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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
13
Impact Factor (IF)
0.06
5 Years IF
0.13
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
2006 0 0.5 0.03 0 29 29 56 1 1 0 0 1 100 1 0.03 0.22
2007 0.1 0.46 0.08 0.1 31 60 53 5 6 29 3 29 3 3 60 2 0.06 0.2
2008 0.15 0.49 0.14 0.15 23 83 50 12 18 60 9 60 9 4 33.3 1 0.04 0.23
2009 0.2 0.48 0.15 0.14 27 110 37 17 35 54 11 83 12 12 70.6 2 0.07 0.24
2010 0.18 0.48 0.14 0.12 32 142 46 20 55 50 9 110 13 7 35 2 0.06 0.21
2011 0.17 0.52 0.14 0.08 28 170 60 23 78 59 10 142 12 10 43.5 5 0.18 0.24
2012 0.2 0.52 0.17 0.15 28 198 64 33 111 60 12 141 21 22 66.7 1 0.04 0.22
2013 0.23 0.56 0.2 0.17 27 225 69 46 157 56 13 138 24 19 41.3 1 0.04 0.24
2014 0.42 0.55 0.28 0.22 27 252 82 71 228 55 23 142 31 37 52.1 7 0.26 0.23
2015 0.31 0.55 0.22 0.24 27 279 85 60 288 54 17 142 34 18 30 5 0.19 0.23
2016 0.37 0.53 0.24 0.28 26 305 68 74 362 54 20 137 38 20 27 1 0.04 0.21
2017 0.23 0.55 0.18 0.19 27 332 61 61 423 53 12 135 26 11 18 0 0.21
2018 0.36 0.56 0.14 0.26 24 356 38 51 474 53 19 134 35 9 17.6 2 0.08 0.24
2019 0.59 0.58 0.25 0.42 26 382 41 94 568 51 30 131 55 20 21.3 1 0.04 0.23
2020 0.26 0.7 0.18 0.34 26 408 20 73 641 50 13 130 44 15 20.5 1 0.04 0.33
2021 0.4 0.84 0.2 0.31 25 433 10 85 726 52 21 129 40 22 25.9 2 0.08 0.31
2022 0.2 0.93 0.18 0.29 26 459 0 83 809 51 10 128 37 18 21.7 1 0.04 0.28
2023 0.06 1.04 0.12 0.13 27 486 0 60 869 51 3 127 16 13 21.7 0 0.28
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
12015Co-integration and error correction: Representation, estimation, and testing. (2015). Engle, Robert ; Granger, Clive. In: Applied Econometrics. RePEc:ris:apltrx:0274.

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29
22017Energy consumption, oil price and macroeconomic performance in energy dependent African countries. (2017). Mesagan, Ekundayo ; Eregha, Perekunah. In: Applied Econometrics. RePEc:ris:apltrx:0318.

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24
32016Everything you always wanted to know about bitcoin modelling but were afraid to ask. I. (2016). Fantazzini, Dean ; Ivliev, Sergey ; Sukhanovskaya, Vera ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0301.

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21
42014Econometric estimation of a structural macroeconomic model for the Russian economy. (2014). Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0227.

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20
52008Market Discipline and Deposit Insurance. (2008). Peresetsky, Anatoly. In: Applied Econometrics. RePEc:ris:apltrx:0004.

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19
62007A Guide to Modern Econometrics. (2007). Verbeek, Marno. In: Applied Econometrics. RePEc:ris:apltrx:0132.

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17
72014Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests. (2014). Ucar, Nuri ; Omay, Tolga ; Hasanov, Mübariz ; Uar, Nuri . In: Applied Econometrics. RePEc:ris:apltrx:0236.

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17
82008Credit Risk Management. (2008). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0025.

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16
92007Models of Banks Ratings. (2007). Peresetsky, Anatoly ; Karminsky, Alexandr. In: Applied Econometrics. RePEc:ris:apltrx:0005.

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16
102013Survey on statistical inferences in weakly-identified instrumental variable models. (2013). Mikusheva, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0206.

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15
112015Bayesian estimation of monetary policy in Russia. (2015). Lomivorotov, Rodion . In: Applied Econometrics. RePEc:ris:apltrx:0264.

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13
122013Sample selection bias as a specification error. (2013). Heckman, James. In: Applied Econometrics. RePEc:ris:apltrx:0220.

