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Citation Profile [Updated: 2021-10-07 07:43:44]
5 Years H
4
Impact Factor
0
5 Years IF
0.17
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 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1991 0 0.08 0 0 0 0 0 0 0 0 0 0 0.04
1992 0 0.09 0 0 0 0 0 0 0 0 0 0 0.04
1993 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1994 0 0.12 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.08
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.28 0 0 0 0 0 0 0 0 0 0 0.13
2000 0 0.32 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.35 0 0 0 0 0 0 0 0 0 0 0.15
2002 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2003 0 0.4 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.45 0 0 23 23 0 0 0 0 0 0 0.2
2005 0 0.46 0 0 0 23 0 0 23 23 0 0 0.21
2006 0 0.46 0 0 28 51 3 0 23 23 0 0 0.21
2007 0 0.42 0 0 0 51 0 0 28 51 0 0 0.18
2008 0 0.44 0 0 21 72 2 0 28 51 0 0 0.2
2009 0 0.43 0.01 0.01 14 86 7 1 1 21 72 1 1 100 0 0.21
2010 0 0.43 0 0 11 97 4 1 35 63 0 0 0.18
2011 0 0.45 0.02 0 14 111 10 2 3 25 74 0 2 0.14 0.2
2012 0.04 0.45 0.03 0.03 8 119 5 3 6 25 1 60 2 0 0 0.19
2013 0.09 0.51 0.02 0.03 10 129 7 3 9 22 2 68 2 0 0 0.21
2014 0.22 0.52 0.09 0.18 8 137 5 13 22 18 4 57 10 0 0 0.2
2015 0 0.51 0.03 0.08 8 145 5 5 27 18 51 4 0 0 0.2
2016 0.19 0.51 0.05 0.1 10 155 8 7 34 16 3 48 5 3 42.9 0 0.18
2017 0.06 0.52 0.04 0.09 11 166 4 6 40 18 1 44 4 0 0 0.19
2018 0.14 0.56 0.04 0.09 0 166 0 6 46 21 3 47 4 0 0 0.22
2019 0.09 0.62 0.06 0.19 0 166 0 10 56 11 1 37 7 0 0 0.22
2020 0 0.86 0.04 0.17 0 166 0 7 63 0 29 5 0 0 0.34
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
12016Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144.

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7
22011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence. (2011). Kliber, Agata. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128.

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6
32012The Analysis of Interregional Migrations in Polandi n the Period of 2004-2010 using Panel Gravity Model. (2012). Wilk, Justyna ; Pietrzak, Michal ; Drzewoszewska, Natalia . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:111-122.

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5
42009Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification. (2009). Huptas, Roman . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:128-138.

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4
52013Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis. (2013). Papież, Monika ; Śmiech, Sławomir ; Papiez, Monika ; Smiech, Slawomir . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:51-68.

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3
62016Quantile forecasting in operational planning and inventory management – an initial empirical verification. (2016). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:5-20.

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2
72010Liquidity and Market Microstructure Noise: Evidence from the Pekao Data. (2010). Doman, Magorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:5-14.

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2
82017The application of hidden Markov models to the analysis of real convergence. (2017). Witkowski, Bartosz ; Prochniak, Mariusz ; Bernardelli, Michal. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:59-80.

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2
92011Detection of Collusion Equilibrium in an Industry with Application of Wavelet Analysis. (2011). Bruzda, Joanna ; Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:155-170.

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2
102013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; Będowska-Sójka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106.

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2
112015Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, Błażej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87.

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2
122017“Sell not only in May”. Seasonal Effects on Stock Markets. (2017). Schabek, Tomasz ; Castro, Henrique. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:5-18.

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2
132014The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis. (2014). Wlodarczyk, Aneta ; Pilatowska, Mariola ; Zawada, Marcin . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:51-70.

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2
142010Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient. (2010). Orzeszko, Witold. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:97-106.

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2
152013The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession. (2013). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:5-32.

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2
162015Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange. (2015). Olbrys, Joanna ; Nowak, Sabina. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:49-69.

