Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series

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 36 0 86 0 0.08 1997 0.18 36 0 89 0 0.09 1998 0.2 85 86 72 0 0.12 1999 0.09 0.27 82 82 121 11 0 3 0.04 0.16 2000 0.14 0.37 81 52 167 24 0 1 0.01 0.19 2001 0.16 0.37 44 154 163 26 0 2 0.05 0.18 2002 0.25 0.4 51 33 125 31 0 2 0.04 0.19 2003 0.39 0.41 20 28 95 37 0 3 0.15 0.2 2004 0.2 0.46 45 17 71 14 0 1 0.02 0.22 2005 0.25 0.47 31 20 65 16 0 1 0.03 0.27 2006 0.18 0.5 35 22 76 14 0 4 0.11 0.27 2007 0.23 0.43 26 5 66 15 0 0.22 2008 0.15 0.41 21 17 61 9 0 8 0.38 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:cdl:ucsdec:542522 Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH (2001).
Cited: 66 times.

(2) RePEc:cdl:ucsdec:549999 Occasional Structural Breaks and Long Memory (1999).
Cited: 31 times.

(3) RePEc:cdl:ucsdec:559093 Macroeconomic Announcements and Volatility of Treasury Futures (1998).
Cited: 22 times.

(4) RePEc:cdl:ucsdec:542515 Shocks and Institutions in a Job Matching Model (2001).
Cited: 21 times.

(5) RePEc:cdl:ucsdec:128079 The Dynamic Beveridge Curve (2005).
Cited: 18 times.

(6) RePEc:cdl:ucsdec:542498 Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy (2001).
Cited: 17 times.

(7) RePEc:cdl:ucsdec:550592 CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles (1999).
Cited: 16 times.

(8) RePEc:cdl:ucsdec:28114 Tests of Conditional Predictive Ability (2003).
Cited: 15 times.

(9) RePEc:cdl:ucsdec:559040 Displaced Capital (1998).
Cited: 12 times.

(10) RePEc:cdl:ucsdec:211232 The Cyclicality of Job Loss and Hiring (2006).
Cited: 11 times.

(11) RePEc:cdl:ucsdec:650988 Exogenous vs. Endogenous Separation (2008).
Cited: 11 times.

(12) RePEc:cdl:ucsdec:541775 Structural Breaks, Incomplete Information and Stock Prices (2001).
Cited: 11 times.

(13) RePEc:cdl:ucsdec:544151 Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models (2000).
Cited: 10 times.

(14) RePEc:cdl:ucsdec:545422 A Re-examination of the Predictability of Economic Activity Using the Yield Spread (2000).
Cited: 9 times.

(15) RePEc:cdl:ucsdec:542500 Adaptive Expectations, Underparameterization and the Lucas Critique (2001).
Cited: 9 times.

(16) RePEc:cdl:ucsdec:548521 Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings (1999).
Cited: 9 times.

(17) RePEc:cdl:ucsdec:233488 Margins of Multinational Labor Substitution (2006).
Cited: 8 times.

(18) RePEc:cdl:ucsdec:540134 Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods (2002).
Cited: 8 times.

(19) RePEc:cdl:ucsdec:552828 Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle (1998).
Cited: 7 times.

(20) RePEc:cdl:ucsdec:157715 Margins of Multinational Labor Substitution (2006).
Cited: 7 times.

(21) RePEc:cdl:ucsdec:556593 Trades and Quotes: A Bivariate Point Process (1998).
Cited: 7 times.

(22) RePEc:cdl:ucsdec:557467 Have Employment Relationships in the United States Become Less Stable? (1998).
Cited: 6 times.

(23) RePEc:cdl:ucsdec:541778 Regime Switching and Monetary Policy Measurement (2001).
Cited: 5 times.

(24) RePEc:cdl:ucsdec:37643 Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations (2004).
Cited: 5 times.

(25) RePEc:cdl:ucsdec:542493 Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula (2001).
Cited: 5 times.

(26) RePEc:cdl:ucsdec:543043 Economic and Legal Aspects of Costly Recontracting (2000).
Cited: 5 times.

(27) RePEc:cdl:ucsdec:556556 Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities? (1998).
Cited: 5 times.

(28) RePEc:cdl:ucsdec:548522 The Impact of Technological Change on Older Workers: Evidence from Data on Computers (1999).
Cited: 5 times.

(29) RePEc:cdl:ucsdec:559047 Spurious Regressions with Stationary Series (1998).
Cited: 5 times.

(30) RePEc:cdl:ucsdec:541625 Maximum Likelihood and the Bootstrap for Nonlinear Dynamic Models (2002).
Cited: 4 times.

