CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

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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 34 16 0 0 2 0.06 0.09 1998 0.15 0.2 41 17 34 5 100 5 0.12 0.12 1999 0.08 0.27 29 27 75 6 66.7 2 0.07 0.16 2000 0.06 0.37 32 70 70 4 50 4 0.13 0.19 2001 0.23 0.37 44 77 61 14 64.3 7 0.16 0.18 2002 0.29 0.4 45 30 76 22 18.2 7 0.16 0.19 2003 0.22 0.41 67 92 89 20 45 5 0.07 0.2 2004 0.22 0.46 55 55 112 25 20 2 0.04 0.22 2005 0.24 0.47 80 75 122 29 6.9 5 0.06 0.27 2006 0.23 0.5 67 43 135 31 9.7 6 0.09 0.27 2007 0.14 0.43 76 38 147 21 38.1 5 0.07 0.22 2008 0.24 0.41 70 9 143 35 17.1 3 0.04 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:tky:fseres:2000cf85 Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency (2000).
Cited: 34 times.

(2) RePEc:tky:fseres:2004cf312 Accounting for Changes in the Homeownership Rate (2004).
Cited: 23 times.

(3) RePEc:tky:fseres:2001cf124 Empirical Likelihood-Based Inference in Conditional Moment Restriction Models (2001).
Cited: 17 times.

(4) RePEc:tky:fseres:2007cf488 Multivariate stochastic volatility (2007).
Cited: 16 times.

(5) RePEc:tky:fseres:2005cf336 The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach (2005).
Cited: 14 times.

(6) RePEc:tky:fseres:2001cf109 The Fable of the Keiretsu (2001).
Cited: 14 times.

(7) RePEc:tky:fseres:98cf20 ().
Cited: 11 times.

(8) RePEc:tky:fseres:2003cf225 The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation (2003).
Cited: 10 times.

(9) RePEc:tky:fseres:2003cf255 Efficiency in Repeated Games Revisited: The Role of Private Strategies (2003).
Cited: 10 times.

(10) RePEc:tky:fseres:2003cf200 On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator (2003).
Cited: 8 times.

(11) RePEc:tky:fseres:2001cf101 A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? (2001).
Cited: 8 times.

(12) RePEc:tky:fseres:2003cf198 Income Risks, Gender, and Human Capital Investment in a Developing Country (2003).
Cited: 7 times.

(13) RePEc:tky:fseres:2001cf131 The Myth of the Main Bank: Japan and Comparative Corporate Governance (2001).
Cited: 7 times.

(14) RePEc:tky:fseres:2005cf358 The Impact of the Corporate Leniency Program on Cartel Formation and the Cartel Price Path (2005).
Cited: 6 times.

(15) RePEc:tky:fseres:2003cf207 Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence (2003).
Cited: 6 times.

(16) RePEc:tky:fseres:2006cf406 Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (2006).
Cited: 6 times.

(17) RePEc:tky:fseres:2004cf276 Cost of Enforcement in Developing Countries with Credit Market Imperfection (2004).
Cited: 6 times.

(18) RePEc:tky:fseres:2000cf70 Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry (2000).
Cited: 6 times.

(19) RePEc:tky:fseres:2003cf203 Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings (2003).
Cited: 6 times.

(20) RePEc:tky:fseres:2003cf237 Asymptotic Expansions of the Distributions of Semi-Parametric Estimators in a Linear Simultaneous Equations System (2003).
Cited: 6 times.

(21) RePEc:tky:fseres:2004cf285 Assessing Institutional Efficiency, Growth and Integration (2004).
Cited: 6 times.

(22) RePEc:tky:fseres:2001cf99 Labor Mobility and Economic Geography (2001).
Cited: 6 times.

(23) RePEc:tky:fseres:2009cf638 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models (2009).
Cited: 6 times.

(24) RePEc:tky:fseres:2001cf138 Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry (2001).
Cited: 5 times.

(25) RePEc:tky:fseres:2003cf211 Fat Tails and Asymmetry in Financial Volatility Models (2003).
Cited: 5 times.

(26) RePEc:tky:fseres:2007cf501 Dual gravity: Using spatial econometrics to control for multilateral resistance (2007).
Cited: 5 times.

(27) RePEc:tky:fseres:2009cf613 Cyclical Informality and Unemployment (2009).
Cited: 5 times.

(28) RePEc:tky:fseres:97f21 ().
Cited: 5 times.

(29) RePEc:tky:fseres:2000cf87 Banks and Economic Growth: Implications from Japanese History (2000).
Cited: 5 times.

(30) RePEc:tky:fseres:2004cf297 Stochastic Volatility with Leverage: Fast Likelihood Inference (2004).
Cited: 5 times.

(31) RePEc:tky:fseres:2005cf321 A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models (2005).
Cited: 5 times.

(32) RePEc:tky:fseres:2005cf341 Productivity Convergence at the Firm Level (2005).
Cited: 5 times.

(33) RePEc:tky:fseres:99cf39 Political Business Cycles and Russian Elections, or the Manipulations of Chudar (1999).
Cited: 5 times.

(34) RePEc:tky:fseres:2001cf130 Can the Financial Restraint Hypothesis Explain Japans Postwar Experience? (2001).
Cited: 5 times.

