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Birkbeck Working Papers in Economics and Finance / Birkbeck, Department of Economics, Mathematics & Statistics

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
12
Impact Factor (IF)
0.17
5 Years IF
0.14
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
2004 0 0.57 0.09 0 11 11 27 1 0 0 0 0 0.35
2005 0.27 0.58 0.22 0.27 25 36 269 7 9 11 3 11 3 1 14.3 4 0.16 0.36
2006 0.61 0.58 0.51 0.61 19 55 125 28 37 36 22 36 22 9 32.1 6 0.32 0.34
2007 0.34 0.5 0.29 0.33 21 76 61 22 59 44 15 55 18 6 27.3 2 0.1 0.29
2008 0.5 0.58 0.6 0.53 8 84 35 50 109 40 20 76 40 1 2 0 0.3
2009 0.52 0.56 0.47 0.49 18 102 112 48 157 29 15 84 41 2 4.2 7 0.39 0.32
2010 0.62 0.51 0.38 0.45 16 118 29 45 202 26 16 91 41 1 2.2 0 0.29
2011 0.5 0.6 0.38 0.39 7 125 17 47 249 34 17 82 32 2 4.3 1 0.14 0.35
2012 0.35 0.65 0.45 0.47 16 141 38 64 313 23 8 70 33 2 3.1 0 0.34
2013 0.3 0.64 0.43 0.45 7 148 2 63 376 23 7 65 29 1 1.6 0 0.34
2014 0.35 0.65 0.31 0.27 12 160 28 49 425 23 8 64 17 1 2 4 0.33 0.34
2015 0.11 0.63 0.24 0.21 15 175 62 42 467 19 2 58 12 0 0 0.35
2016 0.81 0.63 0.41 0.51 5 180 25 73 540 27 22 57 29 3 4.1 5 1 0.34
2017 0.75 0.62 0.25 0.45 11 191 1 48 588 20 15 55 25 0 0 0.34
2018 0.06 0.62 0.34 0.46 14 205 12 69 657 16 1 50 23 0 1 0.07 0.35
2019 0.12 0.62 0.25 0.33 4 209 0 52 709 25 3 57 19 0 0 0.37
2020 0.22 0.7 0.29 0.27 2 211 1 61 770 18 4 49 13 0 1 0.5 0.72
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

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194
22009The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904.

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58
32006Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Cartea, Álvaro ; Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611.

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50
42015Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501.

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42
52006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

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26
62005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

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23
72016On the Causes of Brexit. (2016). Zoega, Gylfi ; Arnorsson, Agust . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1605.

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21
82008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, Álvaro ; Geman, Helyette. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

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20
92007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0714.

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20
102012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

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15
112004Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0403.

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14
122014Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

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13
132006Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612.

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12
142005UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0502.

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12
152015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515.

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12
162009Measuring Output Gap Uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0909.

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12
172006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0617.

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11
182010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni ; Fragetta, Matteo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006.

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10
192005Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0524.

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10
202012Community Pressure for Green Behaviour. (2012). Kapur, Sandeep ; Heyes, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1207.

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10
212005Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). Nilsen, Jeffrey ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522.

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10
222009Lending Relationships and Monetary Policy. (2009). Basso, Henrique ; Aksoy, Yunus ; Coto-Martinez, Javier . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0912.

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9
232011The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

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9
242007On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions. (2007). Cartea, Álvaro ; Diego del-Castillo-Negrete, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0708.

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9
252009Strategies in Social Network Formation. (2009). Sciubba, Emanuela ; Di Cagno, Daniela ; conte, anna. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905.

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9
262008Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807.

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8
272006Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0619.

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8
282014Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing. (2014). Smith, Ronald ; Pesaran, M. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1406.

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7
29Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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7
302006UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts. (2006). Cartea, Álvaro ; Williams, Thomas . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0608.

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7
312012The Predictive Space, or, If x predicts y, what does y tell us about x?. (2012). wright, stephen ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1210.

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6
322004Invertibility of Nonparametric Stochastic Demand Functions. (2004). Blundell, Richard ; Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0406.

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6
332007Inertia in Taylor Rules. (2007). Driffill, Edward ; Rotondi, Zeno. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0720.

