Computing in Economics and Finance 2002 / Society for Computational Economics
Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
13
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2002 | 0 | 0.54 | 0.07 | 0 | 294 | 294 | 747 | 22 | 22 | 0 | 0 | 1 | 4.5 | 22 | 0.07 | 0.31 |
| 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 | 2002 | Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127. Full description at Econpapers || Download paper | 88 |
| 2 | 2002 | Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, GÃÆünter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240. Full description at Econpapers || Download paper | 47 |
| 3 | 2002 | A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, S̮̩bastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5. Full description at Econpapers || Download paper | 42 |
| 4 | 2002 | Optimal Monetary Policy with Durable and Non-Durable Goods. (2002). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:343. Full description at Econpapers || Download paper | 36 |
| 5 | 2002 | Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:182. Full description at Econpapers || Download paper | 34 |
| 6 | 2002 | An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135. Full description at Econpapers || Download paper | 28 |
| 7 | 2002 | Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s. (2002). Tondl, Gabriele. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:237. Full description at Econpapers || Download paper | 24 |
| 8 | 2002 | Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239. Full description at Econpapers || Download paper | 23 |
| 9 | 2002 | All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185. Full description at Econpapers || Download paper | 21 |
| 10 | 2002 | The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94. Full description at Econpapers || Download paper | 20 |
| 11 | 2002 | Spanish diffusion indexes. (2002). Camacho, Maximo ; Sancho, Israel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:276. Full description at Econpapers || Download paper | 19 |
| 12 | 2002 | The Brazilian Depression in the 1980s and 1990s. (2002). Teixeira, Arilton ; Gomes, Victor ; Ellery, Roberto ; Mirta N. S. Bugarin, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:338. Full description at Econpapers || Download paper | 17 |
| 13 | 2002 | Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe. (2002). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:3. Full description at Econpapers || Download paper | 14 |
| 14 | Macroeconomic consequences of pension reforms in Europe:. (2002). Touz̮̩, Vincent ; le garrec, gilles ; le cacheux, jacques ; Juillard, Michel ; Chateau, Jean ; Legarrec, G. ; Aglietta, M. ; Fayolle, J.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:216. Full description at Econpapers || Download paper | 13 | |
| 15 | 2002 | A simple microstructure model of double auction markets. (2002). Iori, Giulia ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:44. Full description at Econpapers || Download paper | 12 |
| 16 | 2002 | A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294. Full description at Econpapers || Download paper | 11 |
| 17 | 2002 | Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries. (2002). Laxton, Douglas ; NiDiaye, Papa. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:364. Full description at Econpapers || Download paper | 11 |
| 18 | 2002 | New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case. (2002). Spataro, Luca. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:109. Full description at Econpapers || Download paper | 10 |
| 19 | 2002 | A minimal noise trader model with realistic time series. (2002). Lux, Thomas ; Alfarano, Simone. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:317. Full description at Econpapers || Download paper | 10 |
| 20 | 2002 | The Joint Dynamics of Networks and Knowledge. (2002). Zimmermann, Jean-Benoit ; jonard, nicolas ; Cowan, Robin. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:354. Full description at Econpapers || Download paper | 9 |
| 21 | 2002 | Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty. (2002). von zur Muehlen, Peter ; Tetlow, Robert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:335. Full description at Econpapers || Download paper | 9 |
| 22 | 2002 | How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, ; Papa N'Diaye, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:359. Full description at Econpapers || Download paper | 9 |
| 23 | 2002 | Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?. (2002). Kim, Jinill ; Henderson, Dale. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:59. Full description at Econpapers || Download paper | 9 |
| 24 | 2002 | Genetic Learning and the Stylized Facts of Foreign Exchange Markets. (2002). Lux, Thomas ; Schornstein, Sascha. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:22. Full description at Econpapers || Download paper | 7 |
| 25 | 2002 | Adaptive Polar Sampling. (2002). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc ; VAN OEST, Rutger D.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:307. Full description at Econpapers || Download paper | 7 |
| 26 | 2002 | Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:87. Full description at Econpapers || Download paper | 6 |
