Citation analysis for Computational Economics / Springer

Computational Economics / Springer

0.32

Impact Factor

0.38

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	1			0		0		(%)			0.04
1991		0.1			0	1			0		0		(%)			0.04
1992		0.09			0	1			0		0		(%)			0.04
1993		0.11		17	17			19	0		0		1 (5.3%)			0.05
1994		0.12		19	36	1	0.03	63	17		17		4 (6.3%)			0.04
1995	0.08	0.19	0.08	16	52	10	0.19	53	36	3	36	3	6 (11.3%)	3	0.19	0.07
1996	0.26	0.23	0.19	21	73	16	0.22	77	35	9	52	10	2 (2.6%)	2	0.1	0.09
1997	0.11	0.26	0.1	22	95	12	0.13	89	37	4	73	7	9 (10.1%)			0.09
1998	0.07	0.28	0.18	30	125	23	0.18	194	43	3	95	17	11 (5.7%)	3	0.1	0.1
1999	0.13	0.32	0.12	30	155	20	0.13	377	52	7	108	13	20 (5.3%)	4	0.13	0.13
2000	0.38	0.39	0.34	28	183	59	0.32	226	60	23	119	40	8 (3.5%)	4	0.14	0.15
2001	0.41	0.39	0.37	30	213	62	0.29	128	58	24	131	48	4 (3.1%)			0.14
2002	0.28	0.4	0.39	26	239	86	0.36	859	58	16	140	55	32 (3.7%)	6	0.23	0.17
2003	0.5	0.43	0.5	45	284	108	0.38	149	56	28	144	72	13 (8.7%)	4	0.09	0.18
2004	0.77	0.48	0.65	32	316	141	0.45	128	71	55	159	103	13 (10.2%)	3	0.09	0.19
2005	0.19	0.52	0.52	41	357	147	0.41	368	77	15	161	83	24 (6.5%)	5	0.12	0.2
2006	0.32	0.51	0.59	46	403	174	0.43	268	73	23	174	102	23 (8.6%)	3	0.07	0.2
2007	0.49	0.45	0.57	50	453	171	0.38	292	87	43	190	108	20 (6.8%)	2	0.04	0.18
2008	0.45	0.48	0.54	41	494	289	0.59	230	96	43	214	116	20 (8.7%)	4	0.1	0.2
2009	0.26	0.49	0.41	27	521	257	0.49	93	91	24	210	87	12 (12.9%)	8	0.3	0.19
2010	0.47	0.46	0.54	39	560	259	0.46	130	68	32	205	110	17 (13.1%)	4	0.1	0.17
2011	0.35	0.49	0.43	41	601	241	0.4	112	66	23	203	87	10 (8.9%)	3	0.07	0.19
2012	0.38	0.52	0.49	44	645	300	0.47	96	80	30	198	98	13 (13.5%)	9	0.2	0.19
2013	0.32	0.58	0.41	51	696	345	0.5	153	85	27	192	79	11 (7.2%)	20	0.39	0.2
2014	0.36	0.6	0.36	48	744	344	0.46	101	95	34	202	73	10 (9.9%)	7	0.15	0.2
2015	0.47	0.61	0.4	60	804	340	0.42	128	99	47	223	89	13 (10.2%)	14	0.23	0.19
2016	0.6	0.68	0.55	81	885	429	0.48	53	108	65	244	133	6 (11.3%)	12	0.15	0.2
2017	0.32	0.73	0.38	58	943	394	0.42	30	141	45	284	107	4 (13.3%)	12	0.21	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:

#	Year	Title	Cited
1	2002	Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. Full description at Econpapers \|\| Download paper	454
2	1999	Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46. Full description at Econpapers \|\| Download paper	186
3	2005	Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers \|\| Download paper	175
4	2002	Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers \|\| Download paper	146
5	2002	Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116. Full description at Econpapers \|\| Download paper	84
6	2002	Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers \|\| Download paper	73
7	2006	An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34. Full description at Econpapers \|\| Download paper	68
8	2000	Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers \|\| Download paper	62
9	2007	A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226. Full description at Econpapers \|\| Download paper	61
10	2007	Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers \|\| Download paper	58
11	2008	Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139. Full description at Econpapers \|\| Download paper	58
12	2006	An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers \|\| Download paper	49
13	2007	Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers \|\| Download paper	46
14	2002	System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86. Full description at Econpapers \|\| Download paper	44
15	1996	Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers \|\| Download paper	36
16	2001	A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39. Full description at Econpapers \|\| Download paper	35
17	1999	Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60. Full description at Econpapers \|\| Download paper	34
18	2007	Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers \|\| Download paper	29
19	1999	A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218. Full description at Econpapers \|\| Download paper	28
20	2003	Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy MackeyâGlass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276. Full description at Econpapers \|\| Download paper	26
21	2000	A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers \|\| Download paper	26
22	2005	Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers \|\| Download paper	25
23	2003	Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	24
