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SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany


0.33

Impact Factor

0.36

5-Years IF

32

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
19920.11000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.18000 (%)0.1
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.360100 (%)0.17
20020.370400 (%)0.18
20030.390100 (%)0.19
20040.411885003 (60%)0.18
200520.4326263390.62538121227 (5%)260.420.21
20060.980.450.98901531010.663176362636229 (9.1%)270.30.19
20070.490.380.49712241360.61322152751537534 (10.6%)270.380.17
20080.480.390.6763001560.521581617722413419 (12%)90.120.17
20090.290.360.47653652280.622541474230014242 (16.5%)170.260.17
20100.30.340.34654303900.912121414236412352 (24.5%)230.350.15
20110.490.40.398651610271.993221306436714258 (18%)500.580.19
20120.470.440.44655812450.422011517136316025 (12.4%)70.110.2
20130.470.490.42476282740.441981517135715111 (5.6%)110.230.2
20140.70.520.49696972790.41681127832816022 (13.1%)140.20.23
20150.590.530.48527492780.37991166933215915 (15.2%)60.120.23
20160.730.60.59598083040.3850121883191886 (12%)50.080.26
20170.460.620.5288362830.3416111512921465 (31.3%)60.210.27
20180.330.740.3618372420.29872925592 (%)0.32
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
12005Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006.

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104
22011What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031.

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103
3Optimal Sticky Prices under Rational Inattention. (2005). Wiederholt, Mirko ; Maćkowiak, Bartosz. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-040.

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82
42005Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle. (2005). Bachmann, Ronald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-045.

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65
52005What are the Effects of Fiscal Policy Shocks?. (2005). Uhlig, Harald ; Mountford, Andrew. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-039.

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51
62007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003.

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51
72007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003a.

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50
82007Occupational Choice and the Spirit of Capitalism. (2007). Zilibotti, Fabrizio ; Doepke, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-049.

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44
92011Local Quantile Regression. (2011). Wang, Weining ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Spokoiny, Vladimir. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-005.

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43
102011Unwillingness to Pay for Privacy: A Field Experiment. (2011). Preibusch, Sören ; Kübler, Dorothea ; Beresford, Alastair R. ; Kubler, Dorothea. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010.

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43
112006Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification. (2006). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-004.

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42
122007Time Series Modelling with Semiparametric Factor Dynamics. (2007). Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon ; Park, Byeong U. ; Hardle, Wolfgang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-023.

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42
132011Difference based Ridge and Liu type Estimators in Semiparametric Regression Models. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-014.

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42
142011Localising temperature risk. (2011). Okhrin, Ostap ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Wang, Weining. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-001.

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40
152013The Real Consequences of Financial Stress. (2013). Semmler, Willi ; Mittnik, Stefan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-011.

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40
162006Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang ; Truck, Stefan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076.

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39
172009The Market Impact of a Limit Order. (2009). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051.

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37
182011Extreme value models in a conditional duration intensity framework. (2011). Herrera, Rodrigo ; Schipp, Bernhard . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-022.

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36
192007Total Work, Gender and Social Norms. (2007). Weil, Philippe ; Hamermesh, Daniel ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058.

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36
202011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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36
212005Stable Distributions. (2005). Weron, Rafał ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-008.

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35
222005Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?. (2005). Kvasnicka, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-031.

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34
232011A Confidence Corridor for Expectile Functions. (2011). Härdle, Wolfgang ; Guo, Mengmeng ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-004.

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34
242011Mean Volatility Regressions. (2011). Zhu, Lixing ; Härdle, Wolfgang ; Li, Feng ; Hardle, Wolfgang Karl ; Lin, LU. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-003.

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34
252011Mean-Variance Cointegration and the Expectations Hypothesis. (2011). Weber, Enzo ; Strohsal, Till. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-007.

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34
262011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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33
272011Can crop yield risk be globally diversified?. (2011). Xu, Wei ; Odening, Martin ; Liu, Xiaoliang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-018.

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33
282011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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33
292006Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns. (2006). Vogel, Thorsten. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-055.

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32
302009Regulation and Investment in Network Industries: Evidence from European Telecoms. (2009). Grajek, Michal ; Roller, Lars-Hendrik . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-039.

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32
312010Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2010). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-015.

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32
322011Sticky Information and Determinacy. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-006.

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32
332011How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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31
342011Identifying the Effect of Temporal Work Flexibility on Parental Time with Children. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-024.

