Computing in Economics and Finance 2002

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 0.09 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.26 0 0 0 0.16 2000 0.36 0 0 0 0.17 2001 0.35 0 0 0 0.17 2002 0.4 294 248 0 0 11 0.04 0.19 2003 0.14 0.4 0 294 40 0 0.2 2004 0.15 0.44 0 294 45 0 0.22 2005 0.46 0 0 0 0.27 2006 0.48 0 0 0 0.24 2007 0.4 0 0 0 0.2 2008 0.4 0 0 0 0.2 2009 0.36 0 0 0 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:sce:scecf2:5 A New Class of Multivariate skew Densities, with Application to GARCH Models (2002).
Cited: 20 times.

(2) RePEc:sce:scecf2:240 Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan (2002).
Cited: 18 times.

(3) RePEc:sce:scecf2:182 Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules (2002).
Cited: 17 times.

(4) RePEc:sce:scecf2:343 Optimal Monetary Policy with Durable and Non-Durable Goods (2002).
Cited: 16 times.

(5) RePEc:sce:scecf2:135 An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies (2002).
Cited: 10 times.

(6) RePEc:sce:scecf2:127 Probability distribution of returns in the Heston model with stochastic volatility (2002).
Cited: 9 times.

(7) RePEc:sce:scecf2:94 The Impact of Macroeconomic Uncertainty on Bank Lending Behavior (2002).
Cited: 8 times.

(8) RePEc:sce:scecf2:276 Spanish diffusion indexes (2002).
Cited: 8 times.

(9) RePEc:sce:scecf2:335 Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty (2002).
Cited: 7 times.

(10) RePEc:sce:scecf2:317 A minimal noise trader model with realistic time series (2002).
Cited: 6 times.

(11) RePEc:sce:scecf2:354 The Joint Dynamics of Networks and Knowledge (2002).
Cited: 6 times.

(12) RePEc:sce:scecf2:59 Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal? (2002).
Cited: 6 times.

(13) RePEc:sce:scecf2:42 Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income (2002).
Cited: 6 times.

(14) RePEc:sce:scecf2:338 The Brazilian Depression in the 1980s and 1990s (2002).
Cited: 5 times.

(15) RePEc:sce:scecf2:301 Traders’ long-run wealth in an artificial financial market (2002).
Cited: 5 times.

(16) RePEc:sce:scecf2:329 Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt (2002).
Cited: 5 times.

(17) RePEc:sce:scecf2:262 Computer Testbeds and Mechanism Design (2002).
Cited: 5 times.

(18) RePEc:sce:scecf2:218 Absolute Convergence, Period (2002).
Cited: 5 times.

(19) RePEc:sce:scecf2:359 How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries? (2002).
Cited: 5 times.

(20) RePEc:sce:scecf2:223 Comparing the Accuracy of Density Forecasts from Competing Models (2002).
Cited: 4 times.

(21) RePEc:sce:scecf2:190 Inflation Persistence and Flexible Prices (2002).
Cited: 4 times.

(22) RePEc:sce:scecf2:8 Optimal Monetary Policy When Interest Rates are Bounded at Zero (2002).
Cited: 4 times.

(23) RePEc:sce:scecf2:239 Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies (2002).
Cited: 4 times.

(24) RePEc:sce:scecf2:3 Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe (2002).
Cited: 4 times.

(25) RePEc:sce:scecf2:137 Time Varying Uncertainty and the Credit Channel (2002).
Cited: 3 times.

(26) RePEc:sce:scecf2:196 Capacity Dynamics and Endogenous Asymmetries in Firm Size (2002).
Cited: 3 times.

(27) RePEc:sce:scecf2:87 Time series evidence of international output convergence in Mercosur (2002).
Cited: 3 times.

(28) RePEc:sce:scecf2:151 Financial Market in the Laboratory (2002).
Cited: 3 times.

(29) RePEc:sce:scecf2:186 An empirical model of volatility of returns and option pricing (2002).
Cited: 3 times.

(30) RePEc:sce:scecf2:72 interpolation with a large information set (2002).
Cited: 3 times.

(31) RePEc:sce:scecf2:51 Heterogeneous Traders and the Tobin Tax (2002).
Cited: 3 times.

(32) RePEc:sce:scecf2:307 Adaptive Polar Sampling (2002).
Cited: 3 times.

(33) RePEc:sce:scecf2:214 Testing for Indeterminacy in Linear Rational Expectations Models (2002).
Cited: 3 times.

(34) RePEc:sce:scecf2:355 Output and interest rate gaps: Theory versus practice (2002).
Cited: 3 times.

(35) RePEc:sce:scecf2:234 Co-Evolution of Firms and Consumers and the Implications for Market Dominance (2002).
Cited: 2 times.

(36) RePEc:sce:scecf2:47 Household Risk Management and Optimal Mortgage Choice (2002).
Cited: 2 times.

(37) RePEc:sce:scecf2:310 Foreign Exchange Risk Premia (2002).
Cited: 2 times.

(38) RePEc:sce:scecf2:57 Existence of Strongly Rational Expectations Equilibria on Asset Markets with Asymmetric Information (2002).
Cited: 2 times.

(39) RePEc:sce:scecf2:345 Computational Issues in the Estimation of Higher-Order Panel Vector Autoregressions (2002).
Cited: 2 times.

(40) RePEc:sce:scecf2:109 New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case (2002).
Cited: 1 times.

(41) RePEc:sce:scecf2:304 Merton-style option pricing under regime switching (2002).
Cited: 1 times.

(42) RePEc:sce:scecf2:18 Volatility of a Market Index and its Components: An Application to Commodity Markets (2002).
Cited: 1 times.

(43) RePEc:sce:scecf2:383 The Channels of Monetary Policy: Evidence from Firm Level data in the US and the UK. (2002).
Cited: 1 times.

(44) RePEc:sce:scecf2:285 An Asymptotic MLE Approach to Modelling Multiple Frequency GARMA Models (2002).
Cited: 1 times.

(45) RePEc:sce:scecf2:65 The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors? (2002).
Cited: 1 times.

(46) RePEc:sce:scecf2:162 Fiscal Policy in a Stochastic Model of Endogenous Growth with Congestion (2002).
Cited: 1 times.

(47) RePEc:sce:scecf2:370 Networks and Farsighted Stability (2002).
Cited: 1 times.

(48) RePEc:sce:scecf2:353 Structural Breaks, Orders of Integration, and the Neutrality Hypothesis: Further Evidence (2002).
Cited: 1 times.

(49) RePEc:sce:scecf2:24 A Percolation Model of Innovation in Complex Technology Spaces (2002).
Cited: 1 times.

(50) RePEc:sce:scecf2:44 A simple microstructure model of double auction markets (2002).
Cited: 1 times.

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

Recent citations received in: 2009

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

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.