24	2008	Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162. Full description at Econpapers \|\| Download paper	24
25	2014	Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536. Full description at Econpapers \|\| Download paper	23
26	1999	A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). Wendner, Ron. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87. Full description at Econpapers \|\| Download paper	23
27		A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136. Full description at Econpapers \|\| Download paper	22
28	2000	Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199. Full description at Econpapers \|\| Download paper	21
29	2007	Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169. Full description at Econpapers \|\| Download paper	21
30	1998	A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63. Full description at Econpapers \|\| Download paper	21
31	2004	Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). Richter, Christian ; Hughes Hallett, Andrew. In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288. Full description at Econpapers \|\| Download paper	20
32	1997	Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35. Full description at Econpapers \|\| Download paper	20
33	2005	A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102. Full description at Econpapers \|\| Download paper	20
34	2000	Explaining the Persistence of Commodity Prices. (2000). Ruge-Murcia, Francisco ; Ng, Serena. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171. Full description at Econpapers \|\| Download paper	20
35	2008	Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113. Full description at Econpapers \|\| Download paper	18
36	2005	User-Friendly Parallel Computations with Econometric Examples. (2005). Creel, Michael. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:2:p:107-128. Full description at Econpapers \|\| Download paper	18
37	2010	How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154. Full description at Econpapers \|\| Download paper	18
38	2011	A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers \|\| Download paper	18
39	2003	Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223. Full description at Econpapers \|\| Download paper	18
40	2006	A Classification System for Economic Stochastic Control Models. (2006). Kendrick, David ; Amman, Hans. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:4:p:453-481. Full description at Econpapers \|\| Download paper	17
41	1998	Bubbles and Market Crashes.. (1998). . In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114. Full description at Econpapers \|\| Download paper	17
42	2002	Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI.. (2002). Swann, Christopher. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:2:p:145-78. Full description at Econpapers \|\| Download paper	17
43	2015	Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260. Full description at Econpapers \|\| Download paper	17
44	1995	Modular Technical Change and Genetic Algorithms.. (1995). . In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53. Full description at Econpapers \|\| Download paper	17
45	1999	The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test.. (1999). Brooks, Chris. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:2:p:147-62. Full description at Econpapers \|\| Download paper	16
46	2006	Introducing Imperfect Competition in CGE Models: Technical Aspects and Implications. (2006). Roson, Roberto. In: Computational Economics. RePEc:kap:compec:v:28:y:2006:i:1:p:29-49. Full description at Econpapers \|\| Download paper	16
47	2013	The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386. Full description at Econpapers \|\| Download paper	16
48	1998	Modelling Federal Reserve Discount Policy.. (1998). Baum, Christopher. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70. Full description at Econpapers \|\| Download paper	16
49	1998	Wavelet Analysis of Commodity Price Behavior.. (1998). Davidson, Russell. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28. Full description at Econpapers \|\| Download paper	16
50	1994	Jump-Diffusion Processes in the Foreign Exchange Markets and the Release of Macroeconomic News.. (1994). . In: Computational Economics. RePEc:kap:compec:v:7:y:1994:i:4:p:309-29. Full description at Econpapers \|\| Download paper	15

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

#	Year	Title	Cited
1	2002	Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. Full description at Econpapers \|\| Download paper	77
2	2005	Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers \|\| Download paper	53
