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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Computational Economics / Society for Computational Economics

0.32

Impact Factor

0.32

5-Years IF

19

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.090100 (%)0.03
19910.090300 (%)0.04
19920.090200 (%)0.04
19930.1171710.061700 (%)0.05
19940.11193630.084617174 (8.7%)0.05
19950.060.190.06165280.15533623627 (13.2%)20.130.07
19960.230.230.172173170.231853585291 (%)20.10.09
19970.110.270.12295150.16613747374 (6.6%)0.09
19980.070.270.1329124200.1614643395129 (6.2%)30.10.1
19990.120.310.1430154240.162675161071514 (5.2%)30.10.13
20000.270.390.2928182510.281725916118347 (4.1%)20.070.15
20010.330.410.3530212620.29905819130454 (4.4%)0.16
20020.220.430.3626238880.3770158131395028 (4%)90.350.19
20030.50.450.48452831040.3712556281436912 (9.6%)20.040.19
20040.850.510.67323151500.48102716015910612 (11.8%)30.090.21
20050.170.540.46413561490.4226077131617420 (7.7%)50.120.22
20060.290.520.59464021730.43184732117410222 (12%)30.070.21
20070.460.450.55504521690.37152874019010515 (9.9%)20.040.18
20080.40.480.51414932750.56148963821410914 (9.5%)40.10.2
20090.240.480.41275202430.47619122210868 (13.1%)70.260.19
20100.380.440.45395592270.417068262059312 (17.1%)40.10.16
20110.320.530.38416002110.35546621203785 (9.3%)30.070.21
20120.30.580.41446442750.43578024198828 (14%)90.20.22
20130.290.710.36516953120.45558525192701 (1.8%)180.350.25
20140.320.810.32487433120.42239530202651 (4.3%)90.190.28
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2002Solving Linear Rational Expectations Models.. (2002). . In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

Full description at Econpapers || Download paper

312
1996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). Harrison, Jill W. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

Full description at Econpapers || Download paper

159
2002Production, Growth and Business Cycles: Technical Appendix.. (2002). . In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

Full description at Econpapers || Download paper

133
1999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas F. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

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125
2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). . In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

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120
2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Wagner, Friedrich . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

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115
2002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence J. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

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57
2000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Harrison, Jill W.. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

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54
2006An Evolutionary Model of Endogenous Business Cycles. (2006). . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

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46
2002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark W. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86.

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37
2006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Kellezi, Evis ; Gilli, Manfred . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

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31
2007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

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30
2001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). . In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

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29
1999Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). . In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60.

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27
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

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24
2008Analysing DSGE Models with Global Sensitivity Analysis. (2008). . In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

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23
1995Self-Organization of Markets: An Example of a Computational Approach.. (1995). . In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:205-31.

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20
1999A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). . In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87.

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20
2007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Sun, Junjie . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

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19
1999A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). Zopounidis, Constantin ; Doumpos, Michael . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218.

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18
2000A Computational Approach to Finding Causal Economic Laws. (2000). Hallahan, Charles ; P. A. V. B. Swamy, ; P. A. V. B. Swamy, ; I-Lok Chang, ; I-Lok Chang, . In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136.

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18
2008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco . In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162.

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17
2003Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223.

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17
2005User-Friendly Parallel Computations with Econometric Examples. (2005). . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:2:p:107-128.

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16
2002Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI.. (2002). Swann, Christopher A. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:2:p:145-78.

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16
2007Validating and Calibrating Agent-Based Models: A Case Study. (2007). BIANCHI, Carlo ; Vagliasindi, Pietro. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

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16
2003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Focardi, Sergio . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

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16
1998Bubbles and Market Crashes.. (1998). Huberman, Bernardo A ; Hogg, Tad ; Youssefmir, Michael. In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114.

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15
2000Explaining the Persistence of Commodity Prices. (2000). . In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171.

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15
2004Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). . In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288.

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15
2005A Frequency Selective Filter for Short-Length Time Series. (2005). Noullez, Alain. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102.

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15
2007Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Birchenhall, C.. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194.

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15
1998A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas F. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63.

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14
1995Modular Technical Change and Genetic Algorithms.. (1995). Birchenhall, Chris. In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53.

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14
2008Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary . In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113.