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13
132011Modeling registered migration flows between regions of the Russian Federation. (2011). Vakulenko, Elena ; Mkrtchyan, Nikita ; Furmanov, Kirill. In: Applied Econometrics. RePEc:ris:apltrx:0011.

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13
142015Specification tests in econometrics. (2015). Hausman, Jerry. In: Applied Econometrics. RePEc:ris:apltrx:0268.

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13
152006Factors Influencing the Efficiency of the Russian Banks Performance. (2006). Golovan, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0057.

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11
162006A Model of the Production Potential with Managed Factors of Inefficiency. (2006). Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0018.

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10
172006Macroeconometric modeling: modern trends, problems, an example of the econometric model of the Russian economy. (2006). Aivazian, Sergey ; Brodsky, Boris. In: Applied Econometrics. RePEc:ris:apltrx:0087.

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10
182014Spatial-autoregressive model for the two groups of related regions (eastern and western parts of Russia). (2014). Demidova, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0235.

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10
192016Bank lending channel in Russia: A TVP-FAVAR approach. (2016). Borzykh, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0299.

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10
202013Modeling reasons for Russian bank license withdrawal: Unaccounted factors. (2013). Peresetsky, Anatoly. In: Applied Econometrics. RePEc:ris:apltrx:0209.

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10
212011Russian USE and olympiads as instruments for university admission selection. (2011). Peresetsky, Anatoly ; Davtian, Misak . In: Applied Econometrics. RePEc:ris:apltrx:0091.

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10
222011Analysis of multidimensional probability distributions with copula functions. (2011). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0077.

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9
232019Modeling real exchange rate of the Russian ruble using Markov regime switching approach. (2019). Shumilov, Andrei ; Kulikov, Alexander ; Bedin, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0373.

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9
242012The unified state examination and the determinants of academic achievement: Does investment in pre-entry coaching matter?. (2012). Prakhov, Ilya. In: Applied Econometrics. RePEc:ris:apltrx:0179.

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9
252018Energy consumption, environmental contaminants, and economic growth: The G8 experience. (2018). Ajide, Kazeem ; Ridwan, Ibrahim. In: Applied Econometrics. RePEc:ris:apltrx:0349.

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9
262006Measuring the Synthetic Categories of Quality of Life in a Region and Identification of Main Trends to Improve the Social and Economic Policy (Samara Region and its Constituent Territories). (2006). Aivazian, Sergey ; Kozlova, Maria ; Stepanov, Vladimir . In: Applied Econometrics. RePEc:ris:apltrx:0086.

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9
272011Predicting success in college on the basis of the results of unified national exam. (2011). Poldin, Oleg. In: Applied Econometrics. RePEc:ris:apltrx:0003.

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8
282011Analysis of multidimensional probability distributions with copula functions. III. (2011). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0105.

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8
292016Clustering methodology of the Russian Federation regions with account of sectoral structure of GRP. (2016). Kudrov, Alexander ; Aivazian, Sergey ; Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0283.

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8
302011Analysis of multidimensional probability distributions with copula functions. II. (2011). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0094.

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8
312011Estimation of import demand function in Russia. (2011). Knobel, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0099.

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8
322012Some specification aspects for three-factor models of a companys production potential taking into account intellectual capital. (2012). Aivazian, Sergey ; Afanasiev, Mikhail ; Rudenko, Victoria . In: Applied Econometrics. RePEc:ris:apltrx:0177.

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8
332014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix. (2014). West, Kenneth ; Newey, Whitney. In: Applied Econometrics. RePEc:ris:apltrx:0233.

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8
342008Bayesian Methods in Econometrics. (2008). Aivazian, Sergey. In: Applied Econometrics. RePEc:ris:apltrx:0062.

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7
352019The return to non-cognitive skills on the Russian labor market. (2019). Maksimova, Mariia. In: Applied Econometrics. RePEc:ris:apltrx:0361.

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7
362009Estimation of the Economic Efficiency of a Shift to the Achievable Production Potential. (2009). Aivazian, Sergey ; Afanasiev, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0036.

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7
372012Effects of fixed capital investments on technical efficiency in food industry. (2012). Nazrullaeva, Eugenia ; Shchetynin, Yevhenii . In: Applied Econometrics. RePEc:ris:apltrx:0196.

