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Dynamic Econometric Models / Uniwersytet Mikolaja Kopernika


0.06

Impact Factor

0.09

5-Years IF

3

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 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.04
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.26000 (%)0.09
19980.28000 (%)0.1
19990.32000 (%)0.13
20000.39000 (%)0.15
20010.39000 (%)0.14
20020.4000 (%)0.17
20030.43000 (%)0.18
20040.482323100 (%)0.19
20050.52232323 (%)0.2
20060.512851323231 (33.3%)0.2
20070.45512851 (%)0.18
20080.48217232851 (%)0.2
20090.490.01148610.01521721 (%)0.19
20100.46119743563 (%)0.17
20110.491411182574 (%)0.19
20120.040.520.03811930.034251602 (%)0.19
20130.090.580.031012930.025222682 (%)0.2
20140.170.60.198137120.09418357112 (50%)0.2
20150.610.08814550.032185141 (50%)0.19
20160.190.680.11015560.04163485 (%)0.2
20170.060.730.091116660.041181444 (%)0.22
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
12011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence. (2011). Kliber, Agata. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128.

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6
22012The Analysis of Interregional Migrations in Polandi n the Period of 2004-2010 using Panel Gravity Model. (2012). Wilk, Justyna ; Pietrzak, Michal ; Drzewoszewska, Natalia . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:111-122.

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3
32013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; Będowska-Sójka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106.

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3
42013Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis. (2013). Papież, Monika ; Śmiech, Sławomir ; Papiez, Monika ; Smiech, Slawomir . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:51-68.

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2
52009Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification. (2009). Huptas, Roman . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:128-138.

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2
62010Liquidity and Market Microstructure Noise: Evidence from the Pekao Data. (2010). Doman, Magorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:5-14.

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2
72008Information Impact on Stock Price Dynamics. (2008). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:13-20.

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1
82010European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis. (2010). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:15-30.

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1
9Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship. (2004). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:117-126.

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1
102009Estimating and Forecasting GDP in Poland with Dynamic Factor Model. (2009). Krajewski, Jaroslaw . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:139-145.

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1
112011ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market. (2011). Olbrys, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:185-202.

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1
122014Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach. (2014). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:71-91.

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1
132006Measuring Conditional Dependence of Polish Financial Returns. (2006). Doman, Ryszard . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:59-68.

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1
142013The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession. (2013). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:5-32.

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1
152017The application of hidden Markov models to the analysis of real convergence. (2017). Witkowski, Bartosz ; Bernardelli, Michal ; Prochniak, Mariusz. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:59-80.

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1
162014The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis. (2014). Wlodarczyk, Aneta ; Pilatowska, Mariola ; Zawada, Marcin . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:51-70.

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1
172006Imposing Economic Restrictions in a VECM-form Demand System. (2006). Mazur, Błażej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:269-280.

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1
182012Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model. (2012). Kostrzewski, Maciej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:53-72.

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1
192015Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, Błażej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87.

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1
20The Econometric Models Satisfying the Congruence Postulate – an Overview. (2008). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:53-60.

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1
212010Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient. (2010). Orzeszko, Witold. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:97-106.

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1
222014The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Wleklinska, Dagna ; Gorna, Karolina ; Szulc, Elzbieta . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:125-144.

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1
232006Modeling of State Innovativeness Based on Space-time Models. (2006). Szajt, Marek . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:231-238.

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1
242009The Combined Forecasts Using the Akaike Weights. (2009). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:5-16.

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1
252015Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012. (2015). Szulc, Elzbieta ; Wleklinska, Dagna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:5-26.

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1
262008Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland. (2008). Zawada, Marcin ; Wlodarczyk, Aneta. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:171-178.

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1
27General-to-Specific Modelling vs. Congruent Modelling in PcGets. (2004). Kufel, Tadeusz. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:83-92.

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1
282009Econometric Tools for Detection of Collusion Equilibrium in the Industry. (2009). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:27-38.

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1
292011Space-Time Modelling of the Unemployment Rate in Polish Poviats. (2011). Pietrzak, Michal ; Muller-Frczek, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:203-213.

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1
302014The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis. (2014). Syczewska, Ewa. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:93-104.

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1

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


#YearTitleCited
12013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; Będowska-Sójka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106.

Full description at Econpapers || Download paper

2
22011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence. (2011). Kliber, Agata. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 1:


YearTitle
2017Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Łukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document

Recent citations received in 2014

YearCiting document

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, 2th 2018. Contact: CitEc Team