Citation analysis for Computing in Economics and Finance 1999 / Society for Computational Economics

Computing in Economics and Finance 1999 / Society for Computational Economics

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Impact Factor

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5-Years IF

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
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0	1			0		0		(%)			0.06
1993		0.14			0	1			0		0		(%)			0.07
1994		0.12			0	1			0		0		(%)			0.06
1995		0.16			0	1			0		0		(%)			0.1
1996		0.2			0	1			0		0		(%)			0.09
1997		0.21			0	1			0		0		(%)			0.09
1998		0.22			0	3			0		0		(%)			0.13
1999		0.28		195	195	29	0.15	672	0		0		1 (%)	28	0.14	0.16
2000	0.23	0.37	0.23	1	196	46	0.23	1	195	45	195	45	(%)			0.14
2001	0.33	0.36	0.33		196	67	0.34		196	65	196	65	(%)			0.17
2002	1	0.37	0.28		196	55	0.28		1	1	196	54	(%)			0.18
2003		0.4	0.35		196	72	0.37		0		196	68	(%)			0.19
2004		0.42	0.23		196	47	0.24		0		196	46	(%)			0.19
2005		0.43			196	67	0.34		0		1		(%)			0.21
2006		0.45			196	47	0.24		0		0		(%)			0.2
2007		0.39			196	40	0.2		0		0		(%)			0.17
2008		0.39			196	49	0.25		0		0		(%)			0.17
2009		0.37			196	28	0.14		0		0		(%)			0.18
2010		0.33			196	22	0.11		0		0		(%)			0.15
2011		0.41			196	18	0.09		0		0		(%)			0.2
2012		0.46			196	9	0.05		0		0		(%)			0.21
2013		0.5			196	15	0.08		0		0		(%)			0.21
2014		0.54			196	14	0.07		0		0		(%)			0.26
2015		0.6			196	17	0.09		0		0		(%)			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:

