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

Dynamic Econometric Models / Uniwersytet Mikolaja Kopernika


0.11

Impact Factor

0.16

5-Years IF

1

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
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.27000 (%)0.09
19980.27000 (%)0.1
19990.31000 (%)0.13
20000.39000 (%)0.15
20010.41000 (%)0.16
20020.43000 (%)0.19
20030.45000 (%)0.19
20040.512323100 (%)0.21
20050.54232323 (%)0.22
20060.52285122323 (%)0.21
20070.45512851 (%)0.18
20080.48217222851 (%)0.2
20090.48148642172 (%)0.19
20100.44119733563 (%)0.16
20110.531411152574 (%)0.21
20120.040.580.03811930.031251602 (%)0.22
20130.090.710.031012930.022222682 (%)0.25
20140.110.810.168137100.07182579 (%)0.28
 
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
2011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence. (2011). Kliber, Agata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128.

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4
2010European Equity Market Integration and Optimal Investment Horizons – Evidence from Wavelet Analysis. (2010). Bruzda, Joanna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:15-30.

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1
General-to-Specific Modelling vs. Congruent Modelling in PcGets. (2004). . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:83-92.

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1
2011ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market. (2011). Olbry, Joanna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:185-202.

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1
The Econometric Models Satisfying the Congruence Postulate – an Overview. (2008). . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:53-60.

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1
Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship. (2004). . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:117-126.

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1
2009The Combined Forecasts Using the Akaike Weights. (2009). . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:5-16.

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1
2008Information Impact on Stock Price Dynamics. (2008). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:13-20.

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1
2013Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106.

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1
2009Econometric Tools for Detection of Collusion Equilibrium in the Industry. (2009). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:27-38.

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1
2010Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient. (2010). Orzeszko, Witold . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:97-106.

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1
2006Measuring Conditional Dependence of Polish Financial Returns. (2006). Doman, Ryszard . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:59-68.

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1
2013Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis. (2013). Papiez, Monika ; Smiech, Slawomir . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:51-68.

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1
2009Estimating and Forecasting GDP in Poland with Dynamic Factor Model. (2009). Krajewski, Jaroslaw . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:139-145.

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1
2010Liquidity and Market Microstructure Noise: Evidence from the Pekao Data. (2010). Doman, Magorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:5-14.

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1
2006Imposing Economic Restrictions in a VECM-form Demand System. (2006). Mazur, Blazej . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:269-280.

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1
2012Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model. (2012). Kostrzewski, Maciej . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:53-72.

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1
2009Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification. (2009). Huptas, Roman . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:128-138.

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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
2011Sovereign CDS Instruments in Central Europe – Linkages and Interdependence. (2011). Kliber, Agata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128.

Full description at Econpapers || Download paper

4

Citing documents used to compute impact factor 2:


[Click on heading to sort table]

YearTitleSee
2014Energy consumption and economic growth in the light of meeting the targets of energy policy in the EU: The bootstrap panel Granger causality approach. (2014). Papie, Monika ; Miech, Sawomir . In: Energy Policy. RePEc:eee:enepol:v:71:y:2014:i:c:p:118-129.

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[Citation Analysis]
2014The Dynamics of Sovereign Credit Default Swaps and the Evolution of the Financial Crisis in Selected Central European Economies. (2014). . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:64:y:2014:i:4:p:330-350.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2013


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YearTitleSee

Recent citations received in: 2011


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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.