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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Birkbeck Working Papers in Economics and Finance / Birkbeck, Department of Economics, Mathematics & Statistics

0.22

Impact Factor

0.13

5-Years IF

7

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41111110.092200 (%)0.18
20050.180.430.18253670.1910111211212 (11.9%)40.160.22
20060.420.450.421955210.3839361536155 (12.8%)60.320.19
20070.270.380.272176180.2438441255152 (5.3%)20.10.17
20080.330.380.45884340.427401376341 (3.7%)0.17
20090.480.350.318102290.2833291484253 (9.1%)40.220.17
20100.380.320.2316118240.212261091211 (8.3%)0.15
20110.440.410.327125340.27934158226 (%)10.140.2
20120.130.460.2416141350.25923370172 (22.2%)0.21
20130.260.490.237148260.182366515 (%)0.22
20140.220.560.1312160330.213235648 (%)20.170.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

[Click on heading to sort table]

YearTitleCited
2005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

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58
2008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Geman, Helyette ; Figueroa, Marcelo G.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

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18
2007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0714.

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16
2005UK Real-Time Macro Data Characteristics. (2005). Garratt, Anthony . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0502.

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13
2004Unobserved Heterogeneity in Panel Time Series Models. (2004). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0403.

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10
2005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

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8
2009Strategies in Social Network Formation. (2009). Conte, Anna ; Sciubba, Emanuela ; di Cagno, Daniela . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905.

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8
2006Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611.

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7
2009Measuring Output Gap Uncertainty. (2009). Garratt, Anthony ; Vahey, Shaun P. ; ShaunP. Vahey, ; Mitchell, James . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0909.

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7
2006Belief Heterogeneity and Survival in Incomplete Markets. (2006). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

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7
2005Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522.

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6
2010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006.

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6
2006Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Loranth, Gyongyi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612.

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5
2007A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716.

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5
2004Invertibility of Nonparametric Stochastic Demand Functions. (2004). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0406.

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5
2009Liquidity Effects and Cost Channels in Monetary Transmission. (2009). Matinez, Javier Coto . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0902.

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5
2006UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts. (2006). Williams, Thomas . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0608.

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5
2006Real Time Representations of the Output Gap. (2006). Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0619.

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5
2005U.S. Domestic Money, Inflation and Output. (2005). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0506.

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4
2004Deflationary Bubbles. (2004). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0409.

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4
2007A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Schindlmayr, Gero ; Kiesel, Ruediger ; Boerger, Reik H.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0709.

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4
2006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Garratt, Anthony . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0617.

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4
Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Garratt, Anthony ; Vahey, Shaun P. ; ShaunP. Vahey, ; Mitchell, James ; Wakerly, Elizabeth C.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

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4
2007Research, Knowledge Spillovers and Innovation. (2007). Testa, Giuseppina . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0713.

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4
2011The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

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4
2008Persistent Gaps and Default Traps. (2008). Fostel, Ana ; Luis A. V. Catao, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0803.

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3
2011A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102.

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3
2009The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904.

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3
2012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

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3
2008Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus. (2008). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0808.

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3
2007Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0710.

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2
2012The Predictive Space, or, If x predicts y, what does y tell us about x?. (2012). Robertson, Donald ; Wright, Stephen . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1210.

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2
2005Worker Heterogeneity, Intra-firm Externalities and Wage Compression. (2005). Zoega, Gylfi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0515.

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2
2010Social Capital, Community Governance and Credit Market. (2010). Andriani, Luca . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1003.

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2
2009Lending Relationships and Monetary Policy. (2009). Basso, Henrique S. ; Aksoy, Yunus ; Coto-Martinez, Javier . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0912.

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2
2005Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0512.

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2
2010Political Budget Cycles in the European Union and the Impact of Political Pressures: A dynamic panel regression analysis. (2010). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1002.

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2
2005Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0524.

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2
2012The economic impact of demographic structure in OECD countries. (2012). Smith, Ron P ; Aksoy, Yunus ; Grasl, Tobias . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1212.

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2
2006Monetary and Fiscal Policy Interactions: The Role of the Quality of Institutions in a Dynamic Environment. (2006). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0607.

