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

Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute

[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
19900.091100000.04
19910.093400100.05
19920.09400400.06
19930.14800300.05
19940.1221001400.05
19950.161828014600.09
19960.150.2295770.122120366.740.140.09
19970.150.22481130.161847714.360.250.08
19980.230.2231112140.135453122510.030.12
19990.160.2747159150.094255933.350.110.15
20000.130.3728187160.09687810030.110.14
20010.090.3836223160.072775700.17
20020.160.3948271310.118064101030.060.19
20030.170.4253324340.17484147.110.020.19
20040.220.4349373600.16651012213.650.10.19
20050.190.4555428550.13461021915.860.110.23
20060.180.4650478550.12251041926.350.10.2
20070.10.454532450.08291051136.440.070.17
20080.120.437569640.1153104125020.050.18
20090.190.3746615540.0969911735.330.070.18
20100.310.3374689660.173832626.920.030.16
20110.210.4545734680.0935120253260.130.22
20120.290.48347681100.1424119354050.150.24
20130.340.54328001090.1413792714.820.060.26
20140.210.2310810520.060661414.30.17
 
 
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
1998Does the absence of cointegration explain the typical findings in long horizon regressions?. (1998). van Dijk, Dick ; Berben, R-P., ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1555.

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35
2002Reverse logistics. (2002). de Brito, Marisa ; Dekker, Rommert ; Flapper, S. D. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:561.

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27
2010What Makes a Great Journal Great in Economics? The Singer Not the Song.. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:20158.

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23
2011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:22236.

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21
2004Quasi-random simulation of discrete choice models. (2004). Sandor, Z. ; Train, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1829.

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20
2000Daily exchange rate behaviour and hedging of currency risk. (2000). van Dijk, Herman ; Mahieu, Ronald ; Bos, Charles. In: Econometric Institute Research Papers. RePEc:ems:eureir:1657.

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16
2009Identifying Shocks in Regionally Integrated East Asian Economies with Structural VaR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, Michael ; Sato, K.. In: Econometric Institute Research Papers. RePEc:ems:eureir:17522.

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15
2012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32136.

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14
2005Operations research in passenger railway transportation. (2005). Huisman, Dennis ; Kroon, L. G. ; Vromans, M. J. C. M., ; Lentink, R. M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1941.

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14
2009Modelling conditional correlations for risk diversification in crude oil markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:16105.

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14
2003Forecasting industrial production with linear, nonlinear, and structural change models. (2003). van Dijk, Dick ; Siliverstovs, Boriss ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1716.

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13
2000Smooth transition autoregressive models - A survey of recent developments. (2000). van Dijk, Dick ; Teräsvirta, Timo ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., ; TERaSVIRTA, T.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1656.

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12
2002Changes in variability of the business cycle in the G7 countries. (2002). van Dijk, Dick ; Osborn, Denise ; van Dijk, D. J. C., ; Sensier, M.. In: Econometric Institute Research Papers. RePEc:ems:eureir:551.

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12
2003Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy. (2003). van Dijk, Dick ; Franses, Philip Hans ; van Dijk, D. J. C., ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1703.

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11
2009Block Structure Multivariate Stochastic Volatility Models. (2009). Caporin, Massimiliano ; Asai, Manabu. In: Econometric Institute Research Papers. RePEc:ems:eureir:17523.

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10
2008A decision rule to minimize daily capital charges in forecasting value-at-risk. (2008). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Jimenez-Martin, J-A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:13986.

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10
2008Modelling sustainable international tourism demand to the Brazilian Amazon. (2008). McAleer, Michael ; Divino, Jose Angelo. In: Econometric Institute Research Papers. RePEc:ems:eureir:13773.

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9
2000Asymmetric and common absorption of shocks in nonlinear autoregressive models. (2000). van Dijk, Dick ; Franses, Philip Hans ; van Dijk, D. J. C., ; Boswijk, H. P. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1637.

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9
1995Flexible Seasonal Long Memory and Economic Time Series. (1995). Ooms, Marius. In: Econometric Institute Research Papers. RePEc:ems:eureir:1351.

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8
1999Inference and Forecasting for Fractional Autoregressive Integrated Moving Average Models, with an application to US and UK inflation. (1999). Ooms, Marius ; Doornik, Jurgen. In: Econometric Institute Research Papers. RePEc:ems:eureir:1619.

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8
2008The new Dutch timetable: The OR revolution. (2008). Huisman, Dennis ; Kroon, L. G. ; Ybema, R. ; Steenbeek, A. ; Schrijver, A. ; Maroti, G. ; Fischetti, M. ; Fioole, P-J., ; Abbink, E. J. W., . In: Econometric Institute Research Papers. RePEc:ems:eureir:13767.

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8
2004Testing for causality in variance using multivariate GARCH models. (2004). Hafner, Christian ; HERWARTZ, H.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1285.

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8
2004Testing for changes in volatility in heteroskedastic time series - a further examination. (2004). van Dijk, Dick ; De Pooter, Michiel ; van Dijk, D. J. C., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1627.

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8
2003A generalized dynamic conditional correlation model for many asset returns. (2003). Hafner, Christian ; Franses, Philip Hans ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1718.

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8
2009Labour Market Status and Migration Dynamics. (2009). Bijwaard, Govert. In: Econometric Institute Research Papers. RePEc:ems:eureir:17016.

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8
2013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:40377.

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8
2008An econometric analysis of SARS and Avian flu on international tourist arrivals to Asia. (2008). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., ; Chen, C-C., ; Kuo, H-I., ; Huang, B-W., . In: Econometric Institute Research Papers. RePEc:ems:eureir:13771.

