Society for Computational Economics / Computing in Economics and Finance 2004

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 0 0 0 0.2 2003 0.43 0 0 0 0.21 2004 0.49 273 341 0 0 46 0.17 0.24 2005 0.38 0.5 0 273 105 0 0.29 2006 0.33 0.53 0 273 89 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:scecf4:152 On the Indeterminacy of New-Keynesian Economics (2004).
Cited: 28 times.

(2) RePEc:sce:scecf4:3 Can Long-Run Restrictions Identify Technology Shocks? (2004).
Cited: 28 times.

(3) RePEc:sce:scecf4:169 The Great Depression and the Friedman-Schwartz Hypothesis (2004).
Cited: 18 times.

(4) RePEc:sce:scecf4:224 The magnitude and Cyclical Behavior of Financial Market Frictions (2004).
Cited: 14 times.

(5) RePEc:sce:scecf4:325 Monetary and Fiscal Policy Switching (2004).
Cited: 12 times.

(6) RePEc:sce:scecf4:277 State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation? (2004).
Cited: 12 times.

(7) RePEc:sce:scecf4:135 Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation (2004).
Cited: 11 times.

(8) RePEc:sce:scecf4:31 Why are long rates sensitive to monetary policy? (2004).
Cited: 10 times.

(9) RePEc:sce:scecf4:125 Optimal Taylor Rules in an Estimated Model of a Small Open Economy (2004).
Cited: 10 times.

(10) RePEc:sce:scecf4:108 Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences (2004).
Cited: 10 times.

(11) RePEc:sce:scecf4:67 Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates (2004).
Cited: 9 times.

(12) RePEc:sce:scecf4:291 A Search for a Structural Phillips Curve (2004).
Cited: 9 times.

(13) RePEc:sce:scecf4:144 The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations (2004).
Cited: 9 times.

(14) RePEc:sce:scecf4:212 The New Keynesian Phillips Curve: An Empirical Assessment (2004).
Cited: 8 times.

(15) RePEc:sce:scecf4:65 Exchange Rate Policy and the Zero Bound on Nominal Interest Rates (2004).
Cited: 8 times.

(16) RePEc:sce:scecf4:230 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2004).
Cited: 7 times.

(17) RePEc:sce:scecf4:342 Forecasting daily variability of the S&P 100 stock index using historical, realised and implied volatility measurements (2004).
Cited: 7 times.

(18) RePEc:sce:scecf4:89 Empirical Calibration of Simulation Models (2004).
Cited: 7 times.

(19) RePEc:sce:scecf4:215 Habit formation and Interest-Rate Smoothing (2004).
Cited: 7 times.

(20) RePEc:sce:scecf4:137 Practical guide to real options in discrete time (2004).
Cited: 6 times.

(21) RePEc:sce:scecf4:97 Inflation targeting (2004).
Cited: 6 times.

(22) RePEc:sce:scecf4:217 On Learning Equilibria (2004).
Cited: 5 times.

(23) RePEc:sce:scecf4:19 Monetary policy and the transition to rational expectations (2004).
Cited: 5 times.

(24) RePEc:sce:scecf4:117 The short-run dynamics of optimal growth models with delays (2004).
Cited: 5 times.

(25) RePEc:sce:scecf4:16 Are European business cycles close enough to be just one? (2004).
Cited: 5 times.

(26) RePEc:sce:scecf4:145 New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective (2004).
Cited: 4 times.

(27) RePEc:sce:scecf4:61 Advertising Dynamics and Competitive Advantage (2004).
Cited: 4 times.

(28) RePEc:sce:scecf4:213 Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design (2004).
Cited: 4 times.

(29) RePEc:sce:scecf4:83 Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts (2004).
Cited: 4 times.

(30) RePEc:sce:scecf4:62 Exchange rate overshooting and the costs of floating (2004).
Cited: 4 times.

(31) RePEc:sce:scecf4:12 Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors (2004).
Cited: 4 times.

(32) RePEc:sce:scecf4:155 Optimal Lag Structure Selection in VEC-Models (2004).
Cited: 3 times.

(33) RePEc:sce:scecf4:114 Robust Control: A Note on the Response of the Control to Changes in the (2004).
Cited: 3 times.

(34) RePEc:sce:scecf4:35 Strongly rational expectations equilibria with endogenous acquisition of information (2004).
Cited: 3 times.

(35) RePEc:sce:scecf4:99 Learning with Heterogeneous Expectations in an Evolutionary World (2004).
Cited: 3 times.

(36) RePEc:sce:scecf4:14 The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach (2004).
Cited: 3 times.

