Universite de Montreal, Departement de sciences economiques / Cahiers de recherche
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Raw data: | |
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IF |
AIF |
DOC |
CIT |
D2Y |
C2Y |
SC(%) |
CiY |
II |
AII |
1996 | 0.06 | 0.16 | 28 | 164 | 88 | 5 | 0 | 3 | 0.11 | 0.07 |
1997 | 0.25 | 0.17 | 21 | 10 | 88 | 22 | 0 | 1 | 0.05 | 0.09 |
1998 | 0.24 | 0.19 | 19 | 35 | 49 | 12 | 0 | | | 0.12 |
1999 | 0.03 | 0.29 | 13 | 2 | 40 | 1 | 0 | | | 0.19 |
2000 | 0.25 | 0.39 | 17 | 41 | 32 | 8 | 0 | 3 | 0.18 | 0.2 |
2001 | 0.1 | 0.34 | 30 | 91 | 30 | 3 | 0 | 5 | 0.17 | 0.18 |
2002 | 0.91 | 0.39 | 21 | 108 | 47 | 43 | 16.3 | 9 | 0.43 | 0.2 |
2003 | 0.65 | 0.41 | 24 | 62 | 51 | 33 | 9.1 | 7 | 0.29 | 0.21 |
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Impact Factor:
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Immediacy Index:
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Documents published:
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Citations received:
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  Most cited documents in this series: (1) RePEc:mtl:montde:8633 Testing for a Unit Root in Time Series Regression (1986). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 435 times. (2) RePEc:mtl:montde:9613 Stochastic Volatility. (1996). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 117 times. (3) RePEc:mtl:montde:2002-18 Testing for a Unit Root in Panels with Dynamic Factors (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 47 times. (4) RePEc:mtl:montde:9552 Estimating and Testing Linear Models with Multiple Structural Changes. (1995). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 27 times. (5) RePEc:mtl:montde:9607 Rank Regressions, Wage Distributions and the Gender Gap. (1996). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 23 times. (6) RePEc:mtl:montde:9811 Simulation-Based Finite-Sample Normality Tests in Linear Regressions (1998). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 19 times. (7) RePEc:mtl:montde:2001-29 An Eigenfunction Approach for Volatility Modeling. (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 18 times. (8) RePEc:mtl:montde:2001-02 Ranking Sets of Objects (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 17 times. (9) RePEc:mtl:montde:9408 Periodic Autoregressive Conditional Heteroskedasticity. (1994). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 16 times. (10) RePEc:mtl:montde:2003-12 Identification, Weak Instruments and Statistical Inference in Econometrics (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 15 times. (11) RePEc:mtl:montde:9427 Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. (1994). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 15 times. (12) RePEc:mtl:montde:9614 The Exchange Rate in a Dynamic-Optimizing Current Account Model with Nominal Rigidities: a Quantitative Investigation. (1996). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 14 times. (13) RePEc:mtl:montde:9028 On the Economic and Econometrics of Seasonality. (1990). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 13 times. (14) RePEc:mtl:montde:2006-15 Population Ethics (2006). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 12 times. (15) RePEc:mtl:montde:2003-23 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 12 times. (16) RePEc:mtl:montde:2000-05 International Business Cycles: What Are the Facts? (2000). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 12 times. (17) RePEc:mtl:montde:2004-06 Interpersonal Comparisons of Well-Being (2004). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 11 times. (18) RePEc:mtl:montde:8749 The Great Crash, the Oil Prices and the Unit Root Hypothesis. (1987). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 11 times. (19) RePEc:mtl:montde:2002-07 Does the Barro-Gordon Model Explain the Behavior of US Inflation? a Reexamination of the Empirical Evidence (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 11 times. (20) RePEc:mtl:montde:2002-05 Nonparametric Instrumental Regression (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 10 times. (21) RePEc:mtl:montde:9232 Consumption, Real Exchange Rates and the Structure of International Asset Markets. (1992). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 10 times. (22) RePEc:mtl:montde:9536 Market Time and Asset Price Movements: Theory and Estimation. (1995). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 10 times. (23) RePEc:mtl:montde:9505 Are the Effects of Monetary Policy Asymmetric? (1995). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 10 times. (24) RePEc:mtl:montde:2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects. (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 9 times. (25) RePEc:mtl:montde:2000-06 International Transmission of the Business Cycle in a Multi-Sector Model. (2000). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 9 times. (26) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 9 times. (27) RePEc:mtl:montde:8424 Self-Insurance, Self-Protection and Increased Risk Aversion (1984). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 9 times. (28) RePEc:mtl:montde:2005-08 Consistent House Allocation (2005). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 9 times. (29) RePEc:mtl:montde:2002-08 Habit Formation and the Persistence of Monetary Shocks (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 8 times. (30) RePEc:mtl:montde:2004-01 Deprivation and Social Exclusion (2004). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 8 times. (31) RePEc:mtl:montde:8127 Rank Tests for Serial Dependence (1981). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 8 times. (32) RePEc:mtl:montde:8612 A Study Towards a Dynamic Theory of Seasonality for Economic Time Series (1986). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 8 times. (33) RePEc:mtl:montde:2000-07 Optimal Licensing Contracts and the Value of a Patent. (2000). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 8 times. (34) RePEc:mtl:montde:2001-05 Religion and Economic Growth: Was Weber Right? (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 8 times. (35) RePEc:mtl:montde:9119 Testing Causality Between Two Vectors in Multivariate Arma Models. (1991). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 7 times. (36) RePEc:mtl:montde:9516 Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary. (1995). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 7 times. (37) RePEc:mtl:montde:9128 Duopoly and Quality Standards. (1991). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 7 times. (38) RePEc:mtl:montde:2002-03 Arrows Theorem in Spatial Environments (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 6 times. (39) RePEc:mtl:montde:9423 Unit Root Tests ARMA Models with Data Dependent Methods for the Selection of the Truncation Lag. (1994). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 6 times. (40) RePEc:mtl:montde:9539 Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration. (1995). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 6 times. (41) RePEc:mtl:montde:2003-21 Explaining the Transition Between Exchange Rate Regimes (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 6 times. (42) RePEc:mtl:montde:9103 Structural Adjustment and Growth in a Highy Indebted Market Economy: Brazil. (1991). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 6 times. (43) RePEc:mtl:montde:2003-06 Aversion Analysis (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (44) RePEc:mtl:montde:2000-04 How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis. (2000). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (45) RePEc:mtl:montde:2001-01 Non-Deteriorating Choice (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (46) RePEc:mtl:montde:2005-12 Finite-Sample Simulation-Based Inference in VAR Models with Applications to Order Selection and Causality Testing (2005). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (47) RePEc:mtl:montde:9807 Computation and Analysis of Multiple Structural-Change Models (1998). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (48) RePEc:mtl:montde:2001-22 The Inflation Bias When the Central Bank Targets, the Natural Rate of Unemployment (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (49) RePEc:mtl:montde:9422 Additional Tests for a Unit Root Allowing for a Break in the Trend Function at an Unknown Time. (1994). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. (50) RePEc:mtl:montde:2006-02 The Dynamic (In)efficiency of Monetary Policy by Committee (2006). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Cited: 5 times. Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:cir:cirwor:2003s-34 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (2003). CIRANO / CIRANO Working Papers (2) RePEc:cte:wsrepe:ws035212 GENERALIZED SPECTRAL TESTS FOR THE MARTINGALE DIFFERENCE HYPOTHESIS (2003). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (3) RePEc:jhu:papers:480 Testing for Indeterminacy:An Application to U.S. Monetary Policy (2003). The Johns Hopkins University,Department of Economics / Economics Working Paper Archive (4) RePEc:lvl:lagrcr:0312 Are New Keynesian Phillips Curved Identified? (2003). (5) RePEc:mtl:montde:2003-08 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (2003). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (6) RePEc:mtl:montec:06-2003 Finite-Sample Diagnostics for Multivariate Regressions with Applications to Linear Asset Pricing Models (2003). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (7) RePEc:mtl:montec:17-2003 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2003). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche Latest citations received in: 2002 (1) RePEc:ads:wpaper:0016 Welfare Egalitarianism in Non-Rival Environments (2002). Institute for Advanced Study, School of Social Science / Economics Working Papers (2) RePEc:ads:wpaper:0021 Fair Income Tax (2002). Institute for Advanced Study, School of Social Science / Economics Working Papers (3) RePEc:ads:wpaper:0022 On the Equivalence between Welfarism and Equality of Opportunity (2002). Institute for Advanced Study, School of Social Science / Economics Working Papers (4) RePEc:cir:cirwor:2002s-92 ARMA Representation of Two-Factor Models (2002). CIRANO / CIRANO Working Papers (5) RePEc:cpd:pd2002:b5-3 A Principal Components Approach to
Cross-Section Dependence in Panels (2002). International Conferences on Panel Data / 10th International Conference on Panel Data, Berlin, July 5-6, 2002 (6) RePEc:mtl:montde:2002-16 Maximal-Element Rationalizability (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (7) RePEc:mtl:montec:16-2002 Maximal-Element Rationalizability (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (8) RePEc:mtl:montec:18-2002 Testing for a Unit Root in Panels with Dynamic Factors (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche (9) RePEc:nbr:nberte:0287 Cointegration Vector Estimation by Panel DOLS and Long-Run Money Demand (2002). National Bureau of Economic Research, Inc / NBER Technical Working Papers Latest citations received in: 2001 (1) RePEc:aub:autbar:492.01 Candidate Stability and Voting Correspondences (2001). Unitat de Fonaments de l'Anà lisi Econòmica (UAB) and Institut d'Anà lisi Econòmica (CSIC) / UFAE and IAE Working Papers (2) RePEc:cir:cirwor:2001s-70 An Eigenfunction Approach for Volatility Modeling (2001). CIRANO / CIRANO Working Papers (3) RePEc:cir:cirwor:2001s-71 A Theoretical Comparison Between Integrated andRealized Volatilities / A Theoretical Comparison Between Integrated and Realized Volatilities (2001). CIRANO / CIRANO Working Papers (4) RePEc:dgr:umamet:2001006 Arrows Theorem in Spatial Environments (2001). Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization / Research Memoranda (5) RePEc:mtl:montde:2001-17 The Measurement of Diversity (2001). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche Latest citations received in: 2000 (1) RePEc:cre:crefwp:107 Vertical International Trade as a Monetary Transmission Mechanism in an Open Economy (2000). CREFE, Université du Québec à Montréal / Cahiers de recherche CREFE / CREFE Working Papers (2) RePEc:igi:igierp:210 Heckscher-Ohlin Business Cycles (2000). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers (3) RePEc:ivi:wpasad:2000-12 WELFARE REDUCING LICENSING (2000). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series.
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