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

University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego

[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
19980.22545440.071590040.070.12
19990.240.2754108200.191525413050.090.15
20000.250.3779187290.16107108277.420.030.14
20010.230.3840227460.231313331060.150.17
20020.390.3948275750.2773119461340.080.19
20030.430.4228303890.295388382.660.210.19
20040.260.43363391120.33607620050.140.19
20050.420.4532371870.232864277.430.090.23
20060.260.46354061170.295868185.680.230.2
20070.270.426432870.25667185.630.120.17
20080.330.426458850.195061200130.50.18
20090.380.3725483840.177522000.18
20100.080.3328511680.13265142520.070.16
20110.130.459520880.17753714.320.220.22
20120.160.488528820.16037616.70.24
20130.240.546534580.111174250.26
20140.070.236540280.0501411000.17
 
 
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
2001Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp.

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180
1999Occasional Structural Breaks and Long Memory. (1999). Granger, Clive ; Granger,Clive W. J., ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4d60t4jh.

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67
1998Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk.

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37
2001Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; DEN HAAN, WOUTER J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn.

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29
1999CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv.

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26
2003Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jk0j5jh.

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25
2001Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7.

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24
2007On the Origins of Comparative Advantage. (2007). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt07g7g8h8.

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22
1998Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh.

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20
2004Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7.

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20
2000Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f.

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19
2005The Dynamic Beveridge Curve. (2005). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4m04n09h.

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17
2008Exogenous vs. Endogenous Separation. (2008). Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0qb196qd.

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16
1998Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt49k7n14z.

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16
2002Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j.

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16
2006Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6b2236xm.

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16
2000A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9.

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15
2001Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana María ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5.

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15
2006The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839.

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15
2008Household Need for Liquidity and the Credit Card Debt Puzzle. (2008). Telyukova, Irina. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4c67r71r.

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15
2002Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods. (2002). Giacomini, Raffaella. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt59s2g5j5.

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13
2001Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2.

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13
2006Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas ; Becker, Sascha. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fc22575.

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13
2007The Evolving Food Chain: Competitive Effects of Wal-Marts Entry Into The Supermarket Industry. (2007). Basker, Emek ; Noel, Michael . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nq8d4sm.

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13
1999Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings. (1999). Segal, Uzi ; Sobel, Joel . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9xf8836g.

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11
1999Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q.

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11
2002Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f.

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10
2010Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd.

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10
2000Economic and Legal Aspects of Costly Recontracting. (2000). Watson, Joel ; Schwartz, Alan . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4jr3g3h7.

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10
1998Trades and Quotes: A Bivariate Point Process. (1998). Lunde, Asger ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8bh079sq.

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10
2007Labor Reallocation in Response to Trade Reform. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3cm38535.

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10
2010Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan K.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3.

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9
2000Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order. (2000). Levin, Andrew ; DEN HAAN, WOUTER J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0127m2tp.

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9
1998Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt89x293v9.

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9
2003Testing Conditional Independence Via Empirical Likelihood. (2003). Su, Liangjun ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35v8g0fm.

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8
1998Have Employment Relationships in the United States Become Less Stable?. (1998). Bansak, Cynthia A ; Raphael, Steven . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7d04m8jx.

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8
2004Cognition and Behavior in Two-Person Guessing Games: An Experimental Study. (2004). Crawford, Vincent ; COSTA-GOMES, MIGUEL A.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt449812fx.

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8
1998Spurious Regressions with Stationary Series. (1998). Granger, Clive ; Granger,Clive W. J., ; Jeon, Yongil ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r3353t8.

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8
2004Maturity Mismatch and Financial Crises: Evidence from Emerging Market Corporations. (2004). Cowan, Kevin ; Bleakley, Hoyt. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt96r800f1.

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7
2004Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668.

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7
1998Dangers of Data-Driven Inference: The Case of Calendar Effects in Stock Returns. (1998). Timmermann, Allan ; Sullivan, Ryan ; White, Halbert . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2z02z6d9.

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7
2000Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7.

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7
1998Cognition and Behavior in Normal-Form Games: An Experimental Study. (1998). Crawford, Vincent ; Broseta, Bruno ; Costa-Gomes, Miguel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1vn4h7x5.

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7
2001Adaptive Expectations, Underparameterization and the Lucas Critique. (2001). Evans, George ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt41f2h196.

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6
2007Trade and Workforce Changeover in Brazil. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7dz2x536.

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6
2006What Goods Do Countries Trade? New Ricardian Predictions. (2006). Komunjer, Ivana ; Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt86n316hw.

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6
1998Intergenerational Mobility, Siblings Inequality and Borrowing Constraints. (1998). Gaviria, Alejandro. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8x16c72b.

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6
2003Competing Against the Opposite Sex. (2003). Antonovics, Kate ; Walsh, Randall ; Arcidiacono, Peter . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0kx2f7xq.

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6
2004Estimating Production Functions When Productivity Change Is Endogenous. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0w02f5tw.

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6
2001Estimation of Copula Models for Time Series of Possibly Different Length. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3fc1c8hw.

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6

Citing documents used to compute impact factor 1:

YearTitleSee
2014Fixed-smoothing Asymptotics and Asymptotic F and t Tests in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8479f4s2.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Measure preserving derivatives and the pricing kernel puzzle. (2011). Beare, Brendan K.. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:47:y:2011:i:6:p:689-697.

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[Citation Analysis]
2011Heteroskedasticity and Spatiotemporal Dependence Robust Inference for Linear Panel Models with Fixed Effects. (2011). Sun, Yixiao ; Kim, Min Seong. In: Working Papers. RePEc:rye:wpaper:wp029.

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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.