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6
342011A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). Dettmann, Georg. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102.

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6
352007A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716.

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5
362009A New Proxy of Social Capital and the Economic Performance across the Italian Regions. (2009). Karyampas, Dimitrios ; Andriani, Luca . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0903.

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5
372007A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Cartea, Álvaro ; Schindlmayr, Gero ; Kiesel, Ruediger ; Boerger, Reik H.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0709.

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5
382009Liquidity Effects and Cost Channels in Monetary Transmission. (2009). Basso, Henrique ; Aksoy, Yunus ; Matinez, Javier Coto . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0902.

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5
392007Research, Knowledge Spillovers and Innovation. (2007). Petraglia, Carmelo ; Morone, Piergiuseppe ; Testa, Giuseppina. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0713.

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5
402010Political Budget Cycles in the European Union and the Impact of Political Pressures: A dynamic panel regression analysis. (2010). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1002.

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5
412007Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). Leon-Ledesma, Miguel ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0710.

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4
42Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

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4
432005U.S. Domestic Money, Inflation and Output. (2005). Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0506.

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4
442009Employment and Asset Prices. (2009). Zoega, Gylfi. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0917.

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4
452004Deflationary Bubbles. (2004). Sibert, Anne ; Buiter, Willem. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0409.

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4
462010Central Bank Independence, Bureaucratic Corruption and Fiscal Responses - Empirical Evidence. (2010). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1012.

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4
472008Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus. (2008). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0808.

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4
482018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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4
492006Pricing Multiple Interruptible-Swing Contracts. (2006). Figueroa, Marcelo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0606.

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4
502005Ex Ante Versus Ex Post Regulation of Bank Capital. (2005). Varotto, Simone ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0518.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

Full description at Econpapers || Download paper

38
22009The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904.

Full description at Econpapers || Download paper

15
32015Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501.

Full description at Econpapers || Download paper

9
42012Community Pressure for Green Behaviour. (2012). Kapur, Sandeep ; Heyes, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1207.

Full description at Econpapers || Download paper

8
52006Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Cartea, Álvaro ; Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611.

Full description at Econpapers || Download paper

7
62018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

Full description at Econpapers || Download paper

5
72012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

Full description at Econpapers || Download paper

5
82016On the Causes of Brexit. (2016). Zoega, Gylfi ; Arnorsson, Agust . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1605.

Full description at Econpapers || Download paper

5
92006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

Full description at Econpapers || Download paper

4
102008Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807.

Full description at Econpapers || Download paper

3
112007On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions. (2007). Cartea, Álvaro ; Diego del-Castillo-Negrete, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0708.

Full description at Econpapers || Download paper

3
122007Inertia in Taylor Rules. (2007). Driffill, Edward ; Rotondi, Zeno. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0720.

Full description at Econpapers || Download paper

3
132015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515.

Full description at Econpapers || Download paper

3
142020Monetary Policy, Firm Heterogeneity, and Product Variety. (2020). Zanetti, Francesco ; Hamano, Masashige. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:2004.

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2
152018The Long-Term Economic Costs of the Great London Smog. (2018). Ball, Alastair. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1814.

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2
162006Fractional Diffusion Models of Option Prices in Markets with Jumps. (2006). Cartea, Álvaro ; Diego del-Castillo-Negrete, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0604.

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2
172005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

Full description at Econpapers || Download paper

2
182017Contingent Convertible Bonds: Payoff Structures and Incentive Effects. (2017). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1711.

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2
192014Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

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2
Citing documents used to compute impact factor: 1
YearTitle
2021Cyclical net entry and exit. (2021). Throckmorton, Nathaniel A ; Richter, Alexander W ; Bernstein, Joshua. In: European Economic Review. RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001057.

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Recent citations
Recent citations received in 2020
YearCiting document
2020Monetary policy, firm exit and productivity. (2020). Lieberknecht, Philipp ; Hartwig, Benny. In: Discussion Papers. RePEc:zbw:bubdps:612020.

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Recent citations received in 2018
YearCiting document
2018Forecasting the Trend of Art Market. (2018). Vasilache, Mihaela-Eugenia. In: Computational Methods in Social Sciences (CMSS). RePEc:ntu:ntcmss:vol6-iss1-82-93.

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