Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.12 0.18 36 267 86 10 30 7 0.19 0.09 1997 0.24 0.18 36 113 89 21 19 4 0.11 0.09 1998 0.22 0.21 58 147 72 16 43.8 4 0.07 0.13 1999 0.35 0.29 55 135 94 33 15.2 13 0.24 0.17 2000 0.28 0.39 41 146 113 32 12.5 4 0.1 0.2 2001 0.36 0.37 22 193 96 35 8.6 6 0.27 0.18 2002 0.75 0.42 27 81 63 47 8.5 9 0.33 0.2 2003 1.04 0.43 6 18 49 51 0 1 0.17 0.21 2004 0.61 0.49 27 86 33 20 5 14 0.52 0.24 2005 0.64 0.5 15 31 33 21 9.5 4 0.27 0.29 2006 0.71 0.53 19 29 42 30 0 9 0.47 0.28 2007 0.53 0.44 13 16 34 18 5.6 5 0.38 0.24
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:cdl:ucsdec:90-4 Critical Values for Cointegration Tests (1990).
Cited: 285 times.

(2) RePEc:cdl:ucsdec:92-23 Unit Root Tests in Panel Data: Asymptotic and Finite-Sample Properties (1992).
Cited: 141 times.

(3) RePEc:cdl:ucsdec:93-56 Unit Root Tests in Panel Data: New Results (1993).
Cited: 119 times.

(4) RePEc:cdl:ucsdec:93-49 ARCH Models (1993).
Cited: 100 times.

(5) RePEc:cdl:ucsdec:95-19 Predictability of Stock Returns: Robustness and Economic Significance (1995).
Cited: 86 times.

(6) RePEc:cdl:ucsdec:2001-15 Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH (2001).
Cited: 66 times.

(7) RePEc:cdl:ucsdec:95-29 Inference in Models with Nearly Integrated Regressors (1995).
Cited: 56 times.

(8) RePEc:cdl:ucsdec:96-18 Stock Market Volatility and The Business Cycle (1996).
Cited: 54 times.

(9) RePEc:cdl:ucsdec:92-11 Artificial Neural Networks: An Econometric Perspective (1992).
Cited: 39 times.

(10) RePEc:cdl:ucsdec:91-33 Estimation of Common Long-Memory Components in Cointegrated Systems (1991).
Cited: 35 times.

(11) RePEc:cdl:ucsdec:99-14 Occasional Structural Breaks and Long Memory (1999).
Cited: 33 times.

(12) RePEc:cdl:ucsdec:89-57r Multivariate Simultaneous Generalized ARCH (1993).
Cited: 33 times.

(13) RePEc:cdl:ucsdec:92-44r A Permanent and Transitory Component Model of Stock Return Volatility (1993).
Cited: 32 times.

(14) RePEc:cdl:ucsdec:2000-02r Cognition and Behavior in Normal-Form Games: An Experimental Study (2000).
Cited: 30 times.

(15) RePEc:cdl:ucsdec:96-17 A Practitioners Guide to Robust Covariance Matrix Estimation (1996).
Cited: 29 times.

(16) RePEc:cdl:ucsdec:96-38 Investigating the Relationship between Gold and Silver Prices (1996).
Cited: 29 times.

(17) RePEc:cdl:ucsdec:97-07 Modeling Response Incentive Effects in Dichotomous Choice Contingent Valuation Data (1997).
Cited: 29 times.

(18) RePEc:cdl:ucsdec:2000-08 The Cost Channel of Monetary Transmissions (2000).
Cited: 27 times.

(19) RePEc:cdl:ucsdec:2001-10 Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy (2001).
Cited: 27 times.

(20) RePEc:cdl:ucsdec:2002-03 Is The Technology-Driven Real Business Cycle Hypothesis Dead? Shocks and Aggregate Fluctuations Revisted (2002).
Cited: 26 times.

(21) RePEc:cdl:ucsdec:96-09 Is There a Link Between School Inputs and Earnings? Fresh Scrutiny of an Old Literature (1996).
Cited: 26 times.

(22) RePEc:cdl:ucsdec:96-08 Bilateral Trade and Opportunism in a Matching Market (1996).
Cited: 23 times.

(23) RePEc:cdl:ucsdec:2001-09 Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula (2001).
Cited: 21 times.

(24) RePEc:cdl:ucsdec:96-14 Excess Volatility and Predictability of Stock Prices in Autoregressive Dividend Models with Learning (1996).
Cited: 21 times.

