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Cahiers de recherche / Universite de Montreal, Departement de sciences economiques


0.41

Impact Factor

0.18

5-Years IF

22

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.110.043838120.3229862569 (%)10.030.06
19910.050.10.063573210.29113824233133 (2.7%)20.060.04
19920.080.10.0437110120.115973621482 (3.4%)10.030.05
19930.080.130.04110150.147261967 (%)0.06
19940.160.140.0728138320.23112376154113 (2.7%)40.140.06
19950.640.170.2360198720.361682818138328 (4.8%)50.080.1
19960.230.220.1528226930.413258820160247 (2.2%)40.140.09
19970.350.220.2921247820.3330883115344 (%)0.09
19980.430.240.219266600.23964921137286 (6.3%)10.050.12
19990.080.30.2413279680.2411403156381 (9.1%)0.15
20000.250.360.317296950.32137328141421 (%)20.120.14
20010.130.360.46303261150.35236304984519 (8.1%)120.40.16
20020.850.370.51213471380.42254740100517 (3.1%)110.520.18
20031.060.390.75243712030.552195154100759 (4.1%)100.420.19
20040.820.40.51143851900.49474537105543 (6.4%)50.360.18
200510.420.81224072280.56763838106864 (5.3%)70.320.2
20060.250.450.81194262320.5447369111907 (14.9%)60.320.19
20070.290.380.62104361400.32314112100621 (3.2%)0.16
20080.380.390.56114471590.361229118950 (%)20.180.17
20090.240.360.36164631230.2710721576273 (2.8%)40.250.17
20100.590.340.31134761060.2218271678241 (5.6%)0.15
20110.720.40.3994851240.26529216927 (%)10.110.19
20120.270.440.56165011210.242322659331 (4.3%)10.060.2
20130.120.490.34125131070.21212536522 (%)40.330.2
20140.610.520.4410523830.161028176629 (%)0.23
20150.230.540.159532650.12212256092 (9.5%)20.220.24
20160.630.60.38540570.11919125617 (%)10.130.27
20170.410.640.184544420.0811775510 (%)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:


#YearTitleCited
11986Testing for a Unit Root in Time Series Regression. (1986). Phillips, Peter. In: Cahiers de recherche. RePEc:mtl:montde:8633.

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365
21996Stochastic Volatility.. (1996). Renault, Eric ; Harvey, Andrew ; Ghysels, Eric. In: Cahiers de recherche. RePEc:mtl:montde:9613.

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232
32003Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montde:2003-12.

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105
42002Nonparametric Instrumental Regression. (2002). Renault, Eric ; Florens, Jean-Pierre ; darolles, serge. In: Cahiers de recherche. RePEc:mtl:montde:2002-05.

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84
52001Religion and Economic Growth: Was Weber Right?. (2001). Dudley, Leonard ; Blum, Ulrich. In: Cahiers de recherche. RePEc:mtl:montde:2001-05.

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58
62001An Eigenfunction Approach for Volatility Modeling.. (2001). Meddahi, Nour. In: Cahiers de recherche. RePEc:mtl:montde:2001-29.

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57
72009Legal Institutions, Sectoral Heterogeneity, and Economic Development. (2009). Clementi, Gian Luca ; Castro, Rui ; MacDonald, Glenn . In: Cahiers de recherche. RePEc:mtl:montde:2009-08.

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56
82000International Business Cycles: What Are the Facts?. (2000). Zimmermann, Christian ; Cardia, Emanuela ; Ambler, Steven. In: Cahiers de recherche. RePEc:mtl:montde:2000-05.

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50
91995Estimating and Testing Linear Models with Multiple Structural Changes.. (1995). Perron, Pierre ; Bai, Jushan. In: Cahiers de recherche. RePEc:mtl:montde:9552.

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45
101998Simulation-Based Finite-Sample Normality Tests in Linear Regressions. (1998). Gardiol, Lucien ; FARHAT, Abdeljelil ; Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montde:9811.

