Citation analysis for Computational Economics / Springer

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.31

5 Years IF

0.48

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	0.08	0	0	0	0	0		1	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		2	0		0			0		0	0.04
1992	0	0.08	0	0	0	0	0		3	0		0			0		0	0.04
1993	0	0.1	0	0	17	17	19		3	0		0			0		0	0.05
1994	0	0.11	0.03	0	19	36	62		4	17		17			0		0	0.05
1995	0.08	0.19	0.19	0.08	16	52	53	6	14	36	3	36	3		0	3	0.19	0.08
1996	0.26	0.22	0.22	0.19	21	73	77	14	30	35	9	52	10		0	2	0.1	0.1
1997	0.11	0.22	0.13	0.1	22	95	89	7	42	37	4	73	7		0		0	0.09
1998	0.07	0.26	0.18	0.18	30	125	198	21	65	43	3	95	17		0	3	0.1	0.12
1999	0.13	0.28	0.13	0.11	29	154	403	17	85	52	7	108	12		0	4	0.14	0.14
2000	0.39	0.33	0.33	0.33	27	181	234	52	144	59	23	118	39		0	4	0.15	0.15
2001	0.43	0.36	0.3	0.37	30	211	133	55	208	56	24	129	48		0	1	0.03	0.15
2002	0.28	0.39	0.36	0.39	26	237	904	78	293	57	16	138	54		0	7	0.27	0.21
2003	0.5	0.4	0.38	0.49	45	282	155	106	400	56	28	142	69	4	3.8	6	0.13	0.2
2004	0.77	0.45	0.45	0.64	32	314	126	140	542	71	55	157	100	4	2.9	3	0.09	0.2
2005	0.19	0.46	0.41	0.5	41	355	387	147	689	77	15	160	80	8	5.4	5	0.12	0.22
2006	0.29	0.46	0.43	0.56	46	401	278	166	862	73	21	174	98	23	13.9	3	0.07	0.21
2007	0.48	0.42	0.38	0.54	50	451	322	170	1033	87	42	190	103	12	7.1	3	0.06	0.18
2008	0.43	0.44	0.59	0.49	41	492	254	288	1325	96	41	214	104	29	10.1	4	0.1	0.21
2009	0.26	0.44	0.5	0.41	27	519	96	255	1583	91	24	210	86	13	5.1	10	0.37	0.21
2010	0.47	0.43	0.47	0.5	39	558	141	260	1845	68	32	205	102	20	7.7	5	0.13	0.18
2011	0.33	0.46	0.41	0.4	41	599	127	235	2090	66	22	203	82	17	7.2	3	0.07	0.21
2012	0.38	0.47	0.47	0.47	44	643	106	300	2392	80	30	198	94	16	5.3	9	0.2	0.19
2013	0.32	0.53	0.51	0.39	51	694	170	352	2745	85	27	192	74	25	7.1	21	0.41	0.22
2014	0.36	0.55	0.47	0.35	48	742	130	345	3091	95	34	202	71	33	9.6	7	0.15	0.22
2015	0.47	0.56	0.43	0.4	60	802	180	334	3436	99	47	223	90	25	7.5	15	0.25	0.21
2016	0.61	0.58	0.5	0.53	81	883	82	436	3875	108	66	244	129	37	8.5	17	0.21	0.2
2017	0.32	0.6	0.43	0.37	58	941	61	401	4281	141	45	284	105	30	7.5	12	0.21	0.22
2018	0.31	0.76	0.41	0.48	107	1048	49	430	4713	139	43	298	144	63	14.7	22	0.21	0.31

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

#	Year	Title	Cited
1	2002	Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. Full description at Econpapers \|\| Download paper	478
2	1999	Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46. Full description at Econpapers \|\| Download paper	210
3	2005	Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers \|\| Download paper	189
4	2002	Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers \|\| Download paper	153
5	2002	Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116. Full description at Econpapers \|\| Download paper	89
6	2002	Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers \|\| Download paper	79
7	2006	An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34. Full description at Econpapers \|\| Download paper	74
8	2007	Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers \|\| Download paper	69
9	2007	A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226. Full description at Econpapers \|\| Download paper	68
10	2008	Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139. Full description at Econpapers \|\| Download paper	65
11	2000	Decomposing Simulation Results with Respect to Exogenous Shocks. (2000). Horridge, Mark. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:227-249. Full description at Econpapers \|\| Download paper	63
12	2006	An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers \|\| Download paper	53
13	2002	System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86. Full description at Econpapers \|\| Download paper	50
14	2007	Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers \|\| Download paper	48
15	2001	A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model.. (2001). Juillard, Michel ; Collard, Fabrice. In: Computational Economics. RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39. Full description at Econpapers \|\| Download paper	38
16	1999	Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60. Full description at Econpapers \|\| Download paper	36
17	1996	Computing Solutions for Large General Equilibrium Models Using GEMPACK.. (1996). . In: Computational Economics. RePEc:kap:compec:v:9:y:1996:i:2:p:83-127. Full description at Econpapers \|\| Download paper	36
18	2014	Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536. Full description at Econpapers \|\| Download paper	33
19	2000	A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers \|\| Download paper	31
20	2007	Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers \|\| Download paper	30
21	1999	A Multicriteria Decision Aid Methodology for Sorting Decision Problems: The Case of Financial Distress.. (1999). . In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:3:p:197-218. Full description at Econpapers \|\| Download paper	28
22	2003	Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy MackeyâGlass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series. (2003). KYRTSOU, Catherine. In: Computational Economics. RePEc:kap:compec:v:21:y:2003:i:3:p:257-276. Full description at Econpapers \|\| Download paper	27
23	2003	Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	27
24	2008	Integrating Real and Financial Markets in an Agent-Based Economic Model: An Application to Monetary Policy Design. (2008). Teglio, Andrea ; Raberto, Marco ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:147-162. Full description at Econpapers \|\| Download paper	27
25	2005	Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers \|\| Download paper	26
26	1999	A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK.. (1999). Wendner, Ron. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:3:p:265-87. Full description at Econpapers \|\| Download paper	24
