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Computing in Economics and Finance 2002 / Society for Computational Economics


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Impact Factor

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5-Years IF

13

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.360100 (%)0.14
20010.360100 (%)0.16
20020.37294294120.0453100 (%)120.040.18
20030.190.390.19294580.22945629456 (%)0.19
20040.20.40.2294600.22945929459 (%)0.18
20050.420.17294510.17029449 (%)0.2
20060.450.15294450.15029445 (%)0.19
20070.380.15294450.15029445 (%)0.16
20080.39294350.1200 (%)0.17
20090.36294270.0900 (%)0.17
20100.34294320.1100 (%)0.15
20110.4294290.100 (%)0.19
20120.44294230.0800 (%)0.2
20130.49294170.0600 (%)0.2
20140.52294190.0600 (%)0.23
20150.54294150.0500 (%)0.24
20160.6294210.0700 (%)0.27
20170.64294130.0400 (%)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
12002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

Full description at Econpapers || Download paper

45
22002Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240.

Full description at Econpapers || Download paper

40
32002A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, Sébastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5.

Full description at Econpapers || Download paper

34
42002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135.

Full description at Econpapers || Download paper

25
52002A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294.

Full description at Econpapers || Download paper

20
62002Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:182.

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19
72002Optimal Monetary Policy with Durable and Non-Durable Goods. (2002). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:343.

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18
82002The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94.

Full description at Econpapers || Download paper

17
92002Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239.

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16
102002The Brazilian Depression in the 1980s and 1990s. (2002). Teixeira, Arilton ; Gomes, Victor ; Ellery, Roberto ; Mirta N. S. Bugarin, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:338.

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16
112002All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185.

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14
122002Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s. (2002). Tondl, Gabriele. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:237.

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14
132002Spanish diffusion indexes. (2002). Camacho, Maximo ; Sancho, Israel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:276.

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13
142002A simple microstructure model of double auction markets. (2002). Iori, Giulia ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:44.

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10
152002Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?. (2002). Kim, Jinill ; Henderson, Dale. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:59.

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9
162002How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, ; Papa N'Diaye, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:359.

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9
172002Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty. (2002). von zur Muehlen, Peter ; Tetlow, Robert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:335.

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9
182002Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe. (2002). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:3.

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8
192002The Joint Dynamics of Networks and Knowledge. (2002). Zimmermann, Jean-Benoit ; jonard, nicolas ; Cowan, Robin. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:354.

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8
202002A minimal noise trader model with realistic time series. (2002). Lux, Thomas ; Alfarano, Simone. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:317.

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7
212002Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:8.

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6
222002Traders’ long-run wealth in an artificial financial market. (2002). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:301.

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6
232002Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income. (2002). Carroll, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:42.

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6
242002An empirical model of volatility of returns and option pricing. (2002). McCauley, Joseph ; Gunaratne, G. H.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:186.

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5
252002Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt. (2002). Yakadina, Irina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:329.

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5
262002Comparing the Accuracy of Density Forecasts from Competing Models. (2002). Valente, Giorgio ; Sarno, Lucio. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:223.

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5
272002Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:87.

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5
282002Capacity Dynamics and Endogenous Asymmetries in Firm Size. (2002). Besanko, David ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:196.

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5
292002Adaptive Polar Sampling. (2002). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc ; VAN OEST, Rutger D.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:307.

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5
302002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:83.

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5
312002Co-Evolution of Firms and Consumers and the Implications for Market Dominance. (2002). Harrington, Joseph ; Chang, Myong-Hun. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:234.

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5
322002Social Percolation and Self-Organized Criticality. (2002). Solomon, Sorin ; Stauffer, Dietrich ; Weisbuch, Gerard. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:203.

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4
332002Computer Testbeds and Mechanism Design. (2002). Ledyard, John ; Arifovic, Jasmina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:262.

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4
342002Financial Market in the Laboratory. (2002). Morone, Andrea. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:151.

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4
352002Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:47.

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4
362002interpolation with a large information set. (2002). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:72.

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4
372002Detecting shift-contagion in currency and bond markets. (2002). Morley, James ; Gravelle, Toni ; Kichian, Maral. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:58.

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4
382002Merton-style option pricing under regime switching. (2002). Sola, Martin ; Kenc, Turalay ; Driffill, Edward. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:304.

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4
392002Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries. (2002). Laxton, Douglas ; NiDiaye, Papa. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:364.

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4
402002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2002). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:314.

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3
412002Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets. (2002). Judd, Kenneth. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:289.

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3
422002Foreign Exchange Risk Premia. (2002). Kenc, Turalay ; Evans, Lynne ; Joseph, Nathan. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:310.

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3
432002Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:214.

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3
442002Output and interest rate gaps: Theory versus practice. (2002). Wouters, Raf ; Smets, Frank. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:355.

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3
452002Networks and Farsighted Stability. (2002). Wooders, Myrna ; Page, Frank ; Kamat, Samir. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:370.

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3
462002Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information. (2002). Heinemann, Maik . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:57.

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3
472002Programming. (2002). Bruun, Charlotte. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:318.

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3
482002Time Varying Uncertainty and the Credit Channel. (2002). Salyer, Kevin ; Lee, Gabriel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:137.

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3
492002Inflation Persistence and Flexible Prices. (2002). Kydland, Finn ; Gavin, William ; Dittmar, Robert . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:190.

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3
502002Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data. (2002). draganska, michaela ; Jain, Dipak . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:61.

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3

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


#YearTitleCited
12002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

Full description at Econpapers || Download paper

17
22002Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240.

Full description at Econpapers || Download paper

4
32002All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185.

Full description at Econpapers || Download paper

3
42002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135.

Full description at Econpapers || Download paper

3
52002A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, Sébastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5.

Full description at Econpapers || Download paper

2
62002The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94.

Full description at Econpapers || Download paper

2
72002A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team