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7
382017Forecast comparison of volatility models on Russian stock market. (2017). Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0331.

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7
392014How much monetary policy rules do we need to estimate DSGE model for Russia?. (2014). Shulgin, Andrei. In: Applied Econometrics. RePEc:ris:apltrx:0247.

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7
402012Basics of copula’s theory. (2012). Blagoveschensky, Yury . In: Applied Econometrics. RePEc:ris:apltrx:0174.

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7
412006The Influence of the Ruble Real Exchange Rate on the Russian Economy. (2006). Brodsky, Boris. In: Applied Econometrics. RePEc:ris:apltrx:0152.

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7
422013Technical efficiency of Russian plastic and rubber production firms. (2013). Peresetsky, Anatoly ; Ipatova, Irina. In: Applied Econometrics. RePEc:ris:apltrx:0224.

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7
432020Survey on structural breaks and unit root tests. (2020). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0396.

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7
442012The impact of market power of Russian banks on their credit risk tolerance: A panel study. (2012). Mamonov, Mikhail. In: Applied Econometrics. RePEc:ris:apltrx:0197.

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6
452018Volatility of ruble exchange rate: Oil and sanctions. (2018). Peresetsky, Anatoly ; Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0353.

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6
462012Peer effects in exogenously formed student groups. (2012). Yudkevich, Maria ; Poldin, Oleg ; Androushchak, Gregory . In: Applied Econometrics. RePEc:ris:apltrx:0168.

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6
472017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2. (2017). Fantazzini, Dean ; Ivliev, Sergey ; Sukhanovskaya, Vera ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0308.

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6
482018Globalization and monetary policy rule in West African Monetary Zone: A generalized method of moment approach. (2018). Eregha, Perekunah ; Egwaikhide, Festus O. In: Applied Econometrics. RePEc:ris:apltrx:0337.

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6
492016BVAR mapping. (2016). Malakhovskaya, Oxana ; Demeshev, Boris. In: Applied Econometrics. RePEc:ris:apltrx:0300.

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6
502011A spatial econometric analysis of the housing market. (2011). Balash, Olga. In: Applied Econometrics. RePEc:ris:apltrx:0074.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Co-integration and error correction: Representation, estimation, and testing. (2015). Engle, Robert ; Granger, Clive. In: Applied Econometrics. RePEc:ris:apltrx:0274.

Full description at Econpapers || Download paper

11
22018Energy consumption, environmental contaminants, and economic growth: The G8 experience. (2018). Ajide, Kazeem ; Ridwan, Ibrahim. In: Applied Econometrics. RePEc:ris:apltrx:0349.

Full description at Econpapers || Download paper

7
32017Energy consumption, oil price and macroeconomic performance in energy dependent African countries. (2017). Mesagan, Ekundayo ; Eregha, Perekunah. In: Applied Econometrics. RePEc:ris:apltrx:0318.

Full description at Econpapers || Download paper

7
42015Specification tests in econometrics. (2015). Hausman, Jerry. In: Applied Econometrics. RePEc:ris:apltrx:0268.

Full description at Econpapers || Download paper

7
52014Energy consumption and economic growth: Evidence from nonlinear panel cointegration and causality tests. (2014). Ucar, Nuri ; Omay, Tolga ; Hasanov, Mübariz ; Uar, Nuri . In: Applied Econometrics. RePEc:ris:apltrx:0236.

Full description at Econpapers || Download paper

5
62014A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix. (2014). West, Kenneth ; Newey, Whitney. In: Applied Econometrics. RePEc:ris:apltrx:0233.

Full description at Econpapers || Download paper

4
72008Market Discipline and Deposit Insurance. (2008). Peresetsky, Anatoly. In: Applied Econometrics. RePEc:ris:apltrx:0004.

Full description at Econpapers || Download paper

4
82019Modeling real exchange rate of the Russian ruble using Markov regime switching approach. (2019). Shumilov, Andrei ; Kulikov, Alexander ; Bedin, Andrei ; Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0373.

Full description at Econpapers || Download paper

3
92020Short-term forecasting of the COVID-19 pandemic using Google Trends data: Evidence from 158 countries. (2020). Fantazzini, Dean. In: Applied Econometrics. RePEc:ris:apltrx:0398.