(37) RePEc:sce:scecf4:172 The second moments matter: The response of bank lending behavior to macroeconomic uncertainty (2004).
Cited: 3 times.

(38) RePEc:sce:scecf4:30 A Bayesian algorithm for a Markov Switching GARCH model (2004).
Cited: 3 times.

(39) RePEc:sce:scecf4:130 Performance of Inflation Targeting Based on constant Interest Rate Projections (2004).
Cited: 3 times.

(40) RePEc:sce:scecf4:116 Inflation Dynamics in Seven Industrialised Open Economies (2004).
Cited: 2 times.

(41) RePEc:sce:scecf4:84 Towards an Evolutionary Interpretation of Aggregate Labor Market Regularities (2004).
Cited: 2 times.

(42) RePEc:sce:scecf4:252 Conditional Welfare Comparisons of Monetary Policy Rules (2004).
Cited: 2 times.

(43) RePEc:sce:scecf4:196 Competition as a Coordination Device (2004).
Cited: 2 times.

(44) RePEc:sce:scecf4:194 Occasionally Binding Collateral Constraints in RBC Models (2004).
Cited: 2 times.

(45) RePEc:sce:scecf4:176 Does Central Bank Transparency Matter for Economic Stability (2004).
Cited: 2 times.

(46) RePEc:sce:scecf4:262 Keynesian Dynamics and the wage price spiral. A baseline disequilibrium approach (2004).
Cited: 2 times.

(47) RePEc:sce:scecf4:56 Are New Keynesian Phillips Curves Identified ? (2004).
Cited: 2 times.

(48) RePEc:sce:scecf4:51 Does Employment Protection Inhibit Technical Diffusion? (2004).
Cited: 2 times.

(49) RePEc:sce:scecf4:149 Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach (2004).
Cited: 2 times.

(50) RePEc:sce:scecf4:166 Optimal monetary policy in a regime-switching economy (2004).
Cited: 2 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

(1) RePEc:cfs:cfswop:wp200414 Exchange-Rate Policy and the Zero Bound on Nominal Interest (2004). Center for Financial Studies / CFS Working Paper Series

(2) RePEc:cla:levrem:122247000000000300 A Unified Theory of the Evolution of International Income Levels (2004). UCLA Department of Economics / Levine's Bibliography

(3) RePEc:cla:levrem:122247000000000518 A Critique of Structural VARs Using Real Business Cycle Theory (2004). UCLA Department of Economics / Levine's Bibliography

(4) RePEc:ctl:louvir:2004004 Modelling vintage structures with DDEs : principles and applications (2004). Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES) / Université catholique de Louvain, Institut de Recherches Eco

(5) RePEc:dgr:tuecis:0419 History friendly simulations for modelling industrial dynamics (2004). Eindhoven Centre for Innovation Studies, Eindhoven University of Technology / ECIS Working Papers

(6) RePEc:dgr:uvatin:20040067 Modeling and Forecasting S&P 500 Volatility: Long Memory, Structural Breaks and Nonlinearity (2004). Tinbergen Institute / Tinbergen Institute Discussion Papers

(7) RePEc:dnb:dnbwpp:017 Inflation Targets as Focal Points (2004). Netherlands Central Bank, Research Department / DNB Working Papers

(8) RePEc:ecb:ecbwps:20040350 Exchange-rate policy and the zero bound on nominal interest rates (2004). European Central Bank / Working Paper Series

(9) RePEc:ecb:ecbwps:20040377 Optimal monetary policy under commitment with a zero bound on nominal interest rates (2004). European Central Bank / Working Paper Series

(10) RePEc:ecb:ecbwps:20040380 Optimal monetary policy under discretion with a zero bound on nominal interest rates (2004). European Central Bank / Working Paper Series

(11) RePEc:ecb:ecbwps:20040418 Identifying the influences of nominal and real rigidities in aggregate price-setting behavior (2004). European Central Bank / Working Paper Series

(12) RePEc:ema:worpap:2004-23 Environmental Policy and Growth when Inputs are Differentiated in Pollution Intensity (2004). THEMA / Working papers

(13) RePEc:eui:euiwps:eco2004/06 Modelling vintage structures with DDEs: principles and applications (2004). European University Institute / Economics Working Papers

(14) RePEc:eui:euiwps:eco2004/17 (In)determinacy and Time-to-Build (2004). European University Institute / Economics Working Papers

