Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

[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
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.278830.38290020.250.15
20000.250.37111960.326182020.180.14
20010.740.38625190.7628191421.410.170.17
20020.290.39133880.21241752010.080.19
20030.370.421048220.463119742.920.20.19
20040.220.431664250.393223500.19
20050.270.451781400.492626728.650.290.23
20060.150.461798210.21283354020.120.2
20070.180.416114210.182434633.320.130.17
20080.420.412126440.354233147.110.080.18
20090.250.3717143240.172528714.320.120.18
20100.450.3311154270.181529137.720.180.16
20110.460.4512166490.331281323.150.420.22
20120.390.4810176370.211123922.220.20.24
20131.090.5419195380.193222412.510.050.26
20140.140.232197100.050294250.17
 
 
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
2000A Nonlinear Structural Model for Volatility Clustering. (2000). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-02.

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35
2000Bifurcation Routes to Volatility Clustering. (2000). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-04.

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30
2011Individual Expectations and Aggregate Macro Behavior. (2011). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-01.

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22
2008Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-05.

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21
2001Evolutionary Dynamics in Financial Markets With Many Trader Types. (2001). Wagener, Florian ; Hommes, Cars ; Brock, W. H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-01.

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15
2001Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-06.

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14
2005A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-02.

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13
2007Evolution of Market Heuristics. (2007). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-06.

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13
2002Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-10.

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12
2009Evolutionary Selection of Individual Expectations and Aggregate Outcomes. (2009). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-09.

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12
2003Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-03.

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11
2012Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03.

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10
2004Goodness-of-fit test for copulas. (2004). Panchenko, Valentyn. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-16.

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9
2008Interest Rate Rules with Heterogeneous Expectations. (2008). Hommes, Cars ; Assenza, Tiziana ; Anufriev, Mikhail ; Massaro, D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-08.

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9
1999Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition. (1999). Tuinstra, Jan ; Hommes, Cars ; Droste, E.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-04.

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9
2003Heterogeneity as a natural source of randomness. (2003). Diks, Cees ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-05.

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8
2006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation. (2006). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-05.

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8
2011Bifurcations of Optimal Vector Fields. (2011). Wagener, Florian ; Kiseleva, Tatiana ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-05.

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7
2009Forward and Backward Dynamics in implicitly defined Overlapping Generations Models. (2009). Tramontana, Fabio ; Hommes, Cars ; Gardini, Laura ; de Vilder, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-02.

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7
2004A note on the Hiemstra-Jones test for Granger non-causality. (2004). Panchenko, Valentyn ; Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-10.

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7
1999The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-06.

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6
2008Partial Likelihood-Based Scoring Rules for Evaluating Density Forecasts in Tails. (2008). van Dijk, Dick ; Panchenko, Valentyn ; Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-03.

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5
2005Wealth-Driven Competition in a Speculative Financial Market: Examples With Maximizing Agents. (2005). Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-17.

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5
1999Complex Nonlinear Dynamics and Computational Methods. (1999). Hommes, Cars ; Dechert, W. D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-01.

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5
2010The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab. (2010). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-06.

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5
2000Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2000). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-03.

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5
2000Testing for a Unit Root with Near-Integrated Volatility. (2000). Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-09.

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4
2004A Computational Electoral Competition Model with Social Clustering and Endogenous Interest Groups as Information Brokers. (2004). van Winden, Frans ; Tuinstra, Jan ; Sadiraj, Vjollca. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-08.

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4
2005Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, S.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-12.

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4
2002Continuous Beliefs Dynamics. (2002). Diks, Cees ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-11.

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4
2006Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index. (2006). Tuinstra, Jan ; Goppelsroeder, Marie ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-09.

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4
1999Cobweb Dynamics under Bounded Rationality. (1999). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-05.

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4
2002Heterogeneous Expectations, Exchange Rate Dynamics and Predictability. (2002). Westerhoff, Frank ; Manzan, S.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-14.

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4
2006Markov-Perfect Nash Equilibria in Models With a Single Capital Stock. (2006). Wagener, Florian ; Dockner, E. J.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-07.

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3
2004Skiba points for small discount rates. (2004). Wagener, Florian. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-09.

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3
1999Consistent Testing for Serial Independence. (1999). Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-02.

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3
2006More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-12.