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41
112003Methods to Estimate Dynamic Stochastic General Equilibrium Models. (2003). Ruge-Murcia, Francisco. In: Cahiers de recherche. RePEc:mtl:montde:2003-23.

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38
122002Testing for a Unit Root in Panels with Dynamic Factors. (2002). Perron, Benoit ; Moon, Hyungsik. In: Cahiers de recherche. RePEc:mtl:montde:2002-18.

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38
131996The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation.. (1996). Kollmann, Robert. In: Cahiers de recherche. RePEc:mtl:montde:9614.

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37
141992Consumption, Real Exchange Rates and the Structure of International Asset Markets.. (1992). Kollmann, Robert. In: Cahiers de recherche. RePEc:mtl:montde:9232.

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30
152000International Transmission of the Business Cycle in a Multi-Sector Model.. (2000). Zimmermann, Christian ; Cardia, Emanuela ; Ambler, Steven. In: Cahiers de recherche. RePEc:mtl:montde:2000-06.

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29
162002Does the Barro-Gordon Model Explain the Behavior of US Inflation? a Reexamination of the Empirical Evidence. (2002). Ruge-Murcia, Francisco. In: Cahiers de recherche. RePEc:mtl:montde:2002-07.

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26
172009Multidimensional Poverty and Material Deprivation. (2009). D'Ambrosio, Conchita ; Chakravarty, Satya ; Bossert, Walter ; Dambrosio, Conchita. In: Cahiers de recherche. RePEc:mtl:montde:2009-11.

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25
181981Rank Tests for Serial Dependence. (1981). Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montde:8127.

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25
192001Ranking Sets of Objects. (2001). Bossert, Walter ; Barberà, Salvador ; Pattanaik, Prasanta K.. In: Cahiers de recherche. RePEc:mtl:montde:2001-02.

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25
201991Duopoly and Quality Standards.. (1991). Crampes, Claude ; Hollander, A.. In: Cahiers de recherche. RePEc:mtl:montde:9128.

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25
211995Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary.. (1995). Ng, Serena. In: Cahiers de recherche. RePEc:mtl:montde:9516.

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24
221998Computation and Analysis of Multiple Structural-Change Models. (1998). Perron, Pierre ; Bai, Jushan. In: Cahiers de recherche. RePEc:mtl:montde:9807.

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24
231980On the Transversality Condition in Infinite Horizon Optimal Problems.. (1980). Michel, Philippe. In: Cahiers de recherche. RePEc:mtl:montde:8024.

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22
242005The Transmission of Monetary Policy in a Multi-Sector Economy. (2005). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh. In: Cahiers de recherche. RePEc:mtl:montde:2005-16.

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21
252006Population Ethics. (2006). Donaldson, David ; Bossert, Walter ; Blackorby, Charles. In: Cahiers de recherche. RePEc:mtl:montde:2006-15.

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19
262003Exact Skewness-Kurtosis Tests for Multivariate Normality and Goodness-of-fit in Multivariate Regressions with Application to Asset Pricing Models. (2003). Khalaf, Lynda ; Dufour, Jean-Marie ; Beaulieu, Marie-Claude . In: Cahiers de recherche. RePEc:mtl:montde:2003-09.

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19
272004Deprivation and Social Exclusion. (2004). Peragine, Vito ; D'Ambrosio, Conchita ; Bossert, Walter. In: Cahiers de recherche. RePEc:mtl:montde:2004-01.

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19
282007Preference Heterogeneity in Monetary Policy Committees. (2007). Ruge-Murcia, Francisco ; Riboni, Alessandro. In: Cahiers de recherche. RePEc:mtl:montde:2007-05.

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18
291994Periodic Autoregressive Conditional Heteroskedasticity.. (1994). Ghysels, Eric ; Bollerslev, Tim. In: Cahiers de recherche. RePEc:mtl:montde:9408.