27	2011	A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers \|\| Download paper	24
28	1998	A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling.. (1998). Rutherford, Thomas ; Perroni, Carlo. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:3:p:245-63. Full description at Econpapers \|\| Download paper	23
29		A Computational Approach to Finding Causal Economic Laws. (2000). Tavlas, George. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136. Full description at Econpapers \|\| Download paper	22
30	2000	Explaining the Persistence of Commodity Prices. (2000). Ruge-Murcia, Francisco ; Ng, Serena. In: Computational Economics. RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171. Full description at Econpapers \|\| Download paper	21
31	2000	Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies. (2000). Yu, Shih-Ti ; Leung, Siu. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:3:p:173-199. Full description at Econpapers \|\| Download paper	21
32	2005	A Frequency Selective Filter for Short-Length Time Series. (2005). Iacobucci, Alessandra. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:75-102. Full description at Econpapers \|\| Download paper	21
33	2010	How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154. Full description at Econpapers \|\| Download paper	21
34	2013	The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386. Full description at Econpapers \|\| Download paper	21
35	2007	Multidimensional Spline Interpolation: Theory and Applications. (2007). Kindermann, Fabian. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:2:p:153-169. Full description at Econpapers \|\| Download paper	21
36	1997	Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction.. (1997). . In: Computational Economics. RePEc:kap:compec:v:10:y:1997:i:4:p:317-35. Full description at Econpapers \|\| Download paper	20
37	2004	Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure. (2004). Richter, Christian ; Hughes Hallett, Andrew. In: Computational Economics. RePEc:kap:compec:v:23:y:2004:i:3:p:271-288. Full description at Econpapers \|\| Download paper	20
38	2008	Solving Linear Rational Expectations Models: A Horse Race. (2008). Anderson, Gary. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:95-113. Full description at Econpapers \|\| Download paper	20
39	2005	User-Friendly Parallel Computations with Econometric Examples. (2005). Creel, Michael. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:2:p:107-128. Full description at Econpapers \|\| Download paper	19
40	2003	Asset Price Dynamics among Heterogeneous Interacting Agents. (2003). Palestrini, Antonio ; leombruni, roberto ; Gallegati, Mauro. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:213-223. Full description at Econpapers \|\| Download paper	19
41	2015	Tractable Latent State Filtering for Non-Linear DSGE Models Using a Second-Order Approximation and Pruning. (2015). Kollmann, Robert. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:239-260. Full description at Econpapers \|\| Download paper	19
42	1995	Modular Technical Change and Genetic Algorithms.. (1995). . In: Computational Economics. RePEc:kap:compec:v:8:y:1995:i:3:p:233-53. Full description at Econpapers \|\| Download paper	17
43	2006	A Classification System for Economic Stochastic Control Models. (2006). Kendrick, David ; Amman, Hans. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:4:p:453-481. Full description at Econpapers \|\| Download paper	17
44	2002	Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI.. (2002). Swann, Christopher. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:2:p:145-78. Full description at Econpapers \|\| Download paper	17
45	2008	E&F Chaos: A User Friendly Software Package for Nonlinear Economic Dynamics. (2008). van der Weide, Roy ; Panchenko, Valentyn ; Hommes, Cars ; Diks, Cees. In: Computational Economics. RePEc:kap:compec:v:32:y:2008:i:1:p:221-244. Full description at Econpapers \|\| Download paper	17
46	2007	Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers \|\| Download paper	17
47	1998	Bubbles and Market Crashes.. (1998). . In: Computational Economics. RePEc:kap:compec:v:12:y:1998:i:2:p:97-114. Full description at Econpapers \|\| Download paper	17
48	1998	Modelling Federal Reserve Discount Policy.. (1998). Baum, Christopher. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70. Full description at Econpapers \|\| Download paper	16
49	1998	Wavelet Analysis of Commodity Price Behavior.. (1998). Davidson, Russell. In: Computational Economics. RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28. Full description at Econpapers \|\| Download paper	16
50	2018	Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7. Full description at Econpapers \|\| Download paper	16

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

#	Year	Title	Cited
1	2002	Solving Linear Rational Expectations Models.. (2002). Sims, Christopher. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20. Full description at Econpapers \|\| Download paper	62
2	2005	Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model. (2005). Lux, Thomas ; Alfarano, Simone. In: Computational Economics. RePEc:kap:compec:v:26:y:2005:i:1:p:19-49. Full description at Econpapers \|\| Download paper	52
3	1999	Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax.. (1999). Rutherford, Thomas. In: Computational Economics. RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46. Full description at Econpapers \|\| Download paper	42
4	2007	Empirical Validation in Agent-based Models: Introduction to the Special Issue. (2007). Windrum, Paul ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:189-194. Full description at Econpapers \|\| Download paper	38
5	2014	Efficient Sampling and Meta-Modeling for Computational Economic Models. (2014). Yildizoglu, Murat ; Salle, Isabelle ; Yldzolu, Murat . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:507-536. Full description at Econpapers \|\| Download paper	25