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31
352013Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests. (2013). Bettendorf, Timo ; Chen, Wenjuan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-012.

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30
362011A Confidence Corridor for Sparse Longitudinal Data Curves. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Zheng, Shuzhuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-002.

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30
372010Nonparametric Regression with Nonparametrically Generated Covariates. (2010). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-059.

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29
382013Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency. (2013). Malec, Peter ; Hautsch, Nikolaus ; Bibinger, Markus ; Reiss, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-017.

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29
392011Developing web-based tools for the teaching of statistics: Our Wikis and the German Wikipedia. (2011). Klinke, Sigbert. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-030.

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29
402011Oracally Efficient Two-Step Estimation of Generalized Additive Model. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Liu, Rong. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-016.

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28
412010On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Horst, Ulrich ; Reis, Gonalo Dos ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010.

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26
422009Inflation and Growth: New Evidence From a Dynamic Panel Threshold Analysis. (2009). Nautz, Dieter ; Bick, Alexander ; Kremer, Stephanie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-036.

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24
432011A Network Model of Financial System Resilience. (2011). Willison, Matthew ; Kapadia, Sujit ; Anand, Kartik ; Brennan, Simon ; Gai, Prasanna. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-051.

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24
442010Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Härdle, Wolfgang ; Okhrin, Yarema ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-003.

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24
452011The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

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23
462005Duality theory for optimal investments under model uncertainty. (2005). Wu, Ching-Tang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-025.

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23
472009Implied Market Price of Weather Risk. (2009). López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-001.

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23
482011Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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22
492006Spectral calibration of exponential Lévy Models [2]. (2006). Reiss, Markus ; Belomestny, Denis. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-035.

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21
502011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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21

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


#YearTitleCited
12011What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031.

Full description at Econpapers || Download paper

28
22005Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006.

Full description at Econpapers || Download paper

24
32007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003.

Full description at Econpapers || Download paper

16
42007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003a.

Full description at Econpapers || Download paper

16
52013Are There Bubbles in the Sterling-dollar Exchange Rate? New Evidence from Sequential ADF Tests. (2013). Bettendorf, Timo ; Chen, Wenjuan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-012.

Full description at Econpapers || Download paper

14
62012Yield Curve Modeling and Forecasting using Semiparametric Factor Dynamics. (2012). Majer, Piotr ; Härdle, Wolfgang ; Schienle, Melanie ; Wolfgang Karl Hardle,Piotr Majer, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-048.

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12
72013The Real Consequences of Financial Stress. (2013). Semmler, Willi ; Mittnik, Stefan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-011.

Full description at Econpapers || Download paper

11
82009The Market Impact of a Limit Order. (2009). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051.

Full description at Econpapers || Download paper

9
92012Bye Bye, G.I. - The Impact of the U.S. Military Drawdown on Local German Labor Markets. (2012). Spitz-Oener, Alexandra ; aus dem Moore, Jan Peter ; Jan Peter aus dem Moore, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-024.

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8
102013Estimating the Quadratic Covariation Matrix from Noisy Observations: Local Method of Moments and Efficiency. (2013). Malec, Peter ; Hautsch, Nikolaus ; Bibinger, Markus ; Reiss, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-017.

Full description at Econpapers || Download paper

8
112015Characterizing the Financial Cycle: Evidence from a Frequency Domain Analysis. (2015). Wolters, Juergen ; Proaño, Christian ; Proao, Christian R. ; Strohsal, Till. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-021.

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8
122015The Time-Varying Degree of Inflation Expectations Anchoring. (2015). Nautz, Dieter ; Melnick, Rafi ; Strohsal, Till. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-028.

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8
132007Total Work, Gender and Social Norms. (2007). Weil, Philippe ; Hamermesh, Daniel ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058.

Full description at Econpapers || Download paper

8
142011Large Vector Auto Regressions. (2011). Song, Song ; Bickel, Peter J.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-048.

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7
152012Comparability Effects of Mandatory IFRS Adoption. (2012). Gassen, Joachim ; Cascino, Stefano. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-009.

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7
162005Stable Distributions. (2005). Weron, Rafał ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-008.

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7
172014The composition of government spending and the multiplier at the Zero Lower Bound. (2014). Roulleau-Pasdeloup, Jordan ; Poirier, Arthur ; Albertini, Julien. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-017.

