CIRJE F-Series

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 37 20 0 0 2 0.05 0.09 1998 0.16 0.2 46 32 37 6 100 5 0.11 0.12 1999 0.13 0.26 30 32 83 11 54.5 2 0.07 0.16 2000 0.07 0.36 32 73 76 5 40 4 0.13 0.17 2001 0.23 0.35 44 83 62 14 64.3 7 0.16 0.17 2002 0.29 0.4 45 31 76 22 18.2 7 0.16 0.19 2003 0.18 0.4 67 92 89 16 56.3 8 0.12 0.2 2004 0.2 0.44 57 62 112 22 22.7 2 0.04 0.22 2005 0.2 0.46 80 107 124 25 8 7 0.09 0.27 2006 0.23 0.48 67 56 137 31 9.7 7 0.1 0.24 2007 0.16 0.4 76 51 147 24 33.3 6 0.08 0.2 2008 0.25 0.4 70 14 143 36 16.7 3 0.04 0.2 2009 0.12 0.36 98 56 146 17 35.3 13 0.13 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:tky:fseres:2000cf85 Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency (2000).
Cited: 33 times.

(2) 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: 30 times.

(3) RePEc:tky:fseres:2004cf312 Accounting for Changes in the Homeownership Rate (2004).
Cited: 27 times.

(4) RePEc:tky:fseres:2007cf488 Multivariate stochastic volatility (2007).
Cited: 20 times.

(5) RePEc:tky:fseres:2001cf124 Empirical Likelihood-Based Inference in Conditional Moment Restriction Models (2001).
Cited: 18 times.

(6) RePEc:tky:fseres:2001cf109 The Fable of the Keiretsu (2001).
Cited: 17 times.

(7) RePEc:tky:fseres:2009cf652 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (2009).
Cited: 14 times.

(8) RePEc:tky:fseres:2009cf613 Cyclical Informality and Unemployment (2009).
Cited: 11 times.

(9) RePEc:tky:fseres:2009cf644 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (2009).
Cited: 11 times.

(10) RePEc:tky:fseres:98cf20 Institutions, Reforms, and Country Risk: Lessons from Japanese Government Debt in the Meiji Period (1998).
Cited: 11 times.

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

(12) RePEc:tky:fseres:2009cf638 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models (2009).
Cited: 8 times.

(13) 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.

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

(15) RePEc:tky:fseres:2001cf114 Introduction to Repeated Games with Private Monitoring (2001).
Cited: 7 times.

(16) RePEc:tky:fseres:2005cf358 The Impact of the Corporate Leniency Program on Cartel Formation and the Cartel Price Path (2005).
Cited: 7 times.

(17) RePEc:tky:fseres:2003cf219 A Simple Axiomatization of Iterated Choquet Objectives (2003).
Cited: 7 times.

(18) RePEc:tky:fseres:2003cf211 Fat Tails and Asymmetry in Financial Volatility Models (2003).
Cited: 7 times.

(19) RePEc:tky:fseres:2010cf713 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models (2010).
Cited: 7 times.

(20) RePEc:tky:fseres:99cf39 Political Business Cycles and Russian Elections, or the Manipulations of Chudar (1999).
Cited: 7 times.

(21) RePEc:tky:fseres:2000cf70 Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry (2000).
Cited: 7 times.

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

(23) RePEc:tky:fseres:2001cf138 Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry (2001).
Cited: 6 times.

(24) 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.

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

(26) RePEc:tky:fseres:2005cf335 Monte Carlo Simulation with Asymptotic Method (2005).
Cited: 6 times.

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

(28) RePEc:tky:fseres:2005cf321 A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models (2005).
Cited: 6 times.

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

(30) RePEc:tky:fseres:2005cf375 The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management (2005).
Cited: 6 times.

(31) RePEc:tky:fseres:2005cf381 Trade Credit, Bank Loans, and Monitoring: Evidence from Japan (2005).
Cited: 6 times.

(32) RePEc:tky:fseres:2005cf341 Productivity Convergence at the Firm Level (2005).
Cited: 6 times.

(33) 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.

(34) RePEc:tky:fseres:2000cf78 International Trade and Global Warming (2000).
Cited: 5 times.

(35) RePEc:tky:fseres:2003cf198 Income Risks, Gender, and Human Capital Investment in a Developing Country (2003).
Cited: 5 times.

(36) RePEc:tky:fseres:2006cf452 Implementing Nonparametric and Semiparametric Estimators (2006).
Cited: 5 times.