3	2007	Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers \|\| Download paper	33
4	1999	Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46. Full description at Econpapers \|\| Download paper	29
5	2014	Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536. Full description at Econpapers \|\| Download paper	22
6	2007	A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226. Full description at Econpapers \|\| Download paper	22
7	2006	An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34. Full description at Econpapers \|\| Download paper	21
8	2008	Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139. Full description at Econpapers \|\| Download paper	19
9	2007	Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers \|\| Download paper	19
10	2002	Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers \|\| Download paper	13
11	2005	Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers \|\| Download paper	11
12	2006	LABORsim: An Agent-Based Microsimulation of Labour Supply â An Application to Italy. (2006). Richiardi, Matteo ; leombruni, roberto. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:63-88. Full description at Econpapers \|\| Download paper	11
13	2006	An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers \|\| Download paper	11
14	2013	Efficiency of Crude Oil Futures Markets: New Evidence from Multifractal Detrending Moving Average Analysis. (2013). Wu, Chongfeng ; Wang, Yudong. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:393-414. Full description at Econpapers \|\| Download paper	10
15	2015	Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation. (2015). Paruolo, Paolo ; Franchi, Massimo. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:613-626. Full description at Econpapers \|\| Download paper	10
16	2011	A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:3:p:267-300. Full description at Econpapers \|\| Download paper	10
17	2007	Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers \|\| Download paper	10
18	2007	Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers \|\| Download paper	10
19	2002	Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers \|\| Download paper	10
20	2010	The Case of two Self-Enforcing International Agreements for Environmental Protection with Asymmetric Countries. (2010). Tol, Richard ; Osmani, Dritan. In: Computational Economics. RePEc:kap:compec:v:36:y:2010:i:2:p:93-119. Full description at Econpapers \|\| Download paper	10
21	2018	Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7. Full description at Econpapers \|\| Download paper	10
22	2015	Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260. Full description at Econpapers \|\| Download paper	10
23	2002	Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116. Full description at Econpapers \|\| Download paper	9
24	2015	On Modeling Environmental Production Characteristics: A Slacks-Based Measure for Chinaâs Poyang Lake Ecological Economics Zone. (2015). Zhang, Ning ; Kung, Chih-Chun ; Kong, Fanbin . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:389-404. Full description at Econpapers \|\| Download paper	9
25	2017	A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9. Full description at Econpapers \|\| Download paper	9
26	2011	A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers \|\| Download paper	7
27	2013	A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading. (2013). Karathanasopoulos, Andreas ; Likothanassis, Spiros ; Vasilakis, Georgios ; Georgopoulos, Efstratios . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:415-431. Full description at Econpapers \|\| Download paper	7
28	2015	A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Proao, Christian ; Flaschel, Peter. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691. Full description at Econpapers \|\| Download paper	7
29	2009	Numerical Solutions to Dynamic Portfolio Problems: The Case for Value Function Iteration using Taylor Approximation. (2009). . In: Computational Economics. RePEc:kap:compec:v:33:y:2009:i:2:p:193-207. Full description at Econpapers \|\| Download paper	7
30	2010	Dynamics and Structure of the 30 Largest North American Companies. (2010). Brida, Juan. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:85-99. Full description at Econpapers \|\| Download paper	7
31	2000	Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers \|\| Download paper	7
32	2015	Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206. Full description at Econpapers \|\| Download paper	7
