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CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
15
Impact Factor
0
5 Years IF
0.5
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0.38 0 8 8 28 3 3 0 0 2 66.7 3 0.38 0.21
2000 0.25 0.44 0.29 0.25 13 21 74 4 9 8 2 8 2 2 50 2 0.15 0.2
2001 0.52 0.4 0.74 0.52 6 27 30 18 29 21 11 21 11 5 27.8 1 0.17 0.22
2002 0.26 0.42 0.32 0.26 14 41 34 12 42 19 5 27 7 4 33.3 3 0.21 0.23
2003 0.45 0.42 0.53 0.46 10 51 38 26 69 20 9 41 19 8 30.8 2 0.2 0.24
2004 0.25 0.47 0.4 0.33 16 67 43 27 96 24 6 51 17 0 0 0.27
2005 0.31 0.49 0.54 0.39 17 84 24 44 141 26 8 59 23 9 20.5 5 0.29 0.29
2006 0.09 0.47 0.27 0.19 17 101 64 27 168 33 3 63 12 4 14.8 2 0.12 0.27
2007 0.24 0.39 0.22 0.2 16 117 32 26 194 34 8 74 15 6 23.1 2 0.13 0.22
2008 0.39 0.46 0.37 0.39 13 130 52 48 242 33 13 76 30 4 8.3 2 0.15 0.23
2009 0.28 0.43 0.2 0.23 17 147 43 29 271 29 8 79 18 3 10.3 3 0.18 0.22
2010 0.5 0.37 0.22 0.26 11 158 46 34 306 30 15 80 21 6 17.6 4 0.36 0.19
2011 0.43 0.46 0.29 0.39 12 170 96 50 356 28 12 74 29 9 18 6 0.5 0.25
2012 0.7 0.5 0.28 0.52 10 180 52 50 406 23 16 69 36 6 12 2 0.2 0.25
2013 1.32 0.5 0.29 0.6 19 199 50 57 463 22 29 63 38 5 8.8 2 0.11 0.24
2014 0.45 0.53 0.2 0.43 15 214 100 42 505 29 13 69 30 7 16.7 4 0.27 0.27
2015 0.74 0.53 0.27 0.6 12 226 38 62 567 34 25 67 40 8 12.9 3 0.25 0.27
2016 0.74 0.54 0.19 0.47 8 234 29 45 612 27 20 68 32 2 4.4 0 0.27
2017 1 0.54 0.37 0.88 0 234 0 87 699 20 20 64 56 0 0 0.27
2018 1 0.53 0.29 0.63 0 234 0 69 768 8 8 54 34 0 0 0.26
2019 0 0.55 0.23 0.63 0 234 0 54 822 0 35 22 0 0 0.32
2020 0 0.63 0.12 0.5 0 234 0 27 849 0 20 10 0 0 0.58
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
SC: selft citations in y to articles published in y-1 plus y-2
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y
50 most cited documents in this series
#YearTitleCited
12011Individual Expectations and Aggregate Macro Behavior. (2011). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-01.

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62
22012Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03.

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47
32000A Nonlinear Structural Model for Volatility Clustering. (2000). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-02.

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38
42000Bifurcation Routes to Volatility Clustering. (2000). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-04.

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30
52014Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-05.

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27
62010Positive expectations feedback experiments and number guessing games as models of financial markets. (2010). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-08.

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27
72013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

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27
82008Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-05.

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22
92014Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Demertzis, Maria ; Bolt, Wilko. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-13.

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22
102003Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-03.

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20
112006Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index. (2006). Tuinstra, Jan ; Goppelsroeder, Marie ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-09.

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19
122001Evolutionary Dynamics in Financial Markets With Many Trader Types. (2001). Wagener, Florian ; Hommes, Cars ; Brock, W. H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-01.

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17
132013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-19.

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16
142014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment. (2014). Massaro, Domenico ; Hommes, Cars ; Heemeijer, P ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-07.

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16
152009Evolutionary Selection of Individual Expectations and Aggregate Outcomes. (2009). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-09.

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15
162014Deleveraging crises and deep recessions: a behavioural approach. (2014). Seppecher, Pascal ; Salle, Isabelle. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-10.

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15
172002Expectations and Bubbles in Asset Pricing Experiments. (2002). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van De, H. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-05.

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15
182001Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-06.

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14
192005A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-02.

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13
202002Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-10.

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13
212006Wake me up before you GO-GARCH. (2006). van der Weide, Roy ; Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

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13
222016Is the Market Really a Good Teacher?. (2016). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-04.