(15) RePEc:fip:fedgfe:2004-48 Monetary policy alternatives at the zero bound: an empirical assessment (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(16) RePEc:fip:fedgfe:2004-70 The magnitude and cyclical behavior of financial market frictions (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(17) RePEc:fip:fedhwp:wp-04-20 Are technology improvements contractionary? (2004). Federal Reserve Bank of Chicago / Working Paper Series

(18) RePEc:fip:fedlwp:2004-033 The reform of October 1979: how it happened and why (2004). Federal Reserve Bank of St. Louis / Working Papers

(19) RePEc:fip:fedmsr:333 A unified theory of the evolution of international income levels (2004). Federal Reserve Bank of Minneapolis / Staff Report

(20) RePEc:fip:fedmsr:338 Comment on Gali and Rabanals Technology shocks and aggregate fluctuations: how well does the RBC model fit postwar U.S. data? (2004). Federal Reserve Bank of Minneapolis / Staff Report

(21) RePEc:hhs:bofrdp:2004_019 Expectational business cycles (2004). Bank of Finland / Research Discussion Papers

(22) RePEc:ide:wpaper:2148 Indeterminacy Produces Determinacy (2004). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers

(23) RePEc:ide:wpaper:2870 Some Perils of Policy Rule Regression (2004). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers

(24) RePEc:kan:wpaper:200403 The Nonlinear Skeletons in the Closet (2004). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(25) RePEc:kan:wpaper:200412 SINGULARITY BIFURCATIONS (2004). University of Kansas, Department of Economics / WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(26) 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

(27) RePEc:kap:compec:v:24:y:2004:i:3:p:223-238 Robust Control: A Note on the Response of the Control to Changes in the “Free” Parameter Conditional on the Character of Nature (2004). Computational Economics

(28) RePEc:mdl:mdlpap:0412 Who is Post-Walrasian Man? (2004). Middlebury College, Department of Economics / Middlebury College Working Paper Series

(29) RePEc:mmf:mmfc04:97 Expectational Business Cycles (2004). Money Macro and Finance Research Group / Money Macro and Finance (MMF) Research Group Conference 2004

(30) RePEc:nbr:nberwo:10592 Are Technology Improvements Contractionary? (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(31) RePEc:nbr:nberwo:10636 Technology Shocks and Aggregate Fluctuations: How Well Does the RBS Model Fit Postwar U.S. Data? (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(32) RePEc:nbr:nberwo:10889 The Cost of Nominal Inertia in NNS Models (2004). National Bureau of Economic Research, Inc / NBER Working Papers

(33) RePEc:sce:scecf4:149 Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(34) RePEc:sce:scecf4:224 The magnitude and Cyclical Behavior of Financial Market Frictions (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(35) RePEc:sce:scecf4:262 Keynesian Dynamics and the wage price spiral. A baseline disequilibrium approach (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(36) RePEc:wpa:wuwpco:0407002 Social Structure and Opinion Formation (2004). EconWPA / Computational Economics

(37) RePEc:wpa:wuwpem:0405003 The Nonlinear Skeletons in the Closet (2004). EconWPA / Econometrics

(38) RePEc:wpa:wuwpfi:0405024 American options: the EPV pricing model (2004). EconWPA / Finance

(39) RePEc:wpa:wuwpfi:0409055 A Continuous-Time Asset Pricing Model with Boundedly Rational Heterogeneous Agents (2004). EconWPA / Finance

(40) RePEc:wpa:wuwpfi:0410016 Optimal stopping made easy (2004). EconWPA / Finance

(41) RePEc:wpa:wuwpge:0403003 VaR and ES for linear Portfolis with mixture of elliptically distributed Risk Factors. (2004). EconWPA / GE, Growth, Math methods

(42) RePEc:wpa:wuwpge:0409009 Heterogeneous Researchers in a Two-Sector Representative Consumer Economy (2004). EconWPA / GE, Growth, Math methods

(43) RePEc:wpa:wuwpge:0409010 Volatility, Heterogeneous Agents and Chaos (2004). EconWPA / GE, Growth, Math methods

(44) RePEc:wpa:wuwpma:0409001 Keynesian Dynamics and the Wage Price Spiral. A Baseline Disequilibrium Approach (2004). EconWPA / Macroeconomics

(45) RePEc:wpa:wuwpri:0403001 Value-at-Risk and Expected Shortfall for Linear Portfolios with elliptically distributed RisK Factors (2004). EconWPA / Risk and Insurance

(46) RePEc:wpa:wuwpri:0406001 VaR and ES for Linear Portfolios with mixture of Generalized Laplace Distributed Risk Factors (2004). EconWPA / Risk and Insurance

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