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

0.44

Impact Factor

0.41

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		0.11			0				0		0		(%)			0.06
1991		0.1			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		(%)			0.1
1996		0.22			0				0		0		(%)			0.09
1997		0.22			0				0		0		(%)			0.09
1998		0.24		54	54	7	0.13	236	0		0		2 (%)	7	0.13	0.12
1999	0.26	0.3	0.26	54	108	21	0.19	200	54	14	54	14	1 (%)	5	0.09	0.15
2000	0.31	0.36	0.31	79	187	35	0.19	165	108	34	108	34	1 (%)	1	0.01	0.14
2001	0.24	0.36	0.22	40	227	48	0.21	600	133	32	187	41	6 (1%)	6	0.15	0.16
2002	0.45	0.37	0.34	48	275	86	0.31	147	119	53	227	77	5 (3.4%)	4	0.08	0.18
2003	0.49	0.39	0.33	28	303	103	0.34	68	88	43	275	90	4 (5.9%)	8	0.29	0.19
2004	0.3	0.4	0.42	36	339	129	0.38	112	76	23	249	104	5 (4.5%)	5	0.14	0.18
2005	0.47	0.42	0.32	32	371	107	0.29	34	64	30	231	75	1 (2.9%)	3	0.09	0.2
2006	0.29	0.45	0.43	35	406	127	0.31	65	68	20	184	80	2 (3.1%)	7	0.2	0.19
2007	0.27	0.38	0.23	26	432	107	0.25	71	67	18	179	41	(%)	3	0.12	0.16
2008	0.36	0.39	0.23	26	458	105	0.23	71	61	22	157	36	4 (5.6%)	13	0.5	0.17
2009	0.46	0.36	0.29	25	483	112	0.23	19	52	24	155	45	5 (26.3%)	1	0.04	0.17
2010	0.16	0.34	0.22	28	511	95	0.19	74	51	8	144	31	5 (6.8%)	2	0.07	0.15
2011	0.13	0.4	0.21	9	520	107	0.21	11	53	7	140	29	1 (9.1%)	2	0.22	0.19
2012	0.43	0.44	0.33	8	528	117	0.22	3	37	16	114	38	(%)	1	0.13	0.2
2013	0.24	0.49	0.3	6	534	92	0.17	9	17	4	96	29	1 (11.1%)			0.2
2014	0.29	0.52	0.22	11	545	105	0.19	22	14	4	76	17	3 (13.6%)			0.23
2015	0.35	0.54	0.27	4	549	112	0.2	9	17	6	62	17	1 (11.1%)	1	0.25	0.24
2016	0.6	0.6	0.34	5	554	126	0.23	7	15	9	38	13	2 (28.6%)	2	0.4	0.27
2017	0.44	0.64	0.41	5	559	127	0.23	13	9	4	34	14	(%)	6	1.2	0.28

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	391
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	72
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	55
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	52
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	49
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	39
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	36
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	36
9	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	29
10	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	29
11	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	29
12	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	28
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	26
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	26
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	25
16	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	24
17	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	23
18	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	23
19	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
20	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	21
21	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
22	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	19
23	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	18
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	17
25	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	16
26	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
27	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	15
28	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	15
29	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
30	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	14
31	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	14
32	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	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	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
35	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
36	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	12
37	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	12
38	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	12
39	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
40	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	12
41	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
42	2003	Testing Conditional Independence Via Empirical Likelihood. (2003). Su, Liangjun ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35v8g0fm. Full description at Econpapers \|\| Download paper	11
43	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
44	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	11
45	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	11
46	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
47	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	11
48	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	10
49	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
50	2001	Unit Root Testing via the Continuous-Path Block Bootstrap. (2001). Politis, Dimitris N ; Paparoditis, Efstathios. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qb4r775. Full description at Econpapers \|\| Download paper	10

