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  Updated February, 7 2012 333.516 documents processed, 7.301.907 references and 2.961.463 citations

 

 
 

Computing in Economics and Finance 2006

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
19960.180000.09
19970.180000.09
19980.20000.12
19990.260000.16
20000.360000.17
20010.350000.17
20020.40000.19
20030.40000.2
20040.440000.22
20050.460000.27
20060.4838549800740.190.24
20070.280.4038510900.2
20080.30.4038511700.2
20090.360000.21
 
 
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:scecfa:525 Unemployment Fluctuations with Staggered Nash Wage Bargaining (2006).
Cited: 81 times.

(2) RePEc:sce:scecfa:217 A Habit-Based Explanation of the Exchange Rate Risk Premium (2006).
Cited: 30 times.

(3) RePEc:sce:scecfa:196 Back to square one: identification issues in DSGE models (2006).
Cited: 30 times.

(4) RePEc:sce:scecfa:527 Agent-Based Computational Economics: A Constructive Approach to Economic Theory (2006).
Cited: 22 times.

(5) RePEc:sce:scecfa:219 The Time Varying Volatility of Macroeconomic Fluctuations (2006).
Cited: 17 times.

(6) RePEc:sce:scecfa:183 Optimal Monetary Policy under Adaptive Learning (2006).
Cited: 16 times.

(7) RePEc:sce:scecfa:146 Identifying the Role of Labor Markets for Monetary Policy in an Estimated DSGE Model (2006).
Cited: 16 times.

(8) RePEc:sce:scecfa:69 Markov-Switching Structural Vector Autoregressions: Theory and Application (2006).
Cited: 15 times.

(9) RePEc:sce:scecfa:355 A Data-Driven Optimization Heuristic for Downside Risk Minimization (2006).
Cited: 13 times.

(10) RePEc:sce:scecfa:25 Asset pricing with adaptive learning (2006).
Cited: 12 times.

(11) RePEc:sce:scecfa:478 Estimating Multi-country VAR models (2006).
Cited: 12 times.

(12) RePEc:sce:scecfa:426 Business Cycles in the Equilibrium Model of Labor Search and Self-Insurance (2006).
Cited: 12 times.

(13) RePEc:sce:scecfa:400 Flat Tax Reforms in the U.S.: a Boon for the Income Poor (2006).
Cited: 10 times.

(14) RePEc:sce:scecfa:15 Learning and Stock Market Volatility (2006).
Cited: 8 times.

(15) RePEc:sce:scecfa:21 Sticky Expectations and Consumption Dynamics (2006).
Cited: 8 times.

(16) RePEc:sce:scecfa:128 The Role of Consumers Risk Aversion on Price Rigidity (2006).
Cited: 8 times.

(17) RePEc:sce:scecfa:38 Inflation Targeting under Imperfect Knowledge (2006).
Cited: 7 times.

(18) RePEc:sce:scecfa:51 The discounted economic stock of money with VAR forecasting (2006).
Cited: 7 times.

(19) RePEc:sce:scecfa:441 Linear-Quadratic Approximation, Efficiency and Target-Implementability (2006).
Cited: 6 times.

(20) RePEc:sce:scecfa:77 Endogenous growth and time to build: the AK case. (2006).
Cited: 6 times.

(21) RePEc:sce:scecfa:152 Real Price and Wage Rigidities in a Model with Matching Frictions (2006).
Cited: 6 times.

(22) RePEc:sce:scecfa:16 The Coordination Channel of Foreign Exchange Intervention (2006).
Cited: 6 times.

(23) RePEc:sce:scecfa:34 Optimal Fiscal and Monetary Policy in the Presence of Remittances (2006).
Cited: 6 times.

(24) RePEc:sce:scecfa:1 Comparing Value-at-Risk Methodologies (2006).
Cited: 5 times.

(25) RePEc:sce:scecfa:257 What Do We Know About the Effects of Fiscal Policy Shocks? A Comparative Analysis (2006).
Cited: 5 times.

(26) RePEc:sce:scecfa:383 Endogenous Labor Market Participation and the Business Cycle (2006).
Cited: 5 times.

(27) RePEc:sce:scecfa:197 Monetary Policy and the Term Structure of Interest Rates (2006).
Cited: 5 times.

(28) RePEc:sce:scecfa:175 Do european business cycles look like one ? (2006).
Cited: 5 times.

(29) RePEc:sce:scecfa:358 Asset pricing implications of a New Keynesian model (2006).
Cited: 4 times.

