CIRANO Working Papers

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 0.51 0.18 34 60 74 38 26.3 10 0.29 0.09 1997 0.29 0.18 42 123 85 25 44 9 0.21 0.09 1998 0.17 0.2 39 88 76 13 38.5 5 0.13 0.12 1999 0.19 0.26 48 95 81 15 33.3 10 0.21 0.16 2000 0.21 0.36 60 146 87 18 44.4 15 0.25 0.17 2001 0.26 0.35 71 233 108 28 32.1 17 0.24 0.17 2002 0.44 0.4 93 208 131 58 50 25 0.27 0.19 2003 0.38 0.4 70 155 164 63 9.5 12 0.17 0.2 2004 0.46 0.44 63 172 163 75 10.7 13 0.21 0.22 2005 0.36 0.46 37 23 133 48 8.3 4 0.11 0.27 2006 0.33 0.48 30 76 100 33 9.1 14 0.47 0.24 2007 0.34 0.4 30 33 67 23 13 8 0.27 0.2 2008 0.3 0.4 30 22 60 18 5.6 5 0.17 0.2 2009 0.25 0.36 50 22 60 15 20 5 0.1 0.21
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:cir:cirwor:94s-23 High-Wage Workers and High-Wage Firms (1994).
Cited: 80 times.

(2) RePEc:cir:cirwor:2001s-16 Marriage Market, Divorce Legislation and Household Labor Supply (2001).
Cited: 61 times.

(3) RePEc:cir:cirwor:2002s-19 Unobserved Ability and the Return to Schooling (2002).
Cited: 42 times.

(4) RePEc:cir:cirwor:98s-08 Job Characteristics and the Form of Compensation (1998).
Cited: 35 times.

(5) RePEc:cir:cirwor:2004s-20 The MIDAS Touch: Mixed Data Sampling Regression Models (2004).
Cited: 31 times.

(6) RePEc:cir:cirwor:2000s-22 Temporal Aggregation of Volatility Models (2000).
Cited: 31 times.

(7) RePEc:cir:cirwor:2000s-19 Rolling-Sample Volatility Estimators: Some New Theoretical, Simulation and Empirical Results (2000).
Cited: 30 times.

(8) RePEc:cir:cirwor:2001s-57 The Unreliability of Output Gap Estimates in Real Time (2001).
Cited: 26 times.

(9) RePEc:cir:cirwor:97s-14 Methods of Pay and Earnings: A Longitudinal Analysis (1997).
Cited: 24 times.

(10) RePEc:cir:cirwor:2003s-49 Identification, Weak Instruments and Statistical Inference in Econometrics (2003).
Cited: 23 times.

(11) RePEc:cir:cirwor:2001s-70 An Eigenfunction Approach for Volatility Modeling (2001).
Cited: 22 times.

(12) RePEc:cir:cirwor:2004s-55 The Determinants of Credit Default Swap Premia (2004).
Cited: 22 times.

(13) RePEc:cir:cirwor:95s-26 Industry-Specific Capital and the Wage Profile: Evidence from the NLSY and the PSID (1995).
Cited: 22 times.

(14) RePEc:cir:cirwor:2006s-11 Innovativity: A Comparison Across Seven European Countries (2006).
Cited: 21 times.

(15) RePEc:cir:cirwor:2004s-19 Predicting Volatility: Getting the Most out of Return Data Sampled at Different Frequencies (2004).
Cited: 21 times.

(16) RePEc:cir:cirwor:2003s-01 The Reliability of Inflation Forecasts Based on Output Gap Estimates in Real Time (2003).
Cited: 21 times.

(17) RePEc:cir:cirwor:2002s-25 What Type Of Enterprise Forges Close Links With Universities And Government Labs? Evidence From CIS 2 (2002).
Cited: 20 times.

(18) RePEc:cir:cirwor:2003s-17 Bootstrapping Autoregressions with Conditional Heteroskedasticity of Unknown Form (2003).
Cited: 19 times.

(19) RePEc:cir:cirwor:2001s-46 Forecasting Some Low-Predictability Time Series Using Diffusion Indices (2001).
Cited: 18 times.

(20) RePEc:cir:cirwor:94s-22 Environmental Risks and Bank Liability (1994).
Cited: 18 times.

(21) RePEc:cir:cirwor:2001s-42 Nonlinear Features of Realized FX Volatility (2001).
Cited: 17 times.

(22) RePEc:cir:cirwor:97s-12 Equilibrium Asset Prices and No-Arbitrage with Portfolio Constraints (1997).
Cited: 17 times.

(23) RePEc:cir:cirwor:96s-15 Markov Perfect Nash Equilibria in a Class of Resource Games (1996).
Cited: 15 times.

