Dynare Working Papers / CEPREMAP
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
10
Impact Factor (IF)
0.15
5 Years IF
0.19
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 | |
| 2011 | 0 | 0.6 | 0.25 | 0 | 8 | 8 | 54 | 2 | 0 | 0 | 0 | 0 | 0.35 | |||||
| 2012 | 1.13 | 0.65 | 1.78 | 1.13 | 15 | 23 | 67 | 15 | 43 | 8 | 9 | 8 | 9 | 1 | 6.7 | 6 | 0.4 | 0.34 |
| 2013 | 1.04 | 0.64 | 2.36 | 1.04 | 5 | 28 | 24 | 29 | 109 | 23 | 24 | 23 | 24 | 0 | 5 | 1 | 0.34 | |
| 2014 | 0.5 | 0.65 | 1.78 | 0.64 | 12 | 40 | 228 | 36 | 180 | 20 | 10 | 28 | 18 | 0 | 16 | 1.33 | 0.34 | |
| 2015 | 1.76 | 0.63 | 1.17 | 1.1 | 7 | 47 | 16 | 49 | 235 | 17 | 30 | 40 | 44 | 0 | 2 | 0.29 | 0.35 | |
| 2016 | 2.89 | 0.63 | 1.64 | 1.53 | 3 | 50 | 13 | 73 | 317 | 19 | 55 | 47 | 72 | 0 | 0 | 0.34 | ||
| 2020 | 0 | 0.7 | 0.68 | 0.5 | 13 | 63 | 7 | 42 | 499 | 0 | 10 | 5 | 3 | 7.1 | 1 | 0.08 | 0.72 | |
| 2021 | 0.15 | 1.01 | 0.41 | 0.19 | 8 | 71 | 134 | 29 | 528 | 13 | 2 | 16 | 3 | 0 | 4 | 0.5 | 0.42 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2014). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Dynare Working Papers. RePEc:cpm:dynare:030. Full description at Econpapers || Download paper | 149 |
| 2 | 2021 | Dynare: Reference Manual Version 4. (2020). Villemot, S̮̩bastien ; Ratto, Marco ; Pfeifer, Johannes ; Perendia, George ; Maih, Junior ; Karam̮̩, Fr̮̩d̮̩ric ; Juillard, Michel ; Bastani, Houtan ; Adjemian, St̮̩phane ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:001. Full description at Econpapers || Download paper | 135 |
| 3 | 2014 | Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:039. Full description at Econpapers || Download paper | 28 |
| 4 | 2012 | House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy. (2012). Mendicino, Caterina ; Lansing, Kevin ; Gelain, Paolo. In: Dynare Working Papers. RePEc:cpm:dynare:021. Full description at Econpapers || Download paper | 26 |
| 5 | 2014 | Forecasting with DSGE models with financial frictions. (2014). Rubaszek, MichaÃ
â ; Kolasa, Marcin. In: Dynare Working Papers. RePEc:cpm:dynare:040. Full description at Econpapers || Download paper | 19 |
| 6 | Estimation and Solution of Models with Expectations and Structural Changes. (2014). pagan, adrian ; Kulish, Mariano. In: Dynare Working Papers. RePEc:cpm:dynare:034. Full description at Econpapers || Download paper | 19 | |
| 7 | Solving rational expectations models at first order: what Dynare does. (2011). Villemot, S̮̩bastien. In: Dynare Working Papers. RePEc:cpm:dynare:002. Full description at Econpapers || Download paper | 18 | |
| 8 | 2011 | Products, patents and productivity persistence: A DSGE model of endogenous growth. (2011). Holden, Tom. In: Dynare Working Papers. RePEc:cpm:dynare:004. Full description at Econpapers || Download paper | 12 |
| 9 | 2011 | Indirect Likelihood Inference. (2011). Kristensen, Dennis ; Creel, Michael. In: Dynare Working Papers. RePEc:cpm:dynare:008. Full description at Econpapers || Download paper | 11 |
| 10 | 2012 | Accelerating the resolution of sovereign debt models using an endogenous grid method. (2012). Villemot, S̮̩bastien. In: Dynare Working Papers. RePEc:cpm:dynare:017. Full description at Econpapers || Download paper | 10 |
| 11 | 2012 | Financial Frictions, Financial Shocks, and Aggregate Volatility. (2012). Fuentes-Albero, Cristina. In: Dynare Working Papers. RePEc:cpm:dynare:018. Full description at Econpapers || Download paper | 9 |
| 12 | 2013 | Sticky Information Models in Dynare. (2013). Wolters, Maik ; Verona, Fabio. In: Dynare Working Papers. RePEc:cpm:dynare:011. Full description at Econpapers || Download paper | 8 |
| 13 | 2015 | R.E.M. 2.0, An estimated DSGE model for Romania. (2015). Nalban, Valeriu ; Copaciu, Mihai ; Bulete, Cristian. In: Dynare Working Papers. RePEc:cpm:dynare:048. Full description at Econpapers || Download paper | 8 |
| 14 | 2016 | The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg. (2016). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:051. Full description at Econpapers || Download paper | 8 |
