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Society for Computational Economics / Computing in Economics and Finance 1999 Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:sce:scecf9:1022 Frictionless Commerce? A Comparison of Internet and Conventional Retailers (1999). (2) RePEc:sce:scecf9:1151 Optimal Monetary Policy with Staggered Wage and Price Contracts (1999). (3) RePEc:sce:scecf9:223 Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model (1999). (4) RePEc:sce:scecf9:832 Using Simulation Methods for Bayesian Econometric Models (1999). (5) RePEc:sce:scecf9:401 Computational Experiments and Reality (1999). (6) RePEc:sce:scecf9:841 Simple Monetary Policy Rules Under Model Uncertainty (1999). (7) RePEc:sce:scecf9:224 Learning and Excess Volatility (1999). (8) RePEc:sce:scecf9:1344 Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (1999). (9) RePEc:sce:scecf9:1233 A Method for Taking Models to the Data (1999). (10) RePEc:sce:scecf9:1113 Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts (1999). (11) RePEc:sce:scecf9:621 Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis (1999). (12) RePEc:sce:scecf9:112 Stochastic Volatility: Univariate and Multivariate Extensions (1999). (13) RePEc:sce:scecf9:1342 Evolution and Time Horizons in an Agent-Based Stock Market (1999). (14) RePEc:sce:scecf9:1052 Optimal Horizons for Inflation Targeting (1999). (15) RePEc:sce:scecf9:1241 Tests of Equal Forecast Accuracy and Encompassing for Nested Models (1999). (16) RePEc:sce:scecf9:824 Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations (1999). (17) RePEc:sce:scecf9:723 Hysteresis in Economic Systems (1999). (18) RePEc:sce:scecf9:1152 Real Implications of the Zero Bound on Nominal Interest Rates (1999). (19) RePEc:sce:scecf9:314 Computer Automation of General-to-Specific Model Selection Procedures (1999). (20) RePEc:sce:scecf9:1033 Using Symbolic Regression to Infer Strategies from Experimental Data (1999). (21) RePEc:sce:scecf9:643 On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices (1999). (22) RePEc:sce:scecf9:332 Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models (1999). (23) RePEc:sce:scecf9:251 Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing (1999). (24) RePEc:sce:scecf9:334 Perturbation Solution of Nonlinear Rational Expectations Models (1999). (25) RePEc:sce:scecf9:1143 Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity (1999). (26) RePEc:sce:scecf9:511 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work (1999). (27) RePEc:sce:scecf9:721 Hysteresis and Unemployment: a Preliminary Investigation (1999). (28) RePEc:sce:scecf9:942 Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds (1999). (29) RePEc:sce:scecf9:512 S-Estimation in the Linear Regression Model with Long-Memory Error Terms (1999). (30) RePEc:sce:scecf9:722 Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty (1999). (31) RePEc:sce:scecf9:353 Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation? (1999). (32) RePEc:sce:scecf9:221 Learning with Bounded Memory in Stochastic Models (1999). (33) RePEc:sce:scecf9:1153 The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty (1999). (34) RePEc:sce:scecf9:551 The Role of Automated Semiotic Classifications in Economic Domains (1999). (35) RePEc:sce:scecf9:313 Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection (1999). (36) RePEc:sce:scecf9:1332 Hybrid Methods for Continuous Space Dynamic Programming (1999). (37) RePEc:sce:scecf9:1243 An Approximate Wavelet MLE of Short- and Long-Memory Parameters (1999). (38) RePEc:sce:scecf9:943 Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility (1999). (39) RePEc:sce:scecf9:111 Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models (1999). (40) RePEc:sce:scecf9:712 The Evolution of Trading Rules in an Artificial Stock Market (1999). (41) RePEc:sce:scecf9:844 Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information (1999). (42) RePEc:sce:scecf9:154 Solving Large and Small Models on Microcomputers (1999). (43) RePEc:sce:scecf9:521 The Nature of Markets in the World Wide Web (1999). (44) RePEc:sce:scecf9:312 Time-Series Modelling of Daily Tax Revenues (1999). (45) RePEc:sce:scecf9:133 Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk (1999). (46) RePEc:sce:scecf9:944 A re-evaluation of empirical tests of the Fisher hypothesis (2000). 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 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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