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

Documentos del Instituto Complutense de Análisis Económico / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales

[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
19950.16010000.09
19960.19000000.09
19970.2000000.09
19980.21010000.13
19990.27000000.16
20000.39000000.16
20010.37111100000.17
20020.3828390101100.18
20030.4115010.02123900.19
20040.080.43136340.06239333.310.080.19
20050.040.45127530.04024100.24
20060.4627710.0102500.2
20070.397720.0301400.17
20080.417730.040200.18
20090.372097200.214500120.60.18
20100.350.333100110.11120700.16
20110.220.4539139160.12292352040.10.23
20120.290.4632171440.262442122550.160.24
 
 
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
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0904.

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20
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1212.

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15
2011Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1114.

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14
2003Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003). perez-amaral, teodosio ; Gallo, Giampiero ; White, Halbert . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0309.

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11
2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0907.

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11
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1205.

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8
2009Modelling International Tourist Arrivals and Volatility: An Application to Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Slottje, Dan . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0906.

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8
2009GFC-Robust Risk Management Strategies under the Basel Accord. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; JimenezMartin, Juanangel . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1001.

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7
2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; JimenezMartin, Juanangel ; Juan Angel Jimenez Martin, . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0918.

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5
2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1316.

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5
2011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1104.

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5
2013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1309.

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4
2009What Happened to Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; JimenezMartin, Juanangel ; Juan Angel Jimenez Martin, . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0919.

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4
2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1133.

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4
2002A flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2002). perez-amaral, teodosio ; Gallo, Giampiero ; White, Halbert L.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0201.

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3
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1214.

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3
2012Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2012). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1207.

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2
2004The Welfare Cost of Business Cycles in an Economy with Nonclearing Markets. (2004). Puch, Luis ; Portier, Franck. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0403.

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2
2009Modelling the Growth and Volatility in Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0915.

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2
2011The Dynamics of Energy-Grain Prices with Open Interest. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Sarafrazi, Soodabeh . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1118.

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2
2009Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO. (2009). McAleer, Michael ; Chang, Chia-Lin ; Huang, Biing-Wen ; Chen, Meng-Gu . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0914.

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2
2002An ARMA Representation of Unobserved Component Models under Generalized Random Walk Specifications: New Algorithms and Examples. (2002). Bujosa, Marcos ; Young, Peter ; GarciaFerrer, Antonio . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0204.

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2
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1321.

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2
2011Asymmetry and Long Memory in Volatility Modelling. (2011). Medeiros, Marcelo ; McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1129.

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1
2002An Error Correction Factor Model of Term Structure Slopes in International Swaps Markets. (2002). Novales, Alfonso ; Abad, Pilar. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0222.

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1
2009A Scientific Classification of Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0909.

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1
2011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1101.

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1
2012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1206.

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1
2002Risk Premia in the Term Structure of Swaps in Pesetas. (2002). Novales, Alfonso ; Abad, Pilar. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0219.

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1
2010From general State-Space to VARMAX models. (2010). Jerez, Miguel ; Garcia-Hiernaux, Alfredo ; Carro, Jose Casals . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1002.

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1
2003Double Dividend in an Endogenous Growth Model With Pollution and Abatement. (2003). ruiz, jesus ; perez, rafaela ; Fernández, Esther ; Casillas, Esther Fernandez ; Andujar, Jesus Ruiz ; Rafaela Mª Perez Sanchez, . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0308.

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1
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1334.

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1
2011Determinants of trading activity after rating actions in the Corporate Debt Market. (2011). Robles Fernandez, M. Dolores ; Abad, Pilar ; Diaz, Antonio ; Robles-Fernandez, Dolores M.. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1137.

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1
2002Dynamic correlations and forecasting of term structure slopes in eurocurrency market. (2002). Novales, Alfonso ; Domínguez Irastorza, Emilio. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0226.

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1
2009Modelling Sustainable International Tourism Demand to the Brazilian Amazon. (2009). McAleer, Michael ; Divino, Jose Angelo. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0913.

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1
2011Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1113.

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1
2002A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes. (2002). Bujosa, Marcos ; GarciaFerrer, Antonio . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0203.

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1
2012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1211.

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1
2002Optimal hedging under departures from the cost-of-carry valuation: evidence from the Spanish stock index futures market. (2002). Novales, Alfonso ; Lafuente, Juan Angel. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0223.

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1
2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0910.

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1

Citing documents used to compute impact factor 12:

YearTitleSee
2012Asymmetric adjustments in the ethanol and grains markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1990-2002.

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[Citation Analysis]
2012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). McAleer, Michael ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; Chen, Li-Hsueh . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1211.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1212.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012What do Experts Know About Ranking Journal Quality? A Comparison with ISI Research Impact in Finance. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/02.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Has the Basel Accord Improved Risk Management During the Global Financial Crisis?. (2012). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:832.

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[Citation Analysis]
2012Dynamic Price Integration in the Global Gold Market. (2012). Chang, Chia-Lin ; Huang, Yi-Wei ; Della Chang, Jui-Chuan . In: MPRA Paper. RePEc:pra:mprapa:41627.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012A STRATEGY TO IMPROVE THE GDP INDEX FORCASTS IN ROMANIA USING MOVING AVERAGE MODELS OF HISTORICAL ERRORS OF THE DOBRESCU MACROMODEL. (2012). Simionescu (Bratu), Mihaela. In: Romanian Journal of Economics. RePEc:ine:journl:v:2:y:2012:i:44:p:128-138.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/43.

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[Citation Analysis]
2011.

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[Citation Analysis]
2011Asymmetry and Long Memory in Volatility Modelling. (2011). Medeiros, Marcelo ; McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1129.

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[Citation Analysis]
2011Credit Rating Announcements, Trading Activity and Yield Spreads: The Spanish Evidence. (2011). Robles Fernandez, M. Dolores ; Abad, Pilar ; Robles-Fernandez, Dolores M. ; Diaz, Antonio . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1136.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009What Happened to Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf155.

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[Citation Analysis]
2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf158.

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[Citation Analysis]
2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162.

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[Citation Analysis]
2009Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies. (2009). McAleer, Michael ; Hammoudeh, Shawkat ; Yuan, Yuan . In: CARF F-Series. RePEc:cfi:fseres:cf172.

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[Citation Analysis]
2009It Pays to Violate: How Effective are the Basel Accord Penalties?. (2009). McAleer, Michael ; Chan, Felix ; da Veiga, Bernardo . In: CARF F-Series. RePEc:cfi:fseres:cf186.

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[Citation Analysis]
2009Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies. (2009). McAleer, Michael ; Hammoudeh, Shawkat ; Thompson, Mark A. ; Yuan, Yuan . In: CARF F-Series. RePEc:cfi:fseres:cf187.

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[Citation Analysis]
2009Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Ling . In: CARF F-Series. RePEc:cfi:fseres:cf190.

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[Citation Analysis]
2009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192.

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[Citation Analysis]
2009.

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[Citation Analysis]
2009.

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[Citation Analysis]
2009.

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[Citation Analysis]
2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0912.

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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.