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

Computing in Economics and Finance 1999 / 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
19900.09000000.04
19910.09000000.05
19920.09010000.06
19930.1010000.05
19940.12010000.05
19950.16010000.09
19960.2010000.09
19970.2010000.08
19980.22030000.12
19990.27195195280.1459200270.140.15
20000.20.371196400.211953900.14
20010.330.38196670.3401966500.17
200210.39196530.2701100.19
20030.42196680.350000.19
20040.43196470.240000.19
20050.45196700.360000.23
20060.46196430.220000.2
20070.4196390.20000.17
20080.4196480.240000.18
20090.37196220.110000.18
20100.33196210.110000.16
20110.45196170.090000.22
20120.4819650.030000.24
20130.54196110.060000.26
20140.2319630.020000.17
 
 
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
1999Frictionless Commerce? A Comparison of Internet and Conventional Retailers. (1999). Brynjolfsson, Erik ; Smith, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1022.

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96
1999Optimal Monetary Policy with Staggered Wage and Price Contracts. (1999). Levin, Andrew ; Henderson, Dale ; Erceg, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1151.

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75
1999Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model. (1999). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:223.

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52
1999Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832.

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40
1999Computational Experiments and Reality. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:401.

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36
1999Simple Monetary Policy Rules Under Model Uncertainty. (1999). Laxton, Douglas ; Eliasson, Ann-Charlotte ; Isard, Peter . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:841.

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25
1999On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices. (1999). Hall, Stephen ; Greenslade, Jennifer ; S. G. Brian HENRY, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:643.

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23
1999Learning and Excess Volatility. (1999). Duffy, John ; Bullard, James. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:224.

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21
1999A Method for Taking Models to the Data. (1999). Ireland, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1233.

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17
1999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113.

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16
1999Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models. (1999). Mira, Pedro ; Aguirregabiria, Victor. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:332.

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16
1999Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor. (1999). Viceira, Luis ; Gomes, Francisco ; Campbell, John ; Cocco, Joao ; Maenhout, Pascal . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1344.

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13
1999Stochastic Volatility: Univariate and Multivariate Extensions. (1999). Rossi, Peter ; Polson, Nicholas G. ; Jacquier, Eric. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:112.

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13
1999Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:621.

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13
1999Optimal Horizons for Inflation Targeting. (1999). Nelson, Edward ; Batini, Nicoletta. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1052.

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11
1999Evolution and Time Horizons in an Agent-Based Stock Market. (1999). Lebaron, Blake. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1342.

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10
1999Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations. (1999). Khalaf, Lynda ; Dufour, Jean-Marie. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:824.

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9
1999Hysteresis in Economic Systems. (1999). Piscitelli, Laura ; Cross, Rod ; Grinfeld, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:723.

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8
1999Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:721.

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7
1999Computer Automation of General-to-Specific Model Selection Procedures. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:314.

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7
1999Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1241.

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7
1999Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity. (1999). Tan, Ching-Wei. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1143.

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6
1999Using Symbolic Regression to Infer Strategies from Experimental Data. (1999). Engle-Warnick, Jim ; Duffy, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1033.

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6
1999Competing R&D Strategies in an Evolutionary Industry Model. (1999). Yildizoglu, Murat. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:343.

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5
1999Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work. (1999). Kilian, Lutz ; Caner, Mehmet. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:511.

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4
1999Perturbation Solution of Nonlinear Rational Expectations Models. (1999). Chen, Baoline. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:334.

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4
1999Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing. (1999). Kim, Sunghyun. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:251.

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4
1999Real Implications of the Zero Bound on Nominal Interest Rates. (1999). Wolman, Alexander. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1152.

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4
1999S-Estimation in the Linear Regression Model with Long-Memory Error Terms. (1999). Sibbertsen, Philipp. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:512.

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3
1999Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility. (1999). Nuray Güner, ; Connolly, Robert A.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:943.

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3
1999Wilkinsons Tests and Econometric Software. (1999). McCullough, B. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1312.

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3
1999The Nature of Markets in the World Wide Web. (1999). Huberman, Bernardo A. ; Adamic, Lada A.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:521.

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3
1999An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1243.

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3
1999Asymptotic Inference for Nonstationary Fractionally Integrated Processes. (1999). Marmol, Francesc ; Dolado, Juan. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:513.

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3
1999Hybrid Methods for Continuous Space Dynamic Programming. (1999). Miranda, Mario ; P aul L. F ackler, ; Fackler, Paul L.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1332.

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3
1999Learning with Bounded Memory in Stochastic Models. (1999). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:221.

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2
1999Time-Series Modelling of Daily Tax Revenues. (1999). Ooms, Marius ; Koopman, Siem Jan ; Björn de Groot, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:312.

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2
1999The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty. (1999). Wieland, Volker ; Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1153.

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2
1999Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty. (1999). Belke, Ansgar ; Matthias Göcke, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:722.

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2
1999Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds. (1999). Laxton, Douglas ; Bleany, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:942.

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2
1999Market Force, Ecology, and Evolution. (1999). Farmer, J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:651.

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2
1999Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?. (1999). Palivos, Theodore. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:353.

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2
1999Modeling the Economics of Internet Companies. (1999). Ogus Binatli, Ayla ; Yuret, Deniz ; de la Maza, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:152.

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2
1999Minimum-Variance Kernels and Economic Risk Premia. (1999). Robotti, Cesare ; Balduzzi, Pierluigi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:953.

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2
1999Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation. (1999). Flaschel, Peter ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:714.

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2
1999Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models. (1999). Downing, Christopher T.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:111.

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2
1999Genetic Algorithms and Economic Evolution. (1999). Riechmann, Thomas. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1011.

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1
1999Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection. (1999). van der Sluis, Pieter ; Jiang, George J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:313.

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1
2000A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:944.

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1
1999Valuation of Barrier Options in a Black-Scholes Setup with Jump Risk. (1999). Dietmar P. J. Leisen, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:133.

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1

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.