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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

  
 

Econometric Institute Report / DEGREE

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.0910000.04
19910.0830100.04
19920.090400.05
19930.1140300.05
19940.1320400.05
19950.141831600.09
19960.050.173223201020.060.09
19970.120.182575065010.040.09
19980.070.2131485745010.030.14
19990.070.275043564020.040.16
20000.10.372961818040.140.15
20010.090.353520797010.030.18
20020.20.39455264137.740.090.19
20030.10.425752808020.040.21
20040.190.4544591021910.520.050.21
20050.220.455550101229.140.070.26
20060.230.485213992326.110.020.22
20070.120.4154221071346.210.020.19
20080.10.4137241061136.410.030.19
20090.160.374720911526.710.020.19
20100.190.28741884162540.050.16
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2004Multidimensional scaling
RePEc:dgr:eureir:1765001274 [Citation Analysis]		29
2002Reverse logistics
RePEc:dgr:eureir:1765000561 [Citation Analysis]		27
1995Flexible Seasonal Long Memory and Economic Time Series
RePEc:dgr:eureir:1765001351 [Citation Analysis]		22
1998Does the absence of cointegration explain the typical findings in long horizon regressions?
RePEc:dgr:eureir:1765001555 [Citation Analysis]		17
2003A generalized dynamic conditional correlation model for many asset returns
RePEc:dgr:eureir:1765001718 [Citation Analysis]		17
2003Forecasting industrial production with linear, nonlinear, and structural change models
RePEc:dgr:eureir:1765001716 [Citation Analysis]		13
2000Smooth transition autoregressive models - A survey of recent developments
RePEc:dgr:eureir:1765001656 [Citation Analysis]		11
1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation
RePEc:dgr:eureir:1765001619 [Citation Analysis]		11
2005Semi-Parametric Modelling of Correlation Dynamics
RePEc:dgr:eureir:1765006849 [Citation Analysis]		10
1999On SETAR non- linearity and forecasting
RePEc:dgr:eureir:1765001567 [Citation Analysis]		9
2010Model Selection and Testing of Conditional and Stochastic Volatility Models
RePEc:dgr:eureir:1765020940 [Citation Analysis]		9
2000A nonlinear long memory model for US unemployment
RePEc:dgr:eureir:1765001660 [Citation Analysis]		9
2011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience
RePEc:dgr:eureir:1765022236 [Citation Analysis]		9
1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk
RePEc:dgr:eureir:1765007712 [Citation Analysis]		8
1995An Efficient Optimal Solution Method for the Joint Replenishment Problem
RePEc:dgr:eureir:1765001359 [Citation Analysis]		8
1996A Review of Multi-Component Maintenance Models with Economic Dependence
RePEc:dgr:eureir:1765001372 [Citation Analysis]		7
2002Changes in variability of the business cycle in the G7 countries
RePEc:dgr:eureir:1765000551 [Citation Analysis]		7
2005Operations research in passenger railway transportation
RePEc:dgr:eureir:1765001941 [Citation Analysis]		7
2000Daily exchange rate behaviour and hedging of currency risk
RePEc:dgr:eureir:1765001657 [Citation Analysis]		7
2009How Accurate are Government Forecast of Economic Fundamentals?
RePEc:dgr:eureir:1765016264 [Citation Analysis]		7
1996Testing for Smooth Transition Nonlinearity in the Presence of Outliers
RePEc:dgr:eureir:1765001382 [Citation Analysis]		6
2000Optimal portfolio choice under loss aversion
RePEc:dgr:eureir:1765001641 [Citation Analysis]		6
2000Networks of Collaboration in Oligopoly
RePEc:dgr:eureir:1765006932 [Citation Analysis]		6
2008The ten commandments for optimizing value-at-risk and daily capital charges
RePEc:dgr:eureir:1765013910 [Citation Analysis]		6
2000Learning, Network Formation and Coordination
RePEc:dgr:eureir:1765006931 [Citation Analysis]		6
1998Censored latent effects autoregression, with an application to US unemployment
RePEc:dgr:eureir:1765001532 [Citation Analysis]		6
1998A seasonal periodic long memory model for monthly river flows
RePEc:dgr:eureir:1765001530 [Citation Analysis]		5
1996Testing for ARCH in the Presence of Additive Outliers
RePEc:dgr:eureir:1765001395 [Citation Analysis]		5
2004Rank reduction of correlation matrices by majorization
RePEc:dgr:eureir:1765001202 [Citation Analysis]		5
2006Bayesian Model Averaging in the Presence of Structural Breaks
RePEc:dgr:eureir:1765007904 [Citation Analysis]		5
2000Seasonal smooth transition autoregression
RePEc:dgr:eureir:1765001639 [Citation Analysis]		5
2000R&D Networks
RePEc:dgr:eureir:1765006945 [Citation Analysis]		5
2007Modeling regional house prices
RePEc:dgr:eureir:1765011723 [Citation Analysis]		5
2008A decision rule to minimize daily capital charges in forecasting value-at-risk
RePEc:dgr:eureir:1765013986 [Citation Analysis]		4
1999Unit roots and asymetric adjustment - a reassessment
RePEc:dgr:eureir:1999101 [Citation Analysis]		4
2005Economic consequences of intifada
RePEc:dgr:eureir:1765006563 [Citation Analysis]		4
1998Bayesian and classical approaches to instrumental variable regression
RePEc:dgr:eureir:1765001540 [Citation Analysis]		4
1998Modelling asymmetric persistence over the business cycle
RePEc:dgr:eureir:1765001525 [Citation Analysis]		4
2001Testing for common deterministic trend slopes
RePEc:dgr:eureir:1765001680 [Citation Analysis]		4
2008Shock and volatility spillovers among equity sectors of the Gulf Arab stock markets
RePEc:dgr:eureir:1765013780 [Citation Analysis]		4
2004A hierarchical Bayes error correction model to explain dynamic effects
RePEc:dgr:eureir:1765001476 [Citation Analysis]		4
2011Citations and Impact of ISI Tourism and Hospitality Journals
RePEc:dgr:eureir:1765025607 [Citation Analysis]		4
2001Short-term volatility versus long-term growth: evidence in US macroeconomic time series
RePEc:dgr:eureir:1765001674 [Citation Analysis]		4
2011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures
RePEc:dgr:eureir:1765022807 [Citation Analysis]		4
2003A sequential approach to testing seasonal unit roots in high frequency data
RePEc:dgr:eureir:1765001714 [Citation Analysis]		3
2003Multiple-Depot Integrated Vehicle and Crew Scheduling
RePEc:dgr:eureir:1765001684 [Citation Analysis]		3
2008An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia
RePEc:dgr:eureir:1765013771 [Citation Analysis]		3
1999Testing for integration using evolving trend and seasonal models: A Bayesian approach
RePEc:dgr:eureir:1765001603 [Citation Analysis]		3
2011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 VIX
RePEc:dgr:eureir:1765022806 [Citation Analysis]		3
2003Pricing default swaps: empirical evidence
RePEc:dgr:eureir:1765001083 [Citation Analysis]		3