(25) RePEc:cdl:ucsdec:2001-14 Shocks and Institutions in a Job Matching Model (2001).
Cited: 21 times.

(26) RePEc:cdl:ucsdec:1998-27 Macroeconomic Announcements and Volatility of Treasury Futures (1998).
Cited: 20 times.

(27) repec:cdl:ucsdec:92-19 ().
Cited: 20 times.

(28) RePEc:cdl:ucsdec:92-21 A Long Memory Property of Stock Market Returns and a New Model (1992).
Cited: 20 times.

(29) RePEc:cdl:ucsdec:98-27 Macroeconomic Announcements and Volatility of Treasury Futures (1998).
Cited: 20 times.

(30) RePEc:cdl:ucsdec:93-47 Learning Through Reinforcement and Replicator Dynamics (1993).
Cited: 20 times.

(31) RePEc:cdl:ucsdec:96-23 A Decision Theoretic Approach to Forecast Evaluation (1996).
Cited: 20 times.

(32) RePEc:cdl:ucsdec:2005-08 The Dynamic Beveridge Curve (2005).
Cited: 19 times.

(33) RePEc:cdl:ucsdec:94-07 Contingent Valuation and Revealed Preference Methodologies: Comparing the Estimates for Quasi-Public Goods (1994).
Cited: 19 times.

(34) RePEc:cdl:ucsdec:1999-20 CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (1999).
Cited: 19 times.

(35) RePEc:cdl:ucsdec:94-05 Modeling Volatility Persistence of Speculative Returns: A New Approach (1994).
Cited: 19 times.

(36) RePEc:cdl:ucsdec:99-20 CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (1999).
Cited: 19 times.

(37) RePEc:cdl:ucsdec:93-32r Forecasting Volatility and Option Prices of the S&P 500 Index (1994).
Cited: 18 times.

(38) RePEc:cdl:ucsdec:97-08 The Relationship Between Air Pollution Emissions and Income: U.S. Data (1997).
Cited: 18 times.

(39) RePEc:cdl:ucsdec:92-50 Impulse Response Functions Based on a Causal Approach to Residual Orthogonalizaton in Vector Autoregressions (1992).
Cited: 17 times.

(40) RePEc:cdl:ucsdec:96-36r Contingent Valuation: Controversies and Evidence (2000).
Cited: 16 times.

(41) RePEc:cdl:ucsdec:98-22 Cognition and Behavior in Normal-Form Games: An Experimental Study (1998).
Cited: 15 times.

(42) RePEc:cdl:ucsdec:99-07 Liquidity Flows and Fragility of Business Enterprises (1999).
Cited: 15 times.

(43) RePEc:cdl:ucsdec:2000-09 Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models (2000).
Cited: 15 times.

(44) RePEc:cdl:ucsdec:97-23 Job Destruction and Propagation of Shocks (1997).
Cited: 14 times.

(45) RePEc:cdl:ucsdec:93-08 Segment Shifts and Capacity Utilization in the U.S. Automobile Industry (1993).
Cited: 14 times.

(46) RePEc:cdl:ucsdec:93-05 Does History Matter Only When it Matters Little? The Case of City-Industry Location (1993).
Cited: 14 times.

(47) RePEc:cdl:ucsdec:95-02 Contingent Valuation and Lost Passive Use: Damages from the Exxon Valdez (1995).
Cited: 14 times.

(48) RePEc:cdl:ucsdec:97-30r Correlations and Volatilities of Asynchronous Data (1998).
Cited: 13 times.

(49) RePEc:cdl:ucsdec:89-28r An Evolutionary Interpretation of Van Huyck, Battalio, and Beils Experimental Results on Coordination (1990).
Cited: 13 times.

(50) RePEc:cdl:ucsdec:89-36r Universal Approximation of an Unknown Mapping And Its Derivatives Using Multilayer Feedforward Networks (1990).
Cited: 12 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6419 Contract Enforcement, Comparative Advantage and Long-Run Growth (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:ibm:ibmecp:wpe_76 The Structure of Worker Compensation in Brazil, With a Comparison to France and the United States (2007). Ibmec Working Paper, Ibmec São Paulo / Ibmec Working Papers

(3) RePEc:nbr:nberwo:13209 Aggregate Implications of Credit Market Imperfections (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(4) RePEc:nbr:nberwo:13306 Wage and Productivity Premiums in Sub-Saharan Africa (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(5) RePEc:tor:tecipa:tecipa-291 Wage and Productivity Premiums in Sub-Saharan Africa (2007). University of Toronto, Department of Economics / Working Papers

