0.13
Impact Factor
0.18
5-Years IF
4
5-Years H index
Central European Journal of Economic Modelling and Econometrics / CEJEME
[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 | |
| 1990 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.12 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.4 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2002 | 0.42 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.44 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2004 | 0.49 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2005 | 0.53 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.51 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.44 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.47 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2009 | 0.47 | 17 | 17 | 1 | 0.06 | 26 | 0 | 0 | 4 (15.4%) | 1 | 0.06 | 0.19 | ||||
| 2010 |  0.18 | 0.44 | 0.18 | 13 | 30 | 3 | 0.1 | 11 | 17 | 3 | 17 | 3 | 2 (18.2%) | 0.16 | ||
| 2011 | 0.07 | 0.51 | 0.07 | 12 | 42 | 2 | 0.05 | 9 | 30 | 2 | 30 | 2 | 2 (22.2%) | 0.2 | ||
| 2012 | 0.32 | 0.56 | 0.31 | 12 | 54 | 13 | 0.24 | 13 | 25 | 8 | 42 | 13 | 3 (23.1%) | 0.21 | ||
| 2013 | 0.13 | 0.66 | 0.17 | 12 | 66 | 11 | 0.17 | 10 | 24 | 3 | 54 | 9 | 4 (40%) | 2 | 0.17 | 0.23 |
| 2014 | 0.21 | 0.67 | 0.15 | 12 | 78 | 12 | 0.15 | 4 | 24 | 5 | 66 | 10 | 2 (50%) | 1 | 0.08 | 0.22 |
| 2015 | 0.13 | 0.82 | 0.18 | 12 | 90 | 17 | 0.19 | 2 | 24 | 3 | 61 | 11 | 1 (50%) | 0.27 |
| 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:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility. (2009). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:179-202. Full description at Econpapers || Download paper | 10 |
| 2 | 2011 | A Bayesian Analysis of Exogeneity in Models with Latent Variables. (2011). Pajor, Anna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:2:p:49-73. Full description at Econpapers || Download paper | 6 |
| 3 | 2012 | On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). PipieÅ, Mateusz ; Mazur, BÅażej. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116. Full description at Econpapers || Download paper | 5 |
| 4 | 2013 | Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies. (2013). Lewandowski, Michal. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:1-34. Full description at Econpapers || Download paper | 4 |
| 5 | 2009 | Aggregate Matching Function. The Case of Poland. (2009). Roszkowska, Sylwia . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:157-177. Full description at Econpapers || Download paper | 3 |
| 6 | 2009 | Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach. (2009). MakieÅa, Kamil ; Makiela, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:333-369. Full description at Econpapers || Download paper | 3 |
| 7 | 2010 | Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework. (2010). Kwiatkowski, Lukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:59-94. Full description at Econpapers || Download paper | 3 |
| 8 | 2012 | Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Tiwari, Aviral ; Olayeni, Olaolu ; Dar, Arif ; Bhanja, Niyati. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:199-213. Full description at Econpapers || Download paper | 3 |
| 9 | 2010 | Interrelations between Consumption and Wealth in Poland. (2010). ZachÅod-Jelec, Magdalena ; Zachlod-Jelec, Magdalena . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:37-58. Full description at Econpapers || Download paper | 3 |
| 10 | 2009 | Ins and Outs of Polish Unemployment. (2009). Strawinski, Pawel. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:3:p:243-259. Full description at Econpapers || Download paper | 3 |
| 11 | 2013 | Influence of the Greek Crisis on the Risk Perception of European Economies. (2013). Kliber, Agata. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:125-161. Full description at Econpapers || Download paper | 2 |
| 12 | 2009 | Factors Influencing Tenure Choice in European Countries. (2009). Bazyl, Monika. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:371-387. Full description at Econpapers || Download paper | 2 |
| 13 | 2011 | The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition. (2011). Lach, Åukasz ; Gurgul, Henryk ; Henryk Gurgul, £ukasz Lach, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:133-168. Full description at Econpapers || Download paper | 2 |
| 14 | 2009 | Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession. (2009). Winker, Peter ; Savin, Ivan ; Ivan Savin Peter Winker, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:111-138. Full description at Econpapers || Download paper | 2 |