#	Year	Title	Cited
1	1999	Frictionless Commerce? A Comparison of Internet and Conventional Retailers. (1999). Brynjolfsson, Erik ; Smith, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1022. Full description at Econpapers \|\| Download paper	100
2	1999	Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832. Full description at Econpapers \|\| Download paper	76
3	1999	Optimal Monetary Policy with Staggered Wage and Price Contracts. (1999). Levin, Andrew ; Henderson, Dale ; Erceg, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1151. Full description at Econpapers \|\| Download paper	76
4	1999	Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model. (1999). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:223. Full description at Econpapers \|\| Download paper	50
5	1999	Computational Experiments and Reality. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:401. Full description at Econpapers \|\| Download paper	40
6	1999	Simple Monetary Policy Rules Under Model Uncertainty. (1999). Laxton, Douglas ; Eliasson, Ann-Charlotte ; Isard, Peter . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:841. Full description at Econpapers \|\| Download paper	27
7	1999	On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices. (1999). Hall, Stephen ; Greenslade, Jennifer ; S. G. Brian HENRY, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:643. Full description at Econpapers \|\| Download paper	23
8	1999	Learning and Excess Volatility. (1999). Duffy, John ; Bullard, James. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:224. Full description at Econpapers \|\| Download paper	22
9	1999	Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113. Full description at Econpapers \|\| Download paper	19
10	1999	A Method for Taking Models to the Data. (1999). Ireland, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1233. Full description at Econpapers \|\| Download paper	18
11	1999	Stochastic Volatility: Univariate and Multivariate Extensions. (1999). Rossi, Peter ; Polson, Nicholas G. ; Jacquier, Eric. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:112. Full description at Econpapers \|\| Download paper	14
12	1999	Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models. (1999). Mira, Pedro ; Aguirregabiria, Victor. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:332. Full description at Econpapers \|\| Download paper	14
13	1999	Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:621. Full description at Econpapers \|\| Download paper	14
14	1999	Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor. (1999). Viceira, Luis ; Gomes, Francisco ; Campbell, John ; Cocco, Joao ; Maenhout, Pascal . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1344. Full description at Econpapers \|\| Download paper	13
15	1999	Optimal Horizons for Inflation Targeting. (1999). Nelson, Edward ; Batini, Nicoletta. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1052. Full description at Econpapers \|\| Download paper	11
16	1999	Evolution and Time Horizons in an Agent-Based Stock Market. (1999). Lebaron, Blake. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1342. Full description at Econpapers \|\| Download paper	10
17	1999	Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:721. Full description at Econpapers \|\| Download paper	9
18	1999	Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations. (1999). Khalaf, Lynda ; Dufour, Jean-Marie. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:824. Full description at Econpapers \|\| Download paper	9
19	1999	An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1243. Full description at Econpapers \|\| Download paper	8
20	1999	Hysteresis in Economic Systems. (1999). Piscitelli, Laura ; Cross, Rod ; Grinfeld, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:723. Full description at Econpapers \|\| Download paper	8
21	1999	The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty. (1999). Wieland, Volker ; Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1153. Full description at Econpapers \|\| Download paper	7
22	1999	Computer Automation of General-to-Specific Model Selection Procedures. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:314. Full description at Econpapers \|\| Download paper	7
23	1999	Competing R&D Strategies in an Evolutionary Industry Model. (1999). Yildizoglu, Murat. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:343. Full description at Econpapers \|\| Download paper	7
24	1999	Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1241. Full description at Econpapers \|\| Download paper	7
25	1999	Using Symbolic Regression to Infer Strategies from Experimental Data. (1999). Engle-Warnick, Jim ; Duffy, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1033. Full description at Econpapers \|\| Download paper	6
26	1999	Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity. (1999). Tan, Ching-Wei. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1143. Full description at Econpapers \|\| Download paper	6
27	1999	Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility. (1999). Connolly, Robert ; Nuray Güner, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:943. Full description at Econpapers \|\| Download paper	5
28	1999	Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing. (1999). Kim, Sunghyun. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:251. Full description at Econpapers \|\| Download paper	4
29	1999	The Nature of Markets in the World Wide Web. (1999). Huberman, Bernardo A. ; Adamic, Lada A.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:521. Full description at Econpapers \|\| Download paper	4
30	1999	Market Force, Ecology, and Evolution. (1999). Farmer, J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:651. Full description at Econpapers \|\| Download paper	4
31	1999	Real Implications of the Zero Bound on Nominal Interest Rates. (1999). Wolman, Alexander. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1152. Full description at Econpapers \|\| Download paper	4
32	1999	Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work. (1999). Kilian, Lutz ; Caner, Mehmet. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:511. Full description at Econpapers \|\| Download paper	4
33	1999	Perturbation Solution of Nonlinear Rational Expectations Models. (1999). Chen, Baoline. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:334. Full description at Econpapers \|\| Download paper	4
34	1999	Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?. (1999). Palivos, Theodore. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:353. Full description at Econpapers \|\| Download paper	3
35	1999	Wilkinsons Tests and Econometric Software. (1999). McCullough, B. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1312. Full description at Econpapers \|\| Download paper	3
36	1999	Modeling the Economics of Internet Companies. (1999). OÄuÅ BinatlÄ±, Ayla ; Yuret, Deniz ; de la Maza, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:152. Full description at Econpapers \|\| Download paper	3
37	1999	Asymptotic Inference for Nonstationary Fractionally Integrated Processes. (1999). Marmol, Francesc ; Dolado, Juan. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:513. Full description at Econpapers \|\| Download paper	3
38	1999	Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation. (1999). Flaschel, Peter ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:714. Full description at Econpapers \|\| Download paper	3
39	1999	S-Estimation in the Linear Regression Model with Long-Memory Error Terms. (1999). Sibbertsen, Philipp. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:512. Full description at Econpapers \|\| Download paper	3
40	1999	Hybrid Methods for Continuous Space Dynamic Programming. (1999). Miranda, Mario ; P aul L. F ackler, ; Fackler, Paul L.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1332. Full description at Econpapers \|\| Download paper	3
41	1999	Minimum-Variance Kernels and Economic Risk Premia. (1999). Robotti, Cesare ; Balduzzi, Pierluigi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:953. Full description at Econpapers \|\| Download paper	3
42	1999	Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty. (1999). Belke, Ansgar ; Matthias Göcke, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:722. Full description at Econpapers \|\| Download paper	2
43	1999	Real Interest Rates and Real Exchange Rates : Evidence from Indexed Bonds. (1999). Laxton, Douglas ; Bleany, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:942. Full description at Econpapers \|\| Download paper	2
44	1999	Learning with Bounded Memory in Stochastic Models. (1999). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:221. Full description at Econpapers \|\| Download paper	2
45	1999	Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules. (1999). Williams, John ; REIFSCHNEIDER, DAVID . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:843. Full description at Econpapers \|\| Download paper	2
46	1999	Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models. (1999). Downing, Christopher T.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:111. Full description at Econpapers \|\| Download paper	2
47	1999	Simulating the Ecology of Oligopoly Games with Genetic Algorithms. (1999). Chen, Shu-Heng ; Ni, Chih-Chi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1012. Full description at Econpapers \|\| Download paper	2
48	1999	Time-Series Modelling of Daily Tax Revenues. (1999). Ooms, Marius ; Koopman, Siem Jan ; Björn de Groot, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:312. Full description at Econpapers \|\| Download paper	2
49	1999	Discrete-Time Continuous-State Interest Rate Models. (1999). Sullivan, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:913. Full description at Econpapers \|\| Download paper	1
50	1999	Genetic Algorithms and Economic Evolution. (1999). Riechmann, Thomas. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1011. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	1999	Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832. Full description at Econpapers \|\| Download paper	21
2	1999	An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1243. Full description at Econpapers \|\| Download paper	5
3	1999	Market Force, Ecology, and Evolution. (1999). Farmer, J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:651. Full description at Econpapers \|\| Download paper	3
4	1999	Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:721. Full description at Econpapers \|\| Download paper	3
5	1999	Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113. Full description at Econpapers \|\| Download paper	3
6	1999	Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model. (1999). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:223. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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.