Recent citations received in: 2006

(1) RePEc:anp:en2006:158 IS THERE RENT SHARING IN DEVELOPING COUNTRIES? MATCHED-PANEL EVIDENCE FROM BRAZIL (2006). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXIV Encontr

(2) RePEc:cdl:ucsdec:2006-01 Contract and Game Theory: Basic Concepts for Settings with Finite Horizons (2006). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(3) RePEc:cdl:ucsdec:2006-11 The Effect of FDI on Job Separation (2006). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(4) RePEc:ces:ceswps:_1864 The Effect of FDI on Job Separation (2006). CESifo GmbH / CESifo Working Paper Series

(5) RePEc:fiu:wpaper:0611 Costly Evidence Production and the Limits of Verifiability (2006). Florida International University, Department of Economics / Working Papers

(6) RePEc:iza:izadps:dp2317 Is There Rent Sharing In Developing Countries? Matched-Panel Evidence from Brazil (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(7) RePEc:nbr:nberwo:12372 Outsourcing Jobs? Multinationals and US Employment (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(8) RePEc:nbr:nberwo:12808 Measuring the Impacts of FDI in Central and Eastern Europe (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(9) RePEc:pra:mprapa:15615 Dispelling Some Myths About Offshoring (2006). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2005

(1) RePEc:aea:aecrev:v:95:y:2005:i:3:p:878-889 The Collapse of a Medical Labor Clearinghouse (and Why Such Failures Are Rare) (2005). American Economic Review

(2) RePEc:cdl:ucsdec:2005-04r Rational Transparency Choice in Financial Market Equilibrium¤ (2005). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(3) RePEc:max:cprwps:69 Labor Supply with Social Interactions: Econometric Estimates and Their Tax Policy Implications (2005). Center for Policy Research, Maxwell School, Syracuse University / Center for Policy Research Working Papers

(4) RePEc:nbr:nberwo:11888 Mismatch (2005). National Bureau of Economic Research, Inc / NBER Working Papers

Recent citations received in: 2004

(1) RePEc:bdi:wptemi:td_524_04 Pricing behavior and the comovement of productivity and labor: evidence from firm-level data (2004). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(2) RePEc:cdl:ucsdec:2004-12 Fatal Attraction: Focality, Naivete and Sophistication in Experimental Hide and Seek Games (2004). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

(3) RePEc:cla:levrem:122247000000000113 Cognition and Behavior in Two-Person Guessing Games: An Experimental Study (2004). UCLA Department of Economics / Levine's Bibliography

(4) RePEc:cla:levrem:122247000000000345 Fatal Attraction: Focality, Naivete, and Sophistication in Experimental Hide-and-Seek Games (2004). UCLA Department of Economics / Levine's Bibliography

(5) RePEc:cwl:cwldpp:1453 Smoothed Empirical Likelihood Methods for Quantile Regression Models (2004). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(6) RePEc:ecm:ausm04:177 Australias Firm-level Productivity - a New Perspective (2004). Econometric Society / Econometric Society 2004 Australasian Meetings

(7) RePEc:fip:fedkrw:rwp04-03 Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis (2004). Federal Reserve Bank of Kansas City / Research Working Paper

(8) RePEc:fip:fednsr:196 Forecasting and estimating multiple change-point models with an unknown number of change points (2004). Federal Reserve Bank of New York / Staff Reports

(9) RePEc:fip:fednsr:197 Prior elicitation in multiple change-point models (2004). Federal Reserve Bank of New York / Staff Reports

(10) RePEc:idb:wpaper:3170 The Impact of Trade Liberalization on Employment, Capital, and Productivity Dynamics: Evidence from the Uruguayan Manufacturing Sector (2004). Inter-American Development Bank, Research Department / Working Papers

(11) RePEc:nbr:nberwo:10593 Trade, Inequality, and Poverty: What Do We Know? Evidence from Recent Trade Liberalization Episodes in Developing Countries (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(12) RePEc:nzt:nztwps:04/04 Healthy, wealthy and wise? A review of the wider benefits of education (2004). New Zealand Treasury / Treasury Working Paper Series

(13) RePEc:unu:wpaper:rp2004-58 Do Structural Reforms always Succeed? Lessons from Brazil (2004). World Institute for Development Economic Research (UNU-WIDER) / Working Papers

(14) RePEc:van:wpaper:0419 Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification (2004). Department of Economics, Vanderbilt University / Working Papers

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Source data used to compute the impact factor of RePEc series.