6	2007	A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems. (2007). Windrum, Paul ; Moneta, Alessio ; Fagiolo, Giorgio. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:195-226. Full description at Econpapers \|\| Download paper	22
7	2006	An Evolutionary Model of Endogenous Business Cycles. (2006). Roventini, Andrea ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:3-34. Full description at Econpapers \|\| Download paper	20
8	2008	Analysing DSGE Models with Global Sensitivity Analysis. (2008). Ratto, Marco. In: Computational Economics. RePEc:kap:compec:v:31:y:2008:i:2:p:115-139. Full description at Econpapers \|\| Download paper	20
9	2018	Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7. Full description at Econpapers \|\| Download paper	16
10	2002	Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model.. (2002). He, Xuezhong. In: Computational Economics. RePEc:kap:compec:v:19:y:2002:i:1:p:95-132. Full description at Econpapers \|\| Download paper	13
11	2011	A Class of Evolutionary Models for Participation Games with Negative Feedback. (2011). Tuinstra, Jan ; Dindo, Pietro. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:3:p:267-300. Full description at Econpapers \|\| Download paper	12
12	2017	A Practical, Accurate, Information Criterion for Nth Order Markov Processes. (2017). Barde, Sylvain. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9617-9. Full description at Econpapers \|\| Download paper	12
13	2015	Measuring Environmental Performance Under Regional Heterogeneity in China: A Metafrontier Efficiency Analysis. (2015). Yu, Yanni ; Choi, Yongrok. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:375-388. Full description at Econpapers \|\| Download paper	11
14	2015	On Modeling Environmental Production Characteristics: A Slacks-Based Measure for Chinaâs Poyang Lake Ecological Economics Zone. (2015). Zhang, Ning ; Kung, Chih-Chun ; Kong, Fanbin . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:389-404. Full description at Econpapers \|\| Download paper	11
15	2006	An Application of Extreme Value Theory for Measuring Financial Risk. (2006). Gilli, Manfred. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:2:p:207-228. Full description at Econpapers \|\| Download paper	11
16	2002	Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients.. (2002). Christiano, Lawrence. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55. Full description at Econpapers \|\| Download paper	11
17	2002	Production, Growth and Business Cycles: Technical Appendix.. (2002). Rebelo, Sergio ; Plosser, Charles ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116. Full description at Econpapers \|\| Download paper	10
18	2000	A Test for Strong Hysteresis.. (2000). Piscitelli, Laura ; Cross, Rod. In: Computational Economics. RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78. Full description at Econpapers \|\| Download paper	9
19	2007	Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework. (2007). Tesfatsion, Leigh. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:291-327. Full description at Econpapers \|\| Download paper	9
20	2005	Tests of Long Memory: A Bootstrap Approach. (2005). Grau, Pilar. In: Computational Economics. RePEc:kap:compec:v:25:y:2005:i:1:p:103-113. Full description at Econpapers \|\| Download paper	9
21	2015	Carbon Price Analysis Using Empirical Mode Decomposition. (2015). Wei, Yi-Ming ; Chevallier, Julien ; Zhu, Bangzhu ; Wang, Ping. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:2:p:195-206. Full description at Econpapers \|\| Download paper	9
22	2006	LABORsim: An Agent-Based Microsimulation of Labour Supply â An Application to Italy. (2006). Richiardi, Matteo ; leombruni, roberto. In: Computational Economics. RePEc:kap:compec:v:27:y:2006:i:1:p:63-88. Full description at Econpapers \|\| Download paper	9
23	2013	A Genetic Programming Approach for EUR/USD Exchange Rate Forecasting and Trading. (2013). Karathanasopoulos, Andreas ; Likothanassis, Spiros ; Vasilakis, Georgios ; Georgopoulos, Efstratios . In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:4:p:415-431. Full description at Econpapers \|\| Download paper	8
24	2011	A Computationally Efficient, Consistent Bootstrap for Inference with Non-parametric DEA Estimators. (2011). Wilson, Paul ; Simar, Leopold. In: Computational Economics. RePEc:kap:compec:v:38:y:2011:i:4:p:483-515. Full description at Econpapers \|\| Download paper	8
25	2015	Spatial Dynamics of Optimal Management in Bioeconomic Systems. (2015). Sims, Charles ; Finnoff, David ; Aadland, David. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:545-577. Full description at Econpapers \|\| Download paper	8
26	2010	The Case of two Self-Enforcing International Agreements for Environmental Protection with Asymmetric Countries. (2010). Tol, Richard ; Osmani, Dritan. In: Computational Economics. RePEc:kap:compec:v:36:y:2010:i:2:p:93-119. Full description at Econpapers \|\| Download paper	8
27	2007	Validating and Calibrating Agent-Based Models: A Case Study. (2007). Gallegati, Mauro ; Cirillo, Pasquale ; Bianchi, Carlo. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:245-264. Full description at Econpapers \|\| Download paper	8
28	2010	How to Maximize the Likelihood Function for a DSGE Model. (2010). Andreasen, Martin. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:2:p:127-154. Full description at Econpapers \|\| Download paper	7
29	2002	System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations.. (2002). Watson, Mark ; King, Robert. In: Computational Economics. RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86. Full description at Econpapers \|\| Download paper	7
30	2010	Intelligent Mutation Rate Control in an Economic Application of Genetic Algorithms. (2010). Maschek, Michael. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:25-49. Full description at Econpapers \|\| Download paper	7