Citing documents used to compute impact factor 16:
YearTitleSee
2010Limpact des chocs externes sur et dans la zone euro : un modèle VAR structurel
RePEc:hal:cepnwp:hal-00493384		[Citation Analysis]
2010Ranking multivariate GARCH models by problem dimension
RePEc:dgr:eureir:1765019447		[Citation Analysis]
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
RePEc:cbt:econwp:10/19		[Citation Analysis]
2010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
RePEc:tky:fseres:2010cf704		[Citation Analysis]
2010Are Forecast Updates Progressive?
RePEc:cbt:econwp:10/12		[Citation Analysis]
2010Combining Non-Replicable Forecasts
RePEc:cbt:econwp:10/35		[Citation Analysis]
2010Evaluating Combined Non-Replicable Forecast
RePEc:dgr:eureir:1765021944		[Citation Analysis]
2010Risk Management of Precious Metals
RePEc:cbt:econwp:10/37		[Citation Analysis]
2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
RePEc:dgr:eureir:1765018331		[Citation Analysis]
2010Modeling Household Behavior in a CGE Model: Linear Expenditure System or Indirect Addilog?
RePEc:deg:conpap:c015_059		[Citation Analysis]
2010Les effets des fluctuations du prix du pétrole sur les marchés boursiers dans les pays du Golfe.
RePEc:hal:wpaper:hal-00507825		[Citation Analysis]
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
RePEc:cbt:econwp:10/19		[Citation Analysis]
2010Delay Management with Re-Routing of Passengers
RePEc:dgr:eureir:1765019445		[Citation Analysis]
2010Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
RePEc:cbt:econwp:10/11		[Citation Analysis]
2010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
RePEc:cbt:econwp:10/27		[Citation Analysis]
2010Risk Management of Precious Metals
RePEc:cbt:econwp:10/37		[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
RePEc:cbt:econwp:10/19		[Citation Analysis]
2010Note on An efficient approach for solving the lot-sizing problem with time-varying storage capacities
RePEc:dgr:eureir:1765021933		[Citation Analysis]
2010An Advanced Heuristic for Multiple-Option Spare Parts Procurement after End-of-Production
RePEc:mag:wpaper:100005		[Citation Analysis]
2010Forecasting international stock market correlations: does anything beat a CCC?
RePEc:zbw:ucdpse:710		[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009VAR forecasting using Bayesian variable selection
RePEc:pra:mprapa:21124		[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Column generation with dynamic duty selection for railway crew rescheduling
RePEc:dgr:eureir:1765014423		[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Modelling and Optimizing Imperfect Maintenance of Coatings on Steel Structures
RePEc:dgr:eureri:300011713		[Citation Analysis]

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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