Full description at Econpapers || Download paper

3
102013Survey on statistical inferences in weakly-identified instrumental variable models. (2013). Mikusheva, Anna. In: Applied Econometrics. RePEc:ris:apltrx:0206.

Full description at Econpapers || Download paper

3
112019The return to non-cognitive skills on the Russian labor market. (2019). Maksimova, Mariia. In: Applied Econometrics. RePEc:ris:apltrx:0361.

Full description at Econpapers || Download paper

2
122014Econometric estimation of a structural macroeconomic model for the Russian economy. (2014). Polbin, Andrey. In: Applied Econometrics. RePEc:ris:apltrx:0227.

Full description at Econpapers || Download paper

2
132021The importance of modeling structural breaks in forecasting Russian GDP. (2021). Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0424.

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2
142020Is income inequality fair in Russia? Inequality of opportunity and income inequality. (2020). Kuznetsova, Polina ; Kartseva, Marina. In: Applied Econometrics. RePEc:ris:apltrx:0392.

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2
152018Health and labor force participation of elderly Russians. (2018). Aleksandrova, Ekaterina ; Bakhtin, Maxim. In: Applied Econometrics. RePEc:ris:apltrx:0335.

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2
162019Modeling of spatial dependence in the migration flows of graduates of the higher education institutions of the Russian Federation. (2019). Ivashina, Natalya ; Antosik, Liubov. In: Applied Econometrics. RePEc:ris:apltrx:0368.

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2
172021Measuring heterogeneity with fixed effect quantile regression: Long panels and short panels. (2021). Besstremyannaya, Galina ; Golovan, Sergei. In: Applied Econometrics. RePEc:ris:apltrx:0433.

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2
182013Sample selection bias as a specification error. (2013). Heckman, James. In: Applied Econometrics. RePEc:ris:apltrx:0220.

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2
192020Parametric and semiparametric multivariate sample selection models estimators’ accuracy: Comparative analysis on simulated data. (2020). Potanin, Bogdan ; Kupriianova, Liubov ; Kossova, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0391.

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2
202011Estimation of import demand function in Russia. (2011). Knobel, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0099.

Full description at Econpapers || Download paper

2
212014How much monetary policy rules do we need to estimate DSGE model for Russia?. (2014). Shulgin, Andrei. In: Applied Econometrics. RePEc:ris:apltrx:0247.

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2
222019The importance of being informed: forecasting market risk measures for the Russian RTS index future using online data and implied volatility over two decades. (2019). Fantazzini, Dean ; Shangina, Tamara. In: Applied Econometrics. RePEc:ris:apltrx:0372.

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2
232021The difference in tax evasion amount among various taxpayers’ groups in Russia. (2021). Evdokimova, Anastasiia ; Vekerle, Konstantin ; Belev, Sergei . In: Applied Econometrics. RePEc:ris:apltrx:0419.

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2
242017Forecast comparison of volatility models on Russian stock market. (2017). Aganin, Artem. In: Applied Econometrics. RePEc:ris:apltrx:0331.

Full description at Econpapers || Download paper

2
252019Motives for internal migration in Russia: what has changed in recent years?. (2019). Vakulenko, Elena. In: Applied Econometrics. RePEc:ris:apltrx:0376.

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2
Citing documents used to compute impact factor: 3
YearTitle
2023A finite mixture analysis of structural breaks in the G-7 gross domestic product series. (2023). Maruotti, Antonello ; Cremaschini, Alessandro. In: Research in Economics. RePEc:eee:reecon:v:77:y:2023:i:1:p:76-90.

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2023.

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2023.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Can Non-Cognitive Skills Explain The Gender Wage Gap In Russia? An Unconditional Quantile Regression Approach. (2021). Yu, Sergey ; Yemelina, Natalya ; Rozhkova, Ksenia V. In: HSE Working papers. RePEc:hig:wpaper:252/ec/2021.

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2021Structural breaks in cointegration models: Multivariate case. (2021). Skrobotov, Anton. In: Applied Econometrics. RePEc:ris:apltrx:0434.

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Recent citations received in 2020

YearCiting document
2020Modeling the dynamics of import in the Russian Federation using the error correction model. (2020). Polbin, Andrey ; Fokin, Nikita. In: Applied Econometrics. RePEc:ris:apltrx:0401.

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