(30) RePEc:sce:scecfa:402 Oil Price Shocks, Monetary Policy Rules and Welfare. (2006).
Cited: 4 times.

(31) RePEc:sce:scecfa:228 Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices (2006).
Cited: 4 times.

(32) RePEc:sce:scecfa:425 International Wealth Effects (2006).
Cited: 4 times.

(33) RePEc:sce:scecfa:29 Precautionary Saving Unfettered (2006).
Cited: 4 times.

(34) RePEc:sce:scecfa:154 Transition Economy Convergence in a Two-Country Model (2006).
Cited: 4 times.

(35) RePEc:sce:scecfa:314 Aggregating Phillips Curves (2006).
Cited: 4 times.

(36) RePEc:sce:scecfa:112 Macroeconomic fluctuations and firm entry: theory and evidence (2006).
Cited: 4 times.

(37) RePEc:sce:scecfa:149 The Costs of EMU for Transition Countries (2006).
Cited: 4 times.

(38) RePEc:sce:scecfa:222 Ramsey Meets Hosios: The Optimal Capital Tax and Labor Market Efficiency (2006).
Cited: 4 times.

(39) RePEc:sce:scecfa:5 New Evidence on the Puzzles: Monetary Policy and Exchange Rates (2006).
Cited: 4 times.

(40) RePEc:sce:scecfa:227 Demographic Uncertainty and Labour Market Imperfections in Small Open Economy (2006).
Cited: 3 times.

(41) RePEc:sce:scecfa:367 Learning to Forecast the Exchange Rate: Two Competing Approaches. (2006).
Cited: 3 times.

(42) RePEc:sce:scecfa:505 Gullibility and Welfare in an Environmental Taxation Game (2006).
Cited: 3 times.

(43) RePEc:sce:scecfa:395 Parallel particle filters for likelihood evaluation in DSGE models: An assessment (2006).
Cited: 3 times.

(44) RePEc:sce:scecfa:23 Wealth Accumulation and Portfolio Choice with Taxable and Tax-Deferred Accounts (2006).
Cited: 3 times.

(45) RePEc:sce:scecfa:47 Exploring the International Linkages of the Euro Area: a Global VAR Analysis (2006).
Cited: 3 times.

(46) RePEc:sce:scecfa:144 Employment stickiness in small manufacturing firms (2006).
Cited: 2 times.

(47) RePEc:sce:scecfa:81 Identification Problems in SDGE Models with an illustration to a small Macro model (2006).
Cited: 2 times.

(48) RePEc:sce:scecfa:186 Capture Basin Algorithm for Evaluating and Managing Complex Financial Instruments (2006).
Cited: 2 times.

(49) RePEc:sce:scecfa:488 Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve (2006).
Cited: 2 times.

(50) RePEc:sce:scecfa:123 Unemployment, Capital and Hours: On the quantitative performance of a DSGE (2006).
Cited: 2 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

(1) RePEc:bcb:wpaper:122 Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil (2006). Working Papers Series

(2) RePEc:bcb:wpaper:124 The Dynamic Relationship between Stock Prices and Exchange Rates: evidence for Brazil (2006). Working Papers Series

(3) RePEc:bcb:wpaper:125 Herding Behavior by Equity Foreign Investors on Emerging Markets (2006). Working Papers Series

(4) RePEc:bde:wpaper:0632 Employment fluctuations with downward wage rigidity: the role of moral hazard (2006). Banco de España Working Papers

(5) RePEc:bdi:wptemi:td_601_06 Bank profitability and the business cycle (2006). Temi di discussione (Economic working papers)

(6) RePEc:cam:camdae:0634 Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (2006). Cambridge Working Papers in Economics

(7) RePEc:cea:doctra:e2006_02 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland (2006). Economic Working Papers at Centro de Estudios Andaluces

(8) RePEc:cep:cepdps:dp0743 Search and Matching Frictions and Optimal Monetary Policy (2006). CEP Discussion Papers

(9) RePEc:ces:ceswps:_1704 Pairwise Tests of Purchasing Power Parity Using Aggregate and Disaggregate Price Measures (2006). CESifo Working Paper Series

(10) RePEc:chb:bcchwp:398 Inflation Targeting Under Imperfect Knowledge (2006). Working Papers Central Bank of Chile

(11) RePEc:clu:wpaper:0607-02 Linear-quadratic approximation of optimal policy problems (2006). Discussion Papers

(12) RePEc:cmf:wpaper:wp2006_0611 FLAT TAX REFORMS IN THE U.S.: A BOON FOR THE INCOME POOR (2006). Working Papers

