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Econometric Research in Finance / SGH Warsaw School of Economics, Collegium of Economic Analysis

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
3
Impact Factor
0.62
5 Years IF
0.56
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 0.09
1998 0 0.26 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.27 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 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2005 0 0.45 0 0 0 0 0 0 0 0 0 0 0.21
2006 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2007 0 0.42 0 0 0 0 0 0 0 0 0 0 0.18
2008 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.21
2010 0 0.43 0 0 0 0 0 0 0 0 0 0 0.18
2011 0 0.45 0 0 0 0 0 0 0 0 0 0 0.2
2012 0 0.45 0 0 0 0 0 0 0 0 0 0 0.19
2013 0 0.5 0 0 0 0 0 0 0 0 0 0 0.21
2014 0 0.51 0 0 0 0 0 0 0 0 0 0 0.2
2015 0 0.5 0 0 0 0 0 0 0 0 0 0 0.19
2016 0 0.5 0 0 6 6 9 0 0 0 0 0 0.18
2017 0.17 0.5 0.08 0.17 6 12 9 1 1 6 1 6 1 0 0 0.18
2018 0.25 0.54 0.17 0.25 6 18 18 3 4 12 3 12 3 0 0 0.21
2019 0.75 0.58 0.4 0.56 7 25 1 10 14 12 9 18 10 1 10 0 0.21
2020 0.62 0.75 0.42 0.56 8 33 0 14 28 13 8 25 14 3 21.4 0 0.29
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
1201812
22017Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data. (2017). Dybka, Piotr ; Chojnowski, Michał. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:1-21.

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5
32016Apple, Alphabet or Microsoft: Which Is the Most Efficient Share?. (2016). Ferreira, Paulo. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:67-79.

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4
42016Forecasting the Yield Curve With Macroeconomic Variables. (2016). Rubaszek, Michał. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:1-21.

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3
520183
620182
72017Determination of Long and Short Run Demand for Money in the West African Monetary Zone (WAMZ) Countries: A Panel Analysis. (2017). Adi, Agya. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:79-97.

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2
82016Governance and Financial Development: Evidence from the Middle East and North Africa Region. (2016). hechmy, badry (ph.d). In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:2:p:115-127.

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2
920181
102017Evaluating Combined Forecasts for Realized Volatility Using Asymmetric Loss Functions. (2017). Gallo, Giampiero ; Carita, Danilo ; de Luca, Giovanni. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:99-111.

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1
1120181
122017Financial Instability and Inequality Dynamics in the WAEMU. (2017). Thioune, Thierno . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:43-62.

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1
132019Testing the Validity of the Triple Deficit Hypothesis for Nigeria. (2019). Raji, Rahman Olanrewaju . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:2:p:89-109.

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1
142016Determinants of Profitability of Polish Banks: The Role of Foreign Banks. (2016). Pawłowska, Małgorzata ; Pawowska, Magorzata. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:23-46.

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1
152017Modelling Nonlinear Dynamics of Oil Futures Market. (2017). Koy, Ayben . In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:23-42.

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1
162019Does Forward Guidance Matter in Small Open Economies? Examples from Europe. (2019). Rybacki, Jakub. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:4:y:2019:i:1:p:1-26.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
1201812
22017Is Exchange Rate Moody? Forecasting Exchange Rate with Google Trends Data. (2017). Dybka, Piotr ; Chojnowski, Michał. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:1:p:1-21.

Full description at Econpapers || Download paper

5
320183
42016Forecasting the Yield Curve With Macroeconomic Variables. (2016). Rubaszek, Michał. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:1:y:2016:i:1:p:1-21.

Full description at Econpapers || Download paper

3
52017Determination of Long and Short Run Demand for Money in the West African Monetary Zone (WAMZ) Countries: A Panel Analysis. (2017). Adi, Agya. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:2:y:2017:i:2:p:79-97.

Full description at Econpapers || Download paper

2
620182
Citing documents used to compute impact factor: 8
YearTitle
2020An investigation of long range reliance on shale oil and shale gas production in the U.S. market. (2020). solarin, sakiru ; Gil-Alana, Luis ; Lafuente, Carmen. In: Energy. RePEc:eee:energy:v:195:y:2020:i:c:s0360544220300402.

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2020The effects of shale oil production, capital and labour on economic growth in the United States: A maximum likelihood analysis of the resource curse hypothesis. (2020). Solarin, Sakiru Adebola. In: Resources Policy. RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420719309249.

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2020Effect of financial deepening on stock market returns: The case of military and democratic post-SAP regimes in Nigeria. (2020). Mesagan, Ekundayo ; Amadi, Agatha Nkem ; Yusuf, Ismaila Akanni. In: BizEcons Quarterly. RePEc:ris:buecqu:0011.

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2020Energy Consumption, Capital Investment and Environmental Degradation: The African Experience. (2020). Olunkwa, Chidi N ; Mesagan, Ekundayo P. In: Research Africa Network Working Papers. RePEc:abh:wpaper:20/022.

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2020The Dynamic Linkage between Money Market, Capital Market and Economic Growth in Ghana: New Lessons Relearned. (2020). Mesagan, Ekundayo ; Ogbuji, Isaac Azubuike ; Alimi, Yasiru Olorunfemi. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:2:p:59-78.

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2020Penny wise and pound foolish: capital gains tax and trading volume on the Zagreb Stock Exchange. (2020). Škrinjarić, Tihana ; Globan, Tomislav ; Skrinjaric, Tihana . In: Public Sector Economics. RePEc:ipf:psejou:v:44:y:2020:i:3:p:299-329.

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2020Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility. (2020). Meszaros, Mercedesz ; Kiss, Gabor David. In: Econometric Research in Finance. RePEc:sgh:erfinj:v:5:y:2020:i:1:p:33-57.

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2020A Non-Linear Autoreggresive Distributed Lag Analysis of the Triple Deficit Hypothesis in the Mena Region. (2020). Raouf, Engy . In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:895-905.

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Recent citations
Recent citations received in 2019
YearCiting document

Recent citations received in 2018
YearCiting document

Recent citations received in 2017
YearCiting document