0.73
Impact Factor
0.72
5-Years IF
3
5-Years H index
Working Papers / Eastern Mediterranean University, Department of Economics
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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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 | 1 | 1 | 0 | 0 | (%) | 0.17 | |||||||||
| 2002 | 0.37 | 1 | 1 | 1 | (%) | 0.18 | ||||||||||
| 2003 | 0.4 | 1 | 1 | 1 | (%) | 0.19 | ||||||||||
| 2004 | 0.41 | 1 | 0 | 1 | (%) | 0.18 | ||||||||||
| 2005 | 0.43 | 1 | 0 | 1 | (%) | 0.21 | ||||||||||
| 2006 | 0.44 | 1 | 0 | 1 | (%) | 0.19 | ||||||||||
| 2007 | 0.37 | 1 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2008 | 0.39 | 1 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2009 | 0.36 | 1 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2010 | 0.34 | 1 | 2 | 0 | 0 | (%) | 0.15 | |||||||||
| 2011 | 0.41 | 1 | 3 | 1 | 1 | (%) | 0.2 | |||||||||
| 2012 | 0.45 | 2 | 5 | 5 | 2 | 2 | 1 (20%) | 0.21 | ||||||||
| 2013 | 0.5 | 5 | 3 | 4 | (%) | 0.2 | ||||||||||
| 2014 |  0.5 | 0.55 | 0.25 | 15 | 20 | 3 | 0.15 | 23 | 2 | 1 | 4 | 1 | 2 (8.7%) | 2 | 0.13 | 0.25 |
| 2015 | 0.2 | 0.57 | 0.16 | 7 | 27 | 4 | 0.15 | 7 | 15 | 3 | 19 | 3 | (%) | 0.26 | ||
| 2016 |  0.73 | 0.66 | 0.72 | 2 | 29 | 18 | 0.62 | 22 | 16 | 25 | 18 | (%) | 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 | 2014 | Housing and the Business Cycle in South Africa. (2014). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C ; Bosch, Adel ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-22.pdf. Full description at Econpapers || Download paper | 9 |
| 2 | 2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-07.pdf. Full description at Econpapers || Download paper | 4 |
| 3 | 2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-12.pdf. Full description at Econpapers || Download paper | 3 |
| 4 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-27.pdf. Full description at Econpapers || Download paper | 3 | |
| 5 | 2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-02.pdf. Full description at Econpapers || Download paper | 2 |
| 6 | 2012 | Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode. (2012). Simo-Kengne, Beatrice Desiree ; Reid, Monique ; GUPTA, RANGAN ; Balcilar, Mehmet ; simo -Kengne, Beatrice D ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-26.pdf. Full description at Econpapers || Download paper | 2 |
| 7 | 2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-17.pdf. Full description at Econpapers || Download paper | 2 |
| 8 | 2014 | Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. (2014). Ozdemir, Zeynel ; Miller, Stephen ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-24.pdf. Full description at Econpapers || Download paper | 2 |
| 9 | 2014 | The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Uwilingiye, Josine . In: Working Papers. RePEc:emu:wpaper:15-13.pdf. Full description at Econpapers || Download paper | 2 |
| 10 | 2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Working Papers. RePEc:emu:wpaper:15-11.pdf. Full description at Econpapers || Download paper | 2 |
| 11 | 2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Working Papers. RePEc:emu:wpaper:15-18.pdf. Full description at Econpapers || Download paper | 1 |
| 12 | 2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk. (2014). Nguyen, Duc Khuong ; Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Working Papers. RePEc:emu:wpaper:15-10.pdf. Full description at Econpapers || Download paper | 1 |
| 13 | 2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-09.pdf. Full description at Econpapers || Download paper | 1 |
| 14 | 2015 | Identifying Periods of US Housing Market Explosivity. (2015). Katzke, Nico ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-03.pdf. Full description at Econpapers || Download paper | 1 |
| 15 | 2014 | Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; Bahramian, Pejman. In: Working Papers. RePEc:emu:wpaper:15-19.pdf. 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 | 2014 | Housing and the Business Cycle in South Africa. (2014). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C ; Bosch, Adel ; Balcilarauthor-Name, Mehmet . In: Working Papers. RePEc:emu:wpaper:15-22.pdf. Full description at Econpapers || Download paper | 9 |
| 2 | 2015 | International Stock Return Predictability: Is the Role of U.S. Time-Varying?. (2015). GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Working Papers. RePEc:emu:wpaper:15-07.pdf. Full description at Econpapers || Download paper | 4 |
| 3 | 2014 | The Role of Economic Policy Uncertainty in Forecasting US Inflation Using a VARFIMA Model. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-12.pdf. Full description at Econpapers || Download paper | 3 |
| 4 | 2014 | The Growth-Inflation Nexus for the US over 1801-2013: A Semiparametric Approach. (2014). Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-17.pdf. Full description at Econpapers || Download paper | 2 |
| 5 | 2012 | The Out-of-Sample Forecasting Performance of Non-Linear Models of Regional Housing Prices in the US. (2012). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-27.pdf. Full description at Econpapers || Download paper | 2 |
| 6 | 2015 | THE ROLE OF NEWS-BASED UNCERTAINTY INDICES IN PREDICTING OIL MARKETS: A HYBRID NONPARAMETRIC QUANTILE CAUSALITY METHOD. (2015). GUPTA, RANGAN ; Bekiros, Stelios ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-02.pdf. Full description at Econpapers || Download paper | 2 |
| 7 | 2014 | Testing the Asymmetric Effects of Financial Conditions in South Africa: A Nonlinear Vector Autoregression Approach. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Thompson, Kirsten . In: Working Papers. RePEc:emu:wpaper:15-11.pdf. Full description at Econpapers || Download paper | 2 |