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14
1998Modelling Federal Reserve Discount Policy.. (1998). Karasulu, Meral . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70.

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14
2007Validating Simulation Models: A General Framework and Four Applied Examples. (2007). . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290.

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13
2005Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution. (2005). . In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:4:p:343-379.

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13
2006Robust Evolutionary Algorithm Design for Socio-economic Simulation. (2006). Alkemade, Floortje ; Poutr, Han. In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:4:p:355-370.

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13
2007Multidimensional Spline Interpolation: Theory and Applications. (2007). Habermann, Christian . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169.

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13
2000A Test for Strong Hysteresis.. (2000). . In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78.

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13
1999The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.. (1999). Heravi, Saeed M. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62.

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12
2000Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shihti. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199.

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12
1998Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts.. (1998). . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40.

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12
2005Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models. (2005). . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:65-89.

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12
2006A Classification System for Economic Stochastic Control Models. (2006). . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:4:p:453-481.

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12
2004Analytical Derivates of the APARCH Model. (2004). . In: Computational Economics. RePEc:kap:compec:v:24:y:2004:i:1:p:51-57.

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11
2001Climate Coalitions in an Integrated Assessment Model.. (2001). . In: Computational Economics. RePEc:kap:compec:v:18:y:2001:i:2:p:159-72.

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11
2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). Weide, Roy. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:221-244.

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11
1997Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). Fernandez, Eugenio ; Olmeda, Ignacio . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35.

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11

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2002Solving Linear Rational Expectations Models.. (2002). . In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20.

Full description at Econpapers || Download paper

75
2005Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Wagner, Friedrich . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49.

Full description at Econpapers || Download paper

48
1999Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas F. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46.

Full description at Econpapers || Download paper

35
2002Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). . In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132.

Full description at Econpapers || Download paper

32
1996Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). Harrison, Jill W. In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127.

Full description at Econpapers || Download paper

23
2000Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Harrison, Jill W.. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249.

Full description at Econpapers || Download paper

11
2006An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Kellezi, Evis ; Gilli, Manfred . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228.

Full description at Econpapers || Download paper

11
2008Analysing DSGE Models with Global Sensitivity Analysis. (2008). . In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139.

Full description at Econpapers || Download paper

11
2002System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark W. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86.

Full description at Econpapers || Download paper

9
2007Validating and Calibrating Agent-Based Models: A Case Study. (2007). BIANCHI, Carlo ; Vagliasindi, Pietro. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264.

Full description at Econpapers || Download paper

9
2006An Evolutionary Model of Endogenous Business Cycles. (2006). . In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34.

Full description at Econpapers || Download paper

9
2002Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence J. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55.

Full description at Econpapers || Download paper

9
2002Production, Growth and Business Cycles: Technical Appendix.. (2002). . In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116.

Full description at Econpapers || Download paper

9
2007A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226.

Full description at Econpapers || Download paper

9
2001A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). . In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39.

Full description at Econpapers || Download paper

8
2013The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia . In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386.

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8
2008Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Cincotti, Silvano ; Raberto, Marco . In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162.

Full description at Econpapers || Download paper

7
2013Network Formation with Heterogeneous Agents and Absolute Friction. (2013). Vandenbossche, Joost . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:1:p:23-45.

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7
2005User-Friendly Parallel Computations with Econometric Examples. (2005). . In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:2:p:107-128.

Full description at Econpapers || Download paper

7
2012Nonlinearity in Forecasting of High-Frequency Stock Returns. (2012). Matias, Jose ; Garcia-Rubio, Raquel ; Reboredo, Juan. In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:3:p:245-264.

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7
2001Bilateral Trade and Small-World Networks.. (2001). Wilhite, Allen . In: Computational Economics. RePEc:kap:compec:v:18:y:2001:i:1:p:49-64.

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6
2012Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. (2012). Morozov, Sergei ; Mathur, Sudhanshu . In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:2:p:151-182.

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6
2006Introducing Imperfect Competition in CGE Models: Technical Aspects and Implications. (2006). Roson, Roberto . In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:1:p:29-49.

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6
2013Comparing Numerical Methods for Solving the Competitive Storage Model. (2013). . In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:2:p:267-295.

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6
2008Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary . In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113.

Full description at Econpapers || Download paper

6
2010How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin . In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154.

