Citation analysis for CReMFi Discussion Papers / CReMFi, School of Economics and Finance, QMUL

CReMFi Discussion Papers / CReMFi, School of Economics and Finance, QMUL

Impact Factor

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		1	1			7	0		0		(%)			0.25
2015	2	0.57	2	2	3	4	1.33	6	1	2	1	2	1 (16.7%)	2	1	0.26
2016	2	0.66	2		3	6	2		3	6	3	6	(%)			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	Financial conditions and density forecasts for US output and inflation. (2014). mumtaz, haroon ; Alessandri, Piergiorgio. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:1. Full description at Econpapers \|\| Download paper	7
2	2015	Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2. Full description at Econpapers \|\| Download paper	6

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

#	Year	Title	Cited
1	2014	Financial conditions and density forecasts for US output and inflation. (2014). mumtaz, haroon ; Alessandri, Piergiorgio. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:1. Full description at Econpapers \|\| Download paper	7
2	2015	Forecasting with VAR Models: Fat Tails and Stochastic Volatility. (2015). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: CReMFi Discussion Papers. RePEc:qmm:wpaper:2. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor 6:

Year	Title
2016	VAR Models with Non-Gaussian Shocks. (2016). Pinter, Gabor ; mumtaz, haroon ; Chiu, Ching-Wai (Jeremy). In: Discussion Papers. RePEc:cfm:wpaper:1609. Full description at Econpapers \|\| Download paper
2016	Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51. Full description at Econpapers \|\| Download paper
2016	Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:391-405. Full description at Econpapers \|\| Download paper
2016	Bayesian model averaging and principal component regression forecasts in a data rich environment. (2016). Ouysse, Rachida. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:763-787. Full description at Econpapers \|\| Download paper
2016	Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0611. Full description at Econpapers \|\| Download paper
2016	Is fiscal policy effective in Brazil? An empirical analysis. (2016). MendonÃÂ§a, Diogo ; MarÃÂ§al, Emerson ; Holland, MÃÂ¡rcio ; FernandesMaral, Emerson ; de Prince, Diogo ; MarcioHolland, . In: Textos para discussÃ£o. RePEc:fgv:eesptd:433. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Understanding the central bank balance sheet. (2015). Rule, Garreth . In: Handbooks. RePEc:ccb:hbooks:32. Full description at Econpapers \|\| Download paper
2015	Large Bayesian VARs: A flexible Kronecker error covariance structure. (2015). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2015-41. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document

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.