| 8 | 2014 | The impact of oil price on South African GDP growth: A Bayesian Markov Switching-VAR analysis. (2014). GUPTA, RANGAN ; van Eyden, Renee ; Balcilar, Mehmet ; Uwilingiye, Josine . In: Working Papers. RePEc:emu:wpaper:15-13.pdf. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 16:
| Year | Title | |
|---|---|---|
| 2016 | The Relationship between Commodity Markets and Commodity Mutual Funds: A Wavelet-Based Analysis. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Chang, Tsangyao ; Antonakakis, Nikolaos ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201619. Full description at Econpapers || Download paper | |
| 2016 | Does Country Risks Predict Stock Returns and Volatility? Evidence from a Nonparametric Approach. (2016). Suleman, Tahir ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201675. Full description at Econpapers || Download paper | |
| 2016 | Does Geopolitical Risks Predict Stock Returns and Volatility of Leading Defense Companies? Evidence from a Nonparametric Approach. (2016). GUPTA, RANGAN ; Apergis, Nicholas ; Bonato, Matteo ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201671. Full description at Econpapers || Download paper | |
| 2016 | Periodically collapsing bubbles in the South African stock market. (2016). Wohar, Mark ; Jooste, Charl ; GUPTA, RANGAN ; Balcilar, Mehmet. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:191-201. Full description at Econpapers || Download paper | |
| 2016 | Stock price dynamics and the business cycle in an estimated DSGE model for South Africa. (2016). GUPTA, RANGAN ; Paetz, Michael . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:166-182. Full description at Econpapers || Download paper | |
| 2016 | Housing Market Spillovers in South Africa: Evidence from an Estimated Small Open Economy DSGE Model. (2016). GUPTA, RANGAN ; Sun, Xiaojin . In: Working Papers. RePEc:pre:wpaper:201641. Full description at Econpapers || Download paper | |
| 2016 | Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Christou, Christina ; Hassapis, Christis . In: Working Papers. RePEc:pre:wpaper:201637. Full description at Econpapers || Download paper | |
| 2016 | Components of Economic Policy Uncertainty and Predictability of US Stock Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantile Approach. (2016). GUPTA, RANGAN ; Balcilar, Mehmet ; Antonakakis, Nikolaos ; Sun, Xiaojin ; Kyei, Clement . In: Working Papers. RePEc:pre:wpaper:201639. Full description at Econpapers || Download paper | |
| 2016 | Can debt ceiling and government shutdown predict us real stock returns? A bootstrap rolling window approach. - Gli effetti sui rendimenti azionari reali negli USA del tetto del debito pubblico e del b. (2016). GUPTA, RANGAN ; El Montasser, Ghassen ; Balcilar, Mehmet ; Manjez, Nangamso C ; Aye, Goodness C. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0768. Full description at Econpapers || Download paper | |
| 2016 | Macroeconomic effects of a decline in housing prices in Sweden. (2016). ÃÂsterholm, Pär ; Osterholm, Par ; Stockhammar, Par ; Gustafsson, Peter . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:38:y:2016:i:2:p:242-255. Full description at Econpapers || Download paper | |
| 2016 | Causality between Oil Price and South Africas Food Price: Time Varying Approach - Relazione di causalità tra prezzo del petrolio e pr ezzo dei prodotti alimentari in Sud Africa: un approccio time var. (2016). Aye, Goodness C. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0778. Full description at Econpapers || Download paper | |
| 2016 | Does Economic Policy Uncertainty Predict Exchange Rate Returns and Volatility? Evidence from a Nonparametric Causality-in-Quantiles Test. (2016). Wohar, Mark ; GUPTA, RANGAN ; Balcilar, Mehmet ; Kyei, Clement . In: Open Economies Review. RePEc:kap:openec:v:27:y:2016:i:2:d:10.1007_s11079-016-9388-x. Full description at Econpapers || Download paper | |
| 2016 | Policy Uncertainty and Foreign Exchange Rates: The DCC-GARCH Model of the US / Japanese Foreign Exchange Rate. (2016). Kurasawa, Kazutaka . In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:5:y:2016:i:4:p:1-19. Full description at Econpapers || Download paper | |
| 2016 | The Impact of Oil Shocks in a Small Open Economy New-Keynesian Dynamic Stochastic General Equilibrium Model for South Africa. (2016). Wohar, Mark ; Hollander, Hylton ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201652. Full description at Econpapers || Download paper | |
| 2016 | Economic policy uncertainty and housing returns in Germany: Evidence from a bootstrap rolling window. (2016). Su, David ; Zhao, Yanping ; Lobon, Oana-Ramona ; Li, Xin . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:34:y:2016:i:1:p:43-61. Full description at Econpapers || Download paper | |
| 2016 | The Relationship between the Inflation Rate and Inequality across US States: A Semiparametric Approach. (2016). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Chang, Shinhye . In: Working Papers. RePEc:pre:wpaper:201682. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document |
|---|
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | What explain the short-term dynamics of the prices of CO2 emissions?. (2014). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:122-135. Full description at Econpapers || Download paper | |
| 2014 | Housing and the business cycle in South Africa. (2014). GUPTA, RANGAN ; Bosch, Adel ; Balcilar, Mehmet ; Aye, Goodness C.. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:36:y:2014:i:3:p:471-491. 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