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Princeton, Department of Economics - Econometric Research Program / Princeton, Department of Economics - Econometric Research Program


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Impact Factor

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5-Years IF

7

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.670.10.6799101.111815101510 (%)0.06
19910.290.090.33615110.73197175248 (%)20.330.05
19920.270.110.37419140.7431543011 (%)0.06
19930.40.140.38120130.6551043413 (%)0.07
19940.120.072040.25282 (%)0.06
199510.160.320170.8511206 (%)0.1
19960.20.5520221.10116 (%)0.09
19970.210.220170.85051 (%)0.09
19980.2220231.1501 (%)0.13
19990.2820170.8500 (%)0.16
20000.3720321.600 (%)0.14
20010.3620331.6500 (%)0.17
20020.3720311.5500 (%)0.18
20030.420472.3500 (%)0.19
20040.422040200 (%)0.19
20050.4320693.4500 (%)0.21
20060.4520572.8500 (%)0.2
20070.3920412.0500 (%)0.17
20080.3920261.300 (%)0.17
20090.3720321.600 (%)0.18
20100.3320321.600 (%)0.15
20110.4120502.500 (%)0.2
20120.4620381.900 (%)0.21
20130.520502.500 (%)0.21
20140.5420432.1500 (%)0.26
20150.620522.600 (%)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:


#YearTitleCited
11988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS. (1988). Shiller, Robert ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:334.

Full description at Econpapers || Download paper

477
21988THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:338.

Full description at Econpapers || Download paper

160
31991Pitfalls and Opportunities: What Macroeconomics should know about unit roots.. (1991). Perron, Pierre ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:360.

Full description at Econpapers || Download paper

160
41991Nonstationary and Level Shifts With An Application To Purchasing Power Parity.. (1991). Vogelsang, Timothy ; Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:359.

Full description at Econpapers || Download paper

22
51989TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN.. (1989). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:347.

Full description at Econpapers || Download paper

20
61990FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES.. (1990). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:350.

Full description at Econpapers || Download paper

12
71991A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series.. (1991). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:363.

Full description at Econpapers || Download paper

10
81988TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:336.

Full description at Econpapers || Download paper

7
91993Statistical Estimation and Testing of a Real Business Cycle Model.. (1993). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:365.

Full description at Econpapers || Download paper

5
101991Dynamic Optimization Without Dynamic Programming. (1991). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:361.

Full description at Econpapers || Download paper

5
111988RATIONAL VERSUS ADAPTIVE EXPECTATIONS IN PRESENT VALUE MODELS. (1988). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:328.

Full description at Econpapers || Download paper

4
121990THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT.. (1990). Perron, Pierre ; Ghysels, Eric. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:355.

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3
131992Optimal Control Without Solving the Bellman Equations.. (1992). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:364.

Full description at Econpapers || Download paper

2
141989SUBGAMES AND THE REDUCED NORMAL FORM.. (1989). Swinkels, Jeroen. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:344.

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2
151988A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:337.

Full description at Econpapers || Download paper

2
161989SERIES ESTIMATION OF REGRESSION FUNCTIONALS.. (1989). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:348.

Full description at Econpapers || Download paper

2
171990EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS.. (1990). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:352.

Full description at Econpapers || Download paper

1
181990CAPITAL FORMATION AND ECONOMIC GROWTH IN CHINA.. (1990). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:356.

Full description at Econpapers || Download paper

1
191989IMPOSSIBILITY OF STRATEGY-PROOF MECHANISMS FOR ECONOMIES WITH PURE PUBLIC GOODS.. (1989). Zhou, Lin. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:343.

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1
201990THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS.. (1990). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:349.

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1
211989UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY.. (1989). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:342.

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1
221990THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS.. (1990). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:354.

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1
231992What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective.. (1992). Uhlig, Harald. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:367.

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1
241989EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS.. (1989). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:341.

Full description at Econpapers || Download paper

1
251990AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS.. (1990). Perron, Pierre ; Garcia, René. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:353.

Full description at Econpapers || Download paper

1

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
11988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS. (1988). Shiller, Robert ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:334.

Full description at Econpapers || Download paper

95
21991Pitfalls and Opportunities: What Macroeconomics should know about unit roots.. (1991). Perron, Pierre ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:360.

Full description at Econpapers || Download paper

48
31989TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN.. (1989). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:347.

Full description at Econpapers || Download paper

3
41991A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series.. (1991). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:363.

Full description at Econpapers || Download paper

3
51988THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:338.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team