Download paper

25
1997Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713.

Full description at Econpapers || Download paper

24
2004A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik. In: Economics Papers. RePEc:nuf:econwp:0429.

Full description at Econpapers || Download paper

23
1998Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142.

Full description at Econpapers || Download paper

22
2005Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504.

Full description at Econpapers || Download paper

21
2002Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0213.

Full description at Econpapers || Download paper

21
1998Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1998). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:143.

Full description at Econpapers || Download paper

21
2001Realised power variation and stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0118.

Full description at Econpapers || Download paper

20
2006Limit theorems for bipower variation in financial econometrics. (2006). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik. In: Economics Papers. RePEc:nuf:econwp:0506.

Full description at Econpapers || Download paper

20
2002Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216.

Full description at Econpapers || Download paper

19
2003Multimodality in the GARCH Regression Model. (2003). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0320.

Full description at Econpapers || Download paper

16
2005Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509.

Full description at Econpapers || Download paper

15
2008Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0810.

Full description at Econpapers || Download paper

15
2006Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models. (2005). Bowsher, Clive ; Tyson, Christopher J.. In: Economics Papers. RePEc:nuf:econwp:0526.

Full description at Econpapers || Download paper

15
2004Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:044.

Full description at Econpapers || Download paper

15
2009Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:0905.

Full description at Econpapers || Download paper

15
2001Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110.

Full description at Econpapers || Download paper

14
2001The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses. (2001). Klemperer, Paul ; Binmore, Ken . In: Economics Papers. RePEc:nuf:econwp:0204.

Full description at Econpapers || Download paper

14
2005Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524.

Full description at Econpapers || Download paper

13
1999Income Inequality and Macroeconomic Volatility: an Empirical Investigation.. (1999). Garcia-Penalosa, Cecilia ; Breen, R.. In: Economics Papers. RePEc:nuf:econwp:1999-w20.

Full description at Econpapers || Download paper

13
1999The Tobacco Deal.. (1999). Klemperer, Paul ; BULOW, J.. In: Economics Papers. RePEc:nuf:econwp:1999-w11.

Full description at Econpapers || Download paper

12
1996Pathological Outcomes of Observational Learning.. (1996). Sørensen, Peter ; Smith, Lones. In: Economics Papers. RePEc:nuf:econwp:115.

Full description at Econpapers || Download paper

12
2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes. (2004). Hendry, David ; Chevillon, Guillaume. In: Economics Papers. RePEc:nuf:econwp:0412.

Full description at Econpapers || Download paper

12
2001Pooling of Forecasts. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0209.

Full description at Econpapers || Download paper

12
2001Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211.

Full description at Econpapers || Download paper

11
2001Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102.

Full description at Econpapers || Download paper

11
2001On Short-Term Contracts Regulations. (2001). Staffolani, Stefano ; Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0107.

Full description at Econpapers || Download paper

11
1995Bartlett correction of the unit root test in autoregressive models. (1995). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0011.

Full description at Econpapers || Download paper

10
2005Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522.

Full description at Econpapers || Download paper

10
1999Multidimensional Inequality Measurement: a Proposal.. (1999). List, Christian. In: Economics Papers. RePEc:nuf:econwp:9927.

Full description at Econpapers || Download paper

10
1995Generalized linear autoregressions. (1995). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0008.

Full description at Econpapers || Download paper

10

Citing documents used to compute impact factor 3:

YearTitleSee
2012Multivariate Rotated ARCH Models. (2012). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa . In: Economics Papers. RePEc:nuf:econwp:1201.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-034.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Realized Copula. (2012). Okhrin, Ostap ; Fengler, Matthias. In: Economics Working Paper Series. RePEc:usg:econwp:2012:14.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Optimal Pricing of Public Lotteries and Comparison of Competing Mechanisms. (2012). Ling, Chen ; Scrogin, David . In: Working Papers. RePEc:cfl:wpaper:2012-05.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Ad-valorem platform fees and efficient price discrimination. (2012). Wright, Julian ; Wang, Zhu. In: Working Paper. RePEc:fip:fedrwp:12-08.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2011

YearTitleSee

Recent citations received in: 2010

YearTitleSee

Recent citations received in: 2009

YearTitleSee
2009On the Economic Evaluation of Volatility Forecasts. (2009). Voev, Valeri. In: CREATES Research Papers. RePEc:aah:create:2009-56.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Strategic Supply Function Competition with Private Information. (2009). Vives, Xavier. In: CESifo Working Paper Series. RePEc:ces:ceswps:_2856.

Full description at Econpapers || Download paper

[Citation Analysis]
2009When is monetary policy all we need?. (2009). Wren-Lewis, Simon ; Leith, Campbell ; Eser, Fabian. In: Working Papers. RePEc:gla:glaewp:2009_18.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Ascending auctions: some impossibility results and their resolutions with final price discounts. (2009). Lamy, Laurent. In: PSE Working Papers. RePEc:hal:psewpa:halshs-00575076.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Ascending auctions: some impossibility results and their resolutions with final price discounts. (2009). . In: Working Papers. RePEc:hal:wpaper:halshs-00575076.

Full description at Econpapers || Download paper

[Citation Analysis]
2009Third-Degree Price Discrimination and Consumer Surplus. (2009). Cowan, Simon. In: Economics Series Working Papers. RePEc:oxf:wpaper:462.

Full description at Econpapers || Download paper

[Citation Analysis]
2009On the impossibility of core-selecting auctions. (2009). Goeree, Jacob ; JacobK. Goeree, ; Lien, Yuanchuan . In: IEW - Working Papers. RePEc:zur:iewwpx:452.

Full description at Econpapers || Download paper

[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.