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18
301995Are the Effects of Monetary Policy Asymmetric?. (1995). Schaller, Huntley ; Garcia, René. In: Cahiers de recherche. RePEc:mtl:montde:9505.

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17
311996Rank Regressions, Wage Distributions and the Gender Gap.. (1996). Lemieux, Thomas ; Fortin, Nicole. In: Cahiers de recherche. RePEc:mtl:montde:9607.

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17
321994Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties.. (1994). Perron, Pierre ; Ng, Serena. In: Cahiers de recherche. RePEc:mtl:montde:9427.

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17
332005Consistent House Allocation. (2005). Klaus, Bettina ; Ehlers, Lars. In: Cahiers de recherche. RePEc:mtl:montde:2005-08.

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17
341991Structural Adjustment and Growth in a Highy Indebted Market Economy: Brazil.. (1991). Mercenier, Jean ; DA CONCEICAO SAMPAIO DE SOUZA, M., . In: Cahiers de recherche. RePEc:mtl:montde:9103.

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16
352000Innis Lecture: Can the Theory of Incentives Explain Decentralization?. (2000). poitevin, michel. In: Cahiers de recherche. RePEc:mtl:montde:2000-13.

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16
361986Aggregate Time Series Gasoline Demand Models. Review of the Literature and New Evidence for West Germany.. (1986). Blum, Ulrich ; BLUM, U. C. H., ; Gaudry, M. J. I., ; Foos, G.. In: Cahiers de recherche. RePEc:mtl:montde:8617.

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15
371984Self-Insurance, Self-Protection and Increased Risk Aversion. (1984). EECKHOUDT, LOUIS ; Dionne, Georges. In: Cahiers de recherche. RePEc:mtl:montde:8424.

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15
381995Market Time and Asset Price Movements: Theory and Estimation.. (1995). Jasiak, Joann ; gourieroux, christian ; Ghysels, Eric. In: Cahiers de recherche. RePEc:mtl:montde:9536.

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15
391994Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time.. (1994). Vogelsang, Timothy ; Perron, Pierre. In: Cahiers de recherche. RePEc:mtl:montde:9422.

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15
401995Environmental Protection Producer Insolvency and Lender Liability. (1995). Boyer, Marcel. In: Cahiers de recherche. RePEc:mtl:montde:9557.

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15
411994An Analysis of the Real Interest rate Under Regime Shifts.. (1994). Perron, Pierre ; Garcia, René. In: Cahiers de recherche. RePEc:mtl:montde:9428.

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15
421989Uncertainty, Capacity and Flexibility: the Monopoly Case. (1989). Moreaux, Michel ; Boyer, Marcel. In: Cahiers de recherche. RePEc:mtl:montde:8911.

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14
432001Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects.. (2001). Khalaf, Lynda ; Dufour, Jean-Marie ; Bernard, Jean-Thomas. In: Cahiers de recherche. RePEc:mtl:montde:2001-08.

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14
442002Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities. (2002). Meddahi, Nour ; Bollerslev, Tim ; Andersen, Torben. In: Cahiers de recherche. RePEc:mtl:montde:2002-21.

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14
452001Inflation Targeting Under Asymmetric Preferences. (2001). Ruge-Murcia, Francisco. In: Cahiers de recherche. RePEc:mtl:montde:2001-04.

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13
461985Capacity Choice by Mines. (1985). Lasserre, Pierre. In: Cahiers de recherche. RePEc:mtl:montde:8501.

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13
472009Sectoral Price Rigidity and Aggregate Dynamics. (2009). Ruge-Murcia, Francisco ; Cardia, Emanuela ; Bouakez, Hafedh. In: Cahiers de recherche. RePEc:mtl:montde:2009-01.

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12
481990On the Economic and Econometrics of Seasonality.. (1990). Ghysels, Eric. In: Cahiers de recherche. RePEc:mtl:montde:9028.

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12
492015Liquidity traps, capital flows. (2015). Bengui, Julien ; Acharya, Suchant . In: Cahiers de recherche. RePEc:mtl:montde:2015-09.

