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: | |
|
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 |
2004 | 0.78 | 0.47 | 14 | 22 | 45 | 35 | 2.9 | 4 | 0.29 | 0.25 |
2005 | 0.71 | 0.45 | 22 | 23 | 38 | 27 | 22.2 | 7 | 0.32 | 0.29 |
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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). Cited: 435 times. (2) RePEc:mtl:montde:9613 Stochastic Volatility. (1996). Cited: 117 times. (3) RePEc:mtl:montde:2002-18 Testing for a Unit Root in Panels with Dynamic Factors (2002). Cited: 47 times. (4) RePEc:mtl:montde:9552 Estimating and Testing Linear Models with Multiple Structural Changes. (1995). Cited: 27 times. (5) RePEc:mtl:montde:9607 Rank Regressions, Wage Distributions and the Gender Gap. (1996). Cited: 23 times. (6) RePEc:mtl:montde:9811 Simulation-Based Finite-Sample Normality Tests in Linear Regressions (1998). Cited: 19 times. (7) RePEc:mtl:montde:2001-29 An Eigenfunction Approach for Volatility Modeling. (2001). Cited: 18 times. (8) RePEc:mtl:montde:2001-02 Ranking Sets of Objects (2001). Cited: 17 times. (9) RePEc:mtl:montde:9408 Periodic Autoregressive Conditional Heteroskedasticity. (1994). Cited: 16 times. (10) RePEc:mtl:montde:2003-12 Identification, Weak Instruments and Statistical Inference in Econometrics (2003). Cited: 15 times. (11) RePEc:mtl:montde:9427 Useful Modifications to Some Unit Root Tests with Dependent Errors and Their Local Asymptotic Properties. (1994). 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). Cited: 14 times. (13) RePEc:mtl:montde:9028 On the Economic and Econometrics of Seasonality. (1990). Cited: 13 times. (14) RePEc:mtl:montde:2006-15 Population Ethics (2006). Cited: 12 times. (15) RePEc:mtl:montde:2003-23 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2003). Cited: 12 times. (16) RePEc:mtl:montde:2000-05 International Business Cycles: What Are the Facts? (2000). Cited: 12 times. (17) RePEc:mtl:montde:2004-06 Interpersonal Comparisons of Well-Being (2004). Cited: 11 times. (18) RePEc:mtl:montde:8749 The Great Crash, the Oil Prices and the Unit Root Hypothesis. (1987). 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). Cited: 11 times. (20) RePEc:mtl:montde:2002-05 Nonparametric Instrumental Regression (2002). Cited: 10 times. (21) RePEc:mtl:montde:9232 Consumption, Real Exchange Rates and the Structure of International Asset Markets. (1992). Cited: 10 times. (22) RePEc:mtl:montde:9536 Market Time and Asset Price Movements: Theory and Estimation. (1995). Cited: 10 times. (23) RePEc:mtl:montde:9505 Are the Effects of Monetary Policy Asymmetric? (1995). Cited: 10 times. (24) RePEc:mtl:montde:2001-08 Simulation-Based Finite-Sample Tests for Heteroskedasticity and ARCH Effects. (2001). Cited: 9 times. (25) RePEc:mtl:montde:2000-06 International Transmission of the Business Cycle in a Multi-Sector Model. (2000). 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). Cited: 9 times. (27) RePEc:mtl:montde:8424 Self-Insurance, Self-Protection and Increased Risk Aversion (1984). Cited: 9 times. (28) RePEc:mtl:montde:2005-08 Consistent House Allocation (2005). Cited: 9 times. (29) RePEc:mtl:montde:2002-08 Habit Formation and the Persistence of Monetary Shocks (2002). Cited: 8 times. (30) RePEc:mtl:montde:2004-01 Deprivation and Social Exclusion (2004). Cited: 8 times. (31) RePEc:mtl:montde:8127 Rank Tests for Serial Dependence (1981). Cited: 8 times. (32) RePEc:mtl:montde:8612 A Study Towards a Dynamic Theory of Seasonality for Economic Time Series (1986). Cited: 8 times. (33) RePEc:mtl:montde:2000-07 Optimal Licensing Contracts and the Value of a Patent. (2000). Cited: 8 times. (34) RePEc:mtl:montde:2001-05 Religion and Economic Growth: Was Weber Right? (2001). Cited: 8 times. (35) RePEc:mtl:montde:9119 Testing Causality Between Two Vectors in Multivariate Arma Models. (1991). Cited: 7 times. (36) RePEc:mtl:montde:9516 Testing for Homogeneity in Demand Systems when the Regressors Are Non-Stationary. (1995). Cited: 7 times. (37) RePEc:mtl:montde:9128 Duopoly and Quality Standards. (1991). Cited: 7 times. (38) RePEc:mtl:montde:2002-03 Arrows Theorem in Spatial Environments (2002). 