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Citation Profile [Updated: 2021-04-01 17:48:24]
5 Years H
13
Impact Factor
0
5 Years IF
0
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 1 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 2 0 0 0 0 0.07
1994 0 0.14 0 0 0 0 0 3 0 0 0 0 0.07
1995 0 0.19 0 0 0 0 0 4 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 5 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 6 0 0 0 0 0.13
1998 0 0.25 0 0 0 0 0 10 0 0 0 0 0.15
1999 0 0.32 0.15 0 195 195 760 30 40 0 0 1 3.3 30 0.15 0.21
2000 0.25 0.46 0.26 0.25 1 196 1 50 90 195 49 195 49 0 0 0.2
2001 0.33 0.4 0.34 0.33 0 196 0 67 157 196 65 196 65 0 0 0.22
2002 1 0.43 0.31 0.3 0 196 0 61 218 1 1 196 59 0 0 0.24
2003 0 0.42 0.36 0.34 0 196 0 70 288 0 196 66 0 0 0.24
2004 0 0.47 0.26 0.25 0 196 0 50 338 0 196 49 0 0 0.27
2005 0 0.5 0.36 0 0 196 0 70 408 0 1 0 0 0.29
2006 0 0.48 0.24 0 0 196 0 47 455 0 0 0 0 0.27
2007 0 0.4 0.25 0 0 196 0 49 504 0 0 0 0 0.23
2008 0 0.46 0.27 0 0 196 0 53 557 0 0 0 0 0.23
2009 0 0.44 0.16 0 0 196 0 32 589 0 0 0 0 0.23
2010 0 0.38 0.14 0 0 196 0 27 616 0 0 0 0 0.2
2011 0 0.48 0.1 0 0 196 0 20 636 0 0 0 0 0.25
2012 0 0.51 0.07 0 0 196 0 13 649 0 0 0 0 0.26
2013 0 0.52 0.09 0 0 196 0 17 666 0 0 0 0 0.24
2014 0 0.55 0.1 0 0 196 0 20 686 0 0 0 0 0.28
2015 0 0.55 0.11 0 0 196 0 22 708 0 0 0 0 0.27
2016 0 0.56 0.12 0 0 196 0 23 731 0 0 0 0 0.28
2017 0 0.56 0.04 0 0 196 0 8 739 0 0 0 0 0.28
2018 0 0.57 0.05 0 0 196 0 9 748 0 0 0 0 0.28
2019 0 0.59 0.03 0 0 196 0 5 753 0 0 0 0 0.36
2020 0 0.7 0.01 0 0 196 0 1 754 0 0 0 0 0.71
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
11999Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832.

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111
21999Frictionless Commerce? A Comparison of Internet and Conventional Retailers. (1999). Brynjolfsson, Erik ; Smith, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1022.

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102
31999Optimal Monetary Policy with Staggered Wage and Price Contracts. (1999). Levin, Andrew ; Henderson, Dale ; Erceg, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1151.

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83
41999Computational Experiments and Reality. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:401.

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47
51999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model. (1999). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:223.

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45
61999Simple Monetary Policy Rules Under Model Uncertainty. (1999). Laxton, Douglas ; Eliasson, Ann-Charlotte ; Isard, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:841.

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31
71999On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices. (1999). Hall, Stephen ; Greenslade, Jennifer ; S. G. Brian HENRY, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:643.

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28
81999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113.

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25
91999Learning and Excess Volatility. (1999). Duffy, John ; Bullard, James. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:224.

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22
101999A Method for Taking Models to the Data. (1999). Ireland, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1233.

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21
111999Stochastic Volatility: Univariate and Multivariate Extensions. (1999). Rossi, Peter ; Polson, Nicholas G. ; Jacquier, Eric. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:112.

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16
121999Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:621.

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14
131999Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models. (1999). Mira, Pedro ; Aguirregabiria, Victor. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:332.

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14
141999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor. (1999). Viceira, Luis ; Gomes, Francisco ; Campbell, John ; Cocco, Joao ; Maenhout, Pascal . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1344.