33	2015	Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis. (2015). Yu, Yanni ; Choi, Yongrok. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:375-388. Full description at Econpapers \|\| Download paper	7
34	2008	Learning Agents in an Artificial Power Exchange: Tacit Collusion, Market Power and Efficiency of Two Double-auction Mechanisms. (2008). Guerci, Eric ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:73-98. Full description at Econpapers \|\| Download paper	7
35	2008	Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162. Full description at Econpapers \|\| Download paper	7
36	2014	Heterogeneous Computing in Economics: A Simplified Approach. (2014). Grassi, Stefano ; Dziubinski, Matt. In: Computational Economics. RePEc:kap:compec:v:43:y:2014:i:4:p:485-495. Full description at Econpapers \|\| Download paper	6
37	2010	How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154. Full description at Econpapers \|\| Download paper	6
38	2016	Lost in Translation: Explicitly Solving Nonlinear Stochastic Optimal Control Problems Using the Median Objective Value. (2016). Savin, Ivan ; Blueschke, Dmitri. In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:2:d:10.1007_s10614-015-9526-3. Full description at Econpapers \|\| Download paper	6
39	2013	The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386. Full description at Econpapers \|\| Download paper	6
40	2013	Using Constrained Optimization for the Identification of Convergence Clubs. (2013). Postiglione, Paolo ; Andreano, M. ; Benedetti, Roberto. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:2:p:151-174. Full description at Econpapers \|\| Download paper	6
41	1998	The Path Integral Approach to Financial Modeling and Options Pricing.. (1998). . In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:129-63. Full description at Econpapers \|\| Download paper	6
42	2010	Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms. (2010). Maschek, Michael. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:25-49. Full description at Econpapers \|\| Download paper	6
43	2000	A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers \|\| Download paper	6
44	2015	Identification of Social Interaction Effects in Financial Data. (2015). Jang, Tae-Seok . In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:207-238. Full description at Econpapers \|\| Download paper	6
45	2015	Spatial Dynamics of Optimal Management in Bioeconomic Systems. (2015). Sims, Charles ; Finnoff, David ; Aadland, David. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:545-577. Full description at Econpapers \|\| Download paper	6
46	2012	Massively Parallel Computation Using Graphics Processors with Application to Optimal Experimentation in Dynamic Control. (2012). Morozov, Sergei ; Mathur, Sudhanshu . In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:2:p:151-182. Full description at Econpapers \|\| Download paper	5
47	2012	Nonlinearity in Forecasting of High-Frequency Stock Returns. (2012). Reboredo, Juan ; Matias, Jose ; Garcia-Rubio, Raquel . In: Computational Economics. RePEc:kap:compec:v:40:y:2012:i:3:p:245-264. Full description at Econpapers \|\| Download paper	5
48	2014	A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options. (2014). Golbabai, A. ; Ballestra, L. ; Ahmadian, D.. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:2:p:153-173. Full description at Econpapers \|\| Download paper	5
49	2010	A Benders Decomposition Method for Solving Stochastic Complementarity Problems with an Application in Energy. (2010). . In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:4:p:301-329. Full description at Econpapers \|\| Download paper	5
50	2003	Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor 45:

Year	Title
2017	Computational analysis of source receptor air pollution problems. (2017). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:77305. Full description at Econpapers \|\| Download paper
2017	Wavelet-based monetary and fiscal policy in the Euro area. (2017). Crowley, Patrick ; Hudgins, David. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:39:y:2017:i:2:p:206-231. Full description at Econpapers \|\| Download paper
2017	Calendar anomalies in the Russian stock market. (2017). Caporale, Guglielmo Maria ; Zakirova, Valentina . In: Russian Journal of Economics. RePEc:eee:rujoec:v:3:y:2017:i:1:p:101-108. Full description at Econpapers \|\| Download paper
2017	No such thing as a perfect hammer: comparing different objective function specifications for optimal control. (2017). Savin, Ivan ; Blueschke, Dmitri. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:25:y:2017:i:2:d:10.1007_s10100-016-0446-7. Full description at Econpapers \|\| Download paper
