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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
14
Impact Factor (IF)
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
1997 0 0.27 0.04 0 26 26 57 1 1 0 0 0 1 0.04 0.15
1998 0.04 0.3 0.04 0.04 22 48 81 2 3 26 1 26 1 0 1 0.05 0.18
1999 0.35 0.38 0.35 0.35 20 68 67 24 27 48 17 48 17 3 12.5 3 0.15 0.25
2000 0.43 0.52 0.32 0.32 24 92 53 28 56 42 18 68 22 5 17.9 3 0.13 0.24
2001 0.23 0.48 0.22 0.22 25 117 96 26 82 44 10 92 20 5 19.2 5 0.2 0.27
2002 0.27 0.52 0.2 0.21 29 146 103 29 111 49 13 117 24 3 10.3 2 0.07 0.29
2003 0.2 0.51 0.22 0.23 20 166 137 37 148 54 11 120 27 3 8.1 4 0.2 0.29
2004 0.37 0.57 0.28 0.25 7 173 44 48 196 49 18 118 30 1 2.1 3 0.43 0.35
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
11999Value-at-Risk analysis of stock returns: Historical simulation, varinace techniques or tail index estimation ?. (1999). Vlaar, Peter ; van den Goorbergh, Rob. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:579.

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29
21997On the construction of European area-wide aggregates: a review of the issues and empirical evidence. (1997). C. C. A. Winder, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:499.

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29
31998On the asymptotic distribution of impulse response functions with long run restrictions. (1998). Vlaar, Peter. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:539.

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29
42003The end of the stability and growth pact?. (2003). Jansen, David-Jan ; de Haan, Jakob ; Berger, Helge. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:748.

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26
52001Banking competition, risk, and regulation. (2001). Tieman, Alexander ; Bolt, Wilko. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:647.

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25
62002The Housing Ladder, Taxation, and Borrowing constraints. (2002). Tieman, Alexander ; Kakes, Jan. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:688.

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25
71998Monetary transmission and controllability of money in Europe: a structural vector error correction approach. (1998). Vlaar, Peter ; Schuberth, H.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:544.

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23
82003Retail Payments in the Netherlands: some Facts and Some Theory. (2003). Bolt, Wilko. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:722.

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22
92001The Credit Channel in the Netherlands: Evidence from Bank Balance Sheets. (2001). de Haan, Leo. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:674.

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22
102002Smooth Euro Changeover, Higher Prices? Results of a Survey Among Dutch Retailers. (2002). Stokman, Ad ; Folkertsma, C. K. ; Renselaar, van C.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:682.

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21
112003Statements of ECB Officials and their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate. (2003). Jansen, David-Jan ; de Haan, Jakob. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:726.

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18
122001Likelihood-Based Cointegration Analysis in Panels of Vector Error Correction Models. (2001). Kleibergen, Frank ; Groen, Jan. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:646.

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16
132003Trade-volume hysteresis: an investigation using aggregate data. (2003). Agur, Itai. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:740.

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14
142002Central Bank Transparency in Theory and Practice. (2002). Hughes Hallett, Andrew ; Demertzis, Maria. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:704.

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14
152004Dutch corporate liquidity management: new evidence on aggregation. (2004). Kool, Clemens ; Bruinshoofd, Allard ; C. J. M. Kool, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:756.

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14
161998Credit channels in Europe: bank-level panel data analyses. (1998). de Bondt, Gabe. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:543.

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12
171999Currency Crises Models for Emerging Markets. (1999). Vlaar, Peter. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:595.

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11
181999The profit-structure relationship, efficiency and mergers in the European banking industry: an empirical assessment. (1999). van Rooij, Maarten ; Punt, L. W.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:604.

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11
192000Capital requirements and competition in the banking industry. (2000). Vlaar, Peter. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:634.

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11
201997Monetary transmission in six EU-countries: an introduction and overview. (1997). de Bondt, Gabe. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:527.

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11
212003Modelling time-varying correlations of financial markets. (2003). Vlaar, Peter ; A. S. K. Wong, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:739.

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11
222003Increasing concentration in european banking: a macro-level analysis. (2003). Jansen, David-Jan ; de Haan, Jakob. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:743.

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11
232004Firms dynamic adjustment to target capital structures in transition economies. (2004). Peeters, Marga ; De Haas, Ralph ; H. M. M. Peeters, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:761.

