Last updated August, 4 2015 735.668 documents processed, 19.718.292 references and 7.647.677 citations

Journal of Applied Econometrics / John Wiley & Sons, Ltd.

[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
19900.160.092525130.5252855900.04
19910.260.093257350.614995715030.090.04
19920.260.094198430.4411895715010.020.04
19930.120.134132410.311714739040.120.05
19940.210.1134166640.394537516010.030.05
19950.320.2382041390.6812286822040.110.07
19960.390.24392432130.88220272280100.260.09
19970.640.28623052660.8712417749050.080.1
19980.40.28413463300.95841101400130.320.11
19990.460.32343803670.971547103470110.320.14
20000.840.4384185691.36161375637.9110.290.15
20011.170.42434616421.39212272841.2110.260.16
20021.230.44334947891.6904811000280.850.19
20031.320.46445389331.731781761001260.590.19
20041.690.524658412722.181056771300290.630.21
20051.670.565163514262.251935901500721.410.22
20062.090.526870316472.341441972031580.850.21
20071.750.456376615822.0719821192081661.050.18
20082.370.484581121942.717461313102.9410.910.2
20092.40.486087121022.417351082590.4410.680.19
20101.280.445392419472.119311051341.5561.060.16
20112.120.542194523152.45011323900.21
20122.260.5994527102.8707416700.22
20130.7594531723.3602100.27
20140.9194530023.180000.32
 
 
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
2001Bounds testing approaches to the analysis of level relationships. (2001). Shin, Yongcheol . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:3:p:289-326.

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1240
2003Computation and analysis of multiple structural change models. (2003). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:1:p:1-22.

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859
2007A simple panel unit root test in the presence of cross-section dependence. (2007). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:2:p:265-312.

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669
2000Mixed MNL models for discrete response. (2000). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:5:p:447-470.

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593
1996Numerical Distribution Functions for Unit Root and Cointegration Tests.. (1996). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:601-18.

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552
1999Numerical Distribution Functions of Likelihood Ratio Tests for Cointegration.. (1999). Haug, Alfred A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:563-77.

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519
2006Multivariate GARCH models: a survey. (2006). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:21:y:2006:i:1:p:79-109.

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456
1996Econometric Methods for Fractional Response Variables with an Application to 401(K) Plan Participation Rates.. (1996). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:6:p:619-32.

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456
1993Indirect Inference.. (1993). Renault, E. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s85-118.

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426
1993Detrending, Stylized Facts and the Business Cycle.. (1993). Jaeger, A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:3:p:231-47.

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411
2005Counterfactual decomposition of changes in wage distributions using quantile regression. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:4:p:445-465.

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377
2005Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:1:p:39-54.

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349
1992Characterizing Nonlinearities in Business Cycles Using Smooth Transition Autoregressive Models.. (1992). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s119-36.

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340
1995Convergence in International Output.. (1995). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:97-108.

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320
1986Econometric Models Based on Count Data: Comparisons and Applications of Some Estimators and Tests.. (1986). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:1:y:1986:i:1:p:29-53.

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276
2007Exploring the international linkages of the euro area: a global VAR analysis. (2007). Smith, Vanessa L.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:22:y:2007:i:1:p:1-38.

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273
2009What are the effects of fiscal policy shocks?. (2009). Mountford, Andrew ; Uhlig, Harald . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:24:y:2009:i:6:p:960-992.

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245
2000Loss function-based evaluation of DSGE models. (2000). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:6:p:645-670.

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242
1997Numerical Methods for Estimation and Inference in Bayesian VAR-Models.. (1997). Kadiyala, Rao K. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:2:p:99-132.

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217
1995Multiple Regimes and Cross-Country Growth Behaviour.. (1995). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:4:p:365-84.

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214
1992The Likelihood Ratio Test under Nonstandard Conditions: Testing the Markov Switching Model of GNP.. (1992). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:7:y:1992:i:s:p:s61-82.

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214
1993Common Trends and Common Cycles.. (1993). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:4:p:341-60.

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206
1989The Dynamics of Exchange Rate Volatility: A Multivariate Latent Factor Arch Model.. (1989). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:1:p:1-21.