| 15 | 2014 | The role of financial frictions during the crisis: an estimated DSGE model. (2014). Merola, Rossana. In: Dynare Working Papers. RePEc:cpm:dynare:033. Full description at Econpapers || Download paper | 8 |
| 16 | 2013 | Productivity Slowdown in Japanââ¬â¢s Lost Decades: How Much of It is Attributed to Financial Factors?. (2013). Sudo, Nao ; Muto, Ichiro ; Yoneyama, Shunichi. In: Dynare Working Papers. RePEc:cpm:dynare:028. Full description at Econpapers || Download paper | 7 |
| 17 | 2012 | Bargaining, Aggregate Demand and Employment. (2012). Charpe, Matthieu ; Kuhn, Stefan . In: Dynare Working Papers. RePEc:cpm:dynare:013. Full description at Econpapers || Download paper | 6 |
| 18 | 2011 | Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints. (2011). Pearlman, Joseph ; Levine, Paul. In: Dynare Working Papers. RePEc:cpm:dynare:010. Full description at Econpapers || Download paper | 5 |
| 19 | 2013 | A penalty function approach to occasionally binding credit constraints. (2013). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: Dynare Working Papers. RePEc:cpm:dynare:027. Full description at Econpapers || Download paper | 5 |
| 20 | 2022 | Dynare: Reference Manual Version 5. (2022). Rion, Normann ; Pfeifer, Johannes ; Mutschler, Willi ; Bastani, Houtan ; Karame, Frederic ; Juillard, Michel ; Adjemian, Stephane ; Villemot, Sebastien ; Ratto, Marco ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:072. Full description at Econpapers || Download paper | 5 |
| 21 | 2020 | Optimal Monetary Policy and Uncertainty Shocks. (2020). Picco, Anna Rogantini ; Oh, Joonseok ; Han, Yoonshin ; Cho, Deaha. In: Dynare Working Papers. RePEc:cpm:dynare:061. Full description at Econpapers || Download paper | 5 |
| 22 | 2012 | The Keynesian multiplier, news and fiscal policy rules in a DSGE model. (2012). Tsoukis, Christopher ; Perendia, George. In: Dynare Working Papers. RePEc:cpm:dynare:025. Full description at Econpapers || Download paper | 5 |
| 23 | 2015 | The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium. (2015). Wolters, Maik ; SchwarzmÃÆüller, Tim ; Schwarzmuller, Tim. In: Dynare Working Papers. RePEc:cpm:dynare:043. Full description at Econpapers || Download paper | 4 |
| 24 | 2013 | Financial Globalization and Monetary Transmission. (2013). Auer, Simone. In: Dynare Working Papers. RePEc:cpm:dynare:026. Full description at Econpapers || Download paper | 4 |
| 25 | 2015 | Financial frictions in a DSGE model for Latvia. (2015). Buss, Ginters. In: Dynare Working Papers. RePEc:cpm:dynare:042. Full description at Econpapers || Download paper | 4 |
| 26 | 2011 | Ãâ°valuation de la politique monétaire dans un modèle DSGE pour la zone euro. (2011). Devulder, Antoine ; Adjemian, StÃÆéphane. In: Dynare Working Papers. RePEc:cpm:dynare:007. Full description at Econpapers || Download paper | 4 |
| 27 | 2016 | Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy. (2016). Algozhina, Aliya. In: Dynare Working Papers. RePEc:cpm:dynare:049. Full description at Econpapers || Download paper | 4 |
| 28 | 2012 | Macroprudential Measures, Housing Markets, and Monetary Policy. (2012). Rubio, Margarita ; Carrasco-Gallego, Jos̮̩. In: Dynare Working Papers. RePEc:cpm:dynare:023. Full description at Econpapers || Download paper | 3 |
| 29 | 2014 | An Estimated Small Open Economy Model with Labour Market Frictions. (2014). Wang, Ben ; Sheen, Jeffrey. In: Dynare Working Papers. RePEc:cpm:dynare:035. Full description at Econpapers || Download paper | 3 |
| 30 | 2011 | Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo. In: Dynare Working Papers. RePEc:cpm:dynare:005. Full description at Econpapers || Download paper | 3 |
| 31 | 2012 | Existence and Uniqueness of Perturbation Solutions in DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong. In: Dynare Working Papers. RePEc:cpm:dynare:014. Full description at Econpapers || Download paper | 3 |
