Computational Economics

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:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.14 0.17 21 49 35 5 0 1 0.05 0.08 1997 0.08 0.2 22 20 37 3 0 0.08 1998 0.07 0.23 29 39 43 3 0 1 0.03 0.1 1999 0.06 0.32 29 70 51 3 0 2 0.07 0.16 2000 0.12 0.43 27 35 58 7 0 0.19 2001 0.14 0.39 30 16 56 8 0 0.17 2002 0.11 0.42 26 126 57 6 0 5 0.19 0.2 2003 0.3 0.47 45 7 56 17 0 0.22 2004 0.37 0.51 32 10 71 26 0 1 0.03 0.23
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:kap:compec:v:20:y:2002:i:1-2:p:1-20 Solving Linear Rational Expectations Models. (2002).
Cited: 70 times.

(2) RePEc:kap:compec:v:9:y:1996:i:2:p:83-127 Computing Solutions for Large General Equilibrium Models Using GEMPACK. (1996).
Cited: 44 times.

(3) RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46 Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax. (1999).
Cited: 29 times.

(4) RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients. (2002).
Cited: 17 times.

(5) RePEc:kap:compec:v:19:y:2002:i:1:p:95-132 Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. (2002).
Cited: 15 times.

(6) RePEc:kap:compec:v:13:y:1999:i:1:p:41-60 Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs. (1999).
Cited: 15 times.

(7) RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116 Production, Growth and Business Cycles: Technical Appendix. (2002).
Cited: 14 times.

(8) RePEc:kap:compec:v:15:y:2000:i:3:p:227-249 Decomposing Simulation Results with Respect to Exogenous Shocks (2000).
Cited: 13 times.

(9) RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86 System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. (2002).
Cited: 10 times.

(10) RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40 Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts. (1998).
Cited: 8 times.

(11) RePEc:kap:compec:v:10:y:1997:i:1:p:67-87 On Incentives and Updating in Agent Based Models. (1997).
Cited: 8 times.

(12) RePEc:kap:compec:v:27:y:2006:i:1:p:3-34 An Evolutionary Model of Endogenous Business Cycles (2006).
Cited: 8 times.

(13) RePEc:kap:compec:v:8:y:1995:i:3:p:205-31 Self-Organization of Markets: An Example of a Computational Approach. (1995).
Cited: 8 times.

(14) RePEc:kap:compec:v:13:y:1999:i:2:p:147-62 The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. (1999).
Cited: 7 times.

(15) RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39 A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model. (2001).
Cited: 6 times.

(16) RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70 Modelling Federal Reserve Discount Policy. (1998).
Cited: 6 times.

(17) RePEc:kap:compec:v:8:y:1995:i:3:p:233-53 Modular Technical Change and Genetic Algorithms. (1995).
Cited: 5 times.

(18) RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136 A Computational Approach to Finding Causal Economic Laws (2000).
Cited: 5 times.

(19) RePEc:kap:compec:v:18:y:2001:i:1:p:9-24 Learning to Be Thoughtless: Social Norms and Individual Computation. (2001).
Cited: 5 times.

(20) RePEc:kap:compec:v:8:y:1995:i:3:p:181-203 Coordination via Genetic Learning. (1995).
Cited: 5 times.

(21) RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78 A Test for Strong Hysteresis. (2000).
Cited: 5 times.

(22) RePEc:kap:compec:v:12:y:1998:i:3:p:223-41 ASPEN: A Microsimulation Model of the Economy. (1998).
Cited: 5 times.

(23) RePEc:kap:compec:v:23:y:2004:i:3:p:271-288 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure (2004).
Cited: 4 times.

(24) RePEc:kap:compec:v:14:y:1999:i:3:p:219-35 Static, Dynamic, and Hybrid Neural Networks in Forecasting Inflation. (1999).
Cited: 4 times.

(25) RePEc:kap:compec:v:12:y:1998:i:1:p:79-95 Implementing the Double Bootstrap. (1998).
Cited: 4 times.

(26) RePEc:kap:compec:v:15:y:2000:i:3:p:173-199 Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies (2000).
Cited: 4 times.

(27) RePEc:kap:compec:v:10:y:1997:i:4:p:317-35 Hybrid Classifiers for Financial Multicriteria Decision Making: The Case of Bankruptcy Prediction. (1997).
Cited: 3 times.

(28) RePEc:kap:compec:v:19:y:2002:i:2:p:197-225 Rational Error Correction. (2002).
Cited: 3 times.

(29) RePEc:kap:compec:v:23:y:2004:i:3:p:219-237 Multiscale Analysis of Stock Index Return Volatility (2004).
Cited: 3 times.

(30) RePEc:kap:compec:v:9:y:1996:i:4:p:331-53 Features of Multiregional and Intertemporal AGE Modelling with GEMPACK. (1996).
Cited: 3 times.