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). Cited: 6 times. (40) RePEc:mtl:montde:9539 Some Impossibility Theorems in Econometrics with Applications to Instrumental Variables, Dynamic Models and Cointegration. (1995). Cited: 6 times. (41) RePEc:mtl:montde:2003-21 Explaining the Transition Between Exchange Rate Regimes (2003). Cited: 6 times. (42) RePEc:mtl:montde:9103 Structural Adjustment and Growth in a Highy Indebted Market Economy: Brazil. (1991). Cited: 6 times. (43) RePEc:mtl:montde:2003-06 Aversion Analysis (2003). Cited: 5 times. (44) RePEc:mtl:montde:2000-04 How Important Are Intergenerational Transfers of Time? a Macroeconomic Analysis. (2000). Cited: 5 times. (45) RePEc:mtl:montde:2001-01 Non-Deteriorating Choice (2001). 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). Cited: 5 times. (47) RePEc:mtl:montde:9807 Computation and Analysis of Multiple Structural-Change Models (1998). Cited: 5 times. (48) RePEc:mtl:montde:2001-22 The Inflation Bias When the Central Bank Targets, the Natural Rate of Unemployment (2001). 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). Cited: 5 times. (50) RePEc:mtl:montde:2006-02 The Dynamic (In)efficiency of Monetary Policy by Committee (2006). Cited: 5 times. Latest citations received in: | 2005 | 2004 | 2003 | 2002 Latest citations received in: 2005 (1) RePEc:cir:cirwor:2005s-02 Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and non-standard asymptotics (2005). CIRANO / CIRANO Working Papers (2) RePEc:mtl:montde:2005-03 Monte Carlo Tests with Nuisance Parameters: A General Approach to Finite-Sample Inference and Nonstandard Asymptotics (2005). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (3) RePEc:mtl:montde:2005-13 Rational Choice on Arbitrary Domains: A Comprehensive Treatment (2005). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche (4) RePEc:mtn:ancoec:si7 The properties of the extended Gini measures of variability and inequality (2005). Metron - International Journal of Statistics (5) RePEc:wpa:wuwpem:0503016 Causation Delays and Causal Neutralization up to Three Steps Ahead: The Money-Output Relationship Revisited (2005). EconWPA / Econometrics (6) RePEc:wpa:wuwpge:0510013 Intergenerational anonymity as an alternative to the discounted- sum criterion in the calculus of optimal growth I: Consensual optimality (2005). EconWPA / GE, Growth, Math methods (7) RePEc:wpa:wuwpge:0511007 Intergenerational anonymity as an alternative to the discounted- sum criterion in the calculus of optimal growth II: Pareto optimality and some economic interpretations (2005). EconWPA / GE, Growth, Math methods Latest citations received in: 2004 (1) RePEc:diw:diwwpp:dp449 Subjective Well-Being and Relative Deprivation : An Empirical Link (2004). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (2) RePEc:esi:discus:2004-08 A Monetary Approach to Capability Measurement of the Disabled - Evidence from the UK (2004). Max Planck Institute of Economics, Strategic Interaction Group / Discussion Papers on Strategic Interaction (3) RePEc:iza:izadps:dp1351 Subjective Well-Being and Relative Deprivation: An Empirical Link (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers (4) RePEc:rtv:ceisrp:56 Aversion to Inequality in Italy and its Determinants (2004). Tor Vergata University, CEIS / Research Paper Series 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 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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