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CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster


0.25

Impact Factor

0.14

5-Years IF

4

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.369930.3328002 (7.1%)20.220.17
20100.3471610.0618991 (5.6%)10.140.15
20110.440.410.4452170.332167167 (%)0.2
20120.420.450.4342590.364125219 (%)0.21
20130.50.3232880.2939258 (%)0.2
20140.290.550.43836160.4413722812 (%)40.50.25
20150.550.570.26844120.2741162771 (25%)20.250.26
20160.250.660.14135780.1431642842 (66.7%)10.080.34
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
12009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

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19
22010Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network. (2010). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:1410.

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8
32009Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. (2009). Wilfling, Bernd ; Bohl, Martin T. ; Salm, Christian A.. In: CQE Working Papers. RePEc:cqe:wpaper:0609.

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6
42010Consumer prices and wages in Germany, 1500 - 1850. (2010). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:1510.

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4
52014Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214.

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4
62010Demand Matters: German Wheat Market Integration 1806-1855 in a European Context. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1110.

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4
72013Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered. (2013). Trede, Mark ; Schluter, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:2713.

Full description at Econpapers || Download paper

3
82014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino . In: CQE Working Papers. RePEc:cqe:wpaper:3414.

Full description at Econpapers || Download paper

3
92012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2312.

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3
102015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. (2015). Gross, Christian ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3915.

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3
112014Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914.

Full description at Econpapers || Download paper

3
122016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

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2
132014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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2
142010The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market. (2010). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:1210.

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2
152011Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. (2011). Wilfling, Bernd ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:1711.

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1
162014The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. (2014). Siklos, Pierre ; Diesteldorf, Jeanne ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3614.

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1
172009Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets. (2009). Siklos, Pierre ; Bohl, Martin T. ; Schuppli, Michael . In: CQE Working Papers. RePEc:cqe:wpaper:0709.

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1
182012From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. (2012). Bohl, Martin ; Kaufmann, Philipp ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2412.

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1
192016Explosive earnings dynamics: Whoever has will be given more. (2016). Trede, Mark . In: CQE Working Papers. RePEc:cqe:wpaper:4716.

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1
202009International and National Wheat Market Integration in the 19th Century: A Comovement Analysis. (2009). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:0409.

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1
212015Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315.

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1
222009Identification of speculative bubbles using state-space models with Markov-switching. (2009). Wilfling, Bernd ; Al-Anaswah, Nael . In: CQE Working Papers. RePEc:cqe:wpaper:0309.

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1
232011Estimating Continuous-Time Income Models. (2011). Trede, Mark ; Schluter, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:1811.

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1

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


#YearTitleCited
12009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

Full description at Econpapers || Download paper

4
22014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino . In: CQE Working Papers. RePEc:cqe:wpaper:3414.

Full description at Econpapers || Download paper

3
32015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. (2015). Gross, Christian ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3915.

Full description at Econpapers || Download paper

3
42014Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914.

Full description at Econpapers || Download paper

3
52013Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered. (2013). Trede, Mark ; Schluter, Christian . In: CQE Working Papers. RePEc:cqe:wpaper:2713.

Full description at Econpapers || Download paper

3
62012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2312.

Full description at Econpapers || Download paper

2
72014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

Full description at Econpapers || Download paper

2
82016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 4:


YearTitle
2016The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael. In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:236045.

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2016The U.S. Role in the Price Determination of Major Agricultural Commodities. (2016). Nigatu, Getachew ; Adjemian, Michael. In: 2017 Allied Social Science Association (ASSA) Annual Meeting, January 6-8, 2017, Chicago, Illinois. RePEc:ags:assa17:250119.

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2016Approximating time varying structural models with time invariant structures. (2016). Matthes, Christian ; ferroni, filippo ; Canova, Fabio . In: 2016 Meeting Papers. RePEc:red:sed016:46.

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2016Stock Return Prediction with Fully Flexible Models and Coefficients. (2016). Fu, Rong ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:75366.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?. (2015). Bohl, Martin T ; Adammer, Philipp . In: CQE Working Papers. RePEc:cqe:wpaper:4415.

Full description at Econpapers || Download paper

2015Identification of DSGE models—The effect of higher-order approximation and pruning. (2015). Mutschler, Willi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:56:y:2015:i:c:p:34-54.

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Recent citations received in 2014

YearCiting document
2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho J. ; Korobilis, Dimitris ; Byrne, Joseph P.. In: 2007 Annual Meeting, July 29-August 1, 2007, Portland, Oregon TN. RePEc:ags:aaea07:612.

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2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Korobilis, Dimitris ; Ribeiro, Pinho J ; Byrne, Joseph P. In: SIRE Discussion Papers. RePEc:edn:sirdps:612.

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2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: Working Papers. RePEc:gla:glaewp:2014_16.

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2014On the Sources of Uncertainty in Exchange Rate Predictability. (2014). Ribeiro, Pinho ; Korobilis, Dimitris ; Byrne, Joseph. In: MPRA Paper. RePEc:pra:mprapa:58956.

Full description at Econpapers || Download paper

Recent citations received in 2013

YearCiting document

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, 1st 2017. Contact: CitEc Team