2017	Optimal policy identification: Insights from the German electricity market. (2017). Savin, Ivan ; Herrmann, J K. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:122:y:2017:i:c:p:71-90. Full description at Econpapers \|\| Download paper
2017	Significant ties: Identifying relationship lending in temporal interbank networks. (2017). Kobayashi, Teruyoshi ; Takaguchi, Taro . In: Discussion Papers. RePEc:koe:wpaper:1717. Full description at Econpapers \|\| Download paper
2017	Business Cycle Estimation with High-Pass and Band-Pass Local Polynomial Regression. (2017). Alvarez, Luis. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:1:p:1-:d:86946. Full description at Econpapers \|\| Download paper
2017	Multiplex interbank networks and systemic importance - An application to European data. (2017). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: BIS Working Papers. RePEc:bis:biswps:603. Full description at Econpapers \|\| Download paper
2017	Debt and growth: A non-parametric approach. (2017). GÃÂ³mez, David ; Brida, Juan ; Seijas, Maria Nela ; Gomez, David Matesanz . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:486:y:2017:i:c:p:883-894. Full description at Econpapers \|\| Download paper
2017	Forecasting Bank Failure: Base Learners, Ensembles and Hybrid Ensembles. (2017). Ekinci, Aykut ; ERDAL, Halil brahim . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9623-y. Full description at Econpapers \|\| Download paper
2017	Predictability and co-movement relationships between conventional and Islamic stock market indexes: A multiscale exploration using wavelets. (2017). SaÃÂ¢daoui, Foued ; Aldohaiman, Mohamed S ; al Dohaiman, Mohamed S ; Naifar, Nader ; Saadaoui, Foued. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:552-568. Full description at Econpapers \|\| Download paper
2017	Estimation of agent-based models using sequential Monte Carlo methods. (2017). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201707. Full description at Econpapers \|\| Download paper
2017	Tempered Particle Filtering. (2017). Schorfheide, Frank ; Herbst, Edward. In: NBER Working Papers. RePEc:nbr:nberwo:23448. Full description at Econpapers \|\| Download paper
2017	Tractable likelihood-based estimation of non-linear DSGE models. (2017). Kollmann, Robert. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:90-92. Full description at Econpapers \|\| Download paper
2017	Scenario-based capital requirements for the interest rate risk of insurance companies. (2017). Schlutter, Sebastian . In: ICIR Working Paper Series. RePEc:zbw:icirwp:2817. Full description at Econpapers \|\| Download paper
2017	The substitutability of non-fossil energy, potential carbon emission reduction and energy shadow prices in China. (2017). Xie, Hualin ; Liu, Yanchu ; Wang, Wei ; Yu, Yanni. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:63-71. Full description at Econpapers \|\| Download paper
2017	A literature study for DEA applied to energy and environment. (2017). Sueyoshi, Toshiyuki ; Goto, Mika ; Yuan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:104-124. Full description at Econpapers \|\| Download paper
2017	Social sustainability measured by intermediate approach for DEA environmental assessment: Chinese regional planning for economic development and pollution prevention. (2017). Sueyoshi, Toshiyuki ; Yuan, Yan. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:154-166. Full description at Econpapers \|\| Download paper
2017	Malmquist index measurement for sustainability enhancement in Chinese municipalities and provinces. (2017). Sueyoshi, Toshiyuki ; Wang, Derek ; Goto, Mika. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:554-571. Full description at Econpapers \|\| Download paper
2017	Towards green growth and management: Relative efficiency and gaps of Chinese cities. (2017). Zhao, Ting ; Yang, Zhenshan. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:80:y:2017:i:c:p:481-494. Full description at Econpapers \|\| Download paper
2017	Dynamic Portfolio Optimization with Liquidity Cost and Market Impact: A Simulation-and-Regression Approach. (2017). Zhang, Rongju ; Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas . In: Papers. RePEc:arx:papers:1610.07694. Full description at Econpapers \|\| Download paper
2017	Global pattern of the international fossil fuel trade: The evolution of communities. (2017). Zhong, Weiqiong ; Dong, DI ; Gao, Xiangyun ; Fang, Wei ; Dai, Tao ; Shen, Lei . In: Energy. RePEc:eee:energy:v:123:y:2017:i:c:p:260-270. Full description at Econpapers \|\| Download paper
