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

CDMA Working Paper Series / Centre for Dynamic Macroeconomic Analysis


0.29

Impact Factor

0.22

5-Years IF

9

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
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.360100 (%)0.14
20010.360100 (%)0.17
20020.370100 (%)0.18
20030.390100 (%)0.18
20040.417730.434900 (%)0.18
20050.710.430.711017150.883575755 (14.3%)50.50.22
20060.530.450.531027170.63561791798 (14.3%)30.30.19
20070.50.380.632552200.3843201027175 (11.6%)10.040.17
20080.540.380.631163370.5933351952331 (3%)30.270.17
20090.280.350.32669220.3236106320 (%)0.17
20100.410.320.451786460.53461776228 (%)70.410.15
20110.390.410.4816102460.454123969335 (12.2%)80.50.2
20120.70.460.49111470.42533237530 (%)10.110.21
20130.20.490.212123250.2112555912 (%)30.250.22
20140.290.560.2210133210.1642166013 (%)0.3
 
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
2004Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0403.

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29
2006Taking Personalities out of Monetary Policy Decision Making? Interactions, Heterogeneity and Committee Decisions in the Bank of England’s MPC. (2006). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0612.

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24
2011Notes on Agents¡¯ Behavioral Rules Under Adaptive Learning and Studies of Monetary Policy. (2011). GeorgeW. Evans, ; Mitra, Kaushik . In: CDMA Working Paper Series. RePEc:san:cdmawp:1102.

Full description at Econpapers || Download paper

20
2010Endogenous Persistence in an Estimated DSGE Model under Imperfect Information. (2010). Perendia, George . In: CDMA Working Paper Series. RePEc:san:cdmawp:1002.

Full description at Econpapers || Download paper

17
2006Finance and Growth: A Critical Survey. (2006). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0507.

Full description at Econpapers || Download paper

12
2008Expectations, Learning and Monetary Policy: An Overview of Recent Research. (2008). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0802.

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12
2008Financial shocks and the US business cycle. (2008). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0810.

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11
2007Estimating DSGE Models under Partial Information. (2007). Perendia, George . In: CDMA Working Paper Series. RePEc:san:cdmawp:0722.

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11
2010A DSGE Model from the Old Keynesian Economics: An Empirical Investigation. (2010). . In: CDMA Working Paper Series. RePEc:san:cdmawp:1014.

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10
2010Monetary Policy and Heterogeneous Expectations. (2010). GeorgeW. Evans, ; Branch, William A. ; WilliamA. Branch, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1011.

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9
2005How to Compare Taylor and Calvo Contracts: a comment on Michael Kiley. (2005). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0504.

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9
2006Relative Price Distortions and Inflation Persistence. (2006). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0611.

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8
2011Financial intermediation and the international business cycle: The case of small countries with big banks. (2011). . In: CDMA Working Paper Series. RePEc:san:cdmawp:1108.

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8
2007Macroeconomic Conditions and Business Exit: Determinants of Failures and Acquisitions of UK Firms. (2007). Higson, Chris ; Kattuman, Paul . In: CDMA Working Paper Series. RePEc:san:cdmawp:0713.

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8
2005The Impact of Simple Fiscal Rules in Growth Models with Public Goods and Congestion. (2005). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0502.

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7
2005Understanding financial derivatives during the South Sea Bubble: the case of the South Sea subscription shares. (2005). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0512.

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7
2005Financial Market Analysis Can Go Mad (in the search for irrational behaviour during the South Sea Bubble). (2005). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0508.

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6
2013Adaptive Learning and Survey Data. (2013). Markiewicz, Agnieszka ; Pick, Andreas. In: CDMA Working Paper Series. RePEc:san:cdmawp:1305.

Full description at Econpapers || Download paper

6
2007Unconditionally Optimal Monetary Policy. (2007). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0721.

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5
2006Disinflation in an Open-Economy Staggered-Wage DGE Model: Exchange-Rate Pegging, Booms and the Role of Preannouncement. (2006). Fender, John . In: CDMA Working Paper Series. RePEc:san:cdmawp:0610.

