Citation analysis for Computing in Economics and Finance 2002 / Society for Computational Economics

Computing in Economics and Finance 2002 / Society for Computational Economics

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Impact Factor

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5-Years IF

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
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12			0				0		0		(%)			0.06
1995		0.16			0				0		0		(%)			0.1
1996		0.2			0				0		0		(%)			0.09
1997		0.21			0				0		0		(%)			0.09
1998		0.22			0				0		0		(%)			0.13
1999		0.28			0				0		0		(%)			0.16
2000		0.37			0	1			0		0		(%)			0.14
2001		0.36			0	1			0		0		(%)			0.17
2002		0.37		294	294	10	0.03	465	0		0		(%)	10	0.03	0.18
2003	0.18	0.4	0.18		294	55	0.19		294	53	294	53	(%)			0.19
2004	0.19	0.42	0.19		294	57	0.19		294	56	294	56	(%)			0.19
2005		0.43	0.16		294	50	0.17		0		294	48	(%)			0.21
2006		0.45	0.15		294	45	0.15		0		294	45	(%)			0.2
2007		0.39	0.14		294	42	0.14		0		294	42	(%)			0.17
2008		0.39			294	32	0.11		0		0		(%)			0.17
2009		0.37			294	24	0.08		0		0		(%)			0.18
2010		0.33			294	29	0.1		0		0		(%)			0.15
2011		0.41			294	25	0.09		0		0		(%)			0.2
2012		0.46			294	22	0.07		0		0		(%)			0.21
2013		0.5			294	14	0.05		0		0		(%)			0.21
2014		0.54			294	14	0.05		0		0		(%)			0.26
2015		0.6			294	14	0.05		0		0		(%)			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:

#	Year	Title	Cited
1	2002	Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, GÃÂ¼nter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240. Full description at Econpapers \|\| Download paper	35
2	2002	A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, SÃÂ©bastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5. Full description at Econpapers \|\| Download paper	32
3	2002	Probability distribution of returns in the Heston model with stochastic volatility. (2002). Dragulescu, A. ; Yakovenko, V. M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127. Full description at Econpapers \|\| Download paper	29
4	2002	An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135. Full description at Econpapers \|\| Download paper	22
5	2002	A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294. Full description at Econpapers \|\| Download paper	19
6	2002	Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:182. Full description at Econpapers \|\| Download paper	17
7	2002	Optimal Monetary Policy with Durable and Non-Durable Goods. (2002). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:343. Full description at Econpapers \|\| Download paper	16
8	2002	The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94. Full description at Econpapers \|\| Download paper	16
9	2002	Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s. (2002). Tondl, Gabriele. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:237. Full description at Econpapers \|\| Download paper	13
10	2002	The Brazilian Depression in the 1980s and 1990s. (2002). Teixeira, Arilton ; Gomes, Victor ; Ellery, Roberto ; Mirta N. S. Bugarin, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:338. Full description at Econpapers \|\| Download paper	13
11	2002	Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239. Full description at Econpapers \|\| Download paper	12
12	2002	Spanish diffusion indexes. (2002). Camacho, Maximo ; Sancho, Israel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:276. Full description at Econpapers \|\| Download paper	12
13	2002	All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185. Full description at Econpapers \|\| Download paper	11
14	2002	A simple microstructure model of double auction markets. (2002). Iori, Giulia ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:44. Full description at Econpapers \|\| Download paper	10
15	2002	How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, ; Papa N'Diaye, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:359. Full description at Econpapers \|\| Download paper	9
16	2002	Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?. (2002). Kim, Jinill ; Henderson, Dale. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:59. Full description at Econpapers \|\| Download paper	9
17	2002	Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty. (2002). von zur Muehlen, Peter ; Tetlow, Robert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:335. Full description at Econpapers \|\| Download paper	8
18	2002	Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe. (2002). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:3. Full description at Econpapers \|\| Download paper	8
19	2002	The Joint Dynamics of Networks and Knowledge. (2002). Zimmermann, Jean-Benoit ; jonard, nicolas ; Cowan, Robin. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:354. Full description at Econpapers \|\| Download paper	8
20	2002	A minimal noise trader model with realistic time series. (2002). Lux, Thomas ; Alfarano, Simone. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:317. Full description at Econpapers \|\| Download paper	6
21	2002	Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income. (2002). Carroll, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:42. Full description at Econpapers \|\| Download paper	6
22	2002	Tradersâ long-run wealth in an artificial financial market. (2002). Raberto, Marco ; Marchesi, Michele ; FOCARDI, SERGIO M. ; Cincott, Silvano. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:301. Full description at Econpapers \|\| Download paper	6
23	2002	Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:8. Full description at Econpapers \|\| Download paper	6
24	2002	An empirical model of volatility of returns and option pricing. (2002). McCauley, Joseph ; Gunaratne, G. H.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:186. Full description at Econpapers \|\| Download paper	5
25	2002	Computer Testbeds and Mechanism Design. (2002). Ledyard, John ; Arifovic, Jasmina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:262. Full description at Econpapers \|\| Download paper	5
26	2002	Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt. (2002). Yakadina, Irina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:329. Full description at Econpapers \|\| Download paper	5
27	2002	Comparing the Accuracy of Density Forecasts from Competing Models. (2002). Valente, Giorgio ; Sarno, Lucio. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:223. Full description at Econpapers \|\| Download paper	5
28	2002	Capacity Dynamics and Endogenous Asymmetries in Firm Size. (2002). Besanko, David ; Doraszelski, Ulrich . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:196. Full description at Econpapers \|\| Download paper	5
29	2002	Adaptive Polar Sampling. (2002). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc ; VAN OEST, Rutger D.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:307. Full description at Econpapers \|\| Download paper	5
30	2002	Co-Evolution of Firms and Consumers and the Implications for Market Dominance. (2002). Harrington, Joseph ; Chang, Myong-Hun. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:234. Full description at Econpapers \|\| Download paper	4
31	2002	Financial Market in the Laboratory. (2002). Morone, Andrea. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:151. Full description at Econpapers \|\| Download paper	4
32	2002	interpolation with a large information set. (2002). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:72. Full description at Econpapers \|\| Download paper	4
33	2002	Detecting shift-contagion in currency and bond markets. (2002). Morley, James ; Gravelle, Toni ; Kichian, Maral . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:58. Full description at Econpapers \|\| Download paper	4
34	2002	Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:87. Full description at Econpapers \|\| Download paper	3
35	2002	Time Varying Uncertainty and the Credit Channel. (2002). Salyer, Kevin ; Lee, Gabriel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:137. Full description at Econpapers \|\| Download paper	3
36	2002	Merton-style option pricing under regime switching. (2002). Sola, Martin ; Kenc, Turalay ; Driffill, Edward. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:304. Full description at Econpapers \|\| Download paper	3
37	2002	Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries. (2002). Laxton, Douglas ; NiDiaye, Papa. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:364. Full description at Econpapers \|\| Download paper	3
38		Market Structure and Endogenous Productivity Growth. (2002). Laincz, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:112. Full description at Econpapers \|\| Download paper	3
39	2002	Heterogeneous Traders and the Tobin Tax. (2002). Westerhoff, Frank. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:51. Full description at Econpapers \|\| Download paper	3
40	2002	On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:83. Full description at Econpapers \|\| Download paper	3
41	2002	Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data. (2002). draganska, michaela ; Jain, Dipak . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:61. Full description at Econpapers \|\| Download paper	3
42	2002	Foreign Exchange Risk Premia. (2002). Kenc, Turalay ; Evans, Lynne ; Joseph, Nathan. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:310. Full description at Econpapers \|\| Download paper	3
43	2002	Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:214. Full description at Econpapers \|\| Download paper	3
44	2002	Output and interest rate gaps: Theory versus practice. (2002). Wouters, Raf ; Smets, Frank. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:355. Full description at Econpapers \|\| Download paper	3
45	2002	Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:47. Full description at Econpapers \|\| Download paper	3
46	2002	Inflation Persistence and Flexible Prices. (2002). Kydland, Finn ; Gavin, William ; Dittmar, Robert . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:190. Full description at Econpapers \|\| Download paper	3
47	2002	Networks and Farsighted Stability. (2002). Wooders, Myrna ; Page, Frank ; Kamat, Samir. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:370. Full description at Econpapers \|\| Download paper	3
48	2002	Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information. (2002). Heinemann, Maik . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:57. Full description at Econpapers \|\| Download paper	3
49	2002	The Portfolio Frontier with Higher Moments: The Undiscovered Country. (2002). Athayde, Gustavo ; Flores, Renato G.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:209. Full description at Econpapers \|\| Download paper	2
50	2002	The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?. (2002). Royen, Anne-Sophie Van ; Page, Sebastien ; Van Royen, Anne-Sophie ; Vanroyen, Anne-Sophie. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:65. Full description at Econpapers \|\| Download paper	2

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2002	Probability distribution of returns in the Heston model with stochastic volatility. (2002). Dragulescu, A. ; Yakovenko, V. M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127. Full description at Econpapers \|\| Download paper	10
2	2002	A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294. Full description at Econpapers \|\| Download paper	4
3	2002	The Portfolio Frontier with Higher Moments: The Undiscovered Country. (2002). Athayde, Gustavo ; Flores, Renato G.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:209. Full description at Econpapers \|\| Download paper	2
4	2002	Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239. Full description at Econpapers \|\| Download paper	2
5	2002	Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets. (2002). Judd, Kenneth. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:289. Full description at Econpapers \|\| Download paper	2
6	2002	An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135. Full description at Econpapers \|\| Download paper	2
7	2002	All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185. Full description at Econpapers \|\| Download paper	2
8	2002	The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94. Full description at Econpapers \|\| Download paper	2
9	2002	Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries. (2002). Laxton, Douglas ; NiDiaye, Papa. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:364. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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.