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10
242004Palmnet: A pension asset and liability model for the Netherlands. (2004). Vlaar, Peter ; van Rooij, Maarten ; Siegmann, Arjen. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:760.

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10
252001On Wage Formation, Wage Development and Unemployment. (2001). Peeters, Marga ; Reijer, Ard ; H. M. M. Peeters, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:677.

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9
262000Germany and the euro area: differences in the transmission process of monetary policy. (2000). Vlaar, Peter ; Hubrich, Kirstin. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:613.

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8
272003Financial behaviour of dutch households: analysis of the dnb household survey 2003. (2003). van Rooij, Maarten ; End, Jan Willem ; P. J. A. van Els, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:744.

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8
282002On Wage Formation, Wage Development and Unemployment Flexibility: a Comparison between European Countries and the United States. (2002). Peeters, Marga ; Reijer, Ard ; H. M. M. Peeters, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:712.

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8
292001Forecasting euro area inflation: Does contemponaneous aggregration improve the forecasting performance. (2001). Hubrich, Kirstin. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:661.

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7
302000Performance of core inflation measures. (2000). Hubrich, Kirstin ; Folkertsma, C. K.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:639.

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7
312003Optimal Investment Policies for Defined Benefit Pension Funds. (2003). Siegmann, Arjen. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:728.

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7
322002Shocking the Eurozone. (2002). Vlaar, Peter. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:696.

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7
331998Output gap and inflation in the EU. (1998). Bolt, Wilko ; P. J. A. van Els, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:550.

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7
342000The importance of financial structure for monetary transmission in Europe. (2000). Stokman, Ad ; de Bondt, Gabe. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:616.

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7
352003Pensions and public opinion: a survey among dutch households. (2003). van Rooij, Maarten ; End, Jan Willem ; P. J. A. van Els, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:752.

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7
362001(EURO) Exchange Rate Predictability and Monetary Fundamentals in a Small Multi-Country Panel. (2001). Groen, Jan. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:664.

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6
372003Corporate Investment and Financing Constraints: Connections with Cash Management. (2003). Bruinshoofd, Allard. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:734.

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6
381998Regulation and banking: a survey. (1998). Prast, Henriette ; Hebbink, Gerbert. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:565.

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6
392002A Brief History of the Institutional Design of Banking Supervision in the Netherlands. (2002). Prast, Henriette ; mooij, joke. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:703.

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6
402000Capital Structure, Corporate Goverance, and Monetary Policy: Firm-Level Evidence for the Euro Area. (2000). Sterken, Elmer ; de Haan, Leo. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:637.

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6
412004Nonlinear monetary policy in europe: fact or myth?. (2004). Candelon, Bertrand ; Bruinshoofd, Allard. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:758.

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5
422001The Euro and Psychological Prices: Simulations of the Worst-Case Scenario. (2001). Folkertsma, C. K.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:659.

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5
432002International Business Cycle Indicators, Measurement and Forecasting. (2002). Reijer, Ard. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:689.

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5
441999Institutional environment and monetary transmission in the euro area: a cross-country view (in Dutch). (1999). Fase, Martin M.G. ; de Bondt, Gabe ; M. M. G. Fase, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:599.

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5
452003Pricing Debit Card Payments Services: An IO approach. (2003). Tieman, Alexander ; Bolt, Wilko. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:735.

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5
461998Monetary Conditions in Europe: a methodological analysis. (1998). Peeters, Marga ; H. M. M. Peeters, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:547.

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4
472002Credit Ratings of the Banking Sector. (2002). Jonker, Nicole. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:714.

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4
481997International convergence of capital market interest rates. (1997). Vlaar, Peter ; Fase, Martin M.G. ; M. M. G. Fase, . In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:519.

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4
491999Value-at-Risk and least squares tail index estimation. (1999). van den Goorbergh, Rob. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:578.

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4
501998Cash management and choice of payment media: a critical survey of the theory. (1998). Hebbink, Gerbert ; Folkertsma, C. K.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:532.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11999Value-at-Risk analysis of stock returns: Historical simulation, varinace techniques or tail index estimation ?. (1999). Vlaar, Peter ; van den Goorbergh, Rob. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:579.

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4
22004An Anatomy of Futures Returns: Risk Premiums and Trading Strategies. (2004). van den Goorbergh, Rob ; Nijman, Theo ; de Roon, Frans A.. In: WO Research Memoranda (discontinued). RePEc:dnb:wormem:757.

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