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11
501987The Great Crash, the Oil Prices and the Unit Root Hypothesis.. (1987). Perron, Pierre. In: Cahiers de recherche. RePEc:mtl:montde:8749.

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11

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


#YearTitleCited
12003Identification, Weak Instruments and Statistical Inference in Econometrics. (2003). Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montde:2003-12.

Full description at Econpapers || Download paper

13
22015Liquidity traps, capital flows. (2015). Bengui, Julien ; Acharya, Suchant . In: Cahiers de recherche. RePEc:mtl:montde:2015-09.

Full description at Econpapers || Download paper

11
32009Legal Institutions, Sectoral Heterogeneity, and Economic Development. (2009). Clementi, Gian Luca ; Castro, Rui ; MacDonald, Glenn . In: Cahiers de recherche. RePEc:mtl:montde:2009-08.

Full description at Econpapers || Download paper

8
42001Religion and Economic Growth: Was Weber Right?. (2001). Dudley, Leonard ; Blum, Ulrich. In: Cahiers de recherche. RePEc:mtl:montde:2001-05.

Full description at Econpapers || Download paper

6
52015Ambiguity on the insurers side: the demand for insurance. (2015). Phelps, Edmund ; Ghossoub, Mario ; amarante, massimiliano. In: Cahiers de recherche. RePEc:mtl:montde:2015-03.

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6
62002Nonparametric Instrumental Regression. (2002). Renault, Eric ; Florens, Jean-Pierre ; darolles, serge. In: Cahiers de recherche. RePEc:mtl:montde:2002-05.

Full description at Econpapers || Download paper

6
72001An Eigenfunction Approach for Volatility Modeling.. (2001). Meddahi, Nour. In: Cahiers de recherche. RePEc:mtl:montde:2001-29.

Full description at Econpapers || Download paper

5
82016Assigning refugees to landlords in Sweden: stable maximum matchings. (2016). Andersson, Tommy ; Ehlers, Lars. In: Cahiers de recherche. RePEc:mtl:montde:2016-08.

Full description at Econpapers || Download paper

4
92009Multidimensional Poverty and Material Deprivation. (2009). D'Ambrosio, Conchita ; Chakravarty, Satya ; Bossert, Walter ; Dambrosio, Conchita. In: Cahiers de recherche. RePEc:mtl:montde:2009-11.

Full description at Econpapers || Download paper

4
102002Upper Semicontinuous Extensions of Binary Relations.. (2002). Suzumura, Kotaro ; Sprumont, Yves ; Bossert, Walter. In: Cahiers de recherche. RePEc:mtl:montde:2002-01.

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3
112013Every Choice Function is Backwards-Induction Rationalizable. (2013). Sprumont, Yves ; Bossert, Walter. In: Cahiers de recherche. RePEc:mtl:montde:2013-01.

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3
121996Stochastic Volatility.. (1996). Renault, Eric ; Harvey, Andrew ; Ghysels, Eric. In: Cahiers de recherche. RePEc:mtl:montde:9613.

Full description at Econpapers || Download paper

3
131983Adverse Selection and Repeated Insurance Contracts: Finite and Infinite Horizons. (1983). Lasserre, Pierre ; Dionne, Georges. In: Cahiers de recherche. RePEc:mtl:montde:8326.

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2
141981Rank Tests for Serial Dependence. (1981). Dufour, Jean-Marie. In: Cahiers de recherche. RePEc:mtl:montde:8127.

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2
152009Measuring Economic Insecurity. (2009). D'Ambrosio, Conchita ; Bossert, Walter ; Dambrosio, Conchita. In: Cahiers de recherche. RePEc:mtl:montde:2009-06.

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2
162006Solidarity in Choosing a Location on a Cycle. (2006). Gordon, Sidartha. In: Cahiers de recherche. RePEc:mtl:montde:2006-06.