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7
182016The Cross-Section of Crypto-Currencies as Financial Assets: An Overview. (2016). Trimborn, Simon ; Lee, Teik Ming ; Ong, Bobby ; Elendner, Hermann . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-038.

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7
192012Hierarchical Archimedean Copulae: The HAC Package. (2012). Ristig, Alexander ; Okhrin, Ostap. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-036.

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7
202010Nonparametric Regression with Nonparametrically Generated Covariates. (2010). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-059.

Full description at Econpapers || Download paper

6
212011The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

Full description at Econpapers || Download paper

6
222006Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns. (2006). Vogel, Thorsten. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-055.

Full description at Econpapers || Download paper

5
232014Interacting Product and Labor Market Regulation and the Impact of Immigration on Native Wages. (2014). Spitz-Oener, Alexandra ; Prantl, Susanne . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-018.

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5
242016Cognitive Load Increases Risk Aversion. (2016). Uhlig, Harald ; Gerhardt, Holger ; Heekeren, Hauke R ; Biele, Guido P. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-011.

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5
252013Volatility linkages between energy and agricultural commodity prices. (2013). Schulz, Franziska ; López Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-042.

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5
262014Volatility Modelling of CO2 Emission Allowance Spot Prices with Regime-Switching GARCH Models. (2014). López Cabrera, Brenda ; Benschopa, Thijs . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-050.

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5
272007A Generalized ARFIMA Process with Markov-Switching Fractional Differencing Parameter. (2007). Tsay, Wen-Jen ; Härdle, Wolfgang ; Hardle, Wolfgang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-022.

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4
282010Neural Processing of Risk. (2010). PEter, ; Heekeren, Hauke R ; Biele, Guido. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-065.

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4
292017Das deutsche Arbeitsmarktwunder: Eine Bilanz. (2017). Seele, Stefanie ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-022.

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4
302015Pitfalls and Perils of Financial Innovation: The Use of CDS by Corporate Bond Funds. (2015). Guettler, Andre ; Adam, Tim . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-013.

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4
312010On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Horst, Ulrich ; Reis, Gonalo Dos ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010.

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4
322014Principal Component Analysis in an Asymmetric Norm. (2014). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Tran, Ngoc Mai . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-001.

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4
332016Principal Component Analysis in an Asymmetric Norm. (2016). Härdle, Wolfgang ; Burdejová, Petra ; Hardle, Wolfgang K ; Osipenko, Maria ; Burdejova, Petra ; Tran, Ngoc M. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-040.

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4
342014Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market. (2014). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netsunajev, Aleksei ; Lutkepohl, Helmut. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-031.

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4
352016College Admissions with Entrance Exams: Centralized versus Decentralized. (2016). Kübler, Dorothea ; Hafalir, Isa ; Hakimov, Rustamdjan ; Kurino, Morimitsu ; Kubler, Dorothea. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-003.

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4
362016Central Bank Reputation, Cheap Talk and Transparency as Substitutes for Commitment: Experimental Evidence. (2016). Heinemann, Frank ; Duffy, John. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-053.

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4
372015The Impact of Credit Default Swap Trading on Loan Syndication. (2015). Streitz, Daniel. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-012.

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4
382012Variable selection in Cox regression models with varying coefficients. (2012). Härdle, Wolfgang ; Honda, Toshio ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-061.

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3
392015Measuring Connectedness of Euro Area Sovereign Risk. (2015). Schienle, Melanie ; Gatjen, Rebekka . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-019.

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3
402011Unwillingness to Pay for Privacy: A Field Experiment. (2011). Preibusch, Sören ; Kübler, Dorothea ; Beresford, Alastair R. ; Kubler, Dorothea. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010.

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412017GitHub API based QuantNet Mining infrastructure in R. (2017). Härdle, Wolfgang ; Borke, Lukas ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-008.

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422006Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang ; Truck, Stefan. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076.

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432008Solving, Estimating and Selecting Nonlinear Dynamic Models without the Curse of Dimensionality. (2008). Krätzig, Markus ; Kratzig, Markus ; Winschel, Viktor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2008-018.

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442010Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Härdle, Wolfgang ; Okhrin, Yarema ; Hardle, Wolfgang Karl. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-003.

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452013A Transfer Mechanism for a Monetary Union. (2013). Voigts, Simon ; Engler, Philipp. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-013.

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462016The German Labor Market Miracle, 2003 -2015: An Assessment. (2016). Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-005.

