0.03
Impact Factor
0.03
5-Years IF
2
5-Years H index
Advances in Econometrics / Emerald Publishing Ltd
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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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 | (%) | 0.04 | ||||||||||
| 1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1994 | 0.14 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1995 | 0.17 | 0 | 0 | 0 | (%) | 0.11 | ||||||||||
| 1996 | 0.22 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.24 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 1999 | 0.3 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2000 | 0.37 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.37 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.41 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2005 | 0.43 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.44 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2007 | 0.37 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2008 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2009 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2010 | 0.34 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2011 | 0.41 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2012 | 0.45 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2013 | 0.5 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2014 | 0.55 | 31 | 31 | 2 | 0.06 | 6 | 0 | 0 | (%) | 2 | 0.06 | 0.25 | ||||
| 2015 |  0.03 | 0.57 | 0.03 | 31 | 1 | 0.03 | 31 | 1 | 31 | 1 | (%) | 0.26 | ||||
| 2016 | 0.03 | 0.66 | 0.03 | 46 | 77 | 5 | 0.06 | 13 | 31 | 1 | 31 | 1 | (%) | 4 | 0.09 | 0.34 |
| 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:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 4 |
| 2 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 3 |
| 3 | 2014 | Bayesian Selection of Systemic Risk Networks. (2014). Ahelegbey, Daniel Felix ; Giudici, Paolo . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034007. Full description at Econpapers || Download paper | 2 |
| 4 | 2014 | Asymptotic Moments of Autoregressive Estimators with a Near Unit Root and Minimax Risk. (2014). Hansen, Bruce E. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000033001. Full description at Econpapers || Download paper | 1 |
| 5 | 2016 | Small- Versus Big-Data Factor Extraction in Dynamic Factor Models: An Empirical Assessment. (2016). Poncela, Pilar ; Ruiz, Esther . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035010. Full description at Econpapers || Download paper | 1 |
| 6 | 2014 | Parallel Constrained Hamiltonian Monte Carlo for BEKK Model Comparison. (2014). Burda, Martin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034008. Full description at Econpapers || Download paper | 1 |
| 7 | 2017 | The Deterrence Effect of Prison: Dynamic Theory and Evidence: *. (2017). Lee, David S ; McCrary, Justin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038005. Full description at Econpapers || Download paper | 1 |
| 8 | 2016 | Analyzing International Business and Financial Cycles using Multi-Level Factor Models: A Comparison of Alternative Approaches. (2016). Jorg, Breitung ; Sandra, Eickmeier . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035005. Full description at Econpapers || Download paper | 1 |
| 9 | 2016 | Fast Simulated Maximum Likelihood Estimation of the Spatial Probit Model Capable of Handling Large Samples. (2016). Pace, Kelley R ; Lesage, James P. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000037008. Full description at Econpapers || Download paper | 1 |
| 10 | 2014 | Model Switching and Model Averaging in Time-Varying Parameter Regression Models. (2014). Belmonte, Miguel ; Koop, Gary . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034004. Full description at Econpapers || Download paper | 1 |
| 11 | 2016 | Model Averaging Over Nonparametric Estimators. (2016). Henderson, Daniel J ; Parmeter, Christopher F. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036024. Full description at Econpapers || Download paper | 1 |
| 12 | 2016 | Estimation of VAR Systems from Mixed-Frequency Data: The Stock and the Flow Case. (2016). Koelbl, Lukas ; Deistler, Manfred ; Felsenstein, Elisabeth ; Braumann, Alexander . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035002. Full description at Econpapers || Download paper | 1 |
| 13 | 2014 | Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments. (2014). Durham, Garland ; Geweke, John . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320140000034003. Full description at Econpapers || Download paper | 1 |
| 14 | 2016 | An Overview of the Factor-augmented Error-Correction Model. (2016). Banerjee, Anindya ; Masten, Igor ; Marcellino, Massimiliano . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035001. Full description at Econpapers || Download paper | 1 |
| 15 | 2017 | Regression Discontinuity Designs with Clustered Data. (2017). Bartalotti, Otavio ; Brummet, Quentin . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320170000038017. 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 | 2016 | Modeling Yields at the Zero Lower Bound: Are Shadow Rates the Solution?. (2016). , Jens ; Rudebusch, Glenn D. In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320150000035003. Full description at Econpapers || Download paper | 4 |
| 2 | 2016 | Long-Run Effects in Large Heterogeneous Panel Data Models with Cross-Sectionally Correlated Errors. (2016). Chudik, Alexander ; Raissi, Mehdi ; Pesaran, Hashem M ; Mohaddes, Kamiar . In: Advances in Econometrics. RePEc:eme:aecozz:s0731-905320160000036013. Full description at Econpapers || Download paper | 3 |
Citing documents used to compute impact factor 1:
| Year | Title | |
|---|---|---|
| 2016 | Solution and Estimation Methods for DSGE Models. (2016). Fernndez-Villaverde, J ; Schorfheide, F ; Rubio-Ramrez, J F. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-527. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415. Full description at Econpapers || Download paper | |
| 2016 | Measuring the effect of the zero lower bound on monetary policy. (2016). Nechio, Fernanda ; Hsu, Eric ; Carvalho, Carlos. In: Working Paper Series. RePEc:fip:fedfwp:2016-06. Full description at Econpapers || Download paper | |
| 2016 | Quantitative Easing: An Underappreciated Success. (2016). Gagnon, Joseph. In: Policy Briefs. RePEc:iie:pbrief:pb16-4. Full description at Econpapers || Download paper | |
| 2016 | Measuring the Effect of the Zero Lower Bound on Monetary Policy. (2016). Hsu, Eric ; Carvalho, Carlos ; de Carvalho, Carlos Viana . In: Textos para discussão. RePEc:rio:texdis:649. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | An empirical Bayesian approach to stein-optimal covariance matrix estimation. (2014). Gillen, Benjamin J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:402-420. Full description at Econpapers || Download paper | |
| 2014 | . 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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team