31	2007	Solving dynamic portfolio choice problems by recursing on optimized portfolio weights or on the value function?. (2007). van Binsbergen, Jules. In: Computational Economics. RePEc:kap:compec:v:29:y:2007:i:3:p:355-367. Full description at Econpapers \|\| Download paper	7
32	2017	Computational Experiments Successfully Predict the Emergence of Autocorrelations in Ultra-High-Frequency Stock Returns. (2017). Zhou, Jian ; Zhang, Wei ; Chen, Wei ; Xiong, Xiong ; Jiang, Zhi-Qiang ; Gu, Gao-Feng . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:4:d:10.1007_s10614-016-9612-1. Full description at Econpapers \|\| Download paper	6
33	2017	The Comparison of Power and Optimization Algorithms on Unit Root Testing with Smooth Transition. (2017). Omay, Tolga ; Emirmahmutoglu, Furkan ; Emirmahmutolu, Furkan . In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:4:d:10.1007_s10614-016-9574-3. Full description at Econpapers \|\| Download paper	6
34	2014	Quarterly Fiscal Policy Experiments with a Multiplier-Accelerator Model. (2014). Kendrick, David ; Shoukry, George . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:3:p:269-293. Full description at Econpapers \|\| Download paper	6
35	2010	Dynamics and Structure of the 30 Largest North American Companies. (2010). Brida, Juan. In: Computational Economics. RePEc:kap:compec:v:35:y:2010:i:1:p:85-99. Full description at Econpapers \|\| Download paper	6
36	2015	A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2015). Malikane, Christopher ; Hartmann, Florian ; Proao, Christian ; Flaschel, Peter. In: Computational Economics. RePEc:kap:compec:v:45:y:2015:i:4:p:669-691. Full description at Econpapers \|\| Download paper	6
37	2016	Analysis of Correlation Based Networks Representing DAX 30 Stock Price Returns. (2016). SoramÃÂ¤ki, Kimmo ; Birch, Jenna ; Soramaki, Kimmo ; Pantelous, Athanasios A. In: Computational Economics. RePEc:kap:compec:v:47:y:2016:i:4:d:10.1007_s10614-015-9481-z. Full description at Econpapers \|\| Download paper	6
38	2014	Accuracy, Speed and Robustness of Policy Function Iteration. (2014). Walker, Todd ; Throckmorton, Nathaniel ; Richter, Alexander. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:4:p:445-476. Full description at Econpapers \|\| Download paper	6
39	2013	The Forecasting Performance of Corridor Implied Volatility in the Italian Market. (2013). Muzzioli, Silvia. In: Computational Economics. RePEc:kap:compec:v:41:y:2013:i:3:p:359-386. Full description at Econpapers \|\| Download paper	6
40	2018	Estimation of Sentiment Effects in Financial Markets: A Simulated Method of Moments Approach. (2018). Chen, Zhenxi ; Lux, Thomas. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:3:d:10.1007_s10614-016-9638-4. Full description at Econpapers \|\| Download paper	6
41	2015	Analysis of Carbon Emissions and Their Influence Factors Based on Data from Anhui of China. (2015). Song, Ma-Lin ; Zhou, Yuan-Xiang . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:359-374. Full description at Econpapers \|\| Download paper	6
42	2014	A Highly Accurate Finite Element Method to Price Discrete Double Barrier Options. (2014). Golbabai, A. ; Ballestra, L. ; Ahmadian, D.. In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:2:p:153-173. Full description at Econpapers \|\| Download paper	6
43	2013	Using Constrained Optimization for the Identification of Convergence Clubs. (2013). Postiglione, Paolo ; Andreano, M. ; Benedetti, Roberto. In: Computational Economics. RePEc:kap:compec:v:42:y:2013:i:2:p:151-174. Full description at Econpapers \|\| Download paper	6
44	2015	Costly Information in Markets with Heterogeneous Agents: A Model with Genetic Programming. (2015). Kaempff, Bob ; Huber, Jurgen ; Hauser, Florian . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:2:p:205-229. Full description at Econpapers \|\| Download paper	6
45	2007	Validating Simulation Models: A General Framework and Four Applied Examples. (2007). Marks, Robert. In: Computational Economics. RePEc:kap:compec:v:30:y:2007:i:3:p:265-290. Full description at Econpapers \|\| Download paper	5
46	2003	Traders Long-Run Wealth in an Artificial Financial Market. (2003). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano. In: Computational Economics. RePEc:kap:compec:v:22:y:2003:i:2:p:255-272. Full description at Econpapers \|\| Download paper	5
47	1999	Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs.. (1999). Duffy, John ; Bullard, James. In: Computational Economics. RePEc:kap:compec:v:13:y:1999:i:1:p:41-60. Full description at Econpapers \|\| Download paper	5
48	2015	Minimality of State Space Solutions of DSGE Models and Existence Conditions for Their VAR Representation. (2015). Paruolo, Paolo ; Franchi, Massimo. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:4:p:613-626. Full description at Econpapers \|\| Download paper	5
49	2015	Two-Stage Network Structures with Undesirable Intermediate Outputs Reused: A DEA Based Approach. (2015). Wu, Jie ; Liang, Liang ; Chu, Junfei ; Zhu, Qingyuan. In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:3:p:455-477. Full description at Econpapers \|\| Download paper	5
50	2017	LSM Algorithm for Pricing American Option Under HestonâHullâWhiteâs Stochastic Volatility Model. (2017). Samimi, O ; Mehrdoust, F ; Sharafpour, S ; Mardani, Z. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9598-8. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor: 43

Year	Title
2018	Bayesian MCMC analysis of periodic asymmetric power GARCH models. (2018). Aknouche, Abdelhakim ; Touche, Nassim ; Demmouche, Nacer. In: MPRA Paper. RePEc:pra:mprapa:91136. Full description at Econpapers \|\| Download paper
2018	The bubble and anti-bubble risk resistance analysis on the metal futures in China. (2018). Zhou, Wei ; Chen, Jin ; Huang, Yang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:947-957. Full description at Econpapers \|\| Download paper
