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Computing in Economics and Finance 2004 / Society for Computational Economics


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Impact Factor

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5-Years IF

16

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
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.370400 (%)0.18
20030.390400 (%)0.19
20040.4278278560.2750003 (%)510.180.18
20050.440.420.442781340.48278123278123 (%)0.2
20060.380.450.382781130.41278107278107 (%)0.19
20070.380.24278770.28027868 (%)0.16
20080.390.19278560.2027854 (%)0.17
20090.360.18278490.18027849 (%)0.17
20100.34278490.1800 (%)0.15
20110.4278450.1600 (%)0.19
20120.44278310.1100 (%)0.2
20130.49278230.0800 (%)0.2
20140.52278260.0900 (%)0.23
20150.54278270.100 (%)0.24
20160.6278370.1300 (%)0.27
20170.64278220.0800 (%)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
12004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135.

Full description at Econpapers || Download paper

68
22004Can Long-Run Restrictions Identify Technology Shocks?. (2004). Guerrieri, Luca ; Erceg, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:3.

Full description at Econpapers || Download paper

36
32004The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224.

Full description at Econpapers || Download paper

35
42004On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152.

Full description at Econpapers || Download paper

34
52004Welfare Maximizing Monetary and Fiscal Policy Rules. (2004). Kollmann, Robert. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:102.

Full description at Econpapers || Download paper

34
62004The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169.

Full description at Econpapers || Download paper

32
72004Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65.

Full description at Econpapers || Download paper

28
82004Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates. (2004). Billi, Roberto ; Adam, Klaus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:67.

Full description at Econpapers || Download paper

26
92004The Dynamics of Plant-level Productivity in U.S. Manufacturing. (2004). White, T. Kirk ; Abraham, Arpad. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:332.

Full description at Econpapers || Download paper

23
102004Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89.

Full description at Econpapers || Download paper

22
112004Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:108.

Full description at Econpapers || Download paper

21
122004State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation?. (2004). Kryvtsov, Oleksiy ; Klenow, Pete. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:277.

Full description at Econpapers || Download paper

21
132004Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125.

Full description at Econpapers || Download paper

20
142004Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325.

Full description at Econpapers || Download paper

18
152004Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements. (2004). Koopman, Siem Jan ; Jungbacker, Borus ; Hol, Eugenie . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:342.

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16
162004Why are long rates sensitive to monetary policy?. (2004). Söderström, Ulf ; Ellingsen, Tore. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:31.

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16
172004A Search for a Structural Phillips Curve. (2004). Sbordone, Argia ; Cogley, Timothy. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:291.

Full description at Econpapers || Download paper

16
182004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2004). Hubrich, Kirstin. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:230.

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14
192004Optimal Lag Structure Selection in VEC-Models. (2004). Winker, Peter ; Maringer, Dietmar . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:155.

Full description at Econpapers || Download paper

12
202004The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:144.

Full description at Econpapers || Download paper

10
212004Are European business cycles close enough to be just one?. (2004). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:16.

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10
222004The New Keynesian Phillips Curve: An Empirical Assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian ; Richard, LUGER ; Alain, GUAY. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:212.

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10
232004Strongly rational expectations equilibria with endogenous acquisition of information. (2004). Desgranges, Gabriel ; Heinemann, Maik . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:35.

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9
242004The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:14.

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9
252004The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:172.

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9
262004Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206.

Full description at Econpapers || Download paper

8
272004Habit formation and Interest-Rate Smoothing. (2004). Holly, Sean ; Corrado, Luisa. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:215.

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7
282004Market Dynamics and Stock Price Volatility. (2004). Rosser, Barkley ; Li, Honggang . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:91.

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7
292004Monetary policy and the transition to rational expectations. (2004). Ferrero, Giuseppe. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:19.

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7
302004Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts. (2004). Benati, Luca. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:83.

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7
312004Practical guide to real options in discrete time. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:137.

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7
322004Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors. (2004). SADEFO, Jules. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:12.

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6
332004Optimal monetary policy in a regime-switching economy. (2004). Zampolli, Fabrizio. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:166.

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6
342004On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:217.

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6
352004Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54.

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5
362004Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design. (2004). Wieland, Volker ; Rustem, B. ; Zakovic, S.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:213.

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5
372004Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131.

Full description at Econpapers || Download paper

5
382004Performance of Inflation Targeting Based on constant Interest Rate Projections. (2004). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:130.

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5
392004Inflation targeting. (2004). Dellas, Harris ; Collard, Fabrice. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:97.

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5
402004New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective. (2004). Barnett, William ; He, Yijun . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:145.

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4
412004Advertising Dynamics and Competitive Advantage. (2004). Markovich, Sarit ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:61.

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4
422004Conditional Welfare Comparisons of Monetary Policy Rules. (2004). Levin, Andrew ; Kim, Jinill. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:252.

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4
432004Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach. (2004). Chen, Pu ; Chiarella, Carl. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:149.

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4
442004Inflation Dynamics in Seven Industrialised Open Economies. (2004). Batini, Nicoletta ; Banerjee, Ryan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:116.

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4
452004Learning with Heterogeneous Expectations in an Evolutionary World. (2004). Guse, Eran. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:99.

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4
462004Asset price and wealth dynamics in a financial market with heterogeneous agents. (2004). Chiarella, Carl ; Dieci, Roberto. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:261.

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4
472004A Specification Search Algorithm for Cointegrated Systems. (2004). Mycielski, Jerzy ; Kurcewicz, Michal. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:321.

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4
482004Why Does Private Consumption Rise After a Government Spending Shock?. (2004). Rebei, Nooman ; Bouakez, Hafedh. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:20.

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4
492004Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:76.

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3
502004Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Kisselev, Kate ; Cavallo, Michele. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:62.

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3

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


#YearTitleCited
12004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135.

Full description at Econpapers || Download paper

28
22004Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65.

Full description at Econpapers || Download paper

5
32004The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224.

Full description at Econpapers || Download paper

5
42004Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates. (2004). Billi, Roberto ; Adam, Klaus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:67.

Full description at Econpapers || Download paper

4
52004Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54.

Full description at Econpapers || Download paper

3
62004Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89.

Full description at Econpapers || Download paper

3
72004Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325.

Full description at Econpapers || Download paper

3
82004The Dynamics of Plant-level Productivity in U.S. Manufacturing. (2004). White, T. Kirk ; Abraham, Arpad. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:332.

Full description at Econpapers || Download paper

2
92004On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152.

Full description at Econpapers || Download paper

2
102004Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206.

Full description at Econpapers || Download paper

2
112004The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:144.

Full description at Econpapers || Download paper

2
122004Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131.

Full description at Econpapers || Download paper

2
132004The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169.

Full description at Econpapers || Download paper

2
142004Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125.

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