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13
151999Optimal Horizons for Inflation Targeting. (1999). Nelson, Edward ; Batini, Nicoletta. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1052.

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13
161999Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:721.

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11
171999Evolution and Time Horizons in an Agent-Based Stock Market. (1999). Lebaron, Blake. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1342.

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10
181999An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1243.

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10
191999Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations. (1999). Khalaf, Lynda ; Dufour, Jean-Marie. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:824.

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9
201999Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1241.

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8
211999The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty. (1999). Wieland, Volker ; Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1153.

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8
221999Hysteresis in Economic Systems. (1999). Piscitelli, Laura ; Cross, Rod ; Grinfeld, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:723.

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8
231999Competing R&D Strategies in an Evolutionary Industry Model. (1999). Yildizoglu, Murat. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:343.

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7
241999Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility. (1999). Connolly, Robert ; Nuray Güner, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:943.

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7
251999Market Force, Ecology, and Evolution. (1999). Farmer, J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:651.

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6
261999Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity. (1999). Tan, Ching-Wei. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1143.

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6
271999Using Symbolic Regression to Infer Strategies from Experimental Data. (1999). Engle-Warnick, Jim ; Duffy, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1033.

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6
281999Computer Automation of General-to-Specific Model Selection Procedures. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:314.

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5
291999Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work. (1999). Kilian, Lutz ; Caner, Mehmet. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:511.

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5
301999Asymptotic Inference for Nonstationary Fractionally Integrated Processes. (1999). Marmol, Francesc ; Dolado, Juan. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:513.

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4
311999Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing. (1999). Kim, Sunghyun. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:251.

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4
321999The Nature of Markets in the World Wide Web. (1999). Huberman, Bernardo A. ; Adamic, Lada A.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:521.

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4
331999Real Implications of the Zero Bound on Nominal Interest Rates. (1999). Wolman, Alexander. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1152.

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4
341999Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty. (1999). Göcke, Matthias ; Belke, Ansgar ; Matthias Göcke, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:722.

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4
351999Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?. (1999). Palivos, Theodore. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:353.

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3
361999S-Estimation in the Linear Regression Model with Long-Memory Error Terms. (1999). Sibbertsen, Philipp. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:512.

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3
371999Modeling the Economics of Internet Companies. (1999). Oğuş Binatlı, Ayla ; Yuret, Deniz ; de la Maza, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:152.

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3
381999Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation. (1999). Flaschel, Peter ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:714.

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3
391999Wilkinsons Tests and Econometric Software. (1999). McCullough, B. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1312.

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3
401999Hybrid Methods for Continuous Space Dynamic Programming. (1999). Miranda, Mario ; Fackler, Paul ; P aul L. F ackler, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1332.

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3
411999Time-Series Modelling of Daily Tax Revenues. (1999). Ooms, Marius ; Koopman, Siem Jan ; Björn de Groot, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:312.

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3
421999Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case. (1999). Bianconi, Marcelo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:354.

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3
431999Minimum-Variance Kernels and Economic Risk Premia. (1999). Robotti, Cesare ; Balduzzi, Pierluigi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:953.

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3
441999Simulating the Ecology of Oligopoly Games with Genetic Algorithms. (1999). Chen, Shu-Heng ; Ni, Chih-Chi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1012.

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2
452000A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:944.

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2
461999World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach. (1999). Yi, Kei-Mu ; Kose, Ayhan ; Blankenau, William. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1232.

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2
471999Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds. (1999). Laxton, Douglas ; Bleany, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:942.

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2
481999Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection. (1999). van der Sluis, Pieter ; Jiang, George J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:313.

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2
491999Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules. (1999). Williams, John ; Reifschneider, David . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:843.

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2
501999Learning with Bounded Memory in Stochastic Models. (1999). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:221.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113.

Full description at Econpapers || Download paper

3
21999Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832.

Full description at Econpapers || Download paper

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