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472015Nonparametric Estimation in case of Endogenous Selection. (2015). Simoni, Anna ; Breunig, Christoph ; Mammen, Enno. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-050.

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482015Efficiency of Wind Power Production and its Determinants. (2015). Ritter, Matthias ; Odening, Martin ; Pieralli, Simone. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-004.

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492013Testing the Preferred-Habitat Theory: The Role ofTime-Varying Risk Aversion. (2013). Strohsal, Till. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-043.

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502014On the Timing of Climate Agreements. (2014). Strausz, Roland ; Schmidt, Robert. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-044.

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Citing documents used to compute impact factor 29:


YearTitle
2018Nonparametric estimation in case of endogenous selection. (2018). Breunig, Christoph ; Simoni, Anna ; Mammen, Enno. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:2:p:268-285.

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2018Nonparametric Regression with Selectively Missing Covariates. (2018). Breunig, Christoph ; Haan, Peter. In: Papers. RePEc:arx:papers:1810.00411.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2018Macroeconomic impact of Korean reunification: The role of factor market opening. (2018). Moon, Weh-Sol ; Lee, Jong-Kyu ; Mun, Sung Min. In: Journal of Asian Economics. RePEc:eee:asieco:v:58:y:2018:i:c:p:36-58.

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2018How to measure the performance of a Collaborative Research Center. (2018). Zharova, Alona ; Hardle, Wolfgang Karl ; Tellinger-Rice, Janine. In: Scientometrics. RePEc:spr:scient:v:117:y:2018:i:2:d:10.1007_s11192-018-2910-8.

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2018Automatisierung, Wachstum und Ungleichheit. (2018). Schwarzer, Johannes ; Prettner, Klaus ; Geiger, Niels. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:132018.

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2018The German productivity paradox: Facts and explanations. (2018). Schmidt, Christoph ; Feld, Lars ; Elstner, Steffen. In: Ruhr Economic Papers. RePEc:zbw:rwirep:767.

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2018The German Productivity Paradox - Facts and Explanations. (2018). Schmidt, Christoph ; Feld, Lars ; Elstner, Steffen. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7231.

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2018Statistical modeling of spatial big data: An approach from a functional data analysis perspective. (2018). Giraldo, Ramon ; Martinez, Sergio ; Dabo-Niang, Sophie. In: Statistics & Probability Letters. RePEc:eee:stapro:v:136:y:2018:i:c:p:126-129.

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2018Anticipating cryptocurrency prices using machine learning. (2018). Alessandretti, Laura ; Baronchelli, Andrea ; Aiello, Luca Maria ; Elbahrawy, Abeer. In: Papers. RePEc:arx:papers:1805.08550.

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2018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

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2018Blockchain tokens and the potential democratization of entrepreneurship and innovation. (2018). Chen, Yan. In: Business Horizons. RePEc:eee:bushor:v:61:y:2018:i:4:p:567-575.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2018_14.

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2018The Price of BitCoin: GARCH Evidence from High Frequency Data. (2018). Rajcaniova, Miroslava ; Kancs, d'Artis ; Ciaian, Pavel. In: Papers. RePEc:arx:papers:1812.09452.

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2018Cognitive ability and games of school choice. (2018). Mantovani, Marco ; Basteck, Christian. In: Games and Economic Behavior. RePEc:eee:gamebe:v:109:y:2018:i:c:p:156-183.

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2018A college admissions clearinghouse. (2018). Yenmez, M. Bumin. In: Journal of Economic Theory. RePEc:eee:jetheo:v:176:y:2018:i:c:p:859-885.

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2018A Pigouvian Approach to Congestion in Matching Markets. (2018). Magnac, Thierry ; HE, Yinghua. In: IZA Discussion Papers. RePEc:iza:izadps:dp11967.

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2018Sequential School Choice with Public and Private Schools. (2018). Andersson, Tommy ; Kesten, Onur ; Ertemel, Sinan ; Dur, Umut. In: Working Papers. RePEc:hhs:lunewp:2018_039.

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2018News Co-Occurrence, Attention Spillover and Return Predictability. (2018). Tao, Yubo ; Guo, LI. In: Papers. RePEc:arx:papers:1703.02715.

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2018Testing the CVAR in the Fractional CVAR Model. (2018). Nielsen, Morten ; Johansen, Soren. In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:836-849.

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2018Response times in economics: Looking through the lens of sequential sampling models. (2018). Clithero, John A. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:69:y:2018:i:c:p:61-86.

