Citation analysis for University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego

University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego

0.53

Impact Factor

0.32

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		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24		54	54	7	0.13	219	0		0		2 (%)	7	0.13	0.13
1999	0.24	0.3	0.24	54	108	20	0.19	188	54	13	54	13	1 (%)	5	0.09	0.16
2000	0.31	0.37	0.31	79	187	36	0.19	146	108	34	108	34	1 (%)	2	0.03	0.14
2001	0.24	0.37	0.22	40	227	48	0.21	520	133	32	187	41	6 (1.2%)	6	0.15	0.17
2002	0.44	0.37	0.33	48	275	85	0.31	128	119	52	227	76	5 (3.9%)	4	0.08	0.18
2003	0.47	0.4	0.31	28	303	97	0.32	64	88	41	275	84	4 (6.3%)	8	0.29	0.19
2004	0.3	0.41	0.42	36	339	128	0.38	101	76	23	249	104	5 (5%)	5	0.14	0.18
2005	0.47	0.43	0.31	32	371	103	0.28	32	64	30	231	72	1 (3.1%)	3	0.09	0.21
2006	0.29	0.44	0.42	35	406	123	0.3	61	68	20	184	78	2 (3.3%)	7	0.2	0.19
2007	0.27	0.37	0.22	26	432	100	0.23	68	67	18	179	39	(%)	3	0.12	0.17
2008	0.34	0.39	0.22	26	458	99	0.22	67	61	21	157	34	4 (6%)	13	0.5	0.17
2009	0.42	0.36	0.26	25	483	101	0.21	13	52	22	155	40	5 (38.5%)	1	0.04	0.17
2010	0.16	0.34	0.22	28	511	88	0.17	62	51	8	144	31	5 (8.1%)	2	0.07	0.15
2011	0.13	0.41	0.21	9	520	103	0.2	10	53	7	140	29	1 (10%)	2	0.22	0.2
2012	0.43	0.45	0.33	8	528	109	0.21	2	37	16	114	38	(%)	1	0.13	0.21
2013	0.24	0.5	0.27	6	534	82	0.15	9	17	4	96	26	1 (11.1%)			0.2
2014	0.29	0.55	0.21	11	545	100	0.18	20	14	4	76	16	3 (15%)			0.25
2015	0.35	0.57	0.26	4	549	100	0.18	2	17	6	62	16	(%)			0.26
2016	0.53	0.66	0.32	5	554	111	0.2	5	15	8	38	12	2 (40%)	2	0.4	0.34