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6
2004Analytic Derivatives for Linear Rational Expectations Models. (2004). . In: Computational Economics. RePEc:kap:compec:v:24:y:2004:i:1:p:77-96.

Full description at Econpapers || Download paper

6
2003Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223.

Full description at Econpapers || Download paper

5
1997Algorithms for Finding Repeated Game Equilibria.. (1997). Cronshaw, Mark B. In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:2:p:139-68.

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5
2009A Trade Algorithm for Multi-Region Models Subject to Spillover Externalities. (2009). Eisenack, Klaus ; Leimbach, Marian . In: Computational Economics. RePEc:kap:compec:v:33:y:2009:i:2:p:107-130.

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5
1996Checking for Saddlepoint Stability: An Easy Test.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:4:p:317-30.

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5
2003Traders Long-Run Wealth in an Artificial Financial Market. (2003). Focardi, Sergio . In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272.

Full description at Econpapers || Download paper

5
2013Response Surface Estimates of the Cross-Sectionally Augmented IPS Tests for Panel Unit Roots. (2013). Smith, Jeremy ; Otero, Jesus . In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:1:p:1-9.

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5
2008Multi-core CPUs, Clusters, and Grid Computing: A Tutorial. (2008). . In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:4:p:353-382.

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5
2005Tests of Long Memory: A Bootstrap Approach. (2005). Grau-Carles, Pilar . In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113.

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4
1998The Path Integral Approach to Financial Modeling and Options Pricing.. (1998). Linetsky, Vadim . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:129-63.

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4
2008The Interplay Between Two Stock Markets and a Related Foreign Exchange Market: A Simulation Approach. (2008). Setzu, Alessio ; Ecca, Sabrina ; Corona, Erika. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:99-119.

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4
2012Properties of the DGS-Auction Algorithm. (2012). Andersson, Christer . In: Computational Economics. RePEc:kap:compec:v:39:y:2012:i:2:p:113-133.

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4
2003Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). Terraza, Michel . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276.

Full description at Econpapers || Download paper

4
2007Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Sun, Junjie . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327.

Full description at Econpapers || Download paper

4
2001Solving Infinite Horizon Growth Models with an Environmental Sector.. (2001). . In: Computational Economics. RePEc:kap:compec:v:18:y:2001:i:2:p:217-31.

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4
1998Wavelet Analysis of Commodity Price Behavior.. (1998). Lesourd, Jean-Baptiste ; Labys, Walter C. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28.

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4
2007A Parallel Implementation of the Simplex Function Minimization Routine. (2007). Wiswall, Matthew . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:171-187.

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2007Validating Simulation Models: A General Framework and Four Applied Examples. (2007). . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290.

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2011Border Collision Bifurcations in a Footloose Capital Model with First Nature Firms. (2011). Agliari, Anna ; Commendatore, Pasquale ; Kubin, Ingrid ; Foroni, Ilaria . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:3:p:349-366.

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2003Macroeconomic Effects of Sectoral Shocks in Germany, The U.K. and, The U.S. A VAR-GARCH-M Approach. (2003). . In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:1:p:65-85.

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2007A Taxonomy of Inference in Simulation Models. (2007). . In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:227-244.

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2011A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Kneip, Alois ; Wilson, Paul ; Simar, Leopold . In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515.

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2008E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). Weide, Roy. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:221-244.

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2010A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy. (2010). Fuller, J. ; Gabriel, S.. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:4:p:301-329.

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Citing documents used to compute impact factor 30:

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YearTitleSee
2014Are stockholders rational? An experimental approach to testing the competitive storage model. (2014). Pfuderer, Simone . In: 88th Annual Conference, April 9-11, 2014, AgroParisTech, Paris, France. RePEc:ags:aesc14:170537.

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2014Pricing RINs and Corn in a Competitive Storage Model. (2014). Babcock, Bruce A. ; Zhou, Wei . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170581.

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2014Endogenous Price in a Dynamic Model for Agricultural Supply Analysis. (2014). Babcock, Bruce A. ; Zhou, Wei . In: 2014 Annual Meeting, July 27-29, 2014, Minneapolis, Minnesota. RePEc:ags:aaea14:170584.

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2014Self-organization and phase transition in financial markets with multiple choices. (2014). Zhong, Chen-Yang ; Xu, Wen-Juan ; Qiu, Tian ; Huang, Ping . In: Papers. RePEc:arx:papers:1312.0690.

