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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
5
Impact Factor
0.09
5 Years IF
0.19
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.26
2007 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.45 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0.33 0 9 9 30 2 3 0 0 0 2 0.22 0.23
2010 0 0.37 0.06 0 7 16 21 1 4 9 9 0 1 0.14 0.19
2011 0.25 0.47 0.29 0.25 5 21 1 6 10 16 4 16 4 0 0 0.25
2012 0.42 0.5 0.36 0.29 4 25 4 9 19 12 5 21 6 0 0 0.26
2013 0 0.52 0.32 0.32 3 28 3 9 28 9 25 8 0 0 0.24
2014 0.29 0.55 0.44 0.43 8 36 20 16 44 7 2 28 12 3 18.8 4 0.5 0.28
2015 0.64 0.54 0.34 0.33 8 44 3 15 59 11 7 27 9 1 6.7 2 0.25 0.28
2016 0.25 0.58 0.14 0.14 13 57 7 8 67 16 4 28 4 1 12.5 1 0.08 0.29
2017 0.1 0.6 0.18 0.22 10 67 0 12 79 21 2 36 8 1 8.3 0 0.3
2018 0.09 0.62 0.13 0.19 10 77 0 10 89 23 2 42 8 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

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20
22014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414.

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10
32010Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network. (2010). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:1410.

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9
42009Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. (2009). Wilfling, Bernd ; Bohl, Martin T. ; Salm, Christian A.. In: CQE Working Papers. RePEc:cqe:wpaper:0609.

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7
52010Demand Matters: German Wheat Market Integration 1806-1855 in a European Context. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1110.

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5
62010Consumer prices and wages in Germany, 1500 - 1850. (2010). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:1510.

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5
72014Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214.

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4
82016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

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4
92012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2312.

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4
102015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. (2015). Gross, Christian ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3915.

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3
112014Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914.

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3
122013Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered. (2013). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:2713.

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3
132014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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2
142010The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market. (2010). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:1210.

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2
152016Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4516.

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2
162011Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. (2011). Wilfling, Bernd ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:1711.

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1
172017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217.

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1
182013Kings law and food storage in Saxony, c. 1790-1830. (2013). Uebele, Martin ; Kopsidis, Michael ; Grunebaum, Tim . In: CQE Working Papers. RePEc:cqe:wpaper:2613.

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1
192015Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315.

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1
202009Identification of speculative bubbles using state-space models with Markov-switching. (2009). Wilfling, Bernd ; Al-Anaswah, Nael . In: CQE Working Papers. RePEc:cqe:wpaper:0309.

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1
212010Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1610.

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1
222016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116.

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1
232009Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets. (2009). Siklos, Pierre ; Bohl, Martin T. ; Schuppli, Michael . In: CQE Working Papers. RePEc:cqe:wpaper:0709.

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1
242012From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. (2012). Bohl, Martin ; Kaufmann, Philipp ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2412.

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1
252014Markets with Technological Progress: Pricing Quality, and Novelty. (2014). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:3014.

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1
262014The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. (2014). Siklos, Pierre ; Diesteldorf, Jeanne ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3614.

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1
272016Explosive earnings dynamics: Whoever has will be given more. (2016). Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:4716.

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1
282009A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada. (2009). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:0509.

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1
292011Estimating Continuous-Time Income Models. (2011). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:1811.

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1
302009International and National Wheat Market Integration in the 19th Century: A Comovement Analysis. (2009). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:0409.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414.

Full description at Econpapers || Download paper

9
22016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

4
32009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

Full description at Econpapers || Download paper

2
42012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2312.

Full description at Econpapers || Download paper

2
52016Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4516.

Full description at Econpapers || Download paper

2
62010Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network. (2010). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:1410.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 2
YearTitle
2018Testing Multi Bubbles for Commodity Derivative Markets: A Study on MCX. (2018). Koy, Ayben . In: Business and Economics Research Journal. RePEc:ris:buecrj:0327.

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2018Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model. (2018). Lopes, Hedibert F ; Virbickaite, Audrone. In: DEA Working Papers. RePEc:ubi:deawps:89.

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Recent citations
Recent citations received in 2016

YearCiting document
2016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?. (2015). Bohl, Martin T ; Adammer, Philipp . In: CQE Working Papers. RePEc:cqe:wpaper:4415.

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2015Identification of DSGE models—The 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.

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