(13) RePEc:cor:louvco:2006071 Asymptotic theory for a factor GARCH model (2006). CORE Discussion Papers

(14) RePEc:cpr:ceprdp:5627 Adaptive Learning in Practice (2006). CEPR Discussion Papers

(15) RePEc:cpr:ceprdp:5964 Linear-Quadratic Approximation of Optimal Policy Problems (2006). CEPR Discussion Papers

(16) RePEc:diw:diwwpp:dp596 International Wealth Effects (2006). Discussion Papers of DIW Berlin

(17) RePEc:dnb:dnbwpp:118 The role of expectations in monetary policy (2006). DNB Working Papers

(18) RePEc:ecb:ecbwps:20060635 Identifying the role of labor markets for monetary policy in an estimated DSGE model. (2006). Working Paper Series

(19) RePEc:ecb:ecbwps:20060644 Adaptive learning, persistence, and optimal monetary policy. (2006). Working Paper Series

(20) RePEc:edn:esedps:146 Whither Job Destruction? Unemployment, Job Flows and Hours in a New Keynesian Model (2006). ESE Discussion Papers

(21) RePEc:esx:essedp:607 Integrated versus Separated Regulation: An Application to the Water Industry (2006). Economics Discussion Papers

(22) RePEc:fgv:epgewp:631 Debt ceiling and fiscal sustainability in Brazil: a quantile autoregression approach (2006). Economics Working Papers (Ensaios Economicos da EPGE)

(23) RePEc:fgv:epgewp:632 Testing Covariance Stationarity (2006). Economics Working Papers (Ensaios Economicos da EPGE)

(24) RePEc:fip:fedfpr:y:2006:i:nov:x:9 Financial innovations, idiosyncratic risk, and the joint evolution of real and financial volatilities (2006). Proceedings

(25) RePEc:fip:fedfsp:y:2006:i:mar.13 Enhancing Fed credibility (2006). Speech

(26) RePEc:fip:fedfwp:2006-15 Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve (2006). Working Paper Series

(27) RePEc:fip:fedfwp:2006-22 The frequency of price adjustment and New Keynesian business cycle dynamics (2006). Working Paper Series

(28) RePEc:fip:fedfwp:2006-35 Incomplete information processing: a solution to the forward discount puzzle (2006). Working Paper Series

(29) RePEc:fip:fedfwp:2006-46 Macroeconomic implications of changes in the term premium (2006). Working Paper Series

(30) RePEc:fip:fedgif:870 Ramsey meets Hosios: the optimal capital tax and labor market efficiency (2006). International Finance Discussion Papers

(31) RePEc:fip:fedgif:875 A bivariate model of Fed and ECB main policy rates (2006). International Finance Discussion Papers

(32) RePEc:fip:fedgif:880 Optimal fiscal and monetary policy when money is essential (2006). International Finance Discussion Papers

(33) RePEc:fip:fedgif:885 Of nutters and doves (2006). International Finance Discussion Papers

(34) RePEc:fip:fedlwp:2006-005 Beyond the numbers: an analysis of optimistic and pessimistic language in earnings press releases (2006). Working Papers

(35) RePEc:fip:fedrwp:06-05 The Lucas critique and the stability of empirical models (2006). Working Paper

(36) RePEc:hep:macppr:200606 The Store-of-Value-Function of Money as a Component of Household Risk Management (2006). Macroeconomics and Finance Series

(37) RePEc:hhs:rbnkwp:0199 Monetary Policy and Staggered Wage Bargaining when Prices are Sticky (2006). Working Paper Series

(38) RePEc:iec:inveco:v:30:y:2006:i:2:p:317-351 Flat tax reforms: a general equilibrium evaluation for Spain (2006). Investigaciones Economicas

(39) RePEc:iei:wpaper:0601 Price Rigidity and the Volatility of Vacancies and Unemployment (2006). Working Papers

(40) RePEc:igi:igierp:304 The Role of Search Frictions and Bargaining for Inflation Dynamics (2006). Working Papers

(41) RePEc:ijc:ijcjou:y:2006:q:4:a:5 Expectations, Learning, and Discretionary Policymaking (2006). International Journal of Central Banking

(42) RePEc:isu:genres:12402 Agent-Based Computational Modeling And Macroeconomics (2006). Staff General Research Papers

(43) RePEc:iza:izadps:dp2528 Nominal Wage Rigidities in a New Keynesian Model with Frictional Unemployment (2006). IZA Discussion Papers