| 15 | 2012 | Detecting Risk Transfer in Financial Markets using Different Risk Measures. (2012). Osinska, Magdalena ; Faldzinski, Marcin ; Marcin FaÅdziÅski, Magdalena OsiÅska, Tomasz Zd, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:45-64. Full description at Econpapers || Download paper | 2 |
| 16 | 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. (2013). PipieÅ, Mateusz ; Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:85-102. Full description at Econpapers || Download paper | 2 |
| 17 | 2012 | Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model. (2012). Osiewalski, Krzysztof. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:169-197. Full description at Econpapers || Download paper | 1 |
| 18 | 2009 | Behavioral and Permanent Zloty/Euro Equilibrium. (2009). BÄza-Bojanowska, Joanna ; Beza-Bojanowska, Joanna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:1:p:35-55. Full description at Econpapers || Download paper | 1 |
| 19 | 2014 | Where do Moderation Terms Come from in Binary Choice Models?. (2014). Romero, Alfredo. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:57-68. Full description at Econpapers || Download paper | 1 |
| 20 | 2010 | Slowdown or Recession? Forecasts Based on Composite Leading Indicator. (2010). Klucik, Miroslav ; Miroslav Klucik, Jana Juriova, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:17-36. Full description at Econpapers || Download paper | 1 |
| 21 | 2011 | Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models. (2011). Wróblewska, Justyna ; Wroblewska, Justyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:169-186. Full description at Econpapers || Download paper | 1 |
| 22 | 2015 | Risk Perception and Risk Attitude on a Tax Evasion Context. (2015). Magessi, Nuno Trindade ; Antunes, Luis . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:3:p:127-149. Full description at Econpapers || Download paper | 1 |
| 23 | 2010 | Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models. (2010). Pajor, Anna ; Osiewalski, Jacek ; Jacek Osiewalski, Anna Pajor, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:253-277. Full description at Econpapers || Download paper | 1 |
| 24 | 2012 | Using VARs and TVP-VARs with Many Macroeconomic Variables. (2012). Koop, Gary. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:143-167. Full description at Econpapers || Download paper | 1 |
| 25 | 2014 | Divergent Priors and Well Behaved Bayes Factors. (2014). van Dijk, Herman ; Strachan, Rodney. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:1-31. Full description at Econpapers || Download paper | 1 |
| 26 | 2013 | A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)âMSF-SBEKK Model. (2013). Osiewalski, Krzysztof. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:65-83. Full description at Econpapers || Download paper | 1 |
| 27 | 2015 | Bayesian DEJD Model and Detection of Asymmetry in Jump Sizes. (2015). Kostrzewski, Maciej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:1:p:43-70. Full description at Econpapers || Download paper | 1 |
| 28 | 2010 | Forecasting the Polish Zloty with Non-Linear Models. (2010). SkrzypczyÅski, PaweÅ ; Rubaszek, MichaÅ ; Koloch, Grzegorz ; Michal Rubaszek, Pawel Skrzypczynski, Grzegorz Kol, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:151-167. Full description at Econpapers || Download paper | 1 |
| 29 | 2013 | A Note on Lenkâs Correction of the Harmonic Mean Estimator. (2013). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:4:p:271-275. Full description at Econpapers || Download paper | 1 |
| 30 | 2014 | Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market. (2014). Huptas, Roman . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:4:p:237-273. Full description at Econpapers || Download paper | 1 |
| 31 | 2013 | Measuring Non-Performing Loans During (and After) Credit Booms. (2013). Serwa, DobromiÅ. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:3:p:163-183. Full description at Econpapers || Download paper | 1 |
| 32 | 2009 | Restriction Testing in Binary Choice Model with I(1) Regressors. (2009). Grabowski, Wojciech. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:301-309. Full description at Econpapers || Download paper | 1 |
| 33 | 2010 | The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?. (2010). Kelm, Robert. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:315-349. Full description at Econpapers || Download paper | 1 |
| 34 | 2009 | Maximum Score Type Estimators. (2009). Owczarczuk, Marcin. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:1:p:7-34. Full description at Econpapers || Download paper | 1 |
| 35 | 2014 | Asymmetric Price Adjustments in the Fuel Market. (2014). Welfe, Aleksander ; Leszkiewicz-Kdzior, Katarzyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:2:p:105-127. Full description at Econpapers || Download paper | 1 |
