Computational Economics

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 0.14 0.18 21 86 35 5 0 2 0.1 0.08 1997 0.08 0.22 22 22 37 3 0 0.09 1998 0.05 0.25 29 64 43 2 0 1 0.03 0.1 1999 0.1 0.31 29 103 51 5 0 2 0.07 0.15 2000 0.16 0.42 27 67 58 9 0 1 0.04 0.19 2001 0.18 0.41 30 37 56 10 0 0.16 2002 0.14 0.44 26 259 57 8 0 6 0.23 0.2 2003 0.38 0.46 45 39 56 21 0 1 0.02 0.21 2004 0.58 0.51 32 32 71 41 2.4 2 0.06 0.23 2005 0.1 0.54 41 61 77 8 0 2 0.05 0.24 2006 0.18 0.56 46 48 73 13 15.4 2 0.04 0.24 2007 0.33 0.45 50 30 87 29 6.9 2 0.04 0.21 2008 0.27 0.5 41 12 96 26 11.5 2 0.05 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:kap:compec:v:20:y:2002:i:1-2:p:1-20 Solving Linear Rational Expectations Models. (2002).
Cited: 120 times.

(2) RePEc:kap:compec:v:9:y:1996:i:2:p:83-127 Computing Solutions for Large General Equilibrium Models Using GEMPACK. (1996).
Cited: 79 times.

(3) RePEc:kap:compec:v:20:y:2002:i:1-2:p:87-116 Production, Growth and Business Cycles: Technical Appendix. (2002).
Cited: 59 times.

(4) RePEc:kap:compec:v:14:y:1999:i:1-2:p:1-46 Applied General Equilibrium Modeling with MPSGE as a GAMS Subsystem: An Overview of the Modeling Framework and Syntax. (1999).
Cited: 39 times.

(5) RePEc:kap:compec:v:20:y:2002:i:1-2:p:21-55 Solving Dynamic Equilibrium Models by a Method of Undetermined Coefficients. (2002).
Cited: 28 times.

(6) RePEc:kap:compec:v:15:y:2000:i:3:p:227-249 Decomposing Simulation Results with Respect to Exogenous Shocks (2000).
Cited: 27 times.

(7) RePEc:kap:compec:v:19:y:2002:i:1:p:95-132 Heterogeneous Beliefs, Risk and Learning in a Simple Asset Pricing Model. (2002).
Cited: 20 times.

(8) RePEc:kap:compec:v:26:y:2005:i:1:p:19-49 Estimation of Agent-Based Models: The Case of an Asymmetric Herding Model (2005).
Cited: 18 times.

(9) RePEc:kap:compec:v:13:y:1999:i:1:p:41-60 Using Genetic Algorithms to Model the Evolution of Heterogeneous Beliefs. (1999).
Cited: 18 times.

(10) RePEc:kap:compec:v:20:y:2002:i:1-2:p:57-86 System Reduction and Solution Algorithms for Singular Linear Difference Systems under Rational Expectations. (2002).
Cited: 15 times.

(11) RePEc:kap:compec:v:27:y:2006:i:1:p:3-34 An Evolutionary Model of Endogenous Business Cycles (2006).
Cited: 14 times.

(12) RePEc:kap:compec:v:17:y:2001:i:2-3:p:125-39 A Higher-Order Taylor Expansion Approach to Simulation of Stochastic Forward-Looking Models with an Application to a Nonlinear Phillips Curve Model. (2001).
Cited: 12 times.

(13) RePEc:kap:compec:v:11:y:1998:i:1-2:p:21-40 Moving Endpoints and the Internal Consistency of Agents Ex Ante Forecasts. (1998).
Cited: 10 times.

(14) RePEc:kap:compec:v:8:y:1995:i:3:p:205-31 Self-Organization of Markets: An Example of a Computational Approach. (1995).
Cited: 10 times.

(15) RePEc:kap:compec:v:19:y:2002:i:2:p:145-78 Maximum Likelihood Estimation Using Parallel Computing: An Introduction to MPI. (2002).
Cited: 9 times.

