Economics 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 0.09 0.18 27 344 22 2 0 3 0.11 0.09 1997 0.15 0.18 13 30 47 7 0 1 0.08 0.09 1998 0.2 0.2 9 88 40 8 0 0.12 1999 0.32 0.26 17 202 22 7 0 9 0.53 0.16 2000 0.85 0.36 10 18 26 22 0 2 0.2 0.17 2001 0.63 0.35 35 300 27 17 11.8 12 0.34 0.17 2002 0.58 0.4 18 79 45 26 19.2 10 0.56 0.19 2003 0.72 0.4 23 57 53 38 21.1 11 0.48 0.2 2004 0.59 0.44 29 157 41 24 29.2 8 0.28 0.22 2005 0.58 0.46 18 239 52 30 13.3 30 1.67 0.27 2006 1.38 0.48 20 64 47 65 7.7 12 0.6 0.24 2007 0.89 0.4 5 8 38 34 0 0.2 2008 0.76 0.4 11 14 25 19 15.8 4 0.36 0.2 2009 0.5 0.36 16 15 16 8 25 5 0.31 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:nuf:econwp:104 Initial Conditions and Moment Restrictions in Dynamic Panel Data Models. (1995).
Cited: 386 times.

(2) RePEc:nuf:econwp:0517 Stochastic Volatility (2005).
Cited: 173 times.

(3) RePEc:nuf:econwp:9614 Initial conditions and moment restrictions in dynamic panel data model (1996).
Cited: 137 times.

(4) RePEc:nuf:econwp:0121 GMM Estimation of Empirical Growth Models (2001).
Cited: 136 times.

(5) RePEc:nuf:econwp:1999-w12 Auction Theory: a Guide to the Literature. (1999).
Cited: 131 times.

(6) RePEc:nuf:econwp:126 Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks. (1996).
Cited: 80 times.

(7) RePEc:nuf:econwp:049 Auctions: Theory and Practice (2004).
Cited: 63 times.

(8) RePEc:nuf:econwp:9604 An omnibus test for univariate and multivariate normalit (1996).
Cited: 61 times.

(9) RePEc:nuf:econwp:0104 Econometric analysis of realised volatility and its use in estimating stochastic volatility models (2001).
Cited: 34 times.

(10) RePEc:nuf:econwp:0417 We Ran One Regression (2004).
Cited: 32 times.

(11) RePEc:nuf:econwp:1999-w3 Innovation and Market Value. (1999).
Cited: 31 times.

(12) repec:nuf:econwp:146 ().
Cited: 30 times.

(13) RePEc:nuf:econwp:0116 How accurate is the asymptotic approximation to the distribution of realised volatility? (2001).
Cited: 28 times.

(14) RePEc:nuf:econwp:125 Booms and Busts in the UK Housing Market. (1996).
Cited: 26 times.

(15) RePEc:nuf:econwp:0603 Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise (2006).
Cited: 24 times.

(16) RePEc:nuf:econwp:9713 Filtering via simulation: auxiliary particle filters (1997).
Cited: 22 times.

(17) RePEc:nuf:econwp:0213 Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics (2002).
Cited: 22 times.

(18) RePEc:nuf:econwp:0118 Realised power variation and stochastic volatility models (2001).
Cited: 21 times.

(19) RePEc:nuf:econwp:143 Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years (1998).
Cited: 21 times.

(20) RePEc:nuf:econwp:142 Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms (1998).
Cited: 19 times.

(21) RePEc:nuf:econwp:048 Capital Accumulation and Growth: A New Look at the Empirical Evidence (2004).
Cited: 19 times.

(22) RePEc:nuf:econwp:0113 Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments (2001).
Cited: 18 times.

(23) RePEc:nuf:econwp:0526 Management of a Capital Stock by Strotzs Naive Planner (2006).
Cited: 16 times.

(24) RePEc:nuf:econwp:0504 Adjustment Costs and the Identification of Cobb Douglas Production Functions (2005).
Cited: 16 times.

(25) RePEc:nuf:econwp:0204 The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses (2001).
Cited: 14 times.

(26) RePEc:nuf:econwp:0509 Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic (2005).
Cited: 14 times.

(27) RePEc:nuf:econwp:115 Pathological Outcomes of Observational Learning. (1996).
Cited: 13 times.

(28) RePEc:nuf:econwp:0216 Unemployment, Labour Market Institutions and Shocks (2002).
Cited: 13 times.

(29) RePEc:nuf:econwp:0320 Multimodality in the GARCH Regression Model (2003).
Cited: 13 times.

(30) RePEc:nuf:econwp:0507 Limit theorems for multipower variation in the presence of jumps (2006).
Cited: 13 times.

(31) RePEc:nuf:econwp:1999-w11 The Tobacco Deal. (1999).
Cited: 12 times.

(32) RePEc:nuf:econwp:1999-w20 Income Inequality and Macroeconomic Volatility: an Empirical Investigation. (1999).
Cited: 12 times.

(33) RePEc:nuf:econwp:0209 Pooling of Forecasts (2001).
Cited: 11 times.

(34) RePEc:nuf:econwp:044 Regression Models with Data-based Indicator Variables (2004).
Cited: 10 times.

