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

Economics Papers / Economics Group, Nuffield College, University of Oxford

[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
19940.122210.514000.05
19950.50.16202220.094932100.09
19960.180.22749140.293612242540.150.09
19970.30.21362210.343447147.110.080.08
19980.280.22971200.281594011010.110.12
19990.360.271788490.56291228090.530.15
20000.920.371098850.87212624020.20.14
20010.850.38351331180.8946927238.7100.290.17
20020.560.39181511711.13105452520120.670.19
20030.850.42221732091.2182534517.8140.640.19
20040.60.43302032981.47313402429.2110.370.19
20050.790.45262292991.31327524122351.350.23
20061.320.46122413221.346856742.7100.830.2
20071.030.452462330.959383900.17
20081.760.4112572280.8945173016.750.450.18
20090.560.37162732030.744716922.280.50.18
20100.370.3362791400.52271000.16
20110.450.4512801750.635221000.22
20120.570.4813293990.3416742540.310.24
20130.430.54123051200.393146010.080.26
20140.280.232307550.18025700.17
 
 
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
1995Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104.

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419
2001GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121.

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252
1999Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12.

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202
2005Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517.

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172
2004Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049.

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139
1996Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614.

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124
Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146.

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100
1996Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.. (1996). Morris, Stephen ; Shin, Song H. In: Economics Papers. RePEc:nuf:econwp:126.

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78
1996An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604.

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54
2006Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0603.

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53
2004We Ran One Regression. (2004). Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417.

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47
1999Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3.

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41
1996Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125.

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36
2001Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104.

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34
2001Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113.

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33
2004Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve . In: Economics Papers. RePEc:nuf:econwp:048.

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31
2005Limit theorems for multipower variation in the presence of jumps. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Winkel, Matthias . In: Economics Papers. RePEc:nuf:econwp:0507.

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30
1995Likelihood analysis of non-Gaussian parameter driven models. (1995). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:0015.

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30
2005Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504.

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26
2001How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0116.

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25
1997Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713.

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24
2004A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik. In: Economics Papers. RePEc:nuf:econwp:0429.

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23
1996Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se. (1996). Bell, Brian. In: Economics Papers. RePEc:nuf:econwp:9625.

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23
1998Firm-Level Investment in France and the United States: An Exploration of What We Have Learned in Twenty Years. (1998). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:143.

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21
2002Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0213.

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21
2001Realised power variation and stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0118.

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20
2005Limit theorems for bipower variation in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik. In: Economics Papers. RePEc:nuf:econwp:0506.

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20
1998Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142.

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20
2002Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216.

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19
2009Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy . In: Economics Papers. RePEc:nuf:econwp:0905.

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19
2003Multimodality in the GARCH Regression Model. (2003). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0320.

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17
2008Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0810.

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17
2005Modelling Security Market Events in Continuous Time: Intensity Based, Multivariate Point Process Models. (2005). Bowsher, Clive ; Tyson, Christopher J.. In: Economics Papers. RePEc:nuf:econwp:0526.

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16
2005Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524.

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16
2004Regression Models with Data-based Indicator Variables. (2004). Santos, Carlos ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:044.

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15
2005Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509.

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15
2001Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110.

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14
2001The Biggest Auction Ever: the Sale of the British 3G Telecom Licenses. (2001). Klemperer, Paul ; Binmore, Ken . In: Economics Papers. RePEc:nuf:econwp:0204.

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14
2009Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0903.

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14
1999Income Inequality and Macroeconomic Volatility: an Empirical Investigation.. (1999). Garcia-Penalosa, Cecilia ; Breen, R.. In: Economics Papers. RePEc:nuf:econwp:1999-w20.

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14
1996Pathological Outcomes of Observational Learning.. (1996). Sørensen, Peter ; Smith, Lones. In: Economics Papers. RePEc:nuf:econwp:115.

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12
2004Non-Parametric Direct Multi-step Estimation for Forecasting Economic Processes. (2004). Hendry, David ; Chevillon, Guillaume. In: Economics Papers. RePEc:nuf:econwp:0412.

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12
2002Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models. (2002). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0222.

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12
2001Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102.

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12
2001Pooling of Forecasts. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0209.

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12
1999The Tobacco Deal.. (1999). Klemperer, Paul ; BULOW, J.. In: Economics Papers. RePEc:nuf:econwp:1999-w11.

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12
2003Comparison of Model Reduction Methods for VAR Processes. (2003). Lütkepohl, Helmut ; Krolzig, Hans-Martin ; Brüggemann, Ralf. In: Economics Papers. RePEc:nuf:econwp:0313.

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12
2001Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211.

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11
2001On Short-Term Contracts Regulations. (2001). Staffolani, Stefano ; Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0107.

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11
2005Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522.

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10

Citing documents used to compute impact factor 7:

YearTitleSee
2014[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014THE FUNDAMENTAL PRIVATIZATION THEOREM: IDEOLOGY, EVOLUTION, PRACTICE. (2014). Radygin, Alexander ; Entov, Revold. In: Working Papers. RePEc:gai:wpaper:0087.

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[Citation Analysis]
2014How to Efficiently Allocate Houses under Price Controls?. (2014). Andersson, Tommy ; Zhang, Dongmo ; Yang, Zaifu . In: Discussion Papers. RePEc:yor:yorken:14/05.

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[Citation Analysis]
2014How to Efficiently Allocate Houses under Price Controls?. (2014). Andersson, Tommy ; Yang, Zaifu ; Zhang, Dongmo . In: Working Papers. RePEc:hhs:lunewp:2014_024.

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[Citation Analysis]
2014Disentangling Systematic and Idiosyncratic Dynamics in Panels of Volatility Measures. (2014). Gallo, Giampiero ; Barigozzi, Matteo ; Brownlees, Christian T. ; Veredas, David . In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2014_02.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Panel data discrete choice models of consumer demand. (2013). Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1308.

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[Citation Analysis]

Recent citations received in: 2012

YearTitleSee
2012Optimal Pricing of Public Lotteries and Comparison of Competing Mechanisms. (2012). Ling, Chen ; Scrogin, David . In: Working Papers. RePEc:cfl:wpaper:2012-05.

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[Citation Analysis]
2012Ad-valorem platform fees and efficient price discrimination. (2012). Wright, Julian ; Wang, Zhu. In: Working Paper. RePEc:fip:fedrwp:12-08.

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[Citation Analysis]
2012Housing Market Spillovers: Evidence from the End of Rent Control in Cambridge Massachusetts. (2012). Pathak, Parag ; Autor, David ; Palmer, Christopher J.. In: NBER Working Papers. RePEc:nbr:nberwo:18125.

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[Citation Analysis]
2012[Citation Analysis]

Recent citations received in: 2011

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.