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[Citation Analysis]
2014Equilibrium Paths in Discounted Supergames. (2014). Berg, Kimmo ; Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp96.

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[Citation Analysis]
2014Equilibrium Payoffs for Pure Strategies in Repeated Games. (2014). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp98.

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2014Cross-hedging strategies between CDS spreads and option volatility during crises. (2014). da Fonseca, Jose ; Gottschalk, Katrin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:49:y:2014:i:pb:p:386-400.

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2014Network Externalities, Incumbent’s Competitive Advantage and the Degree of Openness of Software Start-Ups. (2014). Rossi-Lamastra, Cristina ; Colombo, Stefano ; Grilli, Luca . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:2:p:175-200.

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2014Volatility risk premia and financial connectedness. (2014). Cipollini, Andrea ; Muzzioli, Silvia ; Lo Cascio, Iolanda . In: Department of Economics. RePEc:mod:depeco:0047.

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2014The forecasting performance of implied volatility index: evidence from India VIX. (2014). Shaikh, Imlak ; Padhi, Puja . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:47:y:2014:i:4:p:251-274.

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2014Volatility risk premia and financial connectedness. (2014). Cipollini, Andrea ; Muzzioli, Silvia ; Lo Cascio, Iolanda . In: Center for Economic Research (RECent). RePEc:mod:recent:109.

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2014The dynamic of innovation networks: a switching model on technological change. (2014). Tedeschi, Gabriele ; Vitali, Stefania ; Gallegati, Mauro . In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:24:y:2014:i:4:p:817-834.

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2014Estimating Mis-reporting in Dyadic Data: Are Transfers Mutually Beneficial?. (2014). Comola, Margherita . In: IZA Discussion Papers. RePEc:iza:izadps:dp8664.

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2014The long-run relationship between trade and population health: evidence from five decades. (2014). Herzer, Dierk . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100441.

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2014Economic growth in Italian NUTS 3 provinces. (2014). Panzera, Domenica ; Postiglione, Paolo . In: The Annals of Regional Science. RePEc:spr:anresc:v:53:y:2014:i:1:p:273-293.

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2014Testing for weak-form efficiency of Crude Palm Oil Spot and Futures Markets: New Evidence from a GARCH Unit Root Test with Multiple Structural Breaks. (2014). Lean, Hooi Hooi . In: MPRA Paper. RePEc:pra:mprapa:59121.

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2014The Duo-Item Bisection Auction. (2014). . In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:1:p:15-31.

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2014Utility-Based Pricing, Timing and Hedging of an American Call Option Under an Incomplete Market with Partial Information. (2014). Song, Dandan ; Yang, Zhaojun . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:1:p:1-26.

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2014Learning, pricing, timing and hedging of the option to invest for perpetual cash flows with idiosyncratic risk. (2014). Song, Dandan ; Yang, Zhaojun ; Wang, Huamao . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:51:y:2014:i:c:p:1-11.

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2014A Robust Numerical Scheme For Pricing American Options Under Regime Switching Based On Penalty Method. (2014). Teo, K. ; Swartz, M. ; Zhang, K.. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:4:p:463-483.

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2014The political Kuznets curve for Russia: Income inequality, rent seeking regional elites and empirical determinants of protests during 2011/2012. (2014). Hagemann, Harald ; Kufenko, Vadim . In: Violette Reihe Arbeitspapiere. RePEc:zbw:hohpro:392013.

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2014High-Order Splitting Methods for Forward PDEs and PIDEs. (2014). Itkin, Andrey . In: Papers. RePEc:arx:papers:1403.1804.

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2014Splitting and Matrix Exponential approach for jump-diffusion models with Inverse Normal Gaussian, Hyperbolic and Meixner jumps. (2014). Itkin, Andrey . In: Papers. RePEc:arx:papers:1405.6111.

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2014Efficient solution of structural default models with correlated jumps and mutual obligations. (2014). Lipton, Alexander ; Itkin, Andrey . In: Papers. RePEc:arx:papers:1408.6513.

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2014Trends in the extraction of non-renewable resources: The case of fossil energy. (2014). Nyambuu, Unurjargal ; Semmler, Willi . In: Economic Modelling. RePEc:eee:ecmode:v:37:y:2014:i:c:p:271-279.