(24) RePEc:cir:cirwor:2002s-35 Comparative Advantage, Learning, and Sectoral Wage Determination (2002).
Cited: 15 times.

(25) RePEc:cir:cirwor:2000s-20 Towards an Innovation Intensity Index: The Case of CIS 1 in Denmark and Ireland (2000).
Cited: 15 times.

(26) RePEc:cir:cirwor:95s-50 Environmental Protection, Producer Insolvency and Lender Liability (1995).
Cited: 15 times.

(27) RePEc:cir:cirwor:95s-16 On Stable Factor Structures in the Pricing of Risk (1995).
Cited: 14 times.

(28) RePEc:cir:cirwor:2004s-04 The Econometrics of Option Pricing (2004).
Cited: 14 times.

(29) RePEc:cir:cirwor:95s-32 Market Time and Asset Price Movements Theory and Estimation (1995).
Cited: 14 times.

(30) RePEc:cir:cirwor:2003s-61 Short Run and Long Run Causality in Time Series: Inference (2003).
Cited: 13 times.

(31) RePEc:cir:cirwor:2003s-05 Backtesting Value-at-Risk: A Duration-Based Approach (2003).
Cited: 13 times.

(32) RePEc:cir:cirwor:2002s-63 Testing Normality: A GMM Approach (2002).
Cited: 13 times.

(33) RePEc:cir:cirwor:2002s-90 Analytic Evaluation of Volatility Forecasts (2002).
Cited: 13 times.

(34) RePEc:cir:cirwor:95s-43 Empirical Martingale Simulation for Asset Prices (1995).
Cited: 13 times.

(35) RePEc:cir:cirwor:2001s-60 The Public-Private Sector Risk-Sharing in the French Insurance Cat. Nat. System (2001).
Cited: 13 times.

(36) RePEc:cir:cirwor:2002s-58 Alternative Models for Stock Price Dynamics (2002).
Cited: 12 times.

(37) RePEc:cir:cirwor:99s-26 Stochastic Volatility: Univariate and Multivariate Extensions (1999).
Cited: 12 times.

(38) RePEc:cir:cirwor:99s-48 A New Class of Stochastic Volatility Models with Jumps: Theory and Estimation (1999).
Cited: 12 times.

(39) RePEc:cir:cirwor:2001s-03 Testing and Comparing Value-at-Risk Measures (2001).
Cited: 11 times.

(40) RePEc:cir:cirwor:2004s-45 Saving Decisions of the Working Poor: Short-and Long-Term Horizons (2004).
Cited: 11 times.

(41) RePEc:cir:cirwor:95s-06 Are the Effects of Monetary Policy Asymmetric? (1995).
Cited: 11 times.

(42) RePEc:cir:cirwor:95s-31 Stochastic Volatility and Time Deformation: An Application to Trading Volume and Leverage Effects (1995).
Cited: 11 times.

(43) RePEc:cir:cirwor:2004s-15 Estimation Risk in Financial Risk Management (2004).
Cited: 10 times.

(44) RePEc:cir:cirwor:2004s-42 Environmental Regulation and the Eco-industry (2004).
Cited: 10 times.

(45) RePEc:cir:cirwor:97s-34 Do Canadian Firms Respond to Fiscal Incentives to Research and Development? (1997).
Cited: 10 times.

(46) RePEc:cir:cirwor:2002s-75 Trust and Reputation Building in E-Commerce (2002).
Cited: 10 times.

(47) RePEc:cir:cirwor:99s-24 Mobility and Cooperation: On the Run (1999).
Cited: 10 times.

(48) RePEc:cir:cirwor:95s-25 Matching, Human Capital, and the Covariance Structure of Earnings (1995).
Cited: 10 times.

(49) RePEc:cir:cirwor:97s-21 Efficiency Inducing Taxation for Polluting Oligopolists (1997).
Cited: 10 times.

(50) RePEc:cir:cirwor:2006s-04 Persistence of Innovation in Dutch Manufacturing: Is it Spurious? (2006).
Cited: 10 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:bfr:banfra:234 No-arbitrage Near-Cointegrated VAR(p) Term Structure Models, Term Premia and GDP Growth. (2009). Working papers

(2) RePEc:cir:cirwor:2009s-13 A Generalized Asymmetric Student-t Distribution with Application to Financial Econometrics (2009). CIRANO Working Papers

(3) RePEc:cir:cirwor:2009s-24 Forecasting Expected Shortfall with a Generalized Asymmetric Student-t Distribution (2009). CIRANO Working Papers

