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.

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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 0.27 195 483 0 0 24 0.12 0.16 2000 0.18 0.37 1 1 195 36 0 0.19 2001 0.27 0.37 0 196 53 0 0.18 2002 1 0.4 0 1 1 0 0.19 2003 0.41 0 0 0 0.2 2004 0.46 0 0 0 0.22 2005 0.47 0 0 0 0.27 2006 0.5 0 0 0 0.27 2007 0.43 0 0 0 0.22 2008 0.41 0 0 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:sce:scecf9:1022 Frictionless Commerce? A Comparison of Internet and Conventional Retailers (1999).
Cited: 114 times.

(2) RePEc:sce:scecf9:1151 Optimal Monetary Policy with Staggered Wage and Price Contracts (1999).
Cited: 74 times.

(3) RePEc:sce:scecf9:223 Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model (1999).
Cited: 48 times.

(4) RePEc:sce:scecf9:401 Computational Experiments and Reality (1999).
Cited: 26 times.

(5) RePEc:sce:scecf9:832 Using Simulation Methods for Bayesian Econometric Models (1999).
Cited: 26 times.

(6) RePEc:sce:scecf9:841 Simple Monetary Policy Rules Under Model Uncertainty (1999).
Cited: 24 times.

(7) RePEc:sce:scecf9:224 Learning and Excess Volatility (1999).
Cited: 18 times.

(8) RePEc:sce:scecf9:1344 Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor (1999).
Cited: 14 times.

(9) RePEc:sce:scecf9:1233 A Method for Taking Models to the Data (1999).
Cited: 13 times.

(10) RePEc:sce:scecf9:1113 Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts (1999).
Cited: 11 times.

(11) RePEc:sce:scecf9:621 Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis (1999).
Cited: 11 times.

(12) RePEc:sce:scecf9:643 On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices (1999).
Cited: 11 times.

(13) RePEc:sce:scecf9:1342 Evolution and Time Horizons in an Agent-Based Stock Market (1999).
Cited: 10 times.

(14) RePEc:sce:scecf9:112 Stochastic Volatility: Univariate and Multivariate Extensions (1999).
Cited: 9 times.

(15) RePEc:sce:scecf9:1052 Optimal Horizons for Inflation Targeting (1999).
Cited: 8 times.

(16) RePEc:sce:scecf9:824 Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations (1999).
Cited: 8 times.

(17) RePEc:sce:scecf9:1241 Tests of Equal Forecast Accuracy and Encompassing for Nested Models (1999).
Cited: 7 times.

(18) RePEc:sce:scecf9:723 Hysteresis in Economic Systems (1999).
Cited: 5 times.

(19) RePEc:sce:scecf9:1152 Real Implications of the Zero Bound on Nominal Interest Rates (1999).
Cited: 5 times.

(20) RePEc:sce:scecf9:314 Computer Automation of General-to-Specific Model Selection Procedures (1999).
Cited: 4 times.

(21) RePEc:sce:scecf9:332 Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models (1999).
Cited: 4 times.

(22) RePEc:sce:scecf9:1033 Using Symbolic Regression to Infer Strategies from Experimental Data (1999).
Cited: 4 times.

(23) RePEc:sce:scecf9:1143 Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity (1999).
Cited: 3 times.

(24) RePEc:sce:scecf9:251 Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing (1999).
Cited: 3 times.

(25) RePEc:sce:scecf9:334 Perturbation Solution of Nonlinear Rational Expectations Models (1999).
Cited: 3 times.

(26) RePEc:sce:scecf9:521 The Nature of Markets in the World Wide Web (1999).
Cited: 3 times.

(27) RePEc:sce:scecf9:511 Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work (1999).
Cited: 3 times.

(28) RePEc:sce:scecf9:512 S-Estimation in the Linear Regression Model with Long-Memory Error Terms (1999).
Cited: 2 times.

(29) RePEc:sce:scecf9:722 Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty (1999).
Cited: 2 times.

(30) RePEc:sce:scecf9:1312 Wilkinsons Tests and Econometric Software (1999).
Cited: 2 times.

(31) RePEc:sce:scecf9:312 Time-Series Modelling of Daily Tax Revenues (1999).
Cited: 2 times.

(32) RePEc:sce:scecf9:721 Hysteresis and Unemployment: a Preliminary Investigation (1999).
Cited: 2 times.

(33) RePEc:sce:scecf9:1243 An Approximate Wavelet MLE of Short- and Long-Memory Parameters (1999).
Cited: 2 times.

(34) RePEc:sce:scecf9:942 Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds (1999).
Cited: 2 times.

(35) RePEc:sce:scecf9:1011 Genetic Algorithms and Economic Evolution (1999).
Cited: 1 times.

(36) RePEc:sce:scecf9:1332 Hybrid Methods for Continuous Space Dynamic Programming (1999).
Cited: 1 times.

(37) RePEc:sce:scecf9:943 Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility (1999).
Cited: 1 times.

(38) RePEc:sce:scecf9:712 The Evolution of Trading Rules in an Artificial Stock Market (1999).
Cited: 1 times.

(39) RePEc:sce:scecf9:844 Permanent and Transitory Policy Shocks in a VAR with Asymmetric Information (1999).
Cited: 1 times.

(40) RePEc:sce:scecf9:154 Solving Large and Small Models on Microcomputers (1999).
Cited: 1 times.

(41) RePEc:sce:scecf9:1153 The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty (1999).
Cited: 1 times.

(42) RePEc:sce:scecf9:133 Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk (1999).
Cited: 1 times.

(43) RePEc:sce:scecf9:944 A re-evaluation of empirical tests of the Fisher hypothesis (2000).
Cited: 1 times.

(44) RePEc:sce:scecf9:353 Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation? (1999).
Cited: 1 times.

(45) RePEc:sce:scecf9:111 Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models (1999).
Cited: 1 times.

(46) RePEc:sce:scecf9:221 Learning with Bounded Memory in Stochastic Models (1999).
Cited: 1 times.

(47) RePEc:sce:scecf9:551 The Role of Automated Semiotic Classifications in Economic Domains (1999).
Cited: 1 times.

(48) RePEc:sce:scecf9:313 Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection (1999).
Cited: 1 times.

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Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

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