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12
232011Bifurcations of Optimal Vector Fields. (2011). Wagener, Florian ; Kiseleva, Tatiana ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-05.

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11
242009Forward and Backward Dynamics in implicitly defined Overlapping Generations Models. (2009). Tramontana, Fabio ; Hommes, Cars ; Gardini, Laura ; de Vilder, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-02.

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11
252016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis. (2016). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-01.

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11
262004A note on the Hiemstra-Jones test for Granger non-causality. (2004). Panchenko, Valentyn ; Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-10.

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10
272014The formation of a core periphery structure in heterogeneous financial networks. (2014). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-04.

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10
282004Coordination of Expectations in Asset Pricing Experiments (Version March 2004). (2004). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-02.

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10
292008Interest Rate Rules with Heterogeneous Expectations. (2008). Hommes, Cars ; Assenza, Tiziana ; Anufriev, Mikhail ; Massaro, D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-08.

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10
302007Evolution of Market Heuristics. (2007). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-06.

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10
312003Heterogeneity as a natural source of randomness. (2003). Diks, Cees ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-05.

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9
322014Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments. (2014). Makarewicz, Tomasz ; Hommes, Cars ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-01.

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9
332011On the stability of the Cournot equilibrium: An evolutionary approach. (2011). Tuinstra, Jan ; Hommes, Cars ; Ochea, M.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-10.

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9
342015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-05.

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9
352015Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab. (2015). Salle, Isabelle ; Massaro, Domenico ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-11.

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9
361999Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition. (1999). Tuinstra, Jan ; Hommes, Cars ; Droste, E.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-04.

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8
372004Goodness-of-fit test for copulas. (2004). Panchenko, Valentyn. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-16.

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8
382010The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab. (2010). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-06.

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8
392000Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2000). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-03.

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8
402011Learning, Forecasting and Optimizing: an Experimental Study. (2011). Hommes, Cars ; Duffy, John ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-08.

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8
411999The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-06.

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7
422015Critical Slowing Down as Early Warning Signals for Financial Crises?. (2015). Hommes, Cars ; Wang, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-04.

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7
432015Inflation Targeting and Liquidity Traps under Endogenous Credibility. (2015). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-03.

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6
442014Persistence and volatility of Beveridge cycles. (2014). Sniekers, Florian. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-11.

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6
452006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation. (2006). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-05.

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6
462006More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-12.

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5
472000On learning equilibria. (2000). Wagener, Florian ; Tuinstra, Jan. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-12.

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5
482007Complexity, Evolution and Learning: a simple story of heterogeneous expectations and some empirical and experimental validation.. (2007). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-07.

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5
491999Complex Nonlinear Dynamics and Computational Methods. (1999). Hommes, Cars ; Dechert, W. D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-01.

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5
502008Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-03.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Positive expectations feedback experiments and number guessing games as models of financial markets. (2010). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-08.

Full description at Econpapers || Download paper

12
22014Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-05.

Full description at Econpapers || Download paper

9
32012Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03.

Full description at Econpapers || Download paper

9
42013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

Full description at Econpapers || Download paper

8
52014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment. (2014). Massaro, Domenico ; Hommes, Cars ; Heemeijer, P ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-07.

Full description at Econpapers || Download paper

7
62013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-19.

Full description at Econpapers || Download paper

7
72014Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Demertzis, Maria ; Bolt, Wilko. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-13.

Full description at Econpapers || Download paper

5
82015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-05.

Full description at Econpapers || Download paper

5
92016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

Full description at Econpapers || Download paper

4
102004Coordination of Expectations in Asset Pricing Experiments (Version March 2004). (2004). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-02.

Full description at Econpapers || Download paper

4
112006Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index. (2006). Tuinstra, Jan ; Goppelsroeder, Marie ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-09.

Full description at Econpapers || Download paper

4
122016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis. (2016). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-01.

Full description at Econpapers || Download paper

4
132011Individual Expectations and Aggregate Macro Behavior. (2011). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-01.

Full description at Econpapers || Download paper

4
142015When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets. (2015). Hommes, Cars ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-10.

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3
152015Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab. (2015). Salle, Isabelle ; Massaro, Domenico ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-11.

Full description at Econpapers || Download paper

2
162006Wake me up before you GO-GARCH. (2006). van der Weide, Roy ; Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

Full description at Econpapers || Download paper

2
172007The Relationship between Crude Oil Spot and Futures Prices: Cointegration, Linear and Nonlinear Causality. (2007). Diks, Cees ; Bekiros, Stelios. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-11.

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2
182014Persistence and volatility of Beveridge cycles. (2014). Sniekers, Florian. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-11.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations