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CReMFi Discussion Papers / CReMFi, School of Economics and Finance, QMUL


2

Impact Factor

2

5-Years IF

2

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.36000 (%)0.17
20100.34000 (%)0.15
20110.41000 (%)0.2
20120.45000 (%)0.21
20130.5000 (%)0.2
20140.5511700 (%)0.25
201520.5722341.33612121 (16.7%)210.26
201620.6623623636 (%)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:


#YearTitleCited
12014Financial conditions and density forecasts for US output and inflation. (2014). mumtaz, haroon ; Alessandri, Piergiorgio. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:1.

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7
22015Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2.

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6

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


#YearTitleCited
12014Financial conditions and density forecasts for US output and inflation. (2014). mumtaz, haroon ; Alessandri, Piergiorgio. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:1.

Full description at Econpapers || Download paper

7
22015Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2.

Full description at Econpapers || Download paper

5

Citing documents used to compute impact factor 6:


YearTitle
2016VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609.

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2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

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2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:391-405.

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2016Bayesian model averaging and principal component regression forecasts in a data rich environment. (2016). Ouysse, Rachida. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:763-787.

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2016Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0611.

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2016Is fiscal policy effective in Brazil? An empirical analysis. (2016). Mendonça, Diogo ; Marçal, Emerson ; Holland, Márcio ; FernandesMaral, Emerson ; de Prince, Diogo ; MarcioHolland, . In: Textos para discussão. RePEc:fgv:eesptd:433.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Understanding the central bank balance sheet. (2015). Rule, Garreth . In: Handbooks. RePEc:ccb:hbooks:32.

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2015Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document

10 most frequent citing series


#SeriesCites

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, 1st 2017. Contact: CitEc Team