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2
172014Does historical VIX term structure contain valuable information for predicting VIX futures?. (2014). Wójcik, Piotr ; Sakowski, Pawel ; Ślepaczuk, Robert ; Kokoszczyński, Ryszard ; Jablecki, Juliusz ; Kokoszczynski, Ryszard ; SLEPACZUK, Robert ; Wojcik, Piotr . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:5-28.

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1
182006Measuring Conditional Dependence of Polish Financial Returns. (2006). Doman, Ryszard . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:59-68.

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1
192013Asymmetric impact of innovations on volatility in the case of the US and CEEC-3 markets: EGARCH based approach. (2013). Olbrys, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:33-50.

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1
202015Testing Parallel Pricing Behavior in the Polish Wholesale Fuel Market: an ARDL – Bound Testing Approach. (2015). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:111-128.

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1
21Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship. (2004). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:117-126.

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1
222011ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market. (2011). Olbrys, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:185-202.

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1
232014The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Wleklinska, Dagna ; Gorna, Karolina ; Szulc, Elzbieta . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:125-144.

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1
242010European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis. (2010). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:15-30.

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1
252006Imposing Economic Restrictions in a VECM-form Demand System. (2006). Mazur, Błażej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:269-280.

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1
262012Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model. (2012). Kostrzewski, Maciej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:53-72.

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1
272009Estimation of Disproportions in Patent Activity of OECD Countries Using Spatio-Temporal Methods. (2009). Szajt, Marek . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:91-98.

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1
282014The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis. (2014). Syczewska, Ewa. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:93-104.

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1
29The Econometric Models Satisfying the Congruence Postulate – an Overview. (2008). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:53-60.

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1
302006Bayesian Analysis of Main Bivariate GARCH and SV Models for PLN/USD and PLN/DEM (1966-2001). (2006). Pipień, Mateusz ; Pajor, Anna ; Osiewalski, Jacek. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:25-36.

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1
312009The Combined Forecasts Using the Akaike Weights. (2009). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:5-16.

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1
322014Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach. (2014). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:71-91.

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1
332008Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland. (2008). Zawada, Marcin ; Wlodarczyk, Aneta. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:171-178.

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1
342015Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004–2012. (2015). Szulc, Elzbieta ; Wleklinska, Dagna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:5-26.

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1
352006Modeling of State Innovativeness Based on Space-time Models. (2006). Szajt, Marek . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:231-238.

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1
362011Information and Prediction Criteria in Selecting the Forecasting Model. (2011). Piatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:21-40.

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1
372009Econometric Tools for Detection of Collusion Equilibrium in the Industry. (2009). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:27-38.

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1
382017Microeconometric Analysis of Telecommunication Services Market with the Use of SARIMA Models. (2017). Kaczmarczyk, Pawel . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:41-57.

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1
392008Information Impact on Stock Price Dynamics. (2008). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:13-20.

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1
40General-to-Specific Modelling vs. Congruent Modelling in PcGets. (2004). Kufel, Tadeusz. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:83-92.

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1
412011Space-Time Modelling of the Unemployment Rate in Polish Poviats. (2011). Pietrzak, Michal ; Muller-Frczek, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:203-213.

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1
422009Estimating and Forecasting GDP in Poland with Dynamic Factor Model. (2009). Krajewski, Jaroslaw . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:139-145.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Dependency analysis between Bitcoin and selected global currencies. (2016). Szetela, Beata ; Gedek, Stanislaw ; Mentel, Grzegorz . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:133-144.

Full description at Econpapers || Download paper

6
22015Day-of-the-Week Effects in Liquidity on the Warsaw Stock Exchange. (2015). Olbrys, Joanna ; Nowak, Sabina. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:49-69.

Full description at Econpapers || Download paper

2
32016Quantile forecasting in operational planning and inventory management – an initial empirical verification. (2016). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:16:y:2016:p:5-20.

Full description at Econpapers || Download paper

2
42017“Sell not only in May”. Seasonal Effects on Stock Markets. (2017). Schabek, Tomasz ; Castro, Henrique. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:5-18.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2017

YearCiting document