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2018The Hartz reforms and the German labor force. (2018). Roy, Devesh ; Munasib, Abdul ; Ehrich, Malte. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:284-300.

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2018Why are labor markets in Spain and Germany so different?. (2018). Vázquez, Jesús ; Casares, Miguel ; Vazquez, Jesus. In: Economic Modelling. RePEc:eee:ecmode:v:75:y:2018:i:c:p:320-335.

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2018A new particle filtering approach to estimate stochastic volatility models with Markov-switching. (2018). Karamé, Frédéric ; Karame, Frederic. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:204-230.

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2018The Role of Shadow Banking for Financial Regulation. (2018). Gebauer, Stefan ; Mazelis, Falk . In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181581.

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2018Multivariate factorizable expectile regression with application to fMRI data. (2018). Härdle, Wolfgang ; Huang, Chen ; Hardle, Wolfgang K ; Chao, Shih-Kang. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:121:y:2018:i:c:p:1-19.

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2018Central Bank Reputation and Inflation-Unemployment Performance: Empirical Evidence from an Executive Survey of 62 Countries. (2018). Do, IN. In: Working Papers. RePEc:bok:wpaper:1814.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Working Papers. RePEc:hal:wpaper:halshs-01809937.

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2018Experiments on macroeconomics: methods and applications. (2018). Heinemann, Frank ; Cornand, Camille. In: Working Papers. RePEc:gat:wpaper:1810.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
2017FRM: a Financial Risk Meter based on penalizing tail events occurrence. (2017). Härdle, Wolfgang ; Borke, Lukas ; Benschop, Thijs ; Hardle, Wolfgang Karl ; Yu, Lining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-003.

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2017RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods. (2017). Borke, Lukas. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-006.

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2017Spatial Functional Principal Component Analysis with Applications to Brain Image Data. (2017). Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Huang, Chen ; Li, Yingxing. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-024.

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2017Dynamic semi-parametric factor model for functional expectiles. (2017). Härdle, Wolfgang ; Burdejová, Petra ; Lessmann, Stefan ; Zharova, Alona ; Hardle, Wolfgang K ; Burdejova, Petra. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-027.

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2017Is Scientific Performance a Function of Funds?. (2017). Härdle, Wolfgang ; Lessmann, Stefan ; Hardle, Wolfgang K ; Zharova, Alona. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2017-028.

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2017Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18. (2017). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201718.

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Recent citations received in 2016

YearCiting document
2016Dual Process Utility Theory: A Model of Decisions Under Risk and Over Time. (2016). Schneider, Mark. In: Working Papers. RePEc:chu:wpaper:16-23.

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2016Multivariate Factorisable Sparse Asymmetric Least Squares Regression. (2016). Härdle, Wolfgang ; Huang, Chen ; Hardle, Wolfgang K ; Chao, Shih-Kang. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-058.

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2016Side effects of the new German minimum wage on (un-)employment : first evidence from regional data. (2016). Garloff, Alfred . In: IAB Discussion Paper. RePEc:iab:iabdpa:201631.

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2016Cognitive load and mixed strategies: On brains and minimax. (2016). Duffy, Sean ; Smith, John ; Owens, David ; Naddeo, JJ. In: MPRA Paper. RePEc:pra:mprapa:89720.

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2016Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina. In: Working Papers. RePEc:pre:wpaper:201622.

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Recent citations received in 2015

YearCiting document
2015The Conquest of Israeli Inflation and Current Policy Dilemmas. (2015). Melnick, Rafi ; Cukierman, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10955.

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2015Is financial instability male-driven? Gender and cognitive skills in experimental asset markets. (2015). Cueva, Carlos ; Rustichini, Aldo. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:119:y:2015:i:c:p:330-344.

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2015Testing Missing at Random using Instrumental Variables. (2015). Breunig, Christoph. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-016.

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2015How Do Financial Cycles Interact? Evidence from the US and the UK. (2015). Wolters, Juergen ; Proaño, Christian ; Proao, Christian R. ; Strohsal, Till. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-024.

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2015Dynamics of Real Per Capita GDP. (2015). Neuhoff, Daniel. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-039.

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2015Editorial to the special issue on Applicable semiparametrics of computational statistics. (2015). Trueck, Stefan ; Okhrin, Ostap ; Truck, Stefan. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:641-646.

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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 March, 4 2019. Contact: CitEc Team