2018	Profitability Edge by Dynamic Back Testing Optimal Period Selection for Technical Parameters Optimization, in Trading Systems with Forecasting. (2018). Th, D ; Papaschinopoulos, G ; Schinas, C J. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9640-x. Full description at Econpapers \|\| Download paper
2018	Spatiotemporal distribution of inclusive wealth data: An illustrated guide. (2018). Tsilika, Kyriaki ; Managi, Shunsuke ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:85711. Full description at Econpapers \|\| Download paper
2018	Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods. (2018). Shcherbakov, Victor ; Milovanovi, Slobodan. In: Papers. RePEc:arx:papers:1711.09852. Full description at Econpapers \|\| Download paper
2018	Selection of shape parameter in radial basis functions for solution of time-fractional BlackâScholes models. (2018). Haq, Sirajul ; Hussain, Manzoor. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:335:y:2018:i:c:p:248-263. Full description at Econpapers \|\| Download paper
2018	Empirical scaling relations of market event rates in foreign currency market. (2018). Boilard, J.-F., ; Takayasu, M ; Kanazawa, K. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:1152-1161. Full description at Econpapers \|\| Download paper
2018	Network Topology and Systemically Important Firms in the Interfirm Credit Network. (2018). Kwon, Ohsung ; Lee, Duk Hee ; Chung, Yanghon ; Han, Seung Hun ; Yun, Sung-Guan. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9648-x. Full description at Econpapers \|\| Download paper
2018	Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765. Full description at Econpapers \|\| Download paper
2018	Analysis on provincial industrial energy efficiency and its influencing factors in China based on DEA-RS-FANN. (2018). He, Yong ; Zhou, YA ; Liao, Nuo. In: Energy. RePEc:eee:energy:v:142:y:2018:i:c:p:79-89. Full description at Econpapers \|\| Download paper
2018	Exploring the effects of influencing factors on energy efficiency in industrial sector using cluster analysis and panel regression model. (2018). Liao, Nuo ; He, Yong. In: Energy. RePEc:eee:energy:v:158:y:2018:i:c:p:782-795. Full description at Econpapers \|\| Download paper
2018	Optimal dividend policies with random profitability. (2018). Rochet, Jean ; Soner, Mete H ; Reppen, Max. In: Papers. RePEc:arx:papers:1706.01813. Full description at Econpapers \|\| Download paper
2018	Optimal dividend policies with random profitability. (2018). Rochet, Jean-Charles ; Reppen, Max ; Soner, Mete H. In: IDEI Working Papers. RePEc:ide:wpaper:32400. Full description at Econpapers \|\| Download paper
2018	Optimal dividend policies with random profitability. (2018). Rochet, Jean-Charles ; Reppen, Max ; Soner, Mete H. In: TSE Working Papers. RePEc:tse:wpaper:32401. Full description at Econpapers \|\| Download paper
2018	Risk Profile Indicators and Spanish Banksâ Probability of Default from a Regulatory Approach. (2018). Gomez-Fernandez, Pilar ; Partal-Urea, Antonio ; Parrado-Martinez, Purificacion . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:4:p:1259-:d:142120. Full description at Econpapers \|\| Download paper
2018	DEA-Based Piecewise Linear Discriminant Analysis. (2018). Ji, Ai-Bing ; Qiao, Yanhua. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-016-9642-8. Full description at Econpapers \|\| Download paper
2018	Integrated data envelopment analysis: Linear vs. nonlinear model. (2018). Mahdiloo, Mahdi ; Tatham, Peter ; Saen, Reza Farzipoor ; Duong, Thach-Thao ; Toloo, Mehdi. In: European Journal of Operational Research. RePEc:eee:ejores:v:268:y:2018:i:1:p:255-267. Full description at Econpapers \|\| Download paper
2018	A New Vision of Classical Multi-regional InputâOutput Models. (2018). Tsilika, Kyriaki ; HALKOS, GEORGE. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9624-x. Full description at Econpapers \|\| Download paper
2018	Finite Difference Method for the BlackâScholes Equation Without Boundary Conditions. (2018). Jeong, Darae ; Kim, Junseok ; Yoo, Minhyun. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:4:d:10.1007_s10614-017-9653-0. Full description at Econpapers \|\| Download paper
2018	Effect of FDI on Pollution in China: New Insights Based on Wavelet Approach. (2018). Jun, Wen ; Mahmood, Hamid ; Hussain, Syed Jawad ; Zakaria, Muhammad. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:11:p:3859-:d:177957. Full description at Econpapers \|\| Download paper
2018	A multi-resolution and multivariate analysis of the dynamic relationships between crude oil and petroleum-product prices. (2018). Polanco, Josue M ; Fernandez-Macho, J ; Abadie, Luis M. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1550-1560. Full description at Econpapers \|\| Download paper
2018	Robust Monetary Policy in a Model of the Polish Economy: Is the Uncertainty Responsible for the Interest Rate Smoothing Effect?. (2018). Gorajski, Mariusz . In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9678-4. Full description at Econpapers \|\| Download paper
2018	A return spillover network perspective analysis of Chinese financial institutionsâ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421. Full description at Econpapers \|\| Download paper
2018	Systemic Risk Indicators Based on Nonlinear PolyModel. (2018). Ye, Xingxing ; Douady, Raphael. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2018:i:1:p:2-:d:192000. Full description at Econpapers \|\| Download paper
2018	Practical Deep Reinforcement Learning Approach for Stock Trading. (2018). Walid, Anwar ; Yang, ; Zhong, Shan ; Liu, Xiao-Yang ; Xiong, Zhuoran. In: Papers. RePEc:arx:papers:1811.07522. Full description at Econpapers \|\| Download paper
2018	Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281. Full description at Econpapers \|\| Download paper
2018	La modÃ©lisation de lâindice CAC 40 avec un modÃ¨le basÃ© agent. (2018). Lu, Nan. In: Erudite Ph.D Dissertations. RePEc:eru:erudph:ph18-02. Full description at Econpapers \|\| Download paper