| 27 | 2002 | Agent Based Cournot Games. (2002). Riechmann, Thomas. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:86. Full description at Econpapers || Download paper | 6 |
| 28 | 2002 | Tradersââ¬â¢ long-run wealth in an artificial financial market. (2002). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:301. Full description at Econpapers || Download paper | 6 |
| 29 | 2002 | On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:83. Full description at Econpapers || Download paper | 6 |
| 30 | 2002 | Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:8. Full description at Econpapers || Download paper | 6 |
| 31 | 2002 | Time Varying Uncertainty and the Credit Channel. (2002). Salyer, Kevin ; Lee, Gabriel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:137. Full description at Econpapers || Download paper | 6 |
| 32 | 2002 | Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income. (2002). Carroll, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:42. Full description at Econpapers || Download paper | 6 |
| 33 | 2002 | Co-Evolution of Firms and Consumers and the Implications for Market Dominance. (2002). Harrington, Joseph ; Chang, Myong-Hun. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:234. Full description at Econpapers || Download paper | 5 |
| 34 | 2002 | Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt. (2002). Yakadina, Irina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:329. Full description at Econpapers || Download paper | 5 |
| 35 | 2002 | Detecting shift-contagion in currency and bond markets. (2002). Morley, James ; Gravelle, Toni ; Kichian, Maral. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:58. Full description at Econpapers || Download paper | 5 |
| 36 | 2002 | Computer Testbeds and Mechanism Design. (2002). Ledyard, John ; Arifovic, Jasmina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:262. Full description at Econpapers || Download paper | 5 |
| 37 | 2002 | Networks and Farsighted Stability. (2002). Wooders, Myrna ; Page, Frank ; Kamat, Samir. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:370. Full description at Econpapers || Download paper | 5 |
| 38 | 2002 | The Portfolio Frontier with Higher Moments: The Undiscovered Country. (2002). Athayde, Gustavo ; Flores, Renato G.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:209. Full description at Econpapers || Download paper | 5 |
| 39 | 2002 | Capacity Dynamics and Endogenous Asymmetries in Firm Size. (2002). Besanko, David ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:196. Full description at Econpapers || Download paper | 5 |
| 40 | 2002 | Comparing the Accuracy of Density Forecasts from Competing Models. (2002). Valente, Giorgio ; Sarno, Lucio. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:223. Full description at Econpapers || Download paper | 5 |
| 41 | 2002 | An empirical model of volatility of returns and option pricing. (2002). McCauley, Joseph ; Gunaratne, G. H.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:186. Full description at Econpapers || Download paper | 5 |
| 42 | 2002 | Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2002). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:314. Full description at Econpapers || Download paper | 5 |
| 43 | 2002 | Merton-style option pricing under regime switching. (2002). Sola, Martin ; Kenc, Turalay ; Driffill, Edward. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:304. Full description at Econpapers || Download paper | 4 |
| 44 | 2002 | interpolation with a large information set. (2002). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:72. Full description at Econpapers || Download paper | 4 |
| 45 | 2002 | Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics. (2002). Semmler, Willi ; Gruene, Lars . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:99. Full description at Econpapers || Download paper | 4 |
| 46 | 2002 | Financial Market in the Laboratory. (2002). Morone, Andrea. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:151. Full description at Econpapers || Download paper | 4 |
| 47 | 2002 | Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets. (2002). Judd, Kenneth. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:289. Full description at Econpapers || Download paper | 4 |
| 48 | 2002 | Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:47. Full description at Econpapers || Download paper | 4 |
| 49 | 2002 | Inflation Persistence and Flexible Prices. (2002). Kydland, Finn ; Gavin, William ; Dittmar, Robert . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:190. Full description at Econpapers || Download paper | 4 |
| 50 | 2002 | The Role of Information in an Electronic Trade Network. (2002). Amman, Hans ; Alkemade, F. ; La Poutre, J. A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:376. Full description at Econpapers || Download paper | 4 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2002 | Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127. Full description at Econpapers || Download paper | 16 |
| 2 | 2002 | New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case. (2002). Spataro, Luca. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:109. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series