2017	Applying the Hybrid Model of EMD, PSR, and ELM to Exchange Rates Forecasting. (2017). Yang, Heng-Li ; Lin, Han-Chou . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9549-9. Full description at Econpapers \|\| Download paper
2017	Sovereign default contagion: an agent-based model approach. (2017). Silvestre, Joo . In: Working Papers Department of Economics. RePEc:ise:isegwp:wp082017. Full description at Econpapers \|\| Download paper
2017	Modeling the effects of energy consumption and urbanization on environmental pollution in South Asian countries: a nonparametric panel approach. (2017). Irfan, Mohd ; Shaw, Krishnendu . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:1:d:10.1007_s11135-015-0294-x. Full description at Econpapers \|\| Download paper
2017	Heterogeneous expectations and the distribution of wealth. (2017). Acedaski, Jan . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:162-175. Full description at Econpapers \|\| Download paper
2017	The congestion total-factor energy efficiency of regions in Taiwan. (2017). Hu, Jin-Li ; Tsay, Hui-Wen ; Chang, Ming-Chung. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:710-718. Full description at Econpapers \|\| Download paper
2017	Total-factor energy efficiency with congestion. (2017). Zhou, Peng ; Wu, F. In: Annals of Operations Research. RePEc:spr:annopr:v:255:y:2017:i:1:d:10.1007_s10479-015-2053-8. Full description at Econpapers \|\| Download paper
2017	Emergent Heterogeneity in Keyword Valuation in Sponsored Search Markets: A Closer-to-Practice Perspective. (2017). Gupta, Agam ; Sarkar, Uttam K ; Saha, Biswatosh. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9637-5. Full description at Econpapers \|\| Download paper
2017	Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21. Full description at Econpapers \|\| Download paper
2017	Co-movement of real exchange rates in the West African Monetary Zone. (2017). Owusu Junior, Peterson ; Soo, Kwok Tong ; Tweneboah, George ; Adam, Anokye M. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:5:y:2017:i:1:p:1351807. Full description at Econpapers \|\| Download paper
2017	A new multi-component DEA approach using common set of weights methodology and imprecise data: an application to public sector banks in India with undesirable and shared resources. (2017). Puri, Jolly ; Garg, Harish ; Yadav, Shiv Prasad. In: Annals of Operations Research. RePEc:spr:annopr:v:259:y:2017:i:1:d:10.1007_s10479-017-2540-1. Full description at Econpapers \|\| Download paper
2017	Optimizing invasive species management: A mixed-integer linear programming approach. (2017). Kibi, Eyyub Y ; Buyuktahtakin, Esra . In: European Journal of Operational Research. RePEc:eee:ejores:v:259:y:2017:i:1:p:308-321. Full description at Econpapers \|\| Download paper
2017	The Feasibility of Area-wide Pest Management under Heterogeneity and Uncertainty: The Case of Citrus Health Management Areas. (2017). Grogan, Kelly A ; Chakravarty, Shourish. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:259188. Full description at Econpapers \|\| Download paper
2017	American option valuation under time changed tempered stable LÃ©vy processes. (2017). Gong, Xiaoli ; Zhuang, Xintian . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:466:y:2017:i:c:p:57-68. Full description at Econpapers \|\| Download paper
2017	Dynamic multiscale interactions between European carbon and electricity markets during 2005â2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu. In: Energy Policy. RePEc:eee:enepol:v:107:y:2017:i:c:p:309-322. Full description at Econpapers \|\| Download paper
2017	Information (Non)Aggregation in Markets with Costly Signal Acquisition. (2017). Porter, David ; Deck, Cary ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:chu:wpaper:17-24. Full description at Econpapers \|\| Download paper
2017	Information (Non)Aggregation in Markets with Costly Signal Acquisition. (2017). Porter, David ; Deck, Cary ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:gat:wpaper:1735. Full description at Econpapers \|\| Download paper
2017	Information (Non)Aggregation in Markets with Costly Signal Acquisition. (2017). Porter, David ; Deck, Cary ; Corgnet, Brice ; Desantis, Mark. In: Working Papers. RePEc:hal:wpaper:halshs-01686493. Full description at Econpapers \|\| Download paper
2017	Financial distress prediction: The case of French small and medium-sized firms. (2017). Mselmi, Nada ; Hamza, Taher ; Lahiani, Amine. In: International Review of Financial Analysis. RePEc:eee:finana:v:50:y:2017:i:c:p:67-80. Full description at Econpapers \|\| Download paper