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5
2005Labour Markets and Firm-Specific Capital in New Keynesian General Equilibrium Models. (2005). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0501.

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5
2004Money, Debt and Prices in the UK 1705-1996. (2004). Janssen, Norbert. In: CDMA Working Paper Series. RePEc:san:cdmawp:0407.

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5
2011Learning, information and heterogeneity. (2011). Graham, Liam . In: CDMA Working Paper Series. RePEc:san:cdmawp:1113.

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5
2008Seigniorage-maximizing inflation. (2008). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0807.

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4
2004The Impact of Imperfect Credibility in a Transition to Price Stability. (2004). Nicolae, Anamaria. In: CDMA Working Paper Series. RePEc:san:cdmawp:0402.

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4
2004Optimal Simple Rules for the Conduct of Monetary and Fiscal Policy. (2004). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0406.

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4
2004Interest Rate Bounds and Fiscal Policy. (2004). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0401.

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3
2008Long-Term Growth and Short-Term Volatility: The Labour Market Nexus. (2008). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0806.

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3
2010Learning about Risk and Return: A Simple Model of Bubbles and Crashes. (2010). GeorgeW. Evans, ; Branch, William A. ; WilliamA. Branch, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1010.

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3
2007Can macroeconomic variables explain long term stock market movements? A comparison of the US and Japan. (2007). Humpe, Andreas ; Macmillan, Peter. In: CDMA Working Paper Series. RePEc:san:cdmawp:0720.

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3
2010Sunspots and Credit Frictions. (2010). Weder, Mark ; Harrison, Sharon . In: CDMA Working Paper Series. RePEc:san:cdmawp:1001.

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3
2007Endogenous Financial Development and Industrial Takeoff. (2007). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0702.

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3
2005Aggregate Dynamics with Heterogeneous Agents and State-Dependent Pricing. (2005). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0505.

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3
2007Does Strengthening Collective Action Clauses (CACs) Help?. (2007). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0711.

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3
2014Liquidity Traps and Expectation Dynamics: Fiscal Stimulus or Fiscal Austerity?. (2014). GeorgeW. Evans, ; Honkapohja, Seppo ; Benhabib, Jess . In: CDMA Working Paper Series. RePEc:san:cdmawp:1407.

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3
2012Financial frictions and the role of investment specific technology shocks in the business cycle. (2012). Smith, Christie ; Kamber, Gunes ; Thoenissen, Christoph . In: CDMA Working Paper Series. RePEc:san:cdmawp:1206.

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2
2004The Role of Preference Shocks and Capital Utilization in the Great Depression. (2004). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0405.

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2
2013Nominal Stability and Financial Globalization. (2013). Sutherland, Alan ; Senay, Ozge ; Devereux, Michael B. In: CDMA Working Paper Series. RePEc:san:cdmawp:1309.

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2
2007Investment Frictions and the Relative Price of Investment Goods in an Open Economy Model. (2007). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0704.

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2
2011Policy Change and Learning in the RBC Model. (2011). GeorgeW. Evans, ; Honkapohja, Seppo ; Mitra, Kaushik . In: CDMA Working Paper Series. RePEc:san:cdmawp:1111.

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2
2004Tax Policy and Irreversible Investment. (2004). Demers, Fanny S.. In: CDMA Working Paper Series. RePEc:san:cdmawp:0404.

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2
2013Bubbles, Crashes and Risk. (2013). GeorgeW. Evans, ; Branch, William A. ; WilliamA. Branch, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1306.

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2
2006Real Exchange Rate Volatility and Asset Market Structure. (2006). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0609.

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2
2007Efficiency, Depth and Growth: Quantitative Implications of Finance and Growth Theory. (2007). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0712.

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2
2012Finite Horizon Learning. (2012). McGough, Bruce ; Branch, William ; Evans, George W. ; GeorgeW. Evans, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1204.

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2
2006Independence Day for the “Old Lady? A Natural Experiment on the Implications of Central Bank Independence. (2006). Macmillan, Peter. In: CDMA Working Paper Series. RePEc:san:cdmawp:0602.