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8
2007Disruption management in passenger railway transportation.. (2007). Huisman, Dennis ; Jespersen-Groth, J. ; Nielsen, M. N. ; Maroti, G. ; Kroon, L. G. ; Clausen, J. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:8527.

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8
2002An Empirical Comparison of Default Swap Pricing Models. (2002). Vorst, Ton ; Houweling, Patrick ; Vorst, A. C. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:172.

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7
2004Rank reduction of correlation matrices by majorization. (2004). Pietersz, Raoul ; Groenen, Patrick ; Groenen, P. J. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1202.

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7
2000Optimal portfolio choice under loss aversion. (2000). Kouwenberg, Roy ; Berkelaar, A. B. ; Kouwenberg, R. R. P., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1641.

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7
2000Networks of Collaboration in Oligopoly. (2000). Goyal, Sanjeev ; Joshi, S.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6932.

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7
1996A Review of Multi-Component Maintenance Models with Economic Dependence. (1996). Dekker, Rommert ; Wildeman, R. E. ; van der Duyn Schouten, F. A., . In: Econometric Institute Research Papers. RePEc:ems:eureir:1372.

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7
2003Multiple-Depot Integrated Vehicle and Crew Scheduling. (2003). Huisman, Dennis ; Wagelmans, A. P. M., ; Wagelmans,A. P. M., ; Freling, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1684.

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7
2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32529.

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7
1999Adaptive Polar Sampling with an Application to a Bayes Measure of Value-at-Risk. (1999). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc. In: Econometric Institute Research Papers. RePEc:ems:eureir:7712.

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7
2000Learning, Network Formation and Coordination. (2000). Goyal, Sanjeev ; Vega-Redondo, F.. In: Econometric Institute Research Papers. RePEc:ems:eureir:6931.

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7
2008Column generation with dynamic duty selection for railway crew rescheduling. (2008). Huisman, Dennis ; Desaulniers, G. ; Potthoff, D.. In: Econometric Institute Research Papers. RePEc:ems:eureir:14423.

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6
2010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Econometric Institute Research Papers. RePEc:ems:eureir:20940.

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6
2001Structural breaks and long memory in US inflation rates: do they matter for forecasting?. (2001). Franses, Philip Hans ; Franses, Ph. H. B. F., ; Hyung, N.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1677.

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6
2002How to organise return handling; an exploratory study with nine retailer warehouses. (2002). de Brito, Marisa ; de Koster, M. B. M., ; van de Vendel, M. A.. In: Econometric Institute Research Papers. RePEc:ems:eureir:576.

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6
2008Bayesian near-boundary analysis in basic macroeconomic time series models. (2008). van Dijk, Herman ; Segers, Rene ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Econometric Institute Research Papers. RePEc:ems:eureir:13055.

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6
2005A column generation approach to solve the crew re-scheduling problem. (2005). Huisman, Dennis. In: Econometric Institute Research Papers. RePEc:ems:eureir:7149.

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6
1999Testing for integration using evolving trend and seasonal models: A Bayesian approach. (1999). van Dijk, Herman ; Koop, Gary. In: Econometric Institute Research Papers. RePEc:ems:eureir:1603.

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6
2009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:17313.

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6
2004Scheduling preventive railway maintenance activities. (2004). Huisman, Dennis ; Dekker, Rommert ; Budai-Balke, G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:1632.

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6
2009Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:17312.

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5
2008The ten commandments for optimizing value-at-risk and daily capital charges. (2008). McAleer, Michael. In: Econometric Institute Research Papers. RePEc:ems:eureir:13910.

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5
2010Investor preferences for oil spot and futures based on mean-variance and stochastic dominance. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Econometric Institute Research Papers. RePEc:ems:eureir:19455.

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5
2005Real time estimates of GDP growth. (2005). Franses, Philip Hans ; de Groot, E. A. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:6743.

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5

Citing documents used to compute impact factor 14:

YearTitleSee
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140026.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643.

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[Citation Analysis]
2014Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1403.

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[Citation Analysis]
2014Modelling a Latent Daily Tourism Financial Conditions Index. (2014). Chang, Chia-Lin. In: MPRA Paper. RePEc:pra:mprapa:54887.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140007.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:14/03.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50640.

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[Citation Analysis]
2014A Tourism Conditions Index. (2014). McAleer, Michael ; Chang, Chia-Lin ; Hsu, Hui-Kuang . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1401.

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[Citation Analysis]
2014On the stationarity of Dynamic Conditional Correlation models. (2014). Fermanian, Jean-David ; Malongo, Hassan . In: Papers. RePEc:arx:papers:1405.6905.

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[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid. In: Energy Economics. RePEc:eee:eneeco:v:41:y:2014:i:c:p:1-18.

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[Citation Analysis]
2014The direct and indirect e ects of oil shocks on energy related stocks. (2014). Zhang, Dayong ; Broadstock, David ; Wang, Rui . In: Surrey Energy Economics Centre (SEEC), School of Economics Discussion Papers (SEEDS). RePEc:sur:seedps:146.

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[Citation Analysis]
2014Forecasting correlations during the late-2000s financial crisis: The short-run component, the long-run component, and structural breaks. (2014). Audrino, Francesco . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:43-60.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Fermanian, Jean-David ; Malongo, Hassan . In: Working Papers. RePEc:crs:wpaper:2013-26.

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[Citation Analysis]
2013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522.

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[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:37619.

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[Citation Analysis]
2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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[Citation Analysis]
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1215.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

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[Citation Analysis]
2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environment and Resource Economics. (2011). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:31230.

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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[Citation Analysis]
2011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1133.

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[Citation Analysis]
2011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1135.

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[Citation Analysis]
2011How Should Journal Quality be Ranked? An Application to Agricultural, Energy, Environmental and Resource Economics. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1139.

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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.