(4) RePEc:mcl:mclwop:2009-01 FORECASTING EXPECTED SHORTFALL WITH A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION (2009). Departmental Working Papers

(5) RePEc:mcl:mclwop:2009-02 A GENERALIZED ASYMMETRIC STUDENT-T DISTRIBUTION WITH APPLICATION TO FINANCIAL ECONOMETRICS (2009). Departmental Working Papers

Recent citations received in: 2008

(1) RePEc:bri:cmpowp:08/200 Geographic Proximity and Firm-University Innovation Linkages: evidence from Great Britain (2008). The Centre for Market and Public Organisation

(2) RePEc:gat:wpaper:0812 Feedback and Incentives : Experimental Evidence (2008). Working Papers

(3) RePEc:hal:journl:halshs-00276396 Feedback and Incentives : Experimental Evidence (2008). Post-Print

(4) RePEc:mcl:mclwop:2008-03 A REFINED BOOTSTRAP FOR HEAVY TAILED DISTRIBUTIONS (2008). Departmental Working Papers

(5) RePEc:mcl:mclwop:2008-08 RESOURCE-GRABBING BY STATUS-CONSCIOUS AGENTS (2008). Departmental Working Papers

Recent citations received in: 2007

(1) RePEc:cir:cirwor:2007s-04 Sharing Liability Between Banks and Firms: The Case of Industrial Safety Risk (2007). CIRANO Working Papers

(2) RePEc:cir:cirwor:2007s-17 Des billets verts pour des entreprises agricoles vertes? (2007). CIRANO Working Papers

(3) RePEc:cir:cirwor:2007s-19 Environmental Policy, Innovation and Performance: New Insights on the Porter Hypothesis (2007). CIRANO Working Papers

(4) RePEc:gbl:wpaper:200706 Environmental policy, innovation and performance : new insights on the Porter hypothesis (2007). Working Papers

(5) RePEc:gbl:wpaper:200707 Des billets verts pour des entreprises agricoles vertes ? (2007). Working Papers

(6) RePEc:iea:carech:0706 Environmental Policy, Innovation and Performance : New Insights on the Porter Hypothesis (2007). Cahiers de recherche

(7) RePEc:iea:carech:0707 Des billets verts pour des entreprises agricoles vertes? (2007). Cahiers de recherche

(8) RePEc:pur:prukra:1201 Cooperation among strangers: an experiment with indefinite interaction (2007). Purdue University Economics Working Papers

Recent citations received in: 2006

(1) RePEc:cir:cirwor:2006s-09 Modularity and the Organization of International Production (2006). CIRANO Working Papers

(2) RePEc:cir:cirwor:2006s-14 Estimates of Own Lethal Risks and Anchoring Effects (2006). CIRANO Working Papers

(3) RePEc:cir:cirwor:2006s-15 Overbidding in Independant Private-Values Auctions and Misperception of Probabilities (2006). CIRANO Working Papers

(4) RePEc:cir:cirwor:2006s-24 A Domain-Specific Risk-Taking (DOSPERT)Scale for Adult Populations (2006). CIRANO Working Papers

(5) RePEc:cir:cirwor:2006s-29 Learning-by-Doing in an Ambiguous Environment (2006). CIRANO Working Papers

(6) RePEc:cla:levrem:321307000000000547 Learning in Games with Unstable Equilibria (2006). Levine's Bibliography

(7) RePEc:dgr:unumer:2006029 Information and intellectual property: The global challenges (2006). UNU-MERIT Working Paper Series

(8) RePEc:hhs:vtiwps:2006_001 Perception of Own Death Risk: An Analysis of Road-Traffic and Overall Mortality Risks (2006). Working Papers

(9) RePEc:jdm:journl:v:1:y:2006:i::p:1-12 Biases in casino betting: The hot hand and the gamblers fallacy (2006). Judgment and Decision Making

(10) RePEc:jdm:journl:v:1:y:2006:i::p:33-47 A Domain-Specific Risk-Taking (DOSPERT) scale for adult populations (2006). Judgment and Decision Making

(11) RePEc:kap:expeco:v:9:y:2006:i:3:p:223-235 Induced heterogeneity in trust experiments (2006). Experimental Economics

(12) RePEc:kap:jrisku:v:32:y:2006:i:1:p:37-56 Estimates of Own Lethal Risks and Anchoring Effects (2006). Journal of Risk and Uncertainty

(13) RePEc:qed:wpaper:1095 The Quadratic Oil Extraction Oligopoly (2006). Working Papers

(14) RePEc:wbk:wbrwps:3985 Openness and technological innovations in developing countries : evidence from firm-level surveys (2006). Policy Research Working Paper Series

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