(31) RePEc:kap:compec:v:18:y:2001:i:1:p:49-64 Bilateral Trade and Small-World Networks. (2001).
Cited: 3 times.

(32) RePEc:kap:compec:v:28:y:2006:i:2:p:91-112 Controllability in Policy Games: Policy Neutrality and the Theory of Economic Policy Revisited (2006).
Cited: 3 times.

(33) RePEc:kap:compec:v:6:y:1993:i:3-4:p:219-40 The Design of Economic Policy under Model Uncertainty. (1993).
Cited: 3 times.

(34) RePEc:kap:compec:v:22:y:2003:i:1:p:65-74 Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series (2003).
Cited: 3 times.

(35) RePEc:kap:compec:v:13:y:1999:i:1:p:1-16 Optimal Nonlinear Income Taxation with a Two-Dimensional Population; A Computational Approach. (1999).
Cited: 2 times.

(36) RePEc:kap:compec:v:15:y:2000:i:1-2:p:145-72 Computing Equilibria in Stochastic Finance Economies. (2000).
Cited: 2 times.

(37) RePEc:kap:compec:v:19:y:2002:i:2:p:145-78 Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI. (2002).
Cited: 2 times.

(38) RePEc:kap:compec:v:11:y:1998:i:1-2:p:71-87 Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model. (1998).
Cited: 2 times.

(39) RePEc:kap:compec:v:10:y:1997:i:3:p:251-66 Constrained Maximum Likelihood. (1997).
Cited: 2 times.

(40) RePEc:kap:compec:v:14:y:1999:i:3:p:183-96 Average Interest Rate Caps. (1999).
Cited: 2 times.

(41) RePEc:kap:compec:v:11:y:1998:i:1-2:p:103-28 Wavelet Analysis of Commodity Price Behavior. (1998).
Cited: 2 times.

(42) RePEc:kap:compec:v:13:y:1999:i:1:p:17-23 A Nonrecursive Solution Method for the Linear-Quadratic Optimal Control Problem with a Singular Transition Matrix. (1999).
Cited: 2 times.

(43) RePEc:kap:compec:v:23:y:2004:i:4:p:379-389 The Numerical Performance of Fast Bootstrap Procedures (2004).
Cited: 2 times.

(44) RePEc:kap:compec:v:12:y:1998:i:1:p:1-24 The WALRAS Algorithm: A Convergent Distributed Implementation of General Equilibrium Outcomes. (1998).
Cited: 2 times.

(45) RePEc:kap:compec:v:16:y:2000:i:3:p:207-236 Genetic Programming Prediction of Stock Prices (2000).
Cited: 2 times.

(46) RePEc:kap:compec:v:14:y:1999:i:3:p:263-67 Should Macroeconomic Policy Makers Consider Parameter Covariances? (1999).
Cited: 2 times.

(47) RePEc:kap:compec:v:11:y:1998:i:3:p:245-63 A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling. (1998).
Cited: 2 times.

(48) RePEc:kap:compec:v:16:y:2000:i:1/2:p:137-147 Confidence Interval Estimation for Inequality Indices of the Gini Family (2000).
Cited: 2 times.

(49) RePEc:kap:compec:v:12:y:1998:i:2:p:151-69 An Introduction to Simulated Annealing Algorithms for the Computation of Economic Equilibrium. (1998).
Cited: 2 times.

(50) RePEc:kap:compec:v:22:y:2003:i:2:p:255-272 Traders Long-Run Wealth in an Artificial Financial Market (2003).
Cited: 2 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

(1) RePEc:cte:wbrepe:wb046023 AN INTERIOR POINT ALGORITHM FOR COMPUTING EQUILIBRIA IN ECONOMIES WITH INCOMPLETE ASSET MARKETS (2004). Universidad Carlos III, Departamento de Economía de la Empresa / Business Economics Working Papers

Latest citations received in: 2003

Latest citations received in: 2002

(1) RePEc:cea:doctra:e2002_15 Is it Worth Refining Linear Approximations to Non-Linear Rational Expectations Models? (2002). Fundación Centro de Estudios Andaluces / Economic Working Papers at centrA

(2) RePEc:sce:scecf2:214 Testing for Indeterminacy in Linear Rational Expectations Models (2002). Society for Computational Economics / Computing in Economics and Finance 2002

(3) RePEc:uts:rpaper:84 An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (2002). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

(4) RePEc:wpa:wuwpco:0209001 The Santa Fe Artificial Stock Market Re-Examined - Suggested Corrections (2002). EconWPA / Computational Economics

(5) RePEc:wpa:wuwpmi:0203002 Evolutionary models’ comparative analysis. Methodology proposition based on selected neo-schumpeterian models of industrial dynamics (2002). EconWPA / Microeconomics

Latest citations received in: 2001

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.