(31) RePEc:cdl:ucsdec:542530 Estimation of Copula Models for Time Series of Possibly Different Length (2001).
Cited: 4 times.

(32) RePEc:cdl:ucsdec:559024 Cognition and Behavior in Normal-Form Games: An Experimental Study (1998).
Cited: 4 times.

(33) RePEc:cdl:ucsdec:28113 Competing Against the Opposite Sex (2003).
Cited: 4 times.

(34) RePEc:cdl:ucsdec:546442 Contract-Theoretic Approaches to Wages and Displacement (1999).
Cited: 4 times.

(35) RePEc:cdl:ucsdec:556550 Stochastic Permanent Breaks (1998).
Cited: 4 times.

(36) RePEc:cdl:ucsdec:7812 Testing Conditional Independence Via Empirical Likelihood (2003).
Cited: 4 times.

(37) RePEc:cdl:ucsdec:635802 Copulas and Temporal Dependence (2008).
Cited: 4 times.

(38) RePEc:cdl:ucsdec:559090 Where the Land Meets The Sea: Integrated Sustainable Fisheries Development and Artisanal Fishing (1998).
Cited: 4 times.

(39) RePEc:cdl:ucsdec:544165 Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order (2000).
Cited: 4 times.

(40) RePEc:cdl:ucsdec:545423 Analytical Evaluation of the Power of Tests for the Absence of Cointegration (2000).
Cited: 4 times.

(41) RePEc:cdl:ucsdec:548446 Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market (1999).
Cited: 4 times.

(42) RePEc:cdl:ucsdec:539384 Hidden Cointegration (2002).
Cited: 4 times.

(43) RePEc:cdl:ucsdec:542543 The Law and Economics of Costly Contracting (2001).
Cited: 4 times.

(44) RePEc:cdl:ucsdec:28115 Do Educated Women Make Bad Mothers? Twin Studies of the Intergenerational Transmission of Human Capital (2003).
Cited: 4 times.

(45) RePEc:cdl:ucsdec:28161 Cognition and Behavior in Two-Person Guessing Games: An Experimental Study (2004).
Cited: 3 times.

(46) RePEc:cdl:ucsdec:542964 Cognition and Behavior in Normal-Form Games: An Experimental Study (2000).
Cited: 3 times.

(47) RePEc:cdl:ucsdec:540917 Methods to Estimate Dynamic Stochastic General Equilibrium Models (2002).
Cited: 3 times.

(48) RePEc:cdl:ucsdec:545420 Payoff Kinks in Preferences Over Lotteries (2000).
Cited: 3 times.

(49) RePEc:cdl:ucsdec:541785 Self-Generating Variables in a Cointegrated VAR Framework (2001).
Cited: 3 times.

(50) RePEc:cdl:ucsdec:557472 Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns (1998).
Cited: 3 times.

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

Recent citations received in: 2008

(1) RePEc:boc:bocoec:691 Copula-Based Nonlinear Quantile Autoregression (2008). Boston College Department of Economics / Boston College Working Papers in Economics

(2) RePEc:cpr:ceprdp:7075 Worker Replacement (2008). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:cwl:cwldpp:1679 Copula-Based Nonlinear Quantile Autoregression (2008). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(4) RePEc:eui:euiwps:eco2008/39 Labor-Market Volatility in the Search-and-Matching Model: The Role of Investment-Specific Technology Shocks (2008).

(5) RePEc:fip:fedcwp:0813 Diagnosing labor market search models: a multiple-shock approach (2008). Federal Reserve Bank of Cleveland / Working Paper

(6) RePEc:ifs:cemmap:27/08 Copula-based nonlinear quantile autoregression (2008). Centre for Microdata Methods and Practice, Institute for Fiscal Studies / CeMMAP working papers

(7) RePEc:nbr:nberwo:14617 Unemployment Dynamics in the OECD (2008). National Bureau of Economic Research, Inc / NBER Working Papers

(8) RePEc:pen:papers:08-040 Worker Replacement (2008). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:ces:ceswps:_1864 The Effect of FDI on Job Separation (2006). CESifo GmbH / CESifo Working Paper Series

(2) RePEc:fiu:wpaper:0611 Costly Evidence Production and the Limits of Verifiability (2006). Florida International University, Department of Economics / Working Papers

(3) RePEc:nbr:nberwo:12808 Measuring the Impacts of FDI in Central and Eastern Europe (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(4) RePEc:pra:mprapa:15615 Dispelling Some Myths About Offshoring (2006). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2005

(1) RePEc:nbr:nberwo:11888 Mismatch (2005). National Bureau of Economic Research, Inc / NBER Working Papers

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.