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2
2011A Social Network for Trade and Inventories of Stock during the South Sea Bubble. (2011). . In: CDMA Working Paper Series. RePEc:san:cdmawp:1110.

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2
2011East India Company and Bank of England Shareholders during the South Sea Bubble: Partitions, Components and Connectivity in a Dynamic Trading Network. (2011). Mays, Andrew . In: CDMA Working Paper Series. RePEc:san:cdmawp:1109.

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2
2008Productivity, Preferences and UIP deviations in an Open Economy Business Cycle Model. (2008). Sun, QI. In: CDMA Working Paper Series. RePEc:san:cdmawp:0808.

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2
2010Structural Interactions in Spatial Panels. (2010). Bhattacharjee, Arnab ; Holly, Sean . In: CDMA Working Paper Series. RePEc:san:cdmawp:1003.

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2

50 most relevant documents in this series:


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

YearTitleCited
2013Adaptive Learning and Survey Data. (2013). Markiewicz, Agnieszka ; Pick, Andreas. In: CDMA Working Paper Series. RePEc:san:cdmawp:1305.

Full description at Econpapers || Download paper

5
2011Financial intermediation and the international business cycle: The case of small countries with big banks. (2011). . In: CDMA Working Paper Series. RePEc:san:cdmawp:1108.

Full description at Econpapers || Download paper

4
2011Notes on Agents¡¯ Behavioral Rules Under Adaptive Learning and Studies of Monetary Policy. (2011). GeorgeW. Evans, ; Mitra, Kaushik . In: CDMA Working Paper Series. RePEc:san:cdmawp:1102.

Full description at Econpapers || Download paper

4
2014Liquidity Traps and Expectation Dynamics: Fiscal Stimulus or Fiscal Austerity?. (2014). GeorgeW. Evans, ; Honkapohja, Seppo ; Benhabib, Jess . In: CDMA Working Paper Series. RePEc:san:cdmawp:1407.

Full description at Econpapers || Download paper

3
2004Monetary Policy Rules, Asset Prices and Exchange Rates. (2004). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0403.

Full description at Econpapers || Download paper

3
2010Endogenous Persistence in an Estimated DSGE Model under Imperfect Information. (2010). Perendia, George . In: CDMA Working Paper Series. RePEc:san:cdmawp:1002.

Full description at Econpapers || Download paper

3
2010Learning about Risk and Return: A Simple Model of Bubbles and Crashes. (2010). GeorgeW. Evans, ; Branch, William A. ; WilliamA. Branch, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1010.

Full description at Econpapers || Download paper

3
2006Relative Price Distortions and Inflation Persistence. (2006). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0611.

Full description at Econpapers || Download paper

3
2006Finance and Growth: A Critical Survey. (2006). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0507.

Full description at Econpapers || Download paper

3
2010A DSGE Model from the Old Keynesian Economics: An Empirical Investigation. (2010). . In: CDMA Working Paper Series. RePEc:san:cdmawp:1014.

Full description at Econpapers || Download paper

2
2004Interest Rate Bounds and Fiscal Policy. (2004). . In: CDMA Working Paper Series. RePEc:san:cdmawp:0401.

Full description at Econpapers || Download paper

2
2012Finite Horizon Learning. (2012). McGough, Bruce ; Branch, William ; Evans, George W. ; GeorgeW. Evans, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1204.

Full description at Econpapers || Download paper

2
2011Policy Change and Learning in the RBC Model. (2011). GeorgeW. Evans, ; Honkapohja, Seppo ; Mitra, Kaushik . In: CDMA Working Paper Series. RePEc:san:cdmawp:1111.

Full description at Econpapers || Download paper

2
2012Financial frictions and the role of investment specific technology shocks in the business cycle. (2012). Smith, Christie ; Kamber, Gunes ; Thoenissen, Christoph . In: CDMA Working Paper Series. RePEc:san:cdmawp:1206.

Full description at Econpapers || Download paper

2
2013Nominal Stability and Financial Globalization. (2013). Sutherland, Alan ; Senay, Ozge ; Devereux, Michael B. In: CDMA Working Paper Series. RePEc:san:cdmawp:1309.

