Society for Computational Economics / Computing in Economics and Finance 2002

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 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.21 0 0 0 0.13 1999 0.29 0 0 0 0.17 2000 0.39 0 0 0 0.2 2001 0.37 0 0 0 0.18 2002 0.42 294 226 0 0 13 0.04 0.2 2003 0.14 0.43 0 294 42 0 0.21 2004 0.15 0.49 0 294 45 0 0.24 2005 0.5 0 0 0 0.29 2006 0.53 0 0 0 0.28 2007 0.44 0 0 0 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:sce:scecf2:5 A New Class of Multivariate skew Densities, with Application to GARCH Models (2002).
Cited: 20 times.

(2) RePEc:sce:scecf2:240 Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan (2002).
Cited: 18 times.

(3) RePEc:sce:scecf2:182 Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules (2002).
Cited: 17 times.

(4) RePEc:sce:scecf2:343 Optimal Monetary Policy with Durable and Non-Durable Goods (2002).
Cited: 16 times.

(5) RePEc:sce:scecf2:135 An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (2002).
Cited: 9 times.

(6) RePEc:sce:scecf2:94 The Impact of Macroeconomic Uncertainty on Bank Lending Behavior (2002).
Cited: 8 times.

(7) RePEc:sce:scecf2:335 Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty (2002).
Cited: 6 times.

(8) RePEc:sce:scecf2:127 Probability distribution of returns in the Heston model with stochastic volatility (2002).
Cited: 6 times.

(9) RePEc:sce:scecf2:276 Spanish diffusion indexes (2002).
Cited: 6 times.

(10) RePEc:sce:scecf2:59 Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal? (2002).
Cited: 6 times.

(11) RePEc:sce:scecf2:359 How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries? (2002).
Cited: 6 times.

(12) RePEc:sce:scecf2:354 The Joint Dynamics of Networks and Knowledge (2002).
Cited: 6 times.

(13) RePEc:sce:scecf2:301 Traders’ long-run wealth in an artificial financial market (2002).
Cited: 5 times.

(14) RePEc:sce:scecf2:329 Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt (2002).
Cited: 5 times.

(15) RePEc:sce:scecf2:42 Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income (2002).
Cited: 5 times.

(16) RePEc:sce:scecf2:262 Computer Testbeds and Mechanism Design (2002).
Cited: 5 times.

(17) RePEc:sce:scecf2:307 Adaptive Polar Sampling (2002).
Cited: 5 times.

(18) RePEc:sce:scecf2:8 Optimal Monetary Policy When Interest Rates are Bounded at Zero (2002).
Cited: 4 times.

(19) RePEc:sce:scecf2:317 A minimal noise trader model with realistic time series (2002).
Cited: 4 times.

(20) RePEc:sce:scecf2:218 Absolute Convergence, Period (2002).
Cited: 4 times.

(21) RePEc:sce:scecf2:137 Time Varying Uncertainty and the Credit Channel (2002).
Cited: 3 times.

(22) RePEc:sce:scecf2:190 Inflation Persistence and Flexible Prices (2002).
Cited: 3 times.

(23) RePEc:sce:scecf2:3 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe (2002).
Cited: 3 times.

(24) RePEc:sce:scecf2:355 Output and interest rate gaps: Theory versus practice (2002).
Cited: 3 times.

(25) RePEc:sce:scecf2:234 Co-Evolution of Firms and Consumers and the Implications for Market Dominance (2002).
Cited: 3 times.

(26) RePEc:sce:scecf2:151 Financial Market in the Laboratory (2002).
Cited: 3 times.

(27) RePEc:sce:scecf2:338 The Brazilian Depression in the 1980s and 1990s (2002).
Cited: 3 times.

(28) RePEc:sce:scecf2:196 Capacity Dynamics and Endogenous Asymmetries in Firm Size (2002).
Cited: 3 times.

(29) RePEc:sce:scecf2:51 Heterogeneous Traders and the Tobin Tax (2002).
Cited: 3 times.

(30) RePEc:sce:scecf2:87 Time series evidence of international output convergence in Mercosur (2002).
Cited: 3 times.

(31) RePEc:sce:scecf2:72 interpolation with a large information set (2002).
Cited: 3 times.

(32) RePEc:sce:scecf2:223 Comparing the Accuracy of Density Forecasts from Competing Models (2002).
Cited: 3 times.

(33) RePEc:sce:scecf2:214 Testing for Indeterminacy in Linear Rational Expectations Models (2002).
Cited: 3 times.

(34) RePEc:sce:scecf2:57 Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information (2002).
Cited: 2 times.

(35) RePEc:sce:scecf2:345 Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions (2002).
Cited: 2 times.

(36) RePEc:sce:scecf2:370 Networks and Farsighted Stability (2002).
Cited: 2 times.

(37) RePEc:sce:scecf2:310 Foreign Exchange Risk Premia (2002).
Cited: 2 times.

(38) RePEc:sce:scecf2:245 Real business cycle models, endogenous growth models and cyclical growth: A critical survey (2002).
Cited: 1 times.

(39) RePEc:sce:scecf2:364 Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries (2002).
Cited: 1 times.

(40) RePEc:sce:scecf2:24 A Percolation Model of Innovation in Complex Technology Spaces (2002).
Cited: 1 times.

(41) RePEc:sce:scecf2:321 Exact Testing of the Stability of the Phillips Curve (2002).
Cited: 1 times.

(42) RePEc:sce:scecf2:109 New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case (2002).
Cited: 1 times.

(43) RePEc:sce:scecf2:44 A simple microstructure model of double auction markets (2002).
Cited: 1 times.

(44) RePEc:sce:scecf2:69 A Method of Correcting for Omitted-Variables and Measurement-Errors Bias in Panel Data (2002).
Cited: 1 times.

(45) RePEc:sce:scecf2:308 Evolutionary Bargaining with Cooperative Investments (2002).
Cited: 1 times.

(46) RePEc:sce:scecf2:39 Asset Price Bubbles and Crashes With Zero--Intelligence Traders (2002).
Cited: 1 times.

(47) RePEc:sce:scecf2:138 Computing Sunspots in Linear Rational Expectations Models (2002).
Cited: 1 times.

(48) RePEc:sce:scecf2:251 Conditional testing for unit-root bilinearity in financial time series: some theoretical and empirical results (2002).
Cited: 1 times.

(49) RePEc:sce:scecf2:304 Merton-style option pricing under regime switching (2002).
Cited: 1 times.

(50) RePEc:sce:scecf2:186 An empirical model of volatility of returns and option pricing (2002).
Cited: 1 times.

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

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

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