Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance

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 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 0 0 0 0.18 2002 0.4 0 0 0 0.19 2003 0.41 0 0 0 0.2 2004 0.46 11 13 0 0 0.22 2005 0.18 0.47 25 33 11 2 0 3 0.12 0.27 2006 0.33 0.5 19 14 36 12 50 6 0.32 0.27 2007 0.25 0.43 21 17 44 11 45.5 2 0.1 0.22 2008 0.18 0.41 8 6 40 7 0 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:bbk:bbkefp:0507 Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality (2005).
Cited: 16 times.

(2) RePEc:bbk:bbkefp:0502 UK Real-Time Macro Data Characteristics (2005).
Cited: 12 times.

(3) RePEc:bbk:bbkefp:0714 Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty (2007).
Cited: 7 times.

(4) RePEc:bbk:bbkefp:0713 Research, Knowledge Spillovers and Innovation (2007).
Cited: 4 times.

(5) RePEc:bbk:bbkefp:0406 Invertibility of Nonparametric Stochastic Demand Functions (2004).
Cited: 4 times.

(6) RePEc:bbk:bbkefp:0409 Deflationary Bubbles (2004).
Cited: 4 times.

(7) RePEc:bbk:bbkefp:0613 Belief Heterogeneity and Survival in Incomplete Markets (2006).
Cited: 3 times.

(8) RePEc:bbk:bbkefp:0608 UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts (2006).
Cited: 3 times.

(9) RePEc:bbk:bbkefp:0803 Persistent Gaps and Default Traps (2008).
Cited: 3 times.

(10) RePEc:bbk:bbkefp:0709 A Multivariate Commodity Analysis and Applications to Risk Management (2007).
Cited: 3 times.

(11) RePEc:bbk:bbkefp:0403 Unobserved Heterogeneity in Panel Time Series Models (2004).
Cited: 3 times.

(12) RePEc:bbk:bbkefp:0515 Worker Heterogeneity, Intra-firm Externalities and Wage Compression (2005).
Cited: 2 times.

(13) RePEc:bbk:bbkefp:0617 Forecasting Substantial Data Revisions in the Presence of Model Uncertainty (2006).
Cited: 2 times.

(14) RePEc:bbk:bbkefp:0611 Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium (2006).
Cited: 2 times.

(15) RePEc:bbk:bbkefp:0702 Optimal Sale: Auctions with a Buy-Now Option (2007).
Cited: 2 times.

(16) RePEc:bbk:bbkefp:0401 Global Shocks and Unemployment Adjustment (2004).
Cited: 1 times.

(17) RePEc:bbk:bbkefp:0909 Measuring Output Gap Uncertainty (2009).
Cited: 1 times.

(18) RePEc:bbk:bbkefp:0706 Multiple Applications Matching Function: An Alternative (2007).
Cited: 1 times.

(19) RePEc:bbk:bbkefp:0606 Pricing Multiple Interruptible-Swing Contracts (2006).
Cited: 1 times.

(20) RePEc:bbk:bbkefp:0808 Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus (2008).
Cited: 1 times.

(21) RePEc:bbk:bbkefp:0619 Real Time Representations of the Output Gap (2006).
Cited: 1 times.

(22) RePEc:bbk:bbkefp:0402 In Search of ‘Offshoring’: Evidence from U.S. Imports of Services (2004).
Cited: 1 times.

(23) RePEc:bbk:bbkefp:0508 Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process (2005).
Cited: 1 times.

(24) RePEc:bbk:bbkefp:0503 Relative Performance Evaluation Contracts and Asset Market Equilibrium (2005).
Cited: 1 times.

(25) RePEc:bbk:bbkefp:0607 Monetary and Fiscal Policy Interactions: The Role of the Quality of Institutions in a Dynamic Environment (2006).
Cited: 1 times.

(26) RePEc:bbk:bbkefp:0902 Liquidity Effects and Cost Channels in Monetary Transmission (2009).
Cited: 1 times.

(27) RePEc:bbk:bbkefp:0604 Fractional Diffusion Models of Option Prices in Markets with Jumps (2006).
Cited: 1 times.

(28) RePEc:bbk:bbkefp:0807 Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution (2008).
Cited: 1 times.

(29) RePEc:bbk:bbkefp:0618 Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty (2006).
Cited: 1 times.

(30) RePEc:bbk:bbkefp:0512 Financial Crises and Money Demand in Jamaica (2005).
Cited: 1 times.

(31) RePEc:bbk:bbkefp:0802 Modelling Electricity Prices with Forward Looking Capacity Constraints (2008).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

(1) RePEc:bbk:bbkefp:0711 Wage-Directed Job Match with Multiple Applications and Multiple Vacancies: The Optimal Job Application Strategy and Wage Dispersion (2007). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance

(2) RePEc:uct:uconnp:2007-42 Auctions with a Buy Price: The Case of Reference-Dependent Preferences (2007). University of Connecticut, Department of Economics / Working papers

Recent citations received in: 2006

(1) RePEc:bbk:bbkefp:0608 UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts (2006). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance

(2) RePEc:bbk:bbkefp:0611 Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium (2006). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance

(3) RePEc:bbk:bbkefp:0618 Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty (2006). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance

(4) RePEc:fip:fedkrw:rwp06-12 Averaging forecasts from VARs with uncertain instabilities (2006). Federal Reserve Bank of Kansas City / Research Working Paper

(5) RePEc:ivi:wpasad:2006-19 ECONOMIC SURVIVAL WHEN MARKETS ARE INCOMPLETE (2006). Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) / Working Papers. Serie AD

(6) RePEc:nzb:nzbbul:march2006:4 Analysis of revisions to quarterly GDP - a real-time database (2006). Reserve Bank of New Zealand Bulletin

Recent citations received in: 2005

(1) RePEc:bbk:bbkefp:0516 Does Wage Compression Explain Rigid Money Wages? (2005). Birkbeck, School of Economics, Mathematics & Statistics / Birkbeck Working Papers in Economics and Finance

(2) RePEc:cpr:ceprdp:5302 Short-Run Italian GDP Forecasting and Real-Time Data (2005). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:wpa:wuwpem:0502003 Market price of risk implied by Asian-style electricity options (2005). EconWPA / Econometrics

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