Citation analysis for Advances in Econometrics / Emerald Publishing Ltd

Advances in Econometrics / Emerald Publishing Ltd

0.03

Impact Factor

0.03

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		(%)			0.04
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 discussÃ£o. 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.