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2
172005Asymptotic Distribution of a Simple Linear Estimator for VARMA Models in Echelon Form. (2005). Dufour, Jean-Marie ; TAREK, Jouini. In: Cahiers de recherche. RePEc:mtl:montde:2005-09.

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2
182014Explaining the evolution of educational attainment in the U.S.. (2014). Coen-Pirani, Daniele ; Castro, Rui. In: Cahiers de recherche. RePEc:mtl:montde:2014-08.

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2
191985Dealing with Moral Hazard and Adverse Selection Simultaneously. (1985). Lasserre, Pierre ; Dionne, Georges. In: Cahiers de recherche. RePEc:mtl:montde:8559.

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2
202000Innis Lecture: Can the Theory of Incentives Explain Decentralization?. (2000). poitevin, michel. In: Cahiers de recherche. RePEc:mtl:montde:2000-13.

Full description at Econpapers || Download paper

2
212016A simple model of two-stage choice. (2016). Horan, Sean. In: Cahiers de recherche. RePEc:mtl:montde:2016-01.

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2
221985Endogenous Risks and the Risk Premium. (1985). Loubergé, Henri ; EECKHOUDT, LOUIS ; BRIYS, E. ; Louberge, H.. In: Cahiers de recherche. RePEc:mtl:montde:8530.

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2
232018Positively responsive collective choice rules and majority rule: A generalization of Mays theorem to many alternatives. (2018). Osborne, Martin ; Horan, Sean ; Sanver, Remzi M. In: Cahiers de recherche. RePEc:mtl:montde:2018-01.

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2
241991Over-Rejections in Rational Expectations Models: a Nonparametric Approach to the Mankiw-Shapiro Problem.. (1991). Dufour, Jean-Marie ; Campbell, B.. In: Cahiers de recherche. RePEc:mtl:montde:9116.

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2
252012Intertemporal Material Deprivation. (2012). D'Ambrosio, Conchita ; Chakravarty, Satya ; Ceriani, Lidia ; Bossert, Walter. In: Cahiers de recherche. RePEc:mtl:montde:2012-06.

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2

Citing documents used to compute impact factor 7:


YearTitle
2017Choosing on influence. (2017). Cuhadaroglu, Tugce . In: Theoretical Economics. RePEc:the:publsh:2170.

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2017An Invitation to Market Design. (2017). Teytelboym, Alexander ; Kominers, Scott ; Crawford, Vincent. In: Working Papers. RePEc:hka:wpaper:2017-069.

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2017An invitation to market design. (2017). Kominers, Scott ; Crawford, Vincent ; Teytelboym, Alexander. In: Oxford Review of Economic Policy. RePEc:oup:oxford:v:33:y:2017:i:4:p:541-571..

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2017Ambiguity and insurance: capital requirements andpremiums. (2017). Walker, Oliver ; Dietz, Simon. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:68469.

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2017Estimation of the discontinuous leverage effect: Evidence from the NASDAQ order book. (2017). Neely, Christopher ; Winkelmann, Lars ; Bibinger, Markus. In: Working Papers. RePEc:fip:fedlwp:2017-012.

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2017Inference from high-frequency data: A subsampling approach. (2017). Veliyev, Bezirgen ; Thamrongrat, N ; Podolskij, M ; Christensen, K. In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:2:p:245-272.

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2017Aggregate Demand Externalities in a Global Liquidity Trap. (2017). Fornaro, Luca. In: 2017 Meeting Papers. RePEc:red:sed017:139.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016ORDINAL VERSUS CARDINAL VOTING RULES: A MECHANISM DESIGN APPROACH. (2016). Kim, Semin . In: Working papers. RePEc:yon:wpaper:2016rwp-94.

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Recent citations received in 2015

YearCiting document
2015Inference for nonparametric high-frequency estimators with an application to time variation in betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montde:2015-08.

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2015Inference for Nonparametric High-Frequency Estimators with an Application to Time Variation in Betas. (2015). Kalnina, Ilze. In: Cahiers de recherche. RePEc:mtl:montec:13-2015.

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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