(16) RePEc:kap:compec:v:23:y:2004:i:3:p:271-288 Spectral Analysis as a Tool for Financial Policy: An Analysis of the Short-End of the British Term Structure (2004).
Cited: 9 times.

(17) RePEc:kap:compec:v:22:y:2003:i:2:p:255-272 Traders Long-Run Wealth in an Artificial Financial Market (2003).
Cited: 8 times.

(18) RePEc:kap:compec:v:14:y:1999:i:3:p:263-67 Should Macroeconomic Policy Makers Consider Parameter Covariances? (1999).
Cited: 7 times.

(19) RePEc:kap:compec:v:26:y:2005:i:2:p:107-128 User-Friendly Parallel Computations with Econometric Examples (2005).
Cited: 7 times.

(20) RePEc:kap:compec:v:13:y:1999:i:2:p:147-62 The Effect of (Mis-Specified) GARCH Filters on the Finite Sample Distribution of the BDS Test. (1999).
Cited: 7 times.

(21) RePEc:kap:compec:v:18:y:2001:i:2:p:159-72 Climate Coalitions in an Integrated Assessment Model. (2001).
Cited: 7 times.

(22) RePEc:kap:compec:v:11:y:1998:i:1-2:p:53-70 Modelling Federal Reserve Discount Policy. (1998).
Cited: 7 times.

(23) RePEc:kap:compec:v:16:y:2000:i:1/2:p:105-136 A Computational Approach to Finding Causal Economic Laws (2000).
Cited: 7 times.

(24) RePEc:kap:compec:v:11:y:1998:i:3:p:245-63 A Comparison of the Performance of Flexible Functional Forms for Use in Applied General Equilibrium Modelling. (1998).
Cited: 6 times.

(25) RePEc:kap:compec:v:26:y:2005:i:3:p:1-29 Discrete Working Time Choice in an Applied General Equilibrium Model (2005).
Cited: 6 times.

(26) RePEc:kap:compec:v:12:y:1998:i:1:p:79-95 Implementing the Double Bootstrap. (1998).
Cited: 6 times.

(27) RePEc:kap:compec:v:8:y:1995:i:3:p:233-53 Modular Technical Change and Genetic Algorithms. (1995).
Cited: 6 times.

(28) RePEc:kap:compec:v:10:y:1997:i:1:p:67-87 On Incentives and Updating in Agent Based Models. (1997).
Cited: 6 times.

(29) RePEc:kap:compec:v:8:y:1995:i:3:p:181-203 Coordination via Genetic Learning. (1995).
Cited: 6 times.

(30) RePEc:kap:compec:v:26:y:2005:i:1:p:65-89 Detecting Business Cycle Asymmetries Using Artificial Neural Networks and Time Series Models (2005).
Cited: 6 times.

(31) RePEc:kap:compec:v:27:y:2006:i:2:p:207-228 An Application of Extreme Value Theory for Measuring Financial Risk (2006).
Cited: 6 times.

(32) RePEc:kap:compec:v:25:y:2005:i:4:p:343-379 Solving Finite Mixture Models: Efficient Computation in Economics Under Serial and Parallel Execution (2005).
Cited: 6 times.

(33) RePEc:kap:compec:v:18:y:2001:i:1:p:9-24 Learning to Be Thoughtless: Social Norms and Individual Computation. (2001).
Cited: 5 times.

(34) RePEc:kap:compec:v:11:y:1998:i:1-2:p:71-87 Numerical Strategies for Solving the Nonlinear Rational Expectations Commodity Market Model. (1998).
Cited: 5 times.

(35) RePEc:kap:compec:v:21:y:2003:i:3:p:257-276 Is it Possible to Study Chaotic and ARCH Behaviour Jointly? Application of a Noisy Mackey–Glass Equation with Heteroskedastic Errors to the Paris Stock Exchange Returns Series (2003).
Cited: 5 times.

(36) RePEc:kap:compec:v:30:y:2007:i:2:p:153-169 Multidimensional Spline Interpolation: Theory and Applications (2007).
Cited: 5 times.

(37) RePEc:kap:compec:v:27:y:2006:i:2:p:229-259 Measuring the Degree of Convergence among European Business Cycles (2006).
Cited: 5 times.

