Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.372200000.17
20020.382410.250200.18
20030.4400400.19
20040.43400200.19
20050.451500000.24
20060.463801100.2
20070.3971510.0774010.140.17
20080.30.4162130.14110300.18
20090.150.3752620.08313200.18
20100.090.3353150.1611111030.60.16
20110.50.4533450.15010500.23
20120.250.463430.0908200.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:10/01.

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8
2007Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02.

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5
2010Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). Trenkler, Carsten ; Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/04.

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2
2007Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Harris, David ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:07/04.

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2
2009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/05.

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2
2006Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:06/04.

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1
2009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:09/01.

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1
2008Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:08/03.

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1
2010Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/03.

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1

Citing documents used to compute impact factor 2:

YearTitleSee
2012Non-renewable resource prices. A robust evaluation from the stationarity perspective. (2012). . In: MPRA Paper. RePEc:pra:mprapa:42523.

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[Citation Analysis]
2012Neoclassical, semi-endogenous or endogenous growth theory? Evidence based on new structural change tests. (2012). Sobreira, Nuno ; Rodriguesz, Paulo M. M., ; Nunesz, Luis C.. In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_291.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Determination of the Number of Common Stochastic Trends Under Conditional Heteroskedasticity/Determinación del número de tendencias estocásticas comunes bajo heteroscedasticidad condicional. (2010). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:28_3_2.

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[Citation Analysis]
2010Testing for seasonal unit roots by frequency domain regression. (2010). Taylor, Robert ; Chambers, Marcus ; A. M. Robert Taylor, ; Leybourne, Stephen J. ; Harvey, David I.. In: Discussion Papers. RePEc:not:notgts:10/02.

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[Citation Analysis]
2010Unit Roots, Level Shifts and Trend Breaks in Per Capita Output: A Robust Evaluation. (2010). Lopez, Claude ; Kejriwal, Mohitosh. In: MPRA Paper. RePEc:pra:mprapa:25204.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee

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.