| 32 | 2012 | Labour Market Frictions, Monetary Policy and Durable Goods. (2012). Hertweck, Matthias ; Di Pace, Federico ; Dipace, Federico. In: Dynare Working Papers. RePEc:cpm:dynare:020. Full description at Econpapers || Download paper | 3 |
| 33 | 2012 | News and Financial Intermediation in Aggregate and Sectoral Fluctuations. (2012). Tsoukalas, John ; G̮̦rtz, Christoph ; Gortz, Christoph. In: Dynare Working Papers. RePEc:cpm:dynare:012. Full description at Econpapers || Download paper | 3 |
| 34 | 2014 | Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy. (2014). Costa Junior, Celso ; Sampaio, Armando Vaz. In: Dynare Working Papers. RePEc:cpm:dynare:036. Full description at Econpapers || Download paper | 3 |
| 35 | 2014 | Choosing the variables to estimate singular DSGE models: Comment. (2014). Iskrev, Nikolay. In: Dynare Working Papers. RePEc:cpm:dynare:041. Full description at Econpapers || Download paper | 2 |
| 36 | 2020 | Optimal monetary policy in a New Keynesian model with heterogeneous expectations. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Giannini, Bianca . In: Dynare Working Papers. RePEc:cpm:dynare:054. Full description at Econpapers || Download paper | 2 |
| 37 | 2012 | Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions. (2012). Villemot, S̮̩bastien ; Maliar, Serguei. In: Dynare Working Papers. RePEc:cpm:dynare:006. Full description at Econpapers || Download paper | 2 |
| 38 | 2014 | Macroprudential Regulation and the Role of Monetary Policy. (2014). Zilberman, Roy ; Tayler, William. In: Dynare Working Papers. RePEc:cpm:dynare:037. Full description at Econpapers || Download paper | 2 |
| 39 | 2016 | Macroeconomic Effects of Financial Shocks: Comment. (2016). Pfeifer, Johannes. In: Dynare Working Papers. RePEc:cpm:dynare:050. Full description at Econpapers || Download paper | 2 |
| 40 | 2013 | Productivity shocks and monetary policy in a two-country model. (2013). OKANO, Eiji ; Jang, Tae-Seok. In: Dynare Working Papers. RePEc:cpm:dynare:029. Full description at Econpapers || Download paper | 1 |
| 41 | 2012 | A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes. (2012). Escud̮̩, Guillermo. In: Dynare Working Papers. RePEc:cpm:dynare:015. Full description at Econpapers || Download paper | 1 |
| 42 | 2020 | Quest for Robust Optimal Macroprudential Policy. (2020). Hurtado, Samuel ; Aguilar, Pablo ; Fahr, Stephan ; Gerba, Eddie. In: Dynare Working Papers. RePEc:cpm:dynare:053. Full description at Econpapers || Download paper | 1 |
| 43 | 2015 | Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality. (2015). Jang, Tae-Seok. In: Dynare Working Papers. RePEc:cpm:dynare:046. Full description at Econpapers || Download paper | 1 |
| 44 | 2011 | Getting Normalization Right: Dealing with ââ¬ËDimensional Constantsââ¬â¢ in Macroeconomics. (2011). Levine, Paul ; Cantore, Cristiano. In: Dynare Working Papers. RePEc:cpm:dynare:009. Full description at Econpapers || Download paper | 1 |
| 45 | 2011 | A Graphical Representation of an Estimated DSGE Model. (2011). Kulish, Mariano ; Jones, Callum. In: Dynare Working Papers. RePEc:cpm:dynare:003. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2014). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Dynare Working Papers. RePEc:cpm:dynare:030. Full description at Econpapers || Download paper | 25 |
| 2 | 2011 | Solving rational expectations models at first order: what Dynare does. (2011). Villemot, S̮̩bastien. In: Dynare Working Papers. RePEc:cpm:dynare:002. Full description at Econpapers || Download paper | 12 |
| 3 | 2014 | Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:039. Full description at Econpapers || Download paper | 11 |
| 4 | 2021 | Dynare: Reference Manual Version 4. (2020). Villemot, S̮̩bastien ; Ratto, Marco ; Pfeifer, Johannes ; Perendia, George ; Maih, Junior ; Karam̮̩, Fr̮̩d̮̩ric ; Juillard, Michel ; Bastani, Houtan ; Adjemian, St̮̩phane ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:001. Full description at Econpapers || Download paper | 10 |
