Computational Economics

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 0.14 0.18 21 86 35 5 0 1 0.05 0.09 1997 0.08 0.21 22 27 37 3 0 0.08 1998 0.12 0.25 29 57 43 5 0 1 0.03 0.1 1999 0.1 0.32 29 99 51 5 0 2 0.07 0.15 2000 0.16 0.43 27 62 58 9 0 1 0.04 0.19 2001 0.18 0.41 30 30 56 10 0 0.17 2002 0.12 0.44 26 232 57 7 0 6 0.23 0.2 2003 0.38 0.47 45 32 56 21 0 1 0.02 0.22 2004 0.55 0.52 32 24 71 39 2.6 2 0.06 0.23 2005 0.09 0.56 41 49 77 7 0 2 0.05 0.25 2006 0.18 0.57 46 36 73 13 15.4 2 0.04 0.24 2007 0.33 0.48 50 23 87 29 6.9 3 0.06 0.22
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: 112 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: 80 times.

(3) RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116 Production, Growth and Business Cycles: Technical Appendix. (2002).
Cited: 57 times.

(4) 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: 38 times.

(5) RePEc:kap:compec:v:15:y:2000:i:3:p:227-249 Decomposing Simulation Results with Respect to Exogenous Shocks (2000).
Cited: 23 times.

(6) 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: 20 times.

(7) 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: 20 times.

(8) RePEc:kap:compec:v:13:y:1999:i:1:p:41-60 Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs. (1999).
Cited: 19 times.

(9) RePEc:kap:compec:v:26:y:2005:i:1:p:19-49 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005).
Cited: 13 times.

(10) 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: 12 times.

(11) RePEc:kap:compec:v:8:y:1995:i:3:p:205-31 Self-Organization of Markets: An Example of a Computational Approach. (1995).
Cited: 11 times.

(12) RePEc:kap:compec:v:27:y:2006:i:1:p:3-34 An Evolutionary Model of Endogenous Business Cycles (2006).
Cited: 11 times.

(13) 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: 10 times.

(14) 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: 10 times.

(15) RePEc:kap:compec:v:10:y:1997:i:1:p:67-87 On Incentives and Updating in Agent Based Models. (1997).
Cited: 9 times.

(16) RePEc:kap:compec:v:22:y:2003:i:2:p:255-272 Traders Long-Run Wealth in an Artificial Financial Market (2003).
Cited: 8 times.

(17) RePEc:kap:compec:v:26:y:2005:i:2:p:107-128 User-Friendly Parallel Computations with Econometric Examples (2005).
Cited: 7 times.

(18) 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.

(19) RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136 A Computational Approach to Finding Causal Economic Laws (2000).
Cited: 7 times.

(20) 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: 6 times.

(21) RePEc:kap:compec:v:8:y:1995:i:3:p:233-53 Modular Technical Change and Genetic Algorithms. (1995).
Cited: 6 times.

(22) RePEc:kap:compec:v:8:y:1995:i:3:p:181-203 Coordination via Genetic Learning. (1995).
Cited: 6 times.

(23) RePEc:kap:compec:v:14:y:1999:i:3:p:263-67 Should Macroeconomic Policy Makers Consider Parameter Covariances? (1999).
Cited: 6 times.

(24) RePEc:kap:compec:v:25:y:2005:i:4:p:343-379 Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution (2005).
Cited: 6 times.

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

(26) RePEc:kap:compec:v:19:y:2002:i:2:p:145-78 Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI. (2002).
Cited: 6 times.

(27) RePEc:kap:compec:v:12:y:1998:i:1:p:79-95 Implementing the Double Bootstrap. (1998).
Cited: 5 times.

(28) 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.

(29) RePEc:kap:compec:v:26:y:2005:i:3:p:1-29 Discrete Working Time Choice in an Applied General Equilibrium Model (2005).
Cited: 5 times.

(30) 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: 5 times.

(31) RePEc:kap:compec:v:10:y:1997:i:3:p:251-66 Constrained Maximum Likelihood. (1997).
Cited: 5 times.

(32) 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: 5 times.

(33) RePEc:kap:compec:v:18:y:2001:i:2:p:159-72 Climate Coalitions in an Integrated Assessment Model. (2001).
Cited: 5 times.

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

(35) 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: 5 times.

(36) RePEc:kap:compec:v:26:y:2005:i:1:p:65-89 Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models (2005).
Cited: 5 times.

(37) RePEc:kap:compec:v:30:y:2007:i:3:p:291-327 Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework (2007).
Cited: 5 times.

(38) RePEc:kap:compec:v:16:y:2000:i:1/2:p:149-171 Explaining the Persistence of Commodity Prices (2000).
Cited: 4 times.

(39) 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: 4 times.

(40) RePEc:kap:compec:v:27:y:2006:i:2:p:207-228 An Application of Extreme Value Theory for Measuring Financial Risk (2006).
Cited: 4 times.

(41) RePEc:kap:compec:v:19:y:2002:i:2:p:197-225 Rational Error Correction. (2002).
Cited: 4 times.

(42) 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.

(43) RePEc:kap:compec:v:28:y:2006:i:4:p:355-370 Robust Evolutionary Algorithm Design for Socio-economic Simulation (2006).
Cited: 4 times.

(44) RePEc:kap:compec:v:12:y:1998:i:3:p:223-41 ASPEN: A Microsimulation Model of the Economy. (1998).
Cited: 4 times.

(45) RePEc:kap:compec:v:12:y:1998:i:2:p:97-114 Bubbles and Market Crashes. (1998).
Cited: 4 times.

(46) RePEc:kap:compec:v:14:y:1999:i:1-2:p:151-81 Programming Languages in Economics. (1999).
Cited: 4 times.

(47) RePEc:kap:compec:v:30:y:2007:i:2:p:153-169 Multidimensional Spline Interpolation: Theory and Applications (2007).
Cited: 4 times.

(48) 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: 4 times.

(49) RePEc:kap:compec:v:21:y:2003:i:3:p:257-276 Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series (2003).
Cited: 4 times.

(50) RePEc:kap:compec:v:8:y:1995:i:3:p:159-79 A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models. (1995).
Cited: 4 times.

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

Recent citations received in: 2007

(1) RePEc:isu:genres:12776 An Agent-Based Computational Laboratory for Wholesale Power Market Design (2007). Iowa State University, Department of Economics / Staff General Research Papers

(2) RePEc:kap:compec:v:30:y:2007:i:3:p:195-226 A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems (2007). Computational Economics

(3) RePEc:mdl:mdlpap:0707 Endogenous Participation in Charity Auctions (2007). Middlebury College, Department of Economics / Middlebury College Working Paper Series

Recent citations received in: 2006

(1) RePEc:kap:compec:v:28:y:2006:i:4:p:333-354 Revisiting Individual Evolutionary Learning in the Cobweb Model – An Illustration of the Virtual Spite-Effect (2006). Computational Economics

(2) RePEc:kap:compec:v:28:y:2006:i:4:p:355-370 Robust Evolutionary Algorithm Design for Socio-economic Simulation (2006). Computational Economics

Recent citations received in: 2005

(1) RePEc:ams:ndfwpp:05-12 Behavioral Heterogeneity in Stock Prices (2005). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:fce:doctra:0505 A model of the stochastic convergence between business cycles (2005). Observatoire Francais des Conjonctures Economiques (OFCE) / Documents de Travail de l'OFCE

Recent 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

(2) RePEc:kap:compec:v:24:y:2004:i:3:p:209-221 Robust Control: A Note on the Timing of Model Uncertainty (2004). Computational Economics

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