1.69
Impact Factor
1.69
5-Years IF
5
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 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.41 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.43 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2003 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.51 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2005 | 0.54 | 0 | 0 | 0 | (%) | 0.22 | ||||||||||
| 2006 | 0.52 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2009 | 0.48 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2010 | 0.44 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2011 | 0.53 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2012 | 0.58 | 0 | 0 | 0 | (%) | 0.22 | ||||||||||
| 2013 | 0.71 | 13 | 13 | 2 | 0.15 | 41 | 0 | 0 | 2 (4.9%) | 2 | 0.15 | 0.25 | ||||
| 2014 | 1.69 | 0.81 | 1.69 | 12 | 25 | 31 | 1.24 | 26 | 13 | 22 | 13 | 22 | 2 (7.7%) | 9 | 0.75 | 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]
| Year | Title | Cited |
|---|---|---|
| 2014 | A One Line Derivation of EGARCH. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers || Download paper | 19 |
| 2013 | Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers || Download paper | 15 |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers || Download paper | 12 |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers || Download paper | 10 |
| 2013 | Academic Rankings with RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers || Download paper | 6 |
| 2013 | Structural Panel VARs. (2013). Pedroni, Peter . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers || Download paper | 3 |
| 2014 | The Biggest Myth in Spatial Econometrics. (2014). LeSage, James P. ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers || Download paper | 3 |
| 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Hendry, David F. ; Doornik, Jurgen A. ; Castle, Jennifer L. ; Pretis, Felix . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers || Download paper | 3 |
| 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 | 3 |
| 2015 | On the Interpretation of Instrumental Variables in the Presence of Specification Errors. (2015). P. A. V. B. Swamy, ; Hall, Stephen G. ; P. A. V. B. Swamy, . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:55-64:d:45286. Full description at Econpapers || Download paper | 2 |
| 2014 | Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas Q. ; Engsted, Tom . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers || Download paper | 2 |
| 2014 | Credible Granger-Causality Inference with Modest Sample Lengths: A Cross-Sample Validation Approach. (2014). Ashley, Richard A.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:72-91:d:34391. Full description at Econpapers || Download paper | 1 |
| 2013 | Parametric and Nonparametric Frequentist Model Selection and Model Averaging. (2013). Amanullah, ; Wang, Huansha . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:157-179:d:28948. Full description at Econpapers || Download paper | 1 |
| 2015 | A Joint Chow Test for Structural Instability. (2015). Whitby, Andrew ; Nielsen, Bent . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:156-186:d:46757. Full description at Econpapers || Download paper | 1 |
| 2015 | Bayesian Approach to Disentangling Technical and Environmental Productivity. (2015). Kumbhakar, Subal C. ; Tsionas, Efthymios G.. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:443-465:d:51249. Full description at Econpapers || Download paper | 1 |
| 2013 | Generalized Spatial Two Stage Least Squares Estimation of Spatial Autoregressive Models with Autoregressive Disturbances in the Presence of Endogenous Regressors and Many Instruments. (2013). Jin, Fei ; Lee, Lung-Fei . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:71-114:d:26028. Full description at Econpapers || Download paper | 1 |
| 2015 | Entropy Maximization as a Basis for Information Recovery in Dynamic Economic Behavioral Systems. (2015). Judge, George . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:91-100:d:46012. 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 |
|---|---|---|
| 2014 | A One Line Derivation of EGARCH. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:2:p:92-97:d:37414. Full description at Econpapers || Download paper | 19 |
| 2013 | Ten Things You Should Know about the Dynamic Conditional Correlation Representation. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:1:p:115-126:d:26620. Full description at Econpapers || Download paper | 15 |
| 2013 | Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:217-235:d:30522. Full description at Econpapers || Download paper | 12 |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers || Download paper | 10 |
| 2013 | Academic Rankings with RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. Full description at Econpapers || Download paper | 6 |
| 2013 | Structural Panel VARs. (2013). Pedroni, Peter . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:2:p:180-206:d:29001. Full description at Econpapers || Download paper | 3 |
| 2014 | The Biggest Myth in Spatial Econometrics. (2014). LeSage, James P. ; Pace, Kelley R.. In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:4:p:217-249:d:43830. Full description at Econpapers || Download paper | 3 |