(35) RePEc:nuf:econwp:0110 Order determination in general vector autoregressions (2001).
Cited: 10 times.

(36) RePEc:nuf:econwp:141 Aggregation and Model Construction for Volatility Models (1998).
Cited: 9 times.

(37) RePEc:nuf:econwp:0316 Wage and Price Phillips Curves An empirical analysis of destabilizing wage-price spirals (2003).
Cited: 9 times.

(38) RePEc:nuf:econwp:0005 An evaluation of forecasting using leading indicators (1994).
Cited: 9 times.

(39) RePEc:nuf:econwp:0102 Firm Level Investment and R&D in France and the United States: A Comparison (2001).
Cited: 9 times.

(40) RePEc:nuf:econwp:9927 Multidimensional Inequality Measurement: a Proposal. (1999).
Cited: 9 times.

(41) RePEc:nuf:econwp:0211 Economic Forecasting: Some Lessons from Recent Research (2001).
Cited: 9 times.

(42) RePEc:nuf:econwp:0522 Hurricanes: Intertemporal Trade and Capital Shocks (2005).
Cited: 8 times.

(43) RePEc:nuf:econwp:0011 Bartlett correction of the unit root test in autoregressive models (1995).
Cited: 8 times.

(44) RePEc:nuf:econwp:2000-w11 Does Competition Solve the Hold-Up Problem?. (2000).
Cited: 8 times.

(45) RePEc:nuf:econwp:0428 Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise (2004).
Cited: 8 times.

(46) RePEc:nuf:econwp:0310 Identifying, Estimating and Testing Restricted Cointegrated Systems: An Overview (2003).
Cited: 8 times.

(47) RePEc:nuf:econwp:0516 Variation, jumps, market frictions and high frequency data in financial econometrics (2005).
Cited: 8 times.

(48) RePEc:nuf:econwp:117 Bringing Income Distribution in from the Cold. (1996).
Cited: 8 times.

(49) RePEc:nuf:econwp:0008 Generalized linear autoregressions (1995).
Cited: 7 times.

(50) RePEc:nuf:econwp:0105 Bidding in an electricity pay-as-bid auction (2001).
Cited: 7 times.

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

Recent citations received in: 2009

(1) RePEc:aah:create:2009-56 On the Economic Evaluation of Volatility Forecasts (2009). CREATES Research Papers

(2) RePEc:ces:ceswps:_2856 Strategic Supply Function Competition with Private Information (2009). CESifo Working Paper Series

(3) RePEc:gla:glaewp:2009_18 When is monetary policy all we need? (2009). Working Papers

(4) RePEc:hal:psewpa:halshs-00575076 Ascending auctions: some impossibility results and their resolutions with final price discounts (2009). PSE Working Papers

(5) RePEc:oxf:wpaper:462 Third-Degree Price Discrimination and Consumer Surplus (2009). Economics Series Working Papers

Recent citations received in: 2008

(1) RePEc:fip:fedgif:943 Constructive data mining: modeling Argentine broad money demand (2008). International Finance Discussion Papers

(2) RePEc:fip:fedgif:959 The fragility of sensitivity analysis: an encompassing perspective (2008). International Finance Discussion Papers

(3) RePEc:nbr:nberwo:14463 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model (2008). NBER Working Papers

(4) RePEc:pra:mprapa:12260 Model and distribution uncertainty in multivariate GARCH estimation: a Monte Carlo analysis (2008). MPRA Paper

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:bdm:wpaper:2006-10 Detecting Jumps in High-Frequency Financial Series Using Multipower Variation (2006). Working Papers

(2) RePEc:cep:stiecm:/2006/509 Estimating Quadratic VariationConsistently in thePresence of Correlated MeasurementError (2006). STICERD - Econometrics Paper Series

(3) RePEc:cor:louvco:2006080 Modelling financial high frequency data using point processes (2006). CORE Discussion Papers

(4) RePEc:ctl:louvec:2006039 Modelling Financial High Frequency Data Using Point Processes (2006). Discussion Papers (ECON - Département des Sciences Economiques)

(5) RePEc:nuf:econwp:0506 Limit theorems for bipower variation in financial econometrics (2006). Economics Papers

(6) RePEc:nuf:econwp:0610 Subsampling realised kernels (2006). Economics Papers

(7) RePEc:nuf:econwp:0612 High Dimensional Yield Curves: Models and Forecasting (2006). Economics Papers

(8) RePEc:oxf:wpaper:278 Subsampling realised kernels (2006). Economics Series Working Papers

(9) RePEc:oxf:wpaper:290 Open Economy Codependence: U.S. Monetary Policy and Interest Rate Pass-through (2006). Economics Series Working Papers

(10) RePEc:rut:rutres:200620 Predictive Density Estimators for Daily Volatility Based on the Use of Realized Measures (2006). Departmental Working Papers

(11) RePEc:stn:sotoec:0615 Open economy codependence: US monetary policy and interest rate pass-through (2006). Discussion Paper Series In Economics And Econometrics

(12) RePEc:zbw:sfb475:200651 Estimation of Volatility Functionals in the Simultaneous Presence of Microstructure Noise and Jumps (2006). Technical Reports

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