(37) RePEc:tky:fseres:2003cf203 Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings (2003).
Cited: 5 times.

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

(39) RePEc:tky:fseres:2006cf414 Self-organizing Urban Hierarchy (2006).
Cited: 5 times.

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

(41) RePEc:tky:fseres:2001cf99 Labor Mobility and Economic Geography (2001).
Cited: 5 times.

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

(43) RePEc:tky:fseres:2005cf391 leadership meets soft budget (2005).
Cited: 5 times.

(44) RePEc:tky:fseres:99cf48 Corporate Governance in Transitional Economies: Lessons from the Pre-War Japanese Cotton Textile Industry (1999).
Cited: 5 times.

(45) RePEc:tky:fseres:2004cf286 Decentralized Trade, Random Utility and the Evolution of Social Welfare (2004).
Cited: 4 times.

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

(47) RePEc:tky:fseres:2006cf426 Characterization of the Asymptotic Distribution of Semiparametric M-Estimators (2006).
Cited: 4 times.

(48) RePEc:tky:fseres:2003cf212 Asian Monetary Integration: A Structural VAR Approach (2003).
Cited: 4 times.

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

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

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

Recent citations received in: 2009

(1) RePEc:dgr:uvatin:20090039 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (2009). Tinbergen Institute Discussion Papers

(2) RePEc:eti:dpaper:09001 On the Role of Policy Interventions in Structural Change and Economic Development: The Case of Postwar Japan (2009). Discussion papers

(3) RePEc:eti:dpaper:09019 Quantitative Evaluation of Determinants of Export and FDI: Firm-level evidence from Japan (2009). Discussion papers

(4) RePEc:kap:apfinm:v:16:y:2009:i:4:p:333-345 A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model (2009). Asia-Pacific Financial Markets

(5) RePEc:pra:mprapa:20975 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis (2009). MPRA Paper

(6) RePEc:tky:fseres:2009cf639 Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return (2009). CIRJE F-Series

(7) RePEc:tky:fseres:2009cf640 Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets (2009). CIRJE F-Series

(8) RePEc:tky:fseres:2009cf641 Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets (2009). CIRJE F-Series

(9) RePEc:tky:fseres:2009cf643 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis? (2009). CIRJE F-Series

(10) RePEc:tky:fseres:2009cf702 A Review of Linear Mixed Models and Small Area Estimation (2009). CIRJE F-Series

(11) RePEc:ucm:doicae:0910 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (2009). Documentos del Instituto Complutense de Análisis Económico

(12) RePEc:ucm:doicae:1001 GFC-Robust Risk Management Strategies under the Basel Accord (2009). Documentos del Instituto Complutense de Análisis Económico

(13) RePEc:wai:econwp:09/07 The Excellence in Research for Australia Scheme: An Evaluation of the Draft Journal Weights for Economics (2009). Working Papers in Economics

Recent citations received in: 2008

(1) RePEc:tky:fseres:2008cf551 Voluntarily Separable Prisoners Dilemma with Reference Letters (2008). 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 F-Series

(3) RePEc:tky:fseres:2008cf588 Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity (2008). CIRJE F-Series

Recent citations received in: 2007

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

(2) RePEc:cfi:fseres:cf112 Behavioral Aspects of Implementation Theory ( The further revision was subsequently published in Economics Letters. ) (2007). CARF F-Series

(3) 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

(4) RePEc:pra:mprapa:11978 Econometric modelling in finance and risk management: An overview (2007). MPRA Paper

(5) RePEc:pra:mprapa:11981 Econometric estimation in long-range dependent volatility models: Theory and practice (2007). MPRA Paper

(6) RePEc:tky:fseres:2007cf499 On Likelihood Ratio Tests of Structural Coefficients: Anderson-Rubin (1949) revisited (2007). CIRJE F-Series

Recent citations received in: 2006

(1) RePEc:cep:stiecm:/2006/504 TESTING FOR STOCHASTICMONOTONICITY (2006). STICERD - Econometrics Paper Series

(2) 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

(3) RePEc:qed:wpaper:1063 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models (2006). Working Papers

(4) RePEc:tky:fseres:2006cf419 Relative Performance Evaluation between Multitask Agents (2006). CIRJE F-Series

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

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

(7) RePEc:uwo:uwowop:20064 Nested Pseudo-likelihood Estimation and Bootstrap-based Inference for Structural Discrete Markov Decision Models (2006). UWO Department of Economics Working 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.