0.19
Impact Factor
0.08
5-Years IF
2
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1991 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1992 | 0.09 | 42 | 42 | 2 | 0 | 0 | (%) | 0.05 | ||||||||
| 1993 | 0.1 | 18 | 60 | 42 | 42 | (%) | 0.05 | |||||||||
| 1994 | 0.11 | 6 | 66 | 60 | 60 | (%) | 0.05 | |||||||||
| 1995 | 0.15 | 10 | 76 | 24 | 66 | (%) | 0.1 | |||||||||
| 1996 | 0.19 | 6 | 82 | 16 | 76 | (%) | 0.09 | |||||||||
| 1997 | 0.2 | 12 | 94 | 16 | 82 | (%) | 0.08 | |||||||||
| 1998 | 0.21 | 94 | 18 | 52 | (%) | 0.12 | ||||||||||
| 1999 | 0.27 | 2 | 96 | 12 | 34 | (%) | 0.15 | |||||||||
| 2000 | 0.36 | 10 | 106 | 2 | 30 | (%) | 0.14 | |||||||||
| 2001 | 0.36 | 8 | 114 | 12 | 30 | (%) | 0.17 | |||||||||
| 2002 | 0.37 | 12 | 126 | 18 | 32 | (%) | 0.18 | |||||||||
| 2003 | 0.39 | 20 | 146 | 20 | 32 | (%) | 0.18 | |||||||||
| 2004 | 0.41 | 4 | 150 | 32 | 52 | (%) | 0.18 | |||||||||
| 2005 | 0.43 | 8 | 158 | 24 | 54 | (%) | 0.22 | |||||||||
| 2006 | 0.45 | 8 | 166 | 12 | 52 | (%) | 0.19 | |||||||||
| 2007 | 0.38 | 10 | 176 | 16 | 52 | (%) | 0.17 | |||||||||
| 2008 | 0.38 | 6 | 182 | 18 | 50 | (%) | 0.17 | |||||||||
| 2009 | 0.35 | 10 | 192 | 16 | 36 | (%) | 0.17 | |||||||||
| 2010 | 0.32 | 12 | 204 | 1 | 16 | 42 | (%) | 0.15 | ||||||||
| 2011 | 0.41 | 22 | 226 | 4 | 0.02 | 6 | 22 | 46 | (%) | 1 | 0.05 | 0.2 | ||||
| 2012 | 0.46 | 4 | 230 | 34 | 60 | (%) | 0.21 | |||||||||
| 2013 | 0.04 | 0.49 | 0.02 | 12 | 242 | 4 | 0.02 | 6 | 26 | 1 | 54 | 1 | (%) | 1 | 0.08 | 0.22 |
| 2014 | 0.19 | 0.56 | 0.08 | 1 | 243 | 5 | 0.02 | 16 | 3 | 60 | 5 | (%) | 0.3 |
| 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]
| Year | Title | Cited |
|---|---|---|
| 2013 | Exploiting infinite variance through Dummy Variables in non-stationary
autoregressions. (2013). Cavaliere, Giuseppe ; Georgiev, Iliyan . In: Quaderni di Dipartimento. RePEc:bot:quadip:118. Full description at Econpapers || Download paper | 6 |
| 2011 | Black-Scholes formulae for Asian options in local volatility models. (2011). Pascucci, Andrea ; Pagliarani, Stefano . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:111. Full description at Econpapers || Download paper | 4 |
| 2011 | Monetary policy indeterminacy in the U.S.: results from a classical test. (2011). CASTELNUOVO, Efrem . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:112. Full description at Econpapers || Download paper | 2 |
| 2011 | Robust identification conditions for determinate and indeterminate linear
rational expectations models. (2011). . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:105. Full description at Econpapers || Download paper | 2 |
| 1992 | Misure di variabilità , concentrazione e dissomiglianza come sintesi di
rapporti.. (1992). Brizzi, Maurizio . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:60. Full description at Econpapers || Download paper | 2 |
| Model selection in hidden Markov models : a simulation study. (2010). De angelis, Luca ; Costa, Michele . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:104. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2013 | Exploiting infinite variance through Dummy Variables in non-stationary
autoregressions. (2013). Cavaliere, Giuseppe ; Georgiev, Iliyan . In: Quaderni di Dipartimento. RePEc:bot:quadip:118. Full description at Econpapers || Download paper | 4 |
| 2011 | Black-Scholes formulae for Asian options in local volatility models. (2011). Pascucci, Andrea ; Pagliarani, Stefano . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:111. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 3:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Outlier detection algorithms for least squares time series regression. (2014). Johansen, Soren . In: Economics Papers. RePEc:nuf:econwp:1404. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Optimal hedging with the cointegrated vector autoregressive model. (2014). Nielsen, Bent ; Johansen, Soren . In: Discussion Papers. RePEc:kud:kuiedp:1423. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Outlier detection algorithms for least squares time series regression. (2014). Nielsen, Bent ; Johansen, Soren . In: CREATES Research Papers. RePEc:aah:create:2014-39. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Outlier Detection in Regression Using an Iterated One-Step Approximation to the Huber-Skip Estimator. (2013). Nielsen, Bent ; Johansen, Soren . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:53-70:d:25659. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2011 | Expansion formulae for local Lévy models. (2011). Stefano, Pagliarani ; Candia, Riga . In: MPRA Paper. RePEc:pra:mprapa:34571. Full description at Econpapers || Download paper | [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.