(44) RePEc:jhu:papers:535 How Large Is the Housing Wealth Effect? A New Approach (2006). Economics Working Paper Archive

(45) RePEc:kan:wpaper:200607 Supply of Money (2006). WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS

(46) RePEc:kap:compec:v:27:y:2006:i:1:p:1-1 Introduction (2006). Computational Economics

(47) RePEc:kap:compec:v:27:y:2006:i:1:p:135-160 Toward a Non-Equilibrium Unemployment Theory (2006). Computational Economics

(48) RePEc:kap:compec:v:28:y:2006:i:2:p:177-209 Congestion and Fiscal Policy in a Two-Sector Economy with Public Capital: A Quantitative Assessment (2006). Computational Economics

(49) RePEc:kap:compec:v:28:y:2006:i:4:p:421-446 Toward a Non-Equilibrium Unemployment Theory (2006). Computational Economics

(50) RePEc:mib:wpaper:103 Market Leaders and Industrial Policy (2006). Working Papers

(51) RePEc:mrr:papers:wp146 Life-Cycle Asset Allocation with Annuity Markets: Is Longevity Insurance a Good Deal? (2006). Working Papers

(52) RePEc:nbb:reswpp:200610-9 Nominal wage rigidities in a new Keynesian model with frictional unemployment (2006). Working Paper Research

(53) RePEc:nbr:nberwo:12421 The Consumption-Tightness Puzzle (2006). NBER Working Papers

(54) RePEc:nbr:nberwo:12477 A Theory of Demand Shocks (2006). NBER Working Papers

(55) RePEc:nbr:nberwo:12496 The Forward Market in Emerging Currencies: Less Biased Than in Major Currencies (2006). NBER Working Papers

(56) RePEc:nbr:nberwo:12609 Equilibrium Yield Curves (2006). NBER Working Papers

(57) RePEc:nbr:nberwo:12672 Linear-Quadratic Approximation of Optimal Policy Problems (2006). NBER Working Papers

(58) RePEc:nbr:nberwo:12746 How Large Is the Housing Wealth Effect? A New Approach (2006). NBER Working Papers

(59) RePEc:ore:uoecwp:2005-9 Optimal Constrained Interest-rate Rules (2006). University of Oregon Economics Department Working Papers

(60) RePEc:pab:wpaper:06.12 Following the yellow brick road? The Euro, the Czech Republic, Hungary and Poland. (2006). Working Papers

(61) RePEc:pad:wpaper:0025 Assessing Different Drivers of the GreatModeration in the U.S. (2006). Marco Fanno Working Papers

(62) RePEc:pra:mprapa:1795 The Maastricht convergence criteria and optimal monetary policy for the EMU accession countries (2006). MPRA Paper

(63) RePEc:pra:mprapa:419 Supply of Money (2006). MPRA Paper

(64) RePEc:pra:mprapa:843 Downward nominal wage rigidity in Poland (2006). MPRA Paper

(65) RePEc:red:ecodyn:v:8:y:2006:i:1:agenda The Research Agenda: Jesus Fernandez-Villaverde and Juan F. Rubio-Ramirez on Estimating DSGE Models (2006). EconomicDynamics Newsletter

(66) RePEc:red:issued:05-136 Optimal Fiscal and Monetary Policy with Sticky Wages and Sticky Prices (2006). Review of Economic Dynamics

(67) RePEc:san:cdmacp:0605 The Optimal Monetary Policy Response to Exchange Rate Misalignments (2006). CDMA Conference Paper Series

(68) RePEc:sce:scecfa:488 Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve (2006). Computing in Economics and Finance 2006

(69) RePEc:upf:upfgen:1010 Financing constraints and fixed-term employment contracts (2006). Economics Working Papers

(70) RePEc:wrk:warwec:768 Real Exchange Rates Over the Past Two Centuries : How Important is the Harrod-Balassa-Samuelson Effect? (2006). The Warwick Economics Research Paper Series (TWERPS)

(71) RePEc:wrk:warwec:772 Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters (2006). The Warwick Economics Research Paper Series (TWERPS)

(72) RePEc:zbw:bubdp1:4356 Identifying the role of labor markets for monetary policy in an estimated DSGE model (2006). Discussion Paper Series 1: Economic Studies

(73) RePEc:zbw:bubdp1:4793 Comovements and heterogeneity in the Comovements and heterogeneity in the dynamic factor model (2006). Discussion Paper Series 1: Economic Studies

(74) RePEc:zbw:zewdip:5471 Calibration of normalised CES production functions in dynamic models (2006). ZEW Discussion Papers

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.

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