2017	Coal price fluctuation mechanism in China based on system dynamics model. (2017). Liu, Manzhi ; Wang, Guangqiang ; He, Lingyun ; Feng, Caicai ; Ding, Zhihua . In: Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards. RePEc:spr:nathaz:v:85:y:2017:i:2:d:10.1007_s11069-016-2626-0. Full description at Econpapers \|\| Download paper
2017	Factors that Influence the Tourism Industrys Carbon Emissions: a Tourism Area Life Cycle Model Perspective. (2017). Tang, Chengcai ; Zhong, Linsheng . In: Energy Policy. RePEc:eee:enepol:v:109:y:2017:i:c:p:704-718. Full description at Econpapers \|\| Download paper
2017	Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto ; ProaÃÂ±o, Christian ; Charpe, Matthieu ; Acosta, Christian Proao ; Galanis, Giorgos ; Flaschel, Peter. In: BERG Working Paper Series. RePEc:zbw:bamber:125. Full description at Econpapers \|\| Download paper
2017	Macroeconomic and stock market interactions with endogenous aggregate sentiment dynamics. (2017). Veneziani, Roberto. In: IMK Working Paper. RePEc:imk:wpaper:186-2017. Full description at Econpapers \|\| Download paper
2017	A Rejoinder to Notes on a âConstructive Proof of the Existence of a Collateral Equilibriumâ. (2017). Ma, Wei. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9551-2. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document
2017	An empirical behavioural order-driven model with price limit rules. (2017). Gu, Gao-Feng ; Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong. In: Papers. RePEc:arx:papers:1704.04354. Full description at Econpapers \|\| Download paper
2017	Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16. Full description at Econpapers \|\| Download paper
2017	Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47. Full description at Econpapers \|\| Download paper
2017	A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141. Full description at Econpapers \|\| Download paper
2017	Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265. Full description at Econpapers \|\| Download paper
2017	Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709. Full description at Econpapers \|\| Download paper
2017	A Toolkit for Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9544-1. Full description at Econpapers \|\| Download paper
2017	Convergence of Discretized Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9545-0. Full description at Econpapers \|\| Download paper
2017	Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Mandel, Antoine ; Sapio, Sandro ; Napoletano, Mauro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4. Full description at Econpapers \|\| Download paper
2017	Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/12. Full description at Econpapers \|\| Download paper
2017	Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23. Full description at Econpapers \|\| Download paper
2017	An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control. (2016). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_021. Full description at Econpapers \|\| Download paper
2016	Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962. Full description at Econpapers \|\| Download paper
2016	Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283. Full description at Econpapers \|\| Download paper
2016	The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216. Full description at Econpapers \|\| Download paper
2016	The dynamics of fuel demand and illegal fuel activity in Turkey. (2016). Yalta, Ayse. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:144-158. Full description at Econpapers \|\| Download paper
2016	On business cycles synchronization in Europe: A note on network analysis. (2016). GÃÂ³mez, David ; Ortega, Guillermo J ; Matesanz, David. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:287-296. Full description at Econpapers \|\| Download paper
2016	Optimal Policy Identification: Insights from the German Electricity Market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-004. Full description at Econpapers \|\| Download paper
2016	Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511. Full description at Econpapers \|\| Download paper
2016	Multiplex interbank networks and systemic importance â An application to European data. (2016). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers \|\| Download paper