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2014Determinants of Web 2.0 technologies for knowledge sharing in SMEs. (2014). Soto-Acosta, Pedro ; Popa, Simona ; Perez-Gonzalez, Daniel . In: Service Business. RePEc:spr:svcbiz:v:8:y:2014:i:3:p:425-438.

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2014Heterogeneous Computing in Economics: A Simplified Approach. (2014). Dziubinski, Matt ; Grassi, Stefano . In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:4:p:485-495.

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2014An Abductive-Reasoning Guide for Finance Practitioners. (2014). Lin, Hsiou-Wei ; Ke, Wen-Chyan ; Tsaih, Rua-Haun . In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:4:p:411-431.

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2014US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Rodriguez, E. ; Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:554-564.

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2014Gold and exchange rates: Downside risk and hedging at different investment horizons. (2014). Reboredo, Juan C. ; Rivera-Castro, Miguel A.. In: International Review of Economics & Finance. RePEc:eee:reveco:v:34:y:2014:i:c:p:267-279.

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Cites in year: CiY

Recent citations received in: 2014

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YearTitleSee
2014Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior . In: Working Papers. RePEc:bny:wpaper:0028.

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2014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). . In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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2014The precise form of financial integration: Empirical evidence for selected Asian countries. (2014). . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:208-219.

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2014Pervasive inattentiveness. (2014). VERONA, FABIO . In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290.

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2014Spatial price equilibrium with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong . In: International Journal of Production Economics. RePEc:eee:proeco:v:158:y:2014:i:c:p:300-313.

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2014Forecasting In a Non-Linear DSGE Model. (2014). . In: EUSP Deparment of Economics Working Paper Series. RePEc:eus:wpaper:ec0214.

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2014Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach. (2014). Pomenkova, Jitka ; Kucierovai, Zuzana . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:45_2014.

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2014Inflation and Unemployment Forecasting with Genetic Support Vector Regression. (2014). Karathanasopoulos, Andreas ; BREITNER, MICHAEL H. ; Theofilatos, Konstantinos ; Mettenheim, Hans-Jorg ; Sermpinis, Georgios ; Neely, Christopher ; Dunis, Christian ; Stasinakis, Charalampos . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487.

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2014Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms. (2014). Karatahansopoulos, Andreas ; Laws, Jason ; Sermpinis, Georgios ; Dunis, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610.

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Recent citations received in: 2013

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2013Inferring interbank loans and interest rates from interbank payments - an evaluation. (2013). Christophersen, Casper ; Akram, Farooq Q.. In: Working Paper. RePEc:bno:worpap:2013_26.

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2013Low and High Types of Bidders in Asymmetric Auctions with A General Utility Function. (2013). Minchuk, Yizhaq . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00072.

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2013Credit and business cycles in Greece: Is there any relationship?. (2013). Karfakis, Costas . In: Economic Modelling. RePEc:eee:ecmode:v:32:y:2013:i:c:p:23-29.

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2013Testing volatility persistence on Markov switching stochastic volatility models. (2013). Pan, Qi ; Li, Yong . In: Economic Modelling. RePEc:eee:ecmode:v:35:y:2013:i:c:p:45-50.

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2013Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Otero, Jesus ; Panagiotidis, Theodore . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:392:y:2013:i:22:p:5711-5722.

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2013Impact on Corn Prices from Reduced Biofuel Mandates. (2013). Zhou, Wei . In: Center for Agricultural and Rural Development (CARD) Publications. RePEc:ias:cpaper:13-wp543.

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2013Impact on Corn Prices from Reduced Biofuel Mandates. (2013). Zhou, Wei . In: Food and Agricultural Policy Research Institute (FAPRI) Publications. RePEc:ias:fpaper:13-wp543.

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2013Solving nonlinear stochastic optimal control problems using evolutionary heuristic optimization. (2013). Blueschke, Dmitri . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2013-051.

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2013Modelling the behaviour of unemployment rates in the US over time and across space. (2013). Otero, Jesus . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1315.

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2013The Optimal Corridor for Implied Volatility: from Calm to Turmoil Periods. (2013). Muzzioli, Silvia . In: Department of Economics (DEMB). RePEc:mod:dembwp:0029.