2018	Pricing American Options with Jumps in Asset and Volatility. (2018). Nikitopoulos-Sklibosios, Christina ; Kang, Boda ; Taruvinga, Blessing. In: Research Paper Series. RePEc:uts:rpaper:394. Full description at Econpapers \|\| Download paper
2018	Pricing multi-asset American option under Heston stochastic volatility model. (2018). Samimi, Oldouz ; Mehrdoust, Farshid. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:05:y:2018:i:03:n:s2424786318500263. Full description at Econpapers \|\| Download paper
2018	An information theoretic criterion for empirical validation of simulation models. (2018). Lamperti, Francesco. In: Econometrics and Statistics. RePEc:eee:ecosta:v:5:y:2018:i:c:p:83-106. Full description at Econpapers \|\| Download paper
2018	Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106. Full description at Econpapers \|\| Download paper
2018	Local Control Regression: Improving the Least Squares Monte Carlo Method for Portfolio Optimization. (2018). Hamza, Kais ; Klebaner, Fima ; Zhu, Zili ; Tian, YU ; Langren, Nicolas ; Zhang, Rongju. In: Papers. RePEc:arx:papers:1803.11467. Full description at Econpapers \|\| Download paper
2018	Identifying relationship lending in the interbank market: A network approach. (2018). Kobayashi, Teruyoshi ; Takaguchi, Taro. In: Papers. RePEc:arx:papers:1708.08594. Full description at Econpapers \|\| Download paper
2018	Environmental Degradation in France: The Effects of FDI, Financial Development, and Energy Innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: MPRA Paper. RePEc:pra:mprapa:88195. Full description at Econpapers \|\| Download paper
2018	Environmental degradation in France: The effects of FDI, financial development, and energy innovations. (2018). Shahbaz, Muhammad ; Roubaud, David ; Nasir, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:843-857. Full description at Econpapers \|\| Download paper
2018	Testing for Unit Roots in Dynamic Panels with Smooth Breaks and Cross-Sectionally Dependent Errors. (2018). shin, yongcheol ; Omay, Tolga ; Hasanov, MÃÂ¼bariz. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9667-7. Full description at Econpapers \|\| Download paper
2018	Likelihood-based risk estimation for variance-gamma models. (2018). Bee, Marco ; Santi, Flavio ; Dickson, Maria Michela. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:27:y:2018:i:1:d:10.1007_s10260-017-0393-z. Full description at Econpapers \|\| Download paper
2018	Robust trading for ambiguity-averse insiders. (2018). Vitale, Paolo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:113-130. Full description at Econpapers \|\| Download paper
2018	Optimal monetary policy for a pessimistic central bank. (2018). Vitale, Paolo. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:39-59. Full description at Econpapers \|\| Download paper
2018	How active is active learning: value function method vs an approximation method. (2018). Amman, Hans ; Tucci, Marco Paolo. In: Department of Economics University of Siena. RePEc:usi:wpaper:788. Full description at Econpapers \|\| Download paper
2018	Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi. In: Computational Economics. RePEc:kap:compec:v:51:y:2018:i:3:d:10.1007_s10614-016-9627-7. Full description at Econpapers \|\| Download paper
2018	Time series analysis of S&P 500 index: A horizontal visibility graph approach. (2018). Vamvakaris, Michail D ; Zuev, Konstantin M ; Pantelous, Athanasios A. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:497:y:2018:i:c:p:41-51. Full description at Econpapers \|\| Download paper
2018	On the changing structure among Chinese equity markets: Hong Kong, Shanghai, and Shenzhen. (2018). Bessler, David A ; Huang, Wei ; Lai, Pei-Chun. In: European Journal of Operational Research. RePEc:eee:ejores:v:264:y:2018:i:3:p:1020-1032. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Forward-looking portfolio selection with multivariate non-Gaussian models and the Esscher transform. (2018). Tassinari, Gian Luca ; Bianchi, Michele Leonardo. In: Papers. RePEc:arx:papers:1805.05584. Full description at Econpapers \|\| Download paper
2018	Estimation of agent-based models using sequential Monte Carlo methods. (2018). Lux, Thomas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:391-408. Full description at Econpapers \|\| Download paper
2018	Predetermined interest rates in an analytical RBC model. (2018). Moura, Alban ; FÃÂ¨ve, Patrick ; Pierrard, Olivier ; Feve, Patrick. In: Economics Letters. RePEc:eee:ecolet:v:172:y:2018:i:c:p:12-15. Full description at Econpapers \|\| Download paper
2018	Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18. Full description at Econpapers \|\| Download paper
2018	Can agent-based models probe market microstructure?. (2018). Platt, Donovan ; Gebbie, Tim. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1092-1106. Full description at Econpapers \|\| Download paper
2018	Distribution of individual status in the invisibility similarity network of new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:426-434. Full description at Econpapers \|\| Download paper
2018	Investigating the features of pairs trading strategy: A network perspective on the Chinese stock market. (2018). Wang, Gang-Jin ; Ma, Chaoqun ; Wen, Danyan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:903-918. Full description at Econpapers \|\| Download paper
2018	Herding boosts too-connected-to-fail risk in stock market of China. (2018). Lu, Shan ; Ren, Ruoen ; Wang, Huiwen ; Zhao, Jichang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:505:y:2018:i:c:p:945-964. Full description at Econpapers \|\| Download paper
2018	The transmission of fluctuation among price indices based on Granger causality network. (2018). Sun, Qingru ; Hao, Xiaoqing ; Chen, Zhihua ; Wen, Shaobo ; Gao, Xiangyun. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:506:y:2018:i:c:p:36-49. Full description at Econpapers \|\| Download paper