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204
2001Model uncertainty in cross-country growth regressions. (2001). Fernandez, Carmen . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:16:y:2001:i:5:p:563-576.

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200
2005A forecast comparison of volatility models: does anything beat a GARCH(1,1)?. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:7:p:873-889.

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198
1993Estimating Nonlinear Time-Series Models Using Simulated Vector Autoregressions.. (1993). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:s:p:s63-84.

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198
1995A Nonlinear Approach to US GNP.. (1995). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:10:y:1995:i:2:p:109-25.

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192
1990Flexible Parametric Estimation of Duration and Competing Risk Models.. (1990). Han, Aaron ; Hausman, Jerry A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:5:y:1990:i:1:p:1-28.

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187
1996The Inconsistency of Common Scale Estimators When Output Prices Are Unobserved and Endogenous.. (1996). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:4:p:343-61.

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187
1999Exchange Rates and Monetary Fundamentals: What Do We Learn from Long-Horizon Regressions?. (1999). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:5:p:491-510.

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187
2005Comparing shocks and frictions in US and euro area business cycles: a Bayesian DSGE Approach. (2005). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:161-183.

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172
2003A new coincident index of business cycles based on monthly and quarterly series. (2003). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:4:p:427-443.

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166
1997Growth and Convergence in Multi-country Empirical Stochastic Solow Model.. (1997). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:12:y:1997:i:4:p:357-92.

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166
2003Does peer ability affect student achievement?. (2003). Markman, Jacob M. ; Rivkin, Steven G. ; Kain, John F.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:18:y:2003:i:5:p:527-544.

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165
2010Large Bayesian vector auto regressions. (2010). Reichlin, Lucrezia ; Banbura, Marta . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:1:p:71-92.

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153
2002New frontiers for arch models. (2002). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:425-446.

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150
1996Stock Market Volatility and the Business Cycle.. (1996). Gang, Lin. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:5:p:573-93.

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148
1991Bivariate GARCH Estimation of the Optimal Commodity Futures Hedge.. (1991). Myers, Robert J. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:6:y:1991:i:2:p:109-24.

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143
1999Labour Supply in Italy: An Empirical Analysis of Joint Household Decisions, with Taxes and Quantity Constraints.. (1999). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:14:y:1999:i:4:p:403-22.

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143
2004The dynamics of health in the British Household Panel Survey. (2004). Rice, Nigel . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:19:y:2004:i:4:p:473-503.

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139
2005What caused the early millennium slowdown? Evidence based on vector autoregressions. (2005). Peersman, Gert . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:185-207.

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131
2005The transmission of US shocks to Latin America. (2005). Canova, Fabio . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:20:y:2005:i:2:p:229-251.

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122
2008From temporary help jobs to permanent employment: what can we learn from matching estimators and their sensitivity?. (2008). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:23:y:2008:i:3:p:305-327.

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120
2000The effects of real and nominal uncertainty on inflation and output growth: some garch-m evidence. (2000). Perry, Mark J.. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:15:y:2000:i:1:p:45-58.

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120
1993Threshold Arch Models and Asymmetries in Volatility.. (1993). Rabemananjara, R. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:8:y:1993:i:1:p:31-49.

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116
2010What do we learn from the price of crude oil futures?. (2010). Kilian, Lutz ; Alquist, Ron . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:25:y:2010:i:4:p:539-573.

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116
2002A theoretical comparison between integrated and realized volatility. (2002). Meddahi, Nour . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:479-508.

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115
1996Analysing Inflation by the Fractionally Integrated ARFIMA-GARCH Model.. (1996). Chung, Ching-Fan ; Tieslau, Margie A. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:11:y:1996:i:1:p:23-40.

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113
2002Estimating quadratic variation using realized variance. (2002). . In: Journal of Applied Econometrics. RePEc:jae:japmet:v:17:y:2002:i:5:p:457-477.

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112
1989Diagnostic Tests for Models Based on Individual Data: A Survey.. (1989). Vella, Frank. In: Journal of Applied Econometrics. RePEc:jae:japmet:v:4:y:1989:i:s:p:s29-59.

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110

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.