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2013Efficacy of a Bidder Training Program: Lessons from LINC. (2013). De Silva, Dakshina G. ; Hubbard, Timothy P. ; Kosmopoulou, Georgia . In: MPRA Paper. RePEc:pra:mprapa:51329.

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2013Modelling the Behaviour of Unemployment Rates in the US over Time and across Space. (2013). Otero, Jesus ; Panagiotidis, Theodore ; Holmes, Mark J.. In: Working Paper Series. RePEc:rim:rimwps:39_13.

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2013The relations between bank-funding costs, retail rates, and loan volumes. Evidence form Norwegian microdata. (2013). Raknerud, Arvid ; Vatne, Bjorn Helge . In: Discussion Papers. RePEc:ssb:dispap:742.

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2013Subgame Perfect Equilibria in Discounted Stochastic Games. (2013). Kitti, Mitri . In: Discussion Papers. RePEc:tkk:dpaper:dp87.

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2013Results on the Stability of a Simple Wage Posting Model. (2013). Jump, Robert . In: Studies in Economics. RePEc:ukc:ukcedp:1319.

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2013A Bayesian space-time approach to identifying and interpreting regional convergence clubs in Europe. (2013). LeSage, James P. ; Fischer, Manfred M.. In: ERSA conference papers. RePEc:wiw:wiwrsa:ersa13p39.

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2013The Information Content of Option-Based Forecasts of Volatility: Evidence from the Italian Stock Market. (2013). Muzzioli, Silvia . In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:03:y:2013:i:01:p:1350005-1-1350005-46.

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2013Religiosity and income: A panel cointegration and causality analysis. (2013). . In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:168.

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Recent citations received in: 2012

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2012Producing energy in a stochastic environment: Switching from non-renewable to renewable resources. (2012). Mosio, Alejandro . In: Resource and Energy Economics. RePEc:eee:resene:v:34:y:2012:i:4:p:413-430.

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2012Productivity Shocks, Discount Rate and Incentives. (2012). Curiel, Itza ; Di Giannatale, Sonia ; DiGiannatale, Sonia ; Rodriguez, Katya ; Herrera, Juan . In: Working papers. RePEc:emc:wpaper:dte531.

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2012Sets in Excess Demand in Ascending Auctions with Unit-Demand Bidders. (2012). Talman, Adolphus Johannes Jan, . In: Working Papers. RePEc:hhs:lunewp:2010_015.

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2012Stability analysis in economic dynamics: A computational approach. (2012). Halkos, George ; Tsilika, Kyriaki . In: MPRA Paper. RePEc:pra:mprapa:41371.

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2012Disregarded inefficiency may dominate sustainability policies. (2012). Bazhanov, Andrei . In: MPRA Paper. RePEc:pra:mprapa:43621.

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[Citation Analysis]
2012Applications in Agent-Based Computational Economics. (2012). . In: MPRA Paper. RePEc:pra:mprapa:47201.

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2012Boosting techniques for nonlinear time series models. (2012). Tutz, Gerhard ; Hothorn, Torsten ; Robinzonov, Nikolay . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:96:y:2012:i:1:p:99-122.

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2012Privatization of businesses and flexible investment: a real option approach. (2012). Ewald, Christian-Oliver ; Chavanasporn, Walailuck . In: Decisions in Economics and Finance. RePEc:spr:decfin:v:35:y:2012:i:1:p:75-89.

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2012Information stickiness in general equilibrium and endogenous cycles. (2012). Gomes, Orlando . In: Economics Discussion Papers. RePEc:zbw:ifwedp:201246.

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[Citation Analysis]

Recent citations received in: 2011

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2011Testable implications of general equilibrium models: An integer programming approach. (2011). de Rock, Bram ; Demuynck, Thomas ; Cherchye, Laurens . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:47:y:2011:i:4:p:564-575.

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2011Inference by the m out of n bootstrap in nonparametric frontier models. (2011). Simar, Leopold ; Wilson, Paul . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:36:y:2011:i:1:p:33-53.

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2011Two-stage DEA: caveat emptor. (2011). Simar, Leopold ; Wilson, Paul . In: Journal of Productivity Analysis. RePEc:kap:jproda:v:36:y:2011:i:2:p:205-218.

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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.