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3
2003The dynamics of price dispersion, or Edgeworth variations. (2003). Wagener, Florian ; Friedman, Daniel ; Cason, Timothy. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-11.

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3
1999Expectation Driven Price Volatility in an Experimental Cobweb Economy. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-07.

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3
2009Bifurcations of optimal vector fields in the shallow lake model. (2009). Wagener, Florian ; Kiseleva, Tatiana ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-12.

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3
2007Bounded Rationality and Learning in Complex Markets. (2007). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-01.

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3
2000Succes and Failure of Technical Trading Strategies in the Cocoa Futures Markets. (2000). Hommes, Cars ; Boswijk, H. Peter ; Griffioen, G. A. W., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-06.

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3
2005Illinois Walls: How barring indirect purchaser suits facilitates collusion. (2005). Tuinstra, Jan ; Ruggeberg, J. ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-10.

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3
2010Efficiency of Continuous Double Auctions under Individual Evolutionary Learning with Full or Limited Information. (2010). Panchenko, Valentyn ; Arifovic, Jasmina ; Anufriev, Mikhail ; Ledyard, D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-01.

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3
2003Nonlinear Mean Reversion in Stock Prices. (2003). Manzan, S.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-02.

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3
2006Wake me up before you GO-GARCH. (2006). Boswijk, H. Peter ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

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3
2002Learning in Coweb Experiments. (2002). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-06.

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2
2007Informative advertising by an environmental group. (2007). Heijnen, Pim. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-02.

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2
2010The impact of short-selling constraints on financial market stability in a model with heterogeneous agents. (2010). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-03.

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2
2007Wealth Selection in a Financial Market with Heterogeneous Agents. (2007). Dindo, Pietro ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-10.

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2

Citing documents used to compute impact factor 4:

YearTitleSee
2014Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:172077.

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[Citation Analysis]
2014Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments. (2014). Hommes, Cars ; Bao, T. ; Makarewicz, T. A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-01.

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[Citation Analysis]
2014A Behavioral Macroeconomic Model of Exchange Rate Fluctuations with Complex Market Expectations Formation. (2014). Proaño, Christian ; Malikane, Christopher ; Hartmann, Florian ; Flaschel, Peter ; Proao, Christian R.. In: Working Papers. RePEc:iee:wpaper:wp0098.

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[Citation Analysis]
2014Heterogeneous expectations in the gold market: Specification and estimation. (2014). Glover, Kristoffer ; Baur, Dirk. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:40:y:2014:i:c:p:116-133.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Learning cycles in Bertrand competition with differentiated commodities and competing learning rules. (2013). Tuinstra, Jan ; Anufriev, Mikhail ; Kopanyi, David . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:12:p:2562-2581.

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[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012Animal Spirits, Heterogeneous Expectations and the Amplification and Duration of Crises. (2012). Hommes, Cars ; Assenza, T. ; Brock, W. A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-07.

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[Citation Analysis]
2012Rational Speculators, Contrarians and Excess Volatility. (2012). Lof, Matthijs. In: MPRA Paper. RePEc:pra:mprapa:43490.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Evolutionary Selection of Individual Expectations and Aggregate Outcomes in Asset Pricing Experiments (revised version of WP 09-09). (2011). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-06.

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[Citation Analysis]
2011From Mind to Market: A Global, Dynamic Analysis of R&D. (2011). Wagener, Florian ; Smrkolj, Grega ; Hinloopen, Jeroen ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-11.

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[Citation Analysis]
2011Inflation Expectations and Monetary Policy Design: Evidence from the Laboratory (Replaces CentER DP 2009-007). (2011). Pfajfar, Damjan ; Zakelj, B.. In: Discussion Paper. RePEc:dgr:kubcen:2011091.

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[Citation Analysis]
2011From Mind to Market: A Global, Dynamic Analysis of R&D. (2011). Wagener, Florian ; Smrkolj, Grega ; Hinloopen, Jeroen. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110139.

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[Citation Analysis]
2011On the role of heuristics: Experimental evidence on inflation dynamics. (2011). Schubert, Manuel ; Lambsdorff, Johann Graf ; Giamattei, Marcus . In: Passauer Diskussionspapiere, Volkswirtschaftliche Reihe. RePEc:zbw:upadvr:v6311.

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[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.