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

Computing in Economics and Finance 2002 / Society for Computational Economics

[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
20000.39030000.16
20010.37000000.17
20020.38294294100.0336600100.030.18
20030.160.4294480.1602944600.19
20040.170.43294510.1702945000.19
20050.45294410.140000.24
20060.46294420.140000.2
20070.39294380.130000.17
20080.41294270.090000.18
20090.37294210.070000.18
20100.33294230.080000.16
20110.45294220.070000.23
20120.46294170.060000.24
 
 
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
2002Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240.

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29
2002A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, Sébastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5.

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29
2002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Dragulescu, A. ; Yakovenko, V. M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

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17
2002Optimal Monetary Policy with Durable and Non-Durable Goods. (2002). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:343.

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16
2002Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:182.

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16
2002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135.

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15
2002The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94.

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14
2002A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294.

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13
2002The Brazilian Depression in the 1980s and 1990s. (2002). Teixeira, Arilton ; Gomes, Victor ; Ellery, Roberto ; Mirta N. S. Bugarin, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:338.

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11
2002Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239.

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10
2002Spanish diffusion indexes. (2002). Camacho, Maximo ; Sancho, Israel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:276.

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10
2002Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?. (2002). Kim, Jinill ; Henderson, Dale. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:59.

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9
2002Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s. (2002). Tondl, Gabriele. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:237.

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9
2002The Joint Dynamics of Networks and Knowledge. (2002). Zimmermann, Jean-Benoit ; jonard, nicolas ; Cowan, Robin. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:354.

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8
2002Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty. (2002). von zur Muehlen, Peter ; Tetlow, Robert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:335.

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8
2002How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:359.

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8
2002All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185.

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7
2002A minimal noise trader model with realistic time series. (2002). Lux, Thomas ; Alfarano, Simone. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:317.

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6
2002A simple microstructure model of double auction markets. (2002). Iori, Giulia ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:44.

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6
2002Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income. (2002). Carroll, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:42.

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6
2002Comparing the Accuracy of Density Forecasts from Competing Models. (2002). Valente, Giorgio ; Sarno, Lucio. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:223.

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5
2002Computer Testbeds and Mechanism Design. (2002). Ledyard, John ; Arifovic, Jasmina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:262.

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5
2002Adaptive Polar Sampling. (2002). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc ; VAN OEST, Rutger D.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:307.

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5
2002Traders’ long-run wealth in an artificial financial market. (2002). Raberto, Marco ; Marchesi, Michele ; Cincott, Silvano ; FOCARDI, SERGIO M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:301.

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5
2002Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt. (2002). Yakadina, Irina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:329.

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5
2002Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe. (2002). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:3.

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4
2002interpolation with a large information set. (2002). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:72.

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4
2002An empirical model of volatility of returns and option pricing. (2002). McCauley, Joseph ; Gunaratne, G. H.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:186.

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4
2002Co-Evolution of Firms and Consumers and the Implications for Market Dominance. (2002). Harrington, Joseph ; Chang, Myong-Hun. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:234.

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4
2002Heterogeneous Traders and the Tobin Tax. (2002). Westerhoff, Frank. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:51.

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3
2002Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:87.

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3
2002Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:214.

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3
2002Output and interest rate gaps: Theory versus practice. (2002). Wouters, Raf ; Smets, Frank. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:355.

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3
2002Capacity Dynamics and Endogenous Asymmetries in Firm Size. (2002). Besanko, David ; Doraszelski, Ulrich . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:196.

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3
2002Time Varying Uncertainty and the Credit Channel. (2002). Salyer, Kevin ; Lee, Gabriel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:137.

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3
2002Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:8.

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3
2002Inflation Persistence and Flexible Prices. (2002). Kydland, Finn ; Gavin, William ; Dittmar, Robert . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:190.

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3
2002Absolute Convergence, Period. (2002). Chumacero, Romulo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:218.

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3
2002Financial Market in the Laboratory. (2002). Morone, Andrea. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:151.

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3
2002Foreign Exchange Risk Premia. (2002). Kenc, Turalay ; Evans, Lynne ; Joseph, Nathan. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:310.

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3
2002Evolutionary Bargaining with Cooperative Investments. (2002). Macleod, W. Bentley ; Dawid, Herbert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:308.

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2
2002Asset Price Bubbles and Crashes With Zero--Intelligence Traders. (2002). Unver, Utku ; Duffy, John. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:39.

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2
2002The Multiple Dimensions of Asset Allocation:Countries, Sectors or Factors?. (2002). Royen, Anne-Sophie Van ; Page, Sebastien ; Van Royen, Anne-Sophie ; Vanroyen, Anne-Sophie. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:65.

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2
Market Structure and Endogenous Productivity Growth. (2002). Laincz, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:112.

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2
2002Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection. (2002). McDonald, Stuart. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:220.

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2
2002Indeterminacy, Sunspots, and Development Traps. (2002). Slobodyan, Sergey. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:255.

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2
2002Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:47.

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2
2002Merton-style option pricing under regime switching. (2002). Sola, Martin ; Kenc, Turalay ; Driffill, John. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:304.

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2
2002Networks and Farsighted Stability. (2002). Wooders, Myrna ; Page, Frank H. ; Kamat, Samir. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:370.

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2
2002New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case. (2002). Spataro, Luca. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:109.

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2

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.