(35) RePEc:tky:fseres:2005cf381 Trade Credit, Bank Loans, and Monitoring: Evidence from Japan (2005).
Cited: 5 times.

(36) RePEc:tky:fseres:2000cf74 Role of Holding Companies in Prewar Japanese Economic Development: Rethinking Zaibatsu in Perspectives of Corporate Governance (2000).
Cited: 5 times.

(37) RePEc:tky:fseres:97f06 International Price Linkage within a Region The Case of East Asia (1997).
Cited: 4 times.

(38) RePEc:tky:fseres:2006cf430 Empirical Likelihood Methods in Econometrics: Theory and Practice (2006).
Cited: 4 times.

(39) RePEc:tky:fseres:2005cf364 Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (2005).
Cited: 4 times.

(40) RePEc:tky:fseres:99cf51 A Test of the Convergence Hypothesis by Rates of Return to Capital: Evidence from OECD Countries (1999).
Cited: 4 times.

(41) RePEc:tky:fseres:2000cf84 The Folk Theorem with Private Monitoring and Uniform Sustainability (2000).
Cited: 4 times.

(42) RePEc:tky:fseres:2002cf159 Who Appoints Them, What Do they Do'DONE' Evidence on Outside Directors from Japan (2002).
Cited: 4 times.

(43) RePEc:tky:fseres:2006cf440 The Role of Trade Credit for Small Firms: An Implication from Japans Banking Crisis (2006).
Cited: 4 times.

(44) RePEc:tky:fseres:2005cf335 Monte Carlo Simulation with Asymptotic Method (2005).
Cited: 4 times.

(45) RePEc:tky:fseres:2003cf219 A Simple Axiomatization of Iterated Choquet Objectives (2003).
Cited: 4 times.

(46) RePEc:tky:fseres:2003cf246 Less is More: An Observability Paradox in Repeated Gamess (2003).
Cited: 3 times.

(47) RePEc:tky:fseres:2005cf375 The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management (2005).
Cited: 3 times.

(48) RePEc:tky:fseres:98cf04 Tail Probabilities of the Maxima of Multilinear Forms and Their Applications (1998).
Cited: 3 times.

(49) RePEc:tky:fseres:2002cf172 Good and Bad Investment: An Inquiry into the Causes of Credit Cycles (2002).
Cited: 3 times.

(50) RePEc:tky:fseres:2003cf224 Locational Disadvantage and Losses from Trade: Three Regions in Economic Geography (2003).
Cited: 3 times.

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

Recent citations received in: 2008

(1) RePEc:tky:fseres:2008cf551 Voluntarily Separable Prisoners Dilemma with Reference Letters (2008). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(2) RePEc:tky:fseres:2008cf577 On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments (2008). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(3) RePEc:tky:fseres:2008cf588 Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity (2008). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Recent citations received in: 2007

(1) RePEc:bca:bocawp:07-20 Multivariate Realized Stock Market Volatility
(2007). Bank of Canada / Working Papers

(2) RePEc:kap:apfinm:v:14:y:2007:i:1:p:69-121 An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates (2007). Asia-Pacific Financial Markets

(3) RePEc:pra:mprapa:11978 Econometric modelling in finance and risk management: An overview (2007). University Library of Munich, Germany / MPRA Paper

(4) RePEc:pra:mprapa:11981 Econometric estimation in long-range dependent volatility models: Theory and practice (2007). University Library of Munich, Germany / MPRA Paper

(5) RePEc:tky:fseres:2007cf499 On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited (2007). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Recent citations received in: 2006

(1) RePEc:bpj:bejmac:v:topics.6:y:2006:i:3:n:1 The Spirit of Capitalism and Asset Pricing: An Empirical Investigation (2006). The B.E. Journal of Macroeconomics

(2) RePEc:cep:stiecm:/2006/504 TESTING FOR STOCHASTICMONOTONICITY (2006). Suntory and Toyota International Centres for Economics and Related Disciplines, LSE / STICERD - Econometrics Paper Series

(3) RePEc:ebl:ecbull:v:18:y:2006:i:2:p:1-9 `Brain drain without migration: Capital market integration and capital-skill complementarities (2006). Economics Bulletin

(4) RePEc:tky:fseres:2006cf419 Relative Performance Evaluation between Multitask Agents (2006). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(5) RePEc:tky:fseres:2006cf428 The Spirit of Capitalism and Asset Pricing: an Empirical Investigation (2006). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(6) RePEc:tky:fseres:2006cf450 Patterns of Non-exponential Growth of Macroeconomic Models: Two-parameter Poisson-Dirichlet Models (2006). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Recent citations received in: 2005

(1) RePEc:fip:fedkpr:y:2005:i:aug:p:399-474 Central bank communication and policy effectiveness (2005). Proceedings

(2) RePEc:jhu:papers:527 Optimal Corporate Leniency Programs (2005). The Johns Hopkins University,Department of Economics / Economics Working Paper Archive

(3) RePEc:nbr:nberwo:11898 Central Bank Communication and Policy Effectiveness (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(4) RePEc:tky:fseres:2005cf347 A New Technique for Proving the Existence of Monetary Equilibria in Matching Models with Divisible Money (2005). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

(5) RePEc:tky:fseres:2005cf350 Innovation Versus Diffusion: Determinants of Productivity Growth Among Japanese Firms (2005). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

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