2018	Degree distributions and motif profiles of limited penetrable horizontal visibility graphs. (2018). Wang, Minggang ; Stanley, Eugene H ; Tian, Lixin ; Xu, Hua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:620-634. Full description at Econpapers \|\| Download paper
2018	Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:881-889. Full description at Econpapers \|\| Download paper
2018	. Full description at Econpapers \|\| Download paper
2018	Exploring the Dedicated Knowledge Base of a Transformation towards a Sustainable Bioeconomy. (2018). Pyka, Andreas ; Mueller, Matthias ; Bogner, Kristina B ; Schlaile, Michael P ; Urmetzer, Sophie. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1694-:d:148475. Full description at Econpapers \|\| Download paper
2018	An agent based early warning indicator for financial market instability. (2018). Vidal-TomÃÂ¡s, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12. Full description at Econpapers \|\| Download paper
2018	How to Apply Advanced Statistical Analysis to Computational Economics: Methods and Insights. (2018). Song, Malin ; Fisher, Ron. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:4:d:10.1007_s10614-018-9832-7. Full description at Econpapers \|\| Download paper
2018	Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers \|\| Download paper
2018	The Changing Network of Financial Market Linkages: The Asian Experience. (2018). Dungey, Mardi ; Volkov, Vladimir ; Sayeed, Mohammad Abu ; Kangogo, Moses ; Chowdhury, Biplob. In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0558. Full description at Econpapers \|\| Download paper
2018	Estimating heterogeneous agents behavior in a two-market financial system. (2018). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:13:y:2018:i:3:d:10.1007_s11403-017-0190-7. Full description at Econpapers \|\| Download paper
2018	Itâs a match! Simulating compatibility-based learning in a network of networks. (2018). Schlaile, Michael P ; Mueller, Matthias ; Zeman, Johannes. In: Journal of Evolutionary Economics. RePEc:spr:joevec:v:28:y:2018:i:5:d:10.1007_s00191-018-0579-z. Full description at Econpapers \|\| Download paper
2018	Inference for nonlinear state space models: A comparison of different methods applied to Markov-switching multifractal models. (2018). Lux, Thomas. In: Economics Working Papers. RePEc:zbw:cauewp:201807. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	An empirical behavioural order-driven model with price limit rules. (2017). Zhou, Wei-Xing ; Chen, Wei ; Zhang, Yong-Jie ; Xu, Hai-Chuan ; Xiong, Xiong ; Gu, Gao-Feng. In: Papers. RePEc:arx:papers:1704.04354. Full description at Econpapers \|\| Download paper
2017	Structural Break, Nonlinearity and the Hysteresis hypothesis: Evidence from new unit root tests.. (2017). Oflaz, Zarina. In: Econometrics Letters. RePEc:bmo:bmoart:v:4:y:2017:i:2:p:1-16. Full description at Econpapers \|\| Download paper
2017	Bayesian estimation of agent-based models. (2017). Tsionas, Mike ; Richiardi, Matteo ; Grazzini, Jakob. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:77:y:2017:i:c:p:26-47. Full description at Econpapers \|\| Download paper
2017	A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141. Full description at Econpapers \|\| Download paper
2017	Complexity and the Economics of Climate Change: A Survey and a Look Forward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Lamperti, Francesco ; Sapio, A ; Balint, T. In: Ecological Economics. RePEc:eee:ecolec:v:138:y:2017:i:c:p:252-265. Full description at Econpapers \|\| Download paper
2017	Agent-based model calibration using machine learning surrogates. (2017). Roventini, Andrea ; Sani, Amir ; Lamperti, Frencesco. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1709. Full description at Econpapers \|\| Download paper
2017	A Toolkit for Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9544-1. Full description at Econpapers \|\| Download paper
2017	Convergence of Discretized Value Function Iteration. (2017). Kirkby, Robert. In: Computational Economics. RePEc:kap:compec:v:49:y:2017:i:1:d:10.1007_s10614-015-9545-0. Full description at Econpapers \|\| Download paper
2017	Complexity and the economics of climate change : a survey and a look foreward. (2017). Roventini, Andrea ; Napoletano, Mauro ; Mandel, Antoine ; Sapio, Sandro ; Lamperti, Francesco ; Balint, Tomas. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/1nlv566svi86iqtetenms15tc4. Full description at Econpapers \|\| Download paper
2017	Faraway, so Close: Coupled Climate and Economic Dynamics in an Agent-Based Integrated Assessment Model. (2017). Roventini, Andrea ; Napoletano, Mauro ; Lamperti, Francesco ; Dosi, Giovanni ; Sapio, Alessandro. In: LEM Papers Series. RePEc:ssa:lemwps:2017/12. Full description at Econpapers \|\| Download paper
2017	Validation of Agent-Based Models in Economics and Finance. (2017). Roventini, Andrea ; Moneta, Alessio ; Guerini, Mattia ; Fagiolo, Giorgio ; Lamperti, Francesco. In: LEM Papers Series. RePEc:ssa:lemwps:2017/23. Full description at Econpapers \|\| Download paper
2017	An empirical validation protocol for large-scale agent-based models. (2017). van der Hoog, Sander ; Barde, Sylvain ; Sander van der Hoog, . In: Studies in Economics. RePEc:ukc:ukcedp:1712. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Analysis of the balance between U.S. monetary and fiscal policy using simulated wavelet-based optimal tracking control. (2016). Crowley, Patrick ; Hudgins, David. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_021. Full description at Econpapers \|\| Download paper
2016	Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962. Full description at Econpapers \|\| Download paper
2016	Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu. In: Applied Energy. RePEc:eee:appene:v:179:y:2016:i:c:p:272-283. Full description at Econpapers \|\| Download paper