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	2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp. Full description at Econpapers \|\| Download paper	335
2	1999	Occasional Structural Breaks and Long Memory. (1999). Granger, Clive ; Granger,Clive W. J., ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4d60t4jh. Full description at Econpapers \|\| Download paper	71
3	2002	Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j. Full description at Econpapers \|\| Download paper	47
4	2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7. Full description at Econpapers \|\| Download paper	47
5	1998	Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk. Full description at Econpapers \|\| Download paper	44
6	2001	Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7. Full description at Econpapers \|\| Download paper	36
7	1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv. Full description at Econpapers \|\| Download paper	34
8	2001	Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; den Haan, Wouter J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn. Full description at Econpapers \|\| Download paper	32
9	2003	Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jk0j5jh. Full description at Econpapers \|\| Download paper	27
10	2000	Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f. Full description at Econpapers \|\| Download paper	27
11	1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh. Full description at Econpapers \|\| Download paper	26
12	2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2. Full description at Econpapers \|\| Download paper	25
13	2002	Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f. Full description at Econpapers \|\| Download paper	24
14	2000	A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9. Full description at Econpapers \|\| Download paper	23
15	2007	Labor Reallocation in Response to Trade Reform. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3cm38535. Full description at Econpapers \|\| Download paper	23
16	2007	On the Origins of Comparative Advantage. (2007). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt07g7g8h8. Full description at Econpapers \|\| Download paper	22
17	2001	Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana MarÃÂa ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5. Full description at Econpapers \|\| Download paper	22
18	2008	Exogenous vs. Endogenous Separation. (2008). Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0qb196qd. Full description at Econpapers \|\| Download paper	21
19	1998	Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt49k7n14z. Full description at Econpapers \|\| Download paper	19
20	2010	Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3. Full description at Econpapers \|\| Download paper	19
21	2006	The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839. Full description at Econpapers \|\| Download paper	18
22	2005	The Dynamic Beveridge Curve. (2005). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4m04n09h. Full description at Econpapers \|\| Download paper	16
23	2008	A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d. Full description at Econpapers \|\| Download paper	16
24	2002	Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods. (2002). Giacomini, Raffaella. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt59s2g5j5. Full description at Econpapers \|\| Download paper	15
25	2006	Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6b2236xm. Full description at Econpapers \|\| Download paper	15
26	1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q. Full description at Econpapers \|\| Download paper	15
27	2000	Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7. Full description at Econpapers \|\| Download paper	14
28	1999	Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings. (1999). Segal, Uzi ; Sobel, Joel . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9xf8836g. Full description at Econpapers \|\| Download paper	14
29	1998	Spurious Regressions with Stationary Series. (1998). Granger, Clive ; Granger,Clive W. J., ; Jeon, Yongil ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r3353t8. Full description at Econpapers \|\| Download paper	13
30	2004	Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668. Full description at Econpapers \|\| Download paper	13
31	2007	The Evolving Food Chain: Competitive Effects of Wal-Marts Entry Into The Supermarket Industry. (2007). Basker, Emek ; Noel, Michael . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nq8d4sm. Full description at Econpapers \|\| Download paper	13
32	2010	Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd. Full description at Econpapers \|\| Download paper	13
33	1998	Identifying the Effect of Unemployment on Crime. (1998). Winter-Ebmer, Rudolf ; Raphael, Steven . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5hb4h56g. Full description at Econpapers \|\| Download paper	13
34	2008	Household Need for Liquidity and the Credit Card Debt Puzzle. (2008). Telyukova, Irina. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4c67r71r. Full description at Econpapers \|\| Download paper	13
35	2006	Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas ; Becker, Sascha. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fc22575. Full description at Econpapers \|\| Download paper	12
36	1998	Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk. Full description at Econpapers \|\| Download paper	12
37	2004	Cognition and Behavior in Two-Person Guessing Games: An Experimental Study. (2004). Crawford, Vincent ; COSTA-GOMES, MIGUEL A.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt449812fx. Full description at Econpapers \|\| Download paper	11
38	1998	Intergenerational Mobility, Siblings Inequality and Borrowing Constraints. (1998). Gaviria, Alejandro. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8x16c72b. Full description at Econpapers \|\| Download paper	11
39	1998	Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt89x293v9. Full description at Econpapers \|\| Download paper	11
40	2000	Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order. (2000). Levin, Andrew ; den Haan, Wouter J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0127m2tp. Full description at Econpapers \|\| Download paper	11
41	2001	Estimation of Copula Models for Time Series of Possibly Different Length. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3fc1c8hw. Full description at Econpapers \|\| Download paper	10
42	2000	Economic and Legal Aspects of Costly Recontracting. (2000). Watson, Joel ; Schwartz, Alan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4jr3g3h7. Full description at Econpapers \|\| Download paper	10
43	1998	Trades and Quotes: A Bivariate Point Process. (1998). Lunde, Asger ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8bh079sq. Full description at Econpapers \|\| Download paper	10
44	1998	A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu. (1998). Huang, Bwo-Nung ; Granger, Clive W. J., ; Granger,Clive W. J., ; Yang, Chin W.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9bk607p6. Full description at Econpapers \|\| Download paper	9
45	1998	Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6. Full description at Econpapers \|\| Download paper	9
46	1999	Contingent Valuation: A Users Guide. (1999). Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mw607q7. Full description at Econpapers \|\| Download paper	9
47	2000	Evidence Disclosure and Verifiability. (2000). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6th0060j. Full description at Econpapers \|\| Download paper	9
48	2010	Policymakers Votes and Predictability of Monetary Policy. (2010). Sirchenko, Andrei. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8qj3z3qg. Full description at Econpapers \|\| Download paper	9
49	2004	A heavy-tailed distribution for ARCH residuals with application to volatility prediction. (2004). Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r89639x. Full description at Econpapers \|\| Download paper	9
50	1998	Cognition and Behavior in Normal-Form Games: An Experimental Study. (1998). Crawford, Vincent ; Broseta, Bruno ; Costa-Gomes, Miguel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1vn4h7x5. Full description at Econpapers \|\| Download paper	8

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

#	Year	Title	Cited
1	2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp. Full description at Econpapers \|\| Download paper	91
2	2002	Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j. Full description at Econpapers \|\| Download paper	26
3	2002	Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f. Full description at Econpapers \|\| Download paper	12
4	2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7. Full description at Econpapers \|\| Download paper	11
5	2001	Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7. Full description at Econpapers \|\| Download paper	8
6	2014	Time Use and Productivity: The WageÃ Returns to Sleep. (2014). Shrader, Jeffrey ; Gibson, Matthew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zp518hc. Full description at Econpapers \|\| Download paper	8
7	2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2. Full description at Econpapers \|\| Download paper	7
8	2008	A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d. Full description at Econpapers \|\| Download paper	7
9	2000	Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7. Full description at Econpapers \|\| Download paper	6
10	2004	Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668. Full description at Econpapers \|\| Download paper	6
11	2010	Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap. (2010). Politis, D N ; McMurry, Timothy L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5h9259mb. Full description at Econpapers \|\| Download paper	6
12	2001	Revisiting Okuns Law: An Hysteretic Perspective. (2001). Schorderet, Yann . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2fb7n2wd. Full description at Econpapers \|\| Download paper	6
13	2000	Evidence Disclosure and Verifiability. (2000). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6th0060j. Full description at Econpapers \|\| Download paper	5
14	2014	Fixed-smoothing Asymptotics and Asymptotic F and t TestsÃ in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8479f4s2. Full description at Econpapers \|\| Download paper	5
15	2010	Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3. Full description at Econpapers \|\| Download paper	5
16	1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh. Full description at Econpapers \|\| Download paper	4
17	1999	Contingent Valuation: A Users Guide. (1999). Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mw607q7. Full description at Econpapers \|\| Download paper	4
18	2014	Air Pollution and Defensive Expenditures: Evidence from Particulate-Filtering Facemasks. (2014). Zhang, Junjie ; Mu, Quan . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1bz8c9ms. Full description at Econpapers \|\| Download paper	4
19	1998	Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6. Full description at Econpapers \|\| Download paper	4
20	1998	A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu. (1998). Huang, Bwo-Nung ; Granger, Clive W. J., ; Granger,Clive W. J., ; Yang, Chin W.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9bk607p6. Full description at Econpapers \|\| Download paper	4
21	2016	A NOTE ON THE SIZE DISTRIBUTION OF CONSUMPTION: MORE DOUBLE PARETO THAN LOGNORMAL. (2016). Toda, Alexis Akira. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4gm143d8. Full description at Econpapers \|\| Download paper	3
22	1998	Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk. Full description at Econpapers \|\| Download paper	3
23	2004	A heavy-tailed distribution for ARCH residuals with application to volatility prediction. (2004). Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r89639x. Full description at Econpapers \|\| Download paper	3
24	1998	Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk. Full description at Econpapers \|\| Download paper	3
25	2000	Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f. Full description at Econpapers \|\| Download paper	3
26	2017	Electoral cycles in government employment: Evidence from US gubernatorial elections. (2017). Cahan, Dodge . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8wn83441. Full description at Econpapers \|\| Download paper	2
27	2015	Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis. (2015). Toda, Alexis Akira ; Tanaka, Ken'Ichiro . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7g23r5kh. Full description at Econpapers \|\| Download paper	2
28	2014	Bootstrap prediction intervals for linear, nonlinear, and nonparametric autoregressions. (2014). Politis, Dimitris N ; Pan, LI. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt67h5s74t. Full description at Econpapers \|\| Download paper	2
29	2007	Labor Reallocation in Response to Trade Reform. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3cm38535. Full description at Econpapers \|\| Download paper	2
30	1999	Model Instability and Choice of Observation Window. (1999). Timmermann, Allan ; Pesaran, M. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zx626k6. Full description at Econpapers \|\| Download paper	2
31	2011	An Empirical Test of Pricing Kernel Monotonicity. (2011). Schmidt, Lawrence ; Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5572n8pc. Full description at Econpapers \|\| Download paper	2
32	2000	A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9. Full description at Econpapers \|\| Download paper	2
33	2001	Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana MarÃÂa ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5. Full description at Econpapers \|\| Download paper	2
34	2017	Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments. (2017). Toda, Alexis Akira ; Farmer, Leland. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4jk1h0kk. Full description at Econpapers \|\| Download paper	2
35	2017	Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw. Full description at Econpapers \|\| Download paper	2
36	1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q. Full description at Econpapers \|\| Download paper	2
37	2001	Consistent Estimation for Aggregated GARCH. (2001). Komunjer, Ivana. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fp2v3q7. Full description at Econpapers \|\| Download paper	2
38	2013	The Effects of Driving Restrictions on Air Quality and Driver Behavior. (2013). Gibson, Matthew ; Carnovale, Maria . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0v8813qm. Full description at Econpapers \|\| Download paper	2
39	2009	Fixed-b asymptotics for the studentized mean from time series with short, long or negative memory. (2009). McElroy, Tucker ; Politis, D N. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt70c4x0sq. Full description at Econpapers \|\| Download paper	2
40	2013	Fixed-smoothing Asymptotics in a Two-step GMM Framework. (2013). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt64x4z265. Full description at Econpapers \|\| Download paper	2
41	1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 8:

Year	Title
2016	Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments. (2016). Toda, Alexis Akira ; Farmer, Leland. In: MPRA Paper. RePEc:pra:mprapa:78981. Full description at Econpapers \|\| Download paper
2016	Emission Leakage: Evidence from the US Multi-plant Firms. (2016). Cui, Jingbo ; Ji, Yongjie. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236058. Full description at Econpapers \|\| Download paper
2016	Bootstrap prediction intervals for factor models. (2016). Goncalves, Silvia ; Djogbenou, Antoine ; Perron, Benoit ; Gonalves, Silvia . In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-19. Full description at Econpapers \|\| Download paper
2016	If You Dont Snooze You Lose: Evidence on Health and Weight. (2016). Mazzonna, Fabrizio ; Giuntella, Osea. In: IZA Discussion Papers. RePEc:iza:izadps:dp9773. Full description at Econpapers \|\| Download paper
2016	Circadian Rhythms, Sleep and Cognitive Skills: Evidence from an Unsleeping Giant. (2016). Mazzonna, Fabrizio ; Giuntella, Osea ; Han, Wei . In: IZA Discussion Papers. RePEc:iza:izadps:dp9774. Full description at Econpapers \|\| Download paper
2016	Willingness to Pay for Clean Air: Evidence from Air Purifier Markets in China. (2016). Zhang, Shuang ; Ito, Koichiro. In: NBER Working Papers. RePEc:nbr:nberwo:22367. Full description at Econpapers \|\| Download paper
2016	Willingness to Pay for Clean Air: Evidence from the air purifier markets in China. (2016). Ito, Koichiro ; Koichiro, ITO ; Shuang, Zhang . In: Discussion papers. RePEc:eti:dpaper:16074. Full description at Econpapers \|\| Download paper
2016	A Fixed-bandwidth View of the Pre-asymptotic Inference for Kernel Smoothing with Time Series Data. (2016). Sun, Yixiao ; Yang, Jingjing ; Kim, Min Seong . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2240n3n5. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models. (2016). Toda, Alexis Akira ; Walsh, Kieran James . In: MPRA Paper. RePEc:pra:mprapa:78980. Full description at Econpapers \|\| Download paper
2016	Zipfs Law: A Microfoundation. (2016). Toda, Alexis Akira. In: MPRA Paper. RePEc:pra:mprapa:78985. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego	15
2	NBER Working Papers / National Bureau of Economic Research, Inc	14
3	Journal of Econometrics / Elsevier	9
4	Journal of Multivariate Analysis / Elsevier	6
5	CEPR Discussion Papers / C.E.P.R. Discussion Papers	5
6	Kiel Working Papers / Kiel Institute for the World Economy (IfW)	4
7	International Journal of Forecasting / Elsevier	4
8	Economics Series Working Papers / University of Oxford, Department of Economics	3
9	Journal of Mathematical Economics / Elsevier	3
10	Working Papers / HAL	3
11	Tinbergen Institute Discussion Papers / Tinbergen Institute	3

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.