| 5 | 2022 | Dynare: Reference Manual Version 5. (2022). Rion, Normann ; Pfeifer, Johannes ; Mutschler, Willi ; Bastani, Houtan ; Karame, Frederic ; Juillard, Michel ; Adjemian, Stephane ; Villemot, Sebastien ; Ratto, Marco ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:072. Full description at Econpapers || Download paper | 5 |
| 6 | 2020 | Optimal Monetary Policy and Uncertainty Shocks. (2020). Picco, Anna Rogantini ; Oh, Joonseok ; Han, Yoonshin ; Cho, Deaha. In: Dynare Working Papers. RePEc:cpm:dynare:061. Full description at Econpapers || Download paper | 5 |
| 7 | 2012 | House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy. (2012). Mendicino, Caterina ; Lansing, Kevin ; Gelain, Paolo. In: Dynare Working Papers. RePEc:cpm:dynare:021. Full description at Econpapers || Download paper | 3 |
| 8 | 2016 | Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy. (2016). Algozhina, Aliya. In: Dynare Working Papers. RePEc:cpm:dynare:049. Full description at Econpapers || Download paper | 3 |
| 9 | 2014 | Estimation and Solution of Models with Expectations and Structural Changes. (2014). pagan, adrian ; Kulish, Mariano. In: Dynare Working Papers. RePEc:cpm:dynare:034. Full description at Econpapers || Download paper | 2 |
| 10 | 2012 | Financial Frictions, Financial Shocks, and Aggregate Volatility. (2012). Fuentes-Albero, Cristina. In: Dynare Working Papers. RePEc:cpm:dynare:018. Full description at Econpapers || Download paper | 2 |
| 11 | 2015 | The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium. (2015). Wolters, Maik ; SchwarzmÃÆüller, Tim ; Schwarzmuller, Tim. In: Dynare Working Papers. RePEc:cpm:dynare:043. Full description at Econpapers || Download paper | 2 |
| 12 | 2015 | R.E.M. 2.0, An estimated DSGE model for Romania. (2015). Nalban, Valeriu ; Copaciu, Mihai ; Bulete, Cristian. In: Dynare Working Papers. RePEc:cpm:dynare:048. Full description at Econpapers || Download paper | 2 |
| 13 | 2014 | Forecasting with DSGE models with financial frictions. (2014). Rubaszek, MichaÃ
â ; Kolasa, Marcin. In: Dynare Working Papers. RePEc:cpm:dynare:040. Full description at Econpapers || Download paper | 2 |
| 14 | 2015 | Financial frictions in a DSGE model for Latvia. (2015). Buss, Ginters. In: Dynare Working Papers. RePEc:cpm:dynare:042. Full description at Econpapers || Download paper | 2 |
| 15 | 2014 | The role of financial frictions during the crisis: an estimated DSGE model. (2014). Merola, Rossana. In: Dynare Working Papers. RePEc:cpm:dynare:033. Full description at Econpapers || Download paper | 2 |
| 16 | 2013 | A penalty function approach to occasionally binding credit constraints. (2013). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: Dynare Working Papers. RePEc:cpm:dynare:027. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 2
| Year | Title | |
|---|---|---|
| 2021 | The repo market under Basel III. (2021). Katsoulis, Petros ; Gerba, Eddie. In: Bank of England working papers. RePEc:boe:boeewp:0954. Full description at Econpapers || Download paper | |
| 2021 | Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828. Full description at Econpapers || Download paper | |
| 2021 | Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206. Full description at Econpapers || Download paper | |
| 2021 | Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380. Full description at Econpapers || Download paper | |
| 2021 | European Green Deal: Environmental Taxation and Its Sustainability in Conditions of High Levels of Corruption. (2021). Kotlanova, Eva ; Nmec, Daniel ; Machova, Zuzana ; Macek, Rudolf ; Skalka, Petr . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1981-:d:498087. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles. (2020). Milani, Fabio ; Ilabaca, Francisco. In: Working Papers. RePEc:irv:wpaper:192003. Full description at Econpapers || Download paper |
10 most frequent citing series