(38) RePEc:kap:compec:v:22:y:2003:i:1:p:65-74 Seasonal Misspecification in the Context of Fractionally Integrated Univariate Time Series (2003).
Cited: 5 times.

(39) RePEc:kap:compec:v:15:y:2000:i:3:p:173-199 Collinearity and Two-Step Estimation of Sample Selection Models: Problems, Origins, and Remedies (2000).
Cited: 5 times.

(40) RePEc:kap:compec:v:25:y:2005:i:1:p:75-102 A Frequency Selective Filter for Short-Length Time Series (2005).
Cited: 5 times.

(41) RePEc:kap:compec:v:15:y:2000:i:1-2:p:59-78 A Test for Strong Hysteresis. (2000).
Cited: 5 times.

(42) RePEc:kap:compec:v:12:y:1998:i:3:p:223-41 ASPEN: A Microsimulation Model of the Economy. (1998).
Cited: 5 times.

(43) RePEc:kap:compec:v:30:y:2007:i:3:p:291-327 Dynamic Testing of Wholesale Power Market Designs: An Open-Source Agent-Based Framework (2007).
Cited: 5 times.

(44) RePEc:kap:compec:v:14:y:1999:i:1-2:p:151-81 Programming Languages in Economics. (1999).
Cited: 5 times.

(45) RePEc:kap:compec:v:8:y:1995:i:3:p:159-79 A Distributed Parallel Genetic Algorithm for Solving Optimal Growth Models. (1995).
Cited: 4 times.

(46) RePEc:kap:compec:v:22:y:2003:i:1:p:39-63 Multi-Issue Negotiation Processes by Evolutionary Simulation, Validation and Social Extensions (2003).
Cited: 4 times.

(47) RePEc:kap:compec:v:13:y:1999:i:3:p:265-87 A Calibration Procedure of Dynamic CGE Models for Non-steady State Situations Using GEMPACK. (1999).
Cited: 4 times.

(48) RePEc:kap:compec:v:30:y:2007:i:3:p:265-290 Validating Simulation Models: A General Framework and Four Applied Examples (2007).
Cited: 4 times.

(49) RePEc:kap:compec:v:19:y:2002:i:2:p:197-225 Rational Error Correction. (2002).
Cited: 4 times.

(50) RePEc:kap:compec:v:30:y:2007:i:3:p:195-226 A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems (2007).
Cited: 4 times.

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

Recent citations received in: 2008

(1) RePEc:eth:wpswif:08-91 Optimal control of pollutants with delayed stock accumulation (2008). Institute of Economic Research (WIF), Swiss Federal Institute of Technology Zurich (ETH), / Economics working paper series

(2) RePEc:jns:jbstat:v:228:y:2008:i:2-3:p:276-295 Monetary and Fiscal Policy Analysis With an Agent-Based Macroeconomic Model (2008). Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)

Recent citations received in: 2007

(1) RePEc:kap:compec:v:30:y:2007:i:3:p:195-226 A Critical Guide to Empirical Validation of Agent-Based Models in Economics: Methodologies, Procedures, and Open Problems (2007). Computational Economics

(2) RePEc:mdl:mdlpap:0707 Endogenous Participation in Charity Auctions (2007). Middlebury College, Department of Economics / Middlebury College Working Paper Series

Recent citations received in: 2006

(1) RePEc:kap:compec:v:28:y:2006:i:4:p:333-354 Revisiting Individual Evolutionary Learning in the Cobweb Model – An Illustration of the Virtual Spite-Effect (2006). Computational Economics

(2) RePEc:kap:compec:v:28:y:2006:i:4:p:355-370 Robust Evolutionary Algorithm Design for Socio-economic Simulation (2006). Computational Economics

Recent citations received in: 2005

(1) RePEc:ams:ndfwpp:05-12 Behavioral Heterogeneity in Stock Prices (2005). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:fce:doctra:0505 A model of the stochastic convergence between business cycles (2005). Observatoire Francais des Conjonctures Economiques (OFCE) / Documents de Travail de l'OFCE

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.