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2
2007Optimal Sale: Auctions with a Buy-Now Option. (2007). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0702.

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2
2004In Search of ‘Offshoring’: Evidence from U.S. Imports of Services. (2004). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0402.

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2
2008Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). di Pace, Federico . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807.

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2
2006Pricing Multiple Interruptible-Swing Contracts. (2006). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0606.

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2
2009Survey Evidence on Customer Markets. (2009). Choudhary, Ali ; Karlsson, Thorlakur ; Zoega, Gylfi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0916.

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2
2007The Endogenous Kalman Filter. (2007). Baxter, Brad . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0719.

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2
2014Adaptive Models and Heavy Tails. (2014). Delle Monache, Davide . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

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2
2005Does Wage Compression Explain Rigid Money Wages?. (2005). Zoega, Gylfi ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0516.

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2
2010Social Capital, Poverty and Social Exclusion in Italy. (2010). Karyampas, Dimitrios ; Andriani, Luca . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1005.

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1
2004Global Shocks and Unemployment Adjustment. (2004). Zoega, Gylfi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0401.

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

Full description at Econpapers || Download paper

21
2008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Geman, Helyette ; Figueroa, Marcelo G.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

Full description at Econpapers || Download paper

6
2009Strategies in Social Network Formation. (2009). Conte, Anna ; Sciubba, Emanuela ; di Cagno, Daniela . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905.

Full description at Econpapers || Download paper

4
2007A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716.

Full description at Econpapers || Download paper

4
2011The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

Full description at Econpapers || Download paper

3
2010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006.

Full description at Econpapers || Download paper

3
2012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

Full description at Econpapers || Download paper

3
2005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

Full description at Econpapers || Download paper

2
2011A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102.

Full description at Econpapers || Download paper

2
2014Adaptive Models and Heavy Tails. (2014). Delle Monache, Davide . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

Full description at Econpapers || Download paper

2
2012The Predictive Space, or, If x predicts y, what does y tell us about x?. (2012). Robertson, Donald ; Wright, Stephen . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1210.

Full description at Econpapers || Download paper

2
2010Social Capital, Community Governance and Credit Market. (2010). Andriani, Luca . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1003.

Full description at Econpapers || Download paper

2
2012The economic impact of demographic structure in OECD countries. (2012). Smith, Ron P ; Aksoy, Yunus ; Grasl, Tobias . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1212.

Full description at Econpapers || Download paper

2
2006Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Loranth, Gyongyi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 5:

[Click on heading to sort table]

YearTitleSee
2014Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def10.

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[Citation Analysis]
2014Forecasting the intraday market price of money. (2014). Monticini, Andrea ; Ravazzolo, Francesco . In: DISCE - Working Papers del Dipartimento di Economia e Finanza. RePEc:ctc:serie1:def010.

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[Citation Analysis]
2014Securitization and Asset Prices. (2014). Basso, Henrique S.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1411.

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[Citation Analysis]
2014A new Keynesian triangle Phillips curve. (2014). . In: Economic Modelling. RePEc:eee:ecmode:v:43:y:2014:i:c:p:247-255.

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[Citation Analysis]
2014The new Keynesian Phillips curve: endogeneity and misspecification. (2014). Mokoka, Tshepo . In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:25:p:3082-3089.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee
2014Effects of the U.S. quantitative easing on the Peruvian economy. (2014). Carrera, Cesar ; Ramirez-Rondan, Nelson ; Perez-Forero, Fernando . In: Working Papers. RePEc:rbp:wpaper:2014-017.

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[Citation Analysis]
2014Optimal Formulations for Nonlinear Autoregressive Processes. (2014). André Lucas, ; Koopman, Siem Jan ; Blasques, Francisco . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140103.

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[Citation Analysis]

Recent citations received in: 2012

[Click on heading to sort table]

YearTitleSee

Recent citations received in: 2011

[Click on heading to sort table]

YearTitleSee
2011Global Imbalances, the International Crisis and the Role of the Dollar. (2011). Fiorentini, Riccardo . In: Working Papers. RePEc:ver:wpaper:18/2011.

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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.