2016	Optimal Policy Identification: Insights from the German Electricity Market.. (2016). Savin, Ivan ; Herrmann, Johannes . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-16. Full description at Econpapers \|\| Download paper
2016	Network effects and systemic risk in the banking sector. (2016). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62. Full description at Econpapers \|\| Download paper
2016	Optimal policy identification: Insights from the German electricity market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Working Paper Series in Economics. RePEc:zbw:kitwps:87. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S.. In: Papers. RePEc:arx:papers:1504.06909. Full description at Econpapers \|\| Download paper
2015	Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10940. Full description at Econpapers \|\| Download paper
2015	Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11032. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220899. Full description at Econpapers \|\| Download paper
2015	On variable reductions in data envelopment analysis with an illustrative application to a gas company. (2015). Toloo, Mehdi ; Babaee, Seddigheh. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:270:y:2015:i:c:p:527-533. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54. Full description at Econpapers \|\| Download paper
2015	Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227. Full description at Econpapers \|\| Download paper
2015	Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Li, Jing Jing ; Tang, Ling ; Wang, Shuai. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311. Full description at Econpapers \|\| Download paper
2015	Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2015-44. Full description at Econpapers \|\| Download paper
2015	Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: Globalization Institute Working Papers. RePEc:fip:feddgw:258. Full description at Econpapers \|\| Download paper
2015	Sustainable water resource and endogenous economic growth. (2015). Zhang, Ning ; Wu, Tao ; Dong, Liang ; Ren, Jingzhen ; Wang, Bing. In: MPRA Paper. RePEc:pra:mprapa:73457. Full description at Econpapers \|\| Download paper
2015	Dynamic programming with Hermite approximation. (2015). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:3:p:245-267. Full description at Econpapers \|\| Download paper
2015	What Determines Bitcoinâs Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard . In: Working Papers. RePEc:tac:wpaper:2014-2015_13. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Efficient Perturbation Methods for Solving Regime-Switching DSGE Models. (2014). Maih, Junior. In: Working Papers. RePEc:bny:wpaper:0028. Full description at Econpapers \|\| Download paper
2014	Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314. Full description at Econpapers \|\| Download paper
2014	The precise form of financial integration: Empirical evidence for selected Asian countries. (2014). Gan, Pei-Tha. In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:208-219. Full description at Econpapers \|\| Download paper
2014	Pervasive inattentiveness. (2014). Verona, Fabio. In: Economics Letters. RePEc:eee:ecolet:v:125:y:2014:i:2:p:287-290. Full description at Econpapers \|\| Download paper
2014	Spatial price equilibrium with information asymmetry in quality and minimum quality standards. (2014). Nagurney, Anna ; Li, Dong. In: International Journal of Production Economics. RePEc:eee:proeco:v:158:y:2014:i:c:p:300-313. Full description at Econpapers \|\| Download paper
2014	Financial and Trade Integration of Selected EU Regions: Dynamic Correlation and Wavelet Approach. (2014). Kucerova, Zuzana ; Kucierovai, Zuzana ; Pomenkova, Jitka . In: MENDELU Working Papers in Business and Economics. RePEc:men:wpaper:45_2014. Full description at Econpapers \|\| Download paper
2014	Parallel Computing in Economics - An Overview of the Software Frameworks. (2014). Oancea, Bogdan. In: MPRA Paper. RePEc:pra:mprapa:72039. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Computational Economics / Springer	72
2	MPRA Paper / University Library of Munich, Germany	26
3	Journal of Economic Dynamics and Control / Elsevier	25
4	Papers / arXiv.org	20
5	Economic Modelling / Elsevier	14
6	European Journal of Operational Research / Elsevier	14
7	Physica A: Statistical Mechanics and its Applications / Elsevier	12
8	Reliability Engineering and System Safety / Elsevier	11
9	Applied Energy / Elsevier	9
10	Mathematics and Computers in Simulation (MATCOM) / Elsevier	9
11	Journal of Evolutionary Economics / Springer	9

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.