Full description at Econpapers || Download paper

2
2013Bubbles, Crashes and Risk. (2013). GeorgeW. Evans, ; Branch, William A. ; WilliamA. Branch, . In: CDMA Working Paper Series. RePEc:san:cdmawp:1306.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 6:


[Click on heading to sort table]

YearTitleSee
2014Globalisation, Pass-through and the Optimal Policy Response to Exchange Rates. (2014). Yetman, James . In: NBER Working Papers. RePEc:nbr:nberwo:20252.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Globalisation, pass-through and the optimal policy response to exchange rates. (2014). Devereux, Michael B. In: BIS Working Papers. RePEc:bis:biswps:450.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A Note on the Representative Adaptive Learning Algorithm. (2014). . In: KOF Working papers. RePEc:kof:wpskof:14-356.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Financial frictions in the Euro Area and the United States: a Bayesian assessment. (2014). . In: BCAM Working Papers. RePEc:bbk:bbkcam:1407.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Behavioral learning equilibria. (2014). Hommes, Cars ; Zhu, Mei . In: Journal of Economic Theory. RePEc:eee:jetheo:v:150:y:2014:i:c:p:778-814.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Trend growth and learning about monetary policy rules. (2014). Tesfaselassie, Mewael F.. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:41:y:2014:i:c:p:241-256.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


[Click on heading to sort table]

YearTitleSee

Recent citations received in: 2013


[Click on heading to sort table]

YearTitleSee
2013A Note on Learning in a Credit Economy. (2013). Kuang, Pei . In: Discussion Papers. RePEc:bir:birmec:14-08.

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[Citation Analysis]
2013Perpetual learning and stock return predictability. (2013). Zhu, Xiaoneng . In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:1:p:19-22.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Analysis of non-stationary dynamics in the financial system. (2013). Houser, Daniel ; Rosen, Scott L. ; Guharay, Samar K. ; Thakur, Gaurav S. ; Goodman, Fred J.. In: Economics Letters. RePEc:eee:ecolet:v:121:y:2013:i:3:p:454-457.

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[Citation Analysis]

Recent citations received in: 2012


[Click on heading to sort table]

YearTitleSee
2012Universal Banking and Credit Risk: Evidence from Tunisia. (2012). Hichem, Ahmet DKHILI ; Wafa, KHLAIFIA ; Abdelaziz, Hakimi . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2012-04-12.

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[Citation Analysis]

Recent citations received in: 2011


[Click on heading to sort table]

YearTitleSee
2011Learning from experience in the stock market. (2011). Nakov, Anton ; Nuo, Galo . In: Banco de España Working Papers. RePEc:bde:wpaper:1132.

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[Citation Analysis]
2011Learning from experience in the stock market. (2011). Nakov, Anton ; Nuno, Galo . In: Working Paper Series. RePEc:ecb:ecbwps:20111396.

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[Citation Analysis]
2011A note on expectational stability under non-zero trend inflation. (2011). Kobayashi, Teruyoshi . In: Discussion Papers. RePEc:koe:wpaper:1102.

Full description at Econpapers || Download paper

[Citation Analysis]
2011East India Company and Bank of England Shareholders during the South Sea Bubble: Partitions, Components and Connectivity in a Dynamic Trading Network. (2011). Mays, Andrew . In: CDMA Working Paper Series. RePEc:san:cdmawp:1109.

Full description at Econpapers || Download paper

[Citation Analysis]
2011A Social Network for Trade and Inventories of Stock during the South Sea Bubble. (2011). . In: CDMA Working Paper Series. RePEc:san:cdmawp:1110.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Individual rationality, model-consistent expectations and learning. (2011). Graham, Liam . In: CDMA Working Paper Series. RePEc:san:cdmawp:1112.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Learning, information and heterogeneity. (2011). Graham, Liam . In: CDMA Working Paper Series. RePEc:san:cdmawp:1113.

Full description at Econpapers || Download paper

[Citation Analysis]
2011(Re)financing the Slave Trade with the Royal African Company in the Boom Markets of 1720. (2011). Shea, Gary S.. In: CDMA Working Paper Series. RePEc:san:cdmawp:1114.

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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.