| 2015 | Detecting Location Shifts during Model Selection by Step-Indicator Saturation. (2015). Hendry, David F. ; Doornik, Jurgen A. ; Castle, Jennifer L. ; Pretis, Felix . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:240-264:d:48166. Full description at Econpapers || Download paper | 3 |
| 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 | 3 |
| 2014 | Bias-Correction in Vector Autoregressive Models: A Simulation Study. (2014). Pedersen, Thomas Q. ; Engsted, Tom . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:1:p:45-71:d:34027. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 22:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Das FAZ-Ãkonomenranking 2013: Eine kritische Betrachtung. (2014). . In: Ifo Working Paper Series. RePEc:ces:ifowps:_183. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Green-to-Grey China: Determinants and Forecasts of its Green Growth. (2014). . In: MPRA Paper. RePEc:pra:mprapa:57468. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Monetary policy and bank lending rates in low-income countries: Heterogeneous panel estimates. (2014). Spilimbergo, Antonio ; Mishra, Prachi ; Pedroni, Peter ; Montiel, Peter . In: Journal of Development Economics. RePEc:eee:deveco:v:111:y:2014:i:c:p:117-131. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Central Bank Credibility and Black Market Exchange Rate Premia: A Panel Time Series Analysis. (2014). . In: MPRA Paper. RePEc:pra:mprapa:65572. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Working Papers in Economics. RePEc:cbt:econwp:14/03. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Tourism Conditions Index. (2014). Chang, C-L., ; Hsu, H-K., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50640. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Tourism Conditions Index. (2014). Hsu, Hui-Kuang . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1401. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the stationarity of Dynamic Conditional Correlation models. (2014). Malongo, Hassan ; Fermanian, Jean-David . In: Papers. RePEc:arx:papers:1405.6905. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Discussion of âPrincipal Volatility Component Analysisâ by Yu-Pin Hu and Ruey Tsay. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1418. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). Hafner, Christian M.. In: Working Papers in Economics. RePEc:cbt:econwp:14/19. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1429. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Tourism Conditions Index. (2014). Chang, Chia-Lin ; McAleer, Michael ; Hsu, Hui-Kuang . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140007. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Discussion of âPrincipal Volatility Component Analysisâ by Yu-Pin Hu and Ruey Tsay. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140025. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, and Michael ; Hafner, Christian M.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140087. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Research Ranking Place of Turkish Economists in the World. (2014). . In: MPRA Paper. RePEc:pra:mprapa:54058. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Just how Good are the Top Three Journals in Finance? An Assessment based on Quantity and Quality Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140062. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Ranking Economics and Econometrics ISI Journals
by Quality Weighted Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:50643. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Just How Good are the Top Three Journals in Finance?
An Assessment Based on Quantity and Quality Citations. (2014). Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51744. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1410. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Just How Good are the Top Three Journals in Finance? An Assessment Based on Quantity and Quality Citations. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Ranking Economics and Econometrics ISI Journals by Quality Weighted Citations. (2014). Chang, Chia-Lin ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140026. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Working Papers in Economics. RePEc:cbt:econwp:14/21. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/24. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The impact of China on stock returns and volatility in the Taiwan tourism industry. (2014). Hsu, Hui-Kuang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:29:y:2014:i:c:p:381-401. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the Invertibility of EGARCH. (2014). Martinet, G. G.. In: Econometric Institute Research Papers. RePEc:ems:eureir:51750. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). . In: Econometrics. RePEc:gam:jecnmx:v:2:y:2014:i:3:p:145-150:d:40585. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140096. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140125. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the Invertibility of EGARCH. (2014). Martinet, Guillaume Gaetan . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1428. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions. (2014). . In: ECON - Working Papers. RePEc:zur:econwp:181. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Academic Rankings with RePEc. (2013). . In: Econometrics. RePEc:gam:jecnmx:v:1:y:2013:i:3:p:249-280:d:31450. 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.