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	88
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	29
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	13
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	12
5	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	8
6	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	8
7	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	7
8	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
9	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	7
10	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	6
11	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
12	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	6
13	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	6
14	2015	Should We Go One Step Further? Ã An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework. (2015). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt58r2z98m. Full description at Econpapers \|\| Download paper	5
15	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
16	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	5
17	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	4
18	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	4
19	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	4
20	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
21	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
22	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	4
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	4
24	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	4
25	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	3
26	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
27	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
28	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	3
29	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	3
30	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	3
31	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	3
32	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
33	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	3
34	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
35	2012	SMOOTHED ESTIMATING EQUATIONS FOR INSTRUMENTAL VARIABLES QUANTILE REGRESSION. (2012). Sun, Yixiao ; Kaplan, David. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt888657tp. Full description at Econpapers \|\| Download paper	2
36	2004	Estimating Production Functions When Productivity Change Is Endogenous. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0w02f5tw. Full description at Econpapers \|\| Download paper	2
37	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	2
38	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
39	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
40	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	2
41	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
42	2010	The Unobserved Returns to Entrepreneurship. (2010). Sarada, Sarada. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt04b3p1p0. Full description at Econpapers \|\| Download paper	2
43	2005	Estimation and Inference in Panel Structure Models. (2005). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5tf1231k. Full description at Econpapers \|\| Download paper	2
44	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
45	2016	The Effects of a Temporary Migration Shock: Evidence from the Arab Spring Migration through Italy. (2016). Labanca, Claudio. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fz17847. Full description at Econpapers \|\| Download paper	2
46	2009	Copulas and Temporal Dependence. (2009). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt87p829d4. Full description at Econpapers \|\| Download paper	2
47	2001	Overcoming Informational Barriers to International Resource Allocation: Prices and Ties. (2001). Rauch, James ; casella, alessandra. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2k8626fr. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 4:

Year	Title
2017	Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk. Full description at Econpapers \|\| Download paper
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
2017	A Macro-Finance Approach to Sovereign Debt Spreads and Returns. (2017). Tourre, Fabrice. In: 2017 Meeting Papers. RePEc:red:sed017:13. Full description at Econpapers \|\| Download paper
2017	Simple and Trustworthy Cluster-Robust GMM Inference. (2017). Hwang, Jungbin. In: Working papers. RePEc:uct:uconnp:2017-19. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document
2017	Geometrically stopped Markovian random growth processes and Pareto tails. (2017). Toda, Alexis Akira ; Beare, Brendan. In: Papers. RePEc:arx:papers:1712.01431. Full description at Econpapers \|\| Download paper
2017	Government Ideology and Economic Policy-Making in the United States. (2017). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6444. Full description at Econpapers \|\| Download paper
2017	The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517. Full description at Econpapers \|\| Download paper
2017	Huggett economies with multiple stationary equilibria. (2017). Toda, Alexis Akira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:77-90. Full description at Econpapers \|\| Download paper
2017	Huggett Economies with Multiple Stationary Equilibria. (2017). Toda, Alexis Akira. In: MPRA Paper. RePEc:pra:mprapa:78984. Full description at Econpapers \|\| Download paper
2017	The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:79009. Full description at Econpapers \|\| Download paper

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
2015	Asymptotic F and t Tests in an Efficient GMM Setting. (2015). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1c62d8xf. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

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	Journal of Econometrics / Elsevier	11
3	Journal of Multivariate Analysis / Elsevier	7
4	NBER Working Papers / National Bureau of Economic Research, Inc	7
5	Kiel Working Papers / Kiel Institute for the World Economy (IfW)	4
6	CeMMAP working papers / Centre for Microdata Methods and Practice, Institute for Fiscal Studies	4
7	Papers / arXiv.org	4
8	CEPR Discussion Papers / C.E.P.R. Discussion Papers	4
9	International Journal of Forecasting / Elsevier	4
10	American Economic Review / American Economic Association	3
11	Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)	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.