| 36 | 2012 | Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Gooijer, Jan G. ; Diks, Cees ; Jan G. De Gooijer, Cees G. H. Diks, Åukasz T. GÄ
, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44. Full description at Econpapers || Download paper | 1 |
| 37 | 2010 | Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions. (2010). Maciejowska, Katarzyna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:279-314. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). PipieÅ, Mateusz ; Mazur, BÅażej. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116. Full description at Econpapers || Download paper | 4 |
| 2 | 2011 | A Bayesian Analysis of Exogeneity in Models with Latent Variables. (2011). Pajor, Anna. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:2:p:49-73. Full description at Econpapers || Download paper | 3 |
| 3 | 2012 | Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Tiwari, Aviral ; Olayeni, Olaolu ; Dar, Arif ; Bhanja, Niyati. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:199-213. Full description at Econpapers || Download paper | 3 |
| 4 | 2009 | Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach. (2009). MakieÅa, Kamil ; Makiela, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:333-369. Full description at Econpapers || Download paper | 3 |
| 5 | 2010 | Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework. (2010). Kwiatkowski, Lukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:59-94. Full description at Econpapers || Download paper | 2 |
| 6 | 2013 | Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. (2013). PipieÅ, Mateusz ; Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:85-102. Full description at Econpapers || Download paper | 2 |
| 7 | 2009 | Aggregate Matching Function. The Case of Poland. (2009). Roszkowska, Sylwia . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:157-177. Full description at Econpapers || Download paper | 2 |
| 8 | 2013 | Influence of the Greek Crisis on the Risk Perception of European Economies. (2013). Kliber, Agata. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:125-161. Full description at Econpapers || Download paper | 2 |
| 9 | 2012 | Detecting Risk Transfer in Financial Markets using Different Risk Measures. (2012). Osinska, Magdalena ; Faldzinski, Marcin ; Marcin FaÅdziÅski, Magdalena OsiÅska, Tomasz Zd, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:45-64. Full description at Econpapers || Download paper | 2 |
| 10 | 2011 | The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition. (2011). Lach, Åukasz ; Gurgul, Henryk ; Henryk Gurgul, £ukasz Lach, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:133-168. Full description at Econpapers || Download paper | 2 |
| 11 | 2009 | Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility. (2009). Pajor, Anna ; Osiewalski, Jacek. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:179-202. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 3:
| Year | Title | |
|---|---|---|
| 2015 | Granger Causality and Regime Inference in Bayesian Markov-Switching VARs. (2015). Droumagueta, Matthieu ; Wozniakc, Tomasz ; Warneb, Anders . In: Department of Economics - Working Papers Series. RePEc:mlb:wpaper:1191. Full description at Econpapers || Download paper | |
| 2015 | Empirical Properties of the Credit and Equity Cycle within Almost Periodically Correlated Stochastic Processes - the Case of Poland, UK and USA. (2015). PipieÅ, Mateusz ; Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:3:p:169-186. Full description at Econpapers || Download paper | |
| 2015 | Monotonicity of the Selling Price of Information with Risk Aversion in Two Action Decision Problems. (2015). Bakir, Niyazi Onur . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:7:y:2015:i:2:p:71-90. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document |
|---|
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Asymmetric Price Adjustments in the Fuel Market. (2014). Welfe, Aleksander ; Leszkiewicz-Kdzior, Katarzyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:2:p:105-127. Full description at Econpapers || Download paper |
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | End of sample vs. real time data: perspectives for analysis of expectations. (2013). Tomczyk, Emilia . In: Working Papers. RePEc:wse:wpaper:68. Full description at Econpapers || Download paper | |
| 2013 | Range-Dependent Utility. (2013). Lewandowski, Michal ; Kontek, Krzysztof. In: Working Papers. RePEc:wse:wpaper:69. Full description at Econpapers || Download paper |
Recent citations received in 2012
| Year | Citing document |
|---|
10 most frequent citing series
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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team