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

Central European Journal of Economic Modelling and Econometrics / CEJEME

0.21

Impact Factor

0.15

5-Years IF

3

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
20040.51000 (%)0.21
20050.54000 (%)0.22
20060.52000 (%)0.21
20070.45000 (%)0.18
20080.48000 (%)0.2
20090.48171719002 (10.5%)0.19
20100.180.440.18133030.181731732 (25%)0.16
20110.070.530.07124220.0593023022 (22.2%)0.21
20120.320.580.311254130.24625842132 (33.3%)0.22
20130.130.710.171266110.1782435494 (50%)20.170.25
20140.210.810.151278110.1412456610 (%)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
2009Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility. (2009). Pajor, Anna ; Osiewalski, Jacek . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:179-202.

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9
2011A Bayesian Analysis of Exogeneity in Models with Latent Variables. (2011). Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:2:p:49-73.

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6
2013Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies. (2013). Lewandowski, Micha . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:1-34.

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4
2013Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. (2013). Lenart, ukasz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:85-102.

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2
2009Forecasting Russian Foreign Trade Comparative Advantages in the Context of a Potential WTO Accession. (2009). Ivan Savin Peter Winker, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:111-138.

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2
2009Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach. (2009). Makiela, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:333-369.

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2
2012On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). Mazur, Bazej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116.

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2
2009Ins and Outs of Polish Unemployment. (2009). Strawinski, Pawel . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:3:p:243-259.

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2
2010Interrelations between Consumption and Wealth in Poland. (2010). Zachlod-Jelec, Magdalena . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:37-58.

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2
2009Aggregate Matching Function. The Case of Poland. (2009). Roszkowska, Sylwia . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:157-177.

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2
2012Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Olayeni, Olaolu Richard . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:199-213.

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2
2009Factors Influencing Tenure Choice in European Countries. (2009). Bazyl, Monika . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:371-387.

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2
2011The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition. (2011). Henryk Gurgul, £ukasz Lach, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:133-168.

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2
2010Forecasting the Polish Zloty with Non-Linear Models. (2010). Michal Rubaszek, Pawel Skrzypczynski, Grzegorz Kol, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:151-167.

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1
2012Missing observations in daily returns - Bayesian inference within the MSF-SBEKK model. (2012). . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:169-197.

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1
2013Influence of the Greek Crisis on the Risk Perception of European Economies. (2013). . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:125-161.

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1
2010Markov Switching In-Mean Effect. Bayesian Analysis in Stochastic Volatility Framework. (2010). Kwiatkowski, Lukasz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:59-94.

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1
2010The Exchange Rate and Two Price Inflations in Poland in the Period 1999-2009. Do Globalization and Balassa-Samuelson Effect Matter?. (2010). Kelm, Robert . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:315-349.

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1
2013A Long-Run Relationship between Daily Prices on Two Markets: The Bayesian VAR(2)–MSF-SBEKK Model. (2013). Osiewalski, Jacek . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:65-83.

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1
2012Information Flows Around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2012). Jan G. De Gooijer, Cees G. H. Diks, Łukasz T. Gą, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:1:p:23-44.

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1
2014Divergent Priors and Well Behaved Bayes Factors. (2014). van Dijk, Herman K.. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:1:p:1-31.

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1
2010Estimation Methods Comparison of SVAR Models with a Mixture of Two Normal Distributions. (2010). Maciejowska, Katarzyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:279-314.

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1
2010Slowdown or Recession? Forecasts Based on Composite Leading Indicator. (2010). Miroslav Klucik, Jana Juriova, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2010:i:4:p:17-36.

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1
2011Bayesian Analysis of Weak Form Reduced Rank Structure in VEC Models. (2011). Wroblewska, Justyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:169-186.

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1
2013A Note on Lenk’s Correction of the Harmonic Mean Estimator. (2013). Pajor, Anna ; Osiewalski, Jacek . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:4:p:271-275.

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1
2010Bayesian Value-at-Risk for a Portfolio: Multi- and Univariate Approaches Using MSF-SBEKK Models. (2010). Jacek Osiewalski, Anna Pajor, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:2:y:2010:i:4:p:253-277.

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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
2009Bayesian Analysis for Hybrid MSF-SBEKK Models of Multivariate Volatility. (2009). Pajor, Anna ; Osiewalski, Jacek . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:2:p:179-202.

Full description at Econpapers || Download paper

4
2011A Bayesian Analysis of Exogeneity in Models with Latent Variables. (2011). Pajor, Anna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:2:p:49-73.

Full description at Econpapers || Download paper

4
2013Risk Attitudes, Buying and Selling Price for a Lottery and Simple Strategies. (2013). Lewandowski, Micha . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:1-34.

Full description at Econpapers || Download paper

3
2013Seasonality Revisited - Statistical Testing for Almost Periodically Correlated Stochastic Processes. (2013). Lenart, ukasz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:2:p:85-102.

Full description at Econpapers || Download paper

2
2012On the Empirical Importance of Periodicity in the Volatility of Financial Returns - Time Varying GARCH as a Second Order APC(2) Process. (2012). Mazur, Bazej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:2:p:95-116.

Full description at Econpapers || Download paper

2
2011The Nexus between Improvements in Economic Freedom and Growth: Evidence from CEE Countries in Transition. (2011). Henryk Gurgul, £ukasz Lach, . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:3:y:2011:i:3:p:133-168.

Full description at Econpapers || Download paper

2
2012Are Stock Prices Hedge Against Inflation? A Revisit over Time and Frequencies in India. (2012). Olayeni, Olaolu Richard . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:3:p:199-213.

Full description at Econpapers || Download paper

2
2009Economic Growth Decomposition. An Empirical Analysis Using Bayesian Frontier Approach. (2009). Makiela, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:1:y:2009:i:4:p:333-369.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 5:

[Click on heading to sort table]

YearTitleSee
2014Bayesian Stochastic Frontier Analysis of Economic Growth and Productivity Change in the EU, USA, Japan and Switzerland. (2014). Makiea, Kamil . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:3:p:193-216.

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[Citation Analysis]
2014Cyclical Processes in the Polish Economy. (2014). Skrzypczyska, Marta . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:3:p:153-192.

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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]
2014Stock returns and Inflation in Pakistan. (2014). Dar, Arif Billah ; Arouri, Mohamed ; Teulon, Frederic ; TIWARI, Aviral Kumar . In: Working Papers. RePEc:ipg:wpaper:2014-108.

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[Citation Analysis]
2014US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Rodriguez, E. ; Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:554-564.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

[Click on heading to sort table]

YearTitleSee
2013End of sample vs. real time data: perspectives for analysis of expectations. (2013). Tomczyk, Emilia . In: Working Papers. RePEc:wse:wpaper:68.

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[Citation Analysis]
2013Range-Dependent Utility. (2013). Kontek, Krzysztof ; Lewandowski, Michal . In: Working Papers. RePEc:wse:wpaper:69.

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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

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.