Citation analysis for Working papers / Yonsei University, Yonsei Economics Research Institute

Working papers / Yonsei University, Yonsei Economics Research Institute

0.12

Impact Factor

0.14

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				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12			0				0		0		(%)			0.06
1995		0.16			0				0		0		(%)			0.1
1996		0.2			0				0		0		(%)			0.09
1997		0.21			0				0		0		(%)			0.09
1998		0.22			0				0		0		(%)			0.13
1999		0.28			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.36			0				0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.42			0				0		0		(%)			0.19
2005		0.43			0				0		0		(%)			0.21
2006		0.45			0				0		0		(%)			0.2
2007		0.39			0				0		0		(%)			0.17
2008		0.39			0				0		0		(%)			0.17
2009		0.37			0				0		0		(%)			0.18
2010		0.33			0				0		0		(%)			0.15
2011		0.41			0	2			0		0		(%)			0.2
2012		0.46		11	11	1	0.09	12	0		0		(%)	1	0.09	0.21
2013	0.36	0.5	0.36	10	21	7	0.33	4	11	4	11	4	2 (50%)	3	0.3	0.21
2014	0.1	0.54	0.1	15	36	2	0.06	2	21	2	21	2	(%)			0.26
2015	0.12	0.6	0.14	11	47	7	0.15		25	3	36	5	(%)			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	2012	VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles. (2012). Manganelli, Simone ; Kim, Tae-Hwan ; White, Habert . In: Working papers. RePEc:yon:wpaper:2012rwp-45. Full description at Econpapers \|\| Download paper	11
2	2013	Testing for Neglected Nonlinearity Using Twofold Unidentified Models under the Null and Hexic Expansions (published in: Essays in Nonlinear Time Series Econometrics, Festschrift in Honor of Timo Teras. (2013). Ishida, Isao ; Cho, Jin Seo ; White, Halbert . In: Working papers. RePEc:yon:wpaper:2013rwp-55. Full description at Econpapers \|\| Download paper	3
3	2014	Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. (2014). Cho, Jin Seo ; White, Halbert . In: Working papers. RePEc:yon:wpaper:2014rwp-67. Full description at Econpapers \|\| Download paper	2
4	2014	Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014). (2014). Cho, Jin Seo ; White, Halbert . In: Working papers. RePEc:yon:wpaper:2014rwp-67a. Full description at Econpapers \|\| Download paper	2
5	2013	Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables. (2013). pagan, adrian ; Fisher, Lance A. ; Huh, Hyeon-Seung . In: Working papers. RePEc:yon:wpaper:2013rwp-61. Full description at Econpapers \|\| Download paper	1
6	2012	Individual and Aggregate Labor Supply in a Heterogeneous Agent Economy with Intensive and Extensive Margins. (2012). Kim, Sun-Bin ; Kwon, Kyooho ; Chang, Yonsung . In: Working papers. RePEc:yon:wpaper:2012rwp-48. 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	2012	VAR for VaR: Measuring Tail Dependence Using Multivariate Regression Quantiles. (2012). Manganelli, Simone ; Kim, Tae-Hwan ; White, Habert . In: Working papers. RePEc:yon:wpaper:2012rwp-45. Full description at Econpapers \|\| Download paper	5
2	2014	Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing. (2014). Cho, Jin Seo ; White, Halbert . In: Working papers. RePEc:yon:wpaper:2014rwp-67. Full description at Econpapers \|\| Download paper	2
3	2014	Notations in Testing the Equality of Two Positive-Definite Matrices with Application to Information Matrix Testing by Cho and White (2014). (2014). Cho, Jin Seo ; White, Halbert . In: Working papers. RePEc:yon:wpaper:2014rwp-67a. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 3:

Year	Title
2015	An investigation into multivariate variance ratio statistics and their application to stock market predictability. (2015). LINTON, OLIVER ; Hong, Seok Young ; Zhang, Hui Jun . In: CeMMAP working papers. RePEc:ifs:cemmap:13/15. Full description at Econpapers \|\| Download paper
2015	An investigation into Multivariate Variance Ratio Statistics and their application to Stock Market Predictability. (2015). LINTON, OLIVER ; Hong, Seok Young ; Zhang, Hui Jun . In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1552. Full description at Econpapers \|\| Download paper
2015	Testing Linearity Using Power Transforms of Regressors. (2015). Phillips, Peter ; Cho, Jin Seo ; Peter C. B. Phillips, ; Baek, Yae In . In: Working papers. RePEc:yon:wpaper:2015rwp-79. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document
2013	Testing Linearity Using Power Transforms of Regressors. (2013). Phillips, Peter ; Cho, Jin Seo ; Peter C. B. Phillips, ; Baek, Yae In . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:1917. Full description at Econpapers \|\| Download paper
2013	International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Raghavan, Mala ; Dungey, Mardi ; Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208. Full description at Econpapers \|\| Download paper
2013	Testing for Neglected Nonlinearity Using Extreme Learning Machines (published in: International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems, 21, Suppl. 2 (2013), 117--129.). (2013). Cho, Jin Seo ; SHIN, KYU LEE . In: Working papers. RePEc:yon:wpaper:2013rwp-57. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Bubbles, Financial Crises, and Systemic Risk. (2012). Brunnermeier, Markus ; Oehmke, Martin . In: NBER Working Papers. RePEc:nbr:nberwo:18398. Full description at Econpapers \|\| Download paper

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.