2016	The shadow costs of repos and bank liability structure. (2016). Klimenko, Nataliya ; Moreno-Bromberg, Santiago . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:65:y:2016:i:c:p:1-29. Full description at Econpapers \|\| Download paper
2016	The role of sovereign credit ratings in fiscal discipline. (2016). Ozturk, Huseyin ; Duygun, Meryem ; Shaban, Mohamed. In: Emerging Markets Review. RePEc:eee:ememar:v:27:y:2016:i:c:p:197-216. Full description at Econpapers \|\| Download paper
2016	The dynamics of fuel demand and illegal fuel activity in Turkey. (2016). Yalta, Ayse. In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:144-158. Full description at Econpapers \|\| Download paper
2016	On business cycles synchronization in Europe: A note on network analysis. (2016). GÃÂ³mez, David ; Matesanz, David ; Ortega, Guillermo J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:287-296. Full description at Econpapers \|\| Download paper
2016	Optimal Policy Identification: Insights from the German Electricity Market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2016-004. Full description at Econpapers \|\| Download paper
2016	Assessing classical input output structures with trade networks: A graph theory approach. (2016). Tsilika, Kyriaki ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:72511. Full description at Econpapers \|\| Download paper
2016	Multiplex interbank networks and systemic importance â An application to European data. (2016). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers \|\| Download paper
2016	Optimal Policy Identification: Insights from the German Electricity Market.. (2016). Savin, Ivan ; Herrmann, Johannes . In: Working Papers of BETA. RePEc:ulp:sbbeta:2016-16. Full description at Econpapers \|\| Download paper
2016	Network effects and systemic risk in the banking sector. (2016). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:62. Full description at Econpapers \|\| Download paper
2016	Optimal policy identification: Insights from the German electricity market. (2016). Savin, Ivan ; Herrmann, Johannes Karl . In: Working Paper Series in Economics. RePEc:zbw:kitwps:87. Full description at Econpapers \|\| Download paper
2016	Too interconnected to fail: A survey of the interbank networks literature. (2015). HÃÂ¼ser, Anne-Caroline ; Huser, Anne-Caroline. In: SAFE Working Paper Series. RePEc:zbw:safewp:91. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	The Social Cost of Carbon with Economic and Climate Risks. (2015). Judd, Kenneth ; Cai, Yongyang ; Lontzek, Thomas S.. In: Papers. RePEc:arx:papers:1504.06909. Full description at Econpapers \|\| Download paper
2015	Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10940. Full description at Econpapers \|\| Download paper
2015	Solution and Estimation Methods for DSGE Models. (2015). Schorfheide, Frank ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11032. Full description at Econpapers \|\| Download paper
2015	Risk Sharing in a World Economy with Uncertainty Shocks. (2015). Kollmann, Robert. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220899. Full description at Econpapers \|\| Download paper
2015	On variable reductions in data envelopment analysis with an illustrative application to a gas company. (2015). Toloo, Mehdi ; Babaee, Seddigheh. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:270:y:2015:i:c:p:527-533. Full description at Econpapers \|\| Download paper
2015	Identification of DSGE modelsâThe 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. Full description at Econpapers \|\| Download paper
2015	Correlations between oil and stock markets: A wavelet-based approach. (2015). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:212-227. Full description at Econpapers \|\| Download paper
2015	Linear and nonlinear Granger causality investigation between carbon market and crude oil market: A multi-scale approach. (2015). Yu, Lean ; Wang, Shuai ; Li, Jingjing ; Tang, Ling. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:300-311. Full description at Econpapers \|\| Download paper
2015	Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: CAMA Working Papers. RePEc:een:camaaa:2015-44. Full description at Econpapers \|\| Download paper
2015	Risk sharing in a world economy with uncertainty shocks. (2015). Kollmann, Robert. In: Globalization Institute Working Papers. RePEc:fip:feddgw:258. Full description at Econpapers \|\| Download paper
2015	What Determines Bitcoinâs Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; Olayeni, Olaolu ; bouoiyour, jamal. In: Working Papers. RePEc:hal:wpaper:hal-01880330. Full description at Econpapers \|\| Download paper
2015	Sustainable water resource and endogenous economic growth. (2015). Zhang, Ning ; Wu, Tao ; Dong, Liang ; Ren, Jingzhen ; Wang, Bing. In: MPRA Paper. RePEc:pra:mprapa:73457. Full description at Econpapers \|\| Download paper
2015	Dynamic programming with Hermite approximation. (2015). Judd, Kenneth ; Cai, Yongyang. In: Mathematical Methods of Operations Research. RePEc:spr:mathme:v:81:y:2015:i:3:p:245-267. Full description at Econpapers \|\| Download paper
2015	What Determines Bitcoinâs Value?. (2015). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal ; Olayeni, Olaolu Richard. In: Working Papers. RePEc:tac:wpaper:2014-2015_13. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Computational Economics / Springer	25	252
2	Papers / arXiv.org	51	109
3	MPRA Paper / University Library of Munich, Germany	87	82
4	Physica A: Statistical Mechanics and its Applications / Elsevier	52	80
5	Journal of Economic Dynamics and Control / Elsevier	98	79
6	Economic Modelling / Elsevier	57	46
7	LEM Papers Series / Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy	25	41
8	European Journal of Operational Research / Elsevier	87	34
9	Energy Economics / Elsevier	115	32
10	Sciences Po publications / Sciences Po	41	32
11	Energy Policy / Elsevier	115	29