Citation analysis for Dynamic Econometric Models / Uniwersytet Mikolaja Kopernika

Dynamic Econometric Models / Uniwersytet Mikolaja Kopernika

0.06

Impact Factor

0.09

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		(%)			0.04
1991		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0				0		0		(%)			0.09
1998		0.28			0				0		0		(%)			0.1
1999		0.32			0				0		0		(%)			0.13
2000		0.39			0				0		0		(%)			0.15
2001		0.39			0				0		0		(%)			0.14
2002		0.4			0				0		0		(%)			0.17
2003		0.43			0				0		0		(%)			0.18
2004		0.48		23	23			1	0		0		(%)			0.19
2005		0.52			23				23		23		(%)			0.2
2006		0.51		28	51			3	23		23		1 (33.3%)			0.2
2007		0.45			51				28		51		(%)			0.18
2008		0.48		21	72			3	28		51		(%)			0.2
2009		0.49	0.01	14	86	1	0.01	5	21		72	1	(%)			0.19
2010		0.46		11	97			4	35		63		(%)			0.17
2011		0.49		14	111			8	25		74		(%)			0.19
2012	0.04	0.52	0.03	8	119	3	0.03	4	25	1	60	2	(%)			0.19
2013	0.09	0.58	0.03	10	129	3	0.02	5	22	2	68	2	(%)			0.2
2014	0.17	0.6	0.19	8	137	12	0.09	4	18	3	57	11	2 (50%)			0.2
2015		0.61	0.08	8	145	5	0.03	2	18		51	4	1 (50%)			0.19
2016	0.19	0.68	0.1	10	155	6	0.04		16	3	48	5	(%)			0.2
2017	0.06	0.73	0.09	11	166	6	0.04	1	18	1	44	4	(%)			0.22

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	2011	Sovereign CDS Instruments in Central Europe â Linkages and Interdependence. (2011). Kliber, Agata. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128. Full description at Econpapers \|\| Download paper	6
2	2012	The Analysis of Interregional Migrations in Polandi n the Period of 2004-2010 using Panel Gravity Model. (2012). Wilk, Justyna ; Pietrzak, Michal ; Drzewoszewska, Natalia . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:111-122. Full description at Econpapers \|\| Download paper	3
3	2013	Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; BÄdowska-SÃ³jka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106. Full description at Econpapers \|\| Download paper	3
4	2013	Economic Growth and Energy Consumption in Post-Communist Countries: a Bootstrap Panel Granger Causality Analysis. (2013). PapieÅ¼, Monika ; Åmiech, SÅawomir ; Papiez, Monika ; Smiech, Slawomir . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:51-68. Full description at Econpapers \|\| Download paper	2
5	2009	Intraday Seasonality in Analysis of UHF Financial Data: Models and Their Empirical Verification. (2009). Huptas, Roman . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:128-138. Full description at Econpapers \|\| Download paper	2
6	2010	Liquidity and Market Microstructure Noise: Evidence from the Pekao Data. (2010). Doman, Magorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:5-14. Full description at Econpapers \|\| Download paper	2
7	2008	Information Impact on Stock Price Dynamics. (2008). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:13-20. Full description at Econpapers \|\| Download paper	1
8	2010	European Equity Market Integration and Optimal Investment Horizons â Evidence from Wavelet Analysis. (2010). Bruzda, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:15-30. Full description at Econpapers \|\| Download paper	1
9		Realization of the Congruence Postulate as a Method of Avoiding the Effects of a Spurious Relationship. (2004). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:117-126. Full description at Econpapers \|\| Download paper	1
10	2009	Estimating and Forecasting GDP in Poland with Dynamic Factor Model. (2009). Krajewski, Jaroslaw . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:139-145. Full description at Econpapers \|\| Download paper	1
11	2011	ARCH Effect in Classical Market-Timing Models with Lagged Market Variable: the Case of Polish Market. (2011). Olbrys, Joanna. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:185-202. Full description at Econpapers \|\| Download paper	1
12	2014	Oil Prices, Production and Inflation in the Selected EU Countries: Threshold Cointegration Approach. (2014). Geise, Andrzej ; Pilatowska, Mariola . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:71-91. Full description at Econpapers \|\| Download paper	1
13	2006	Measuring Conditional Dependence of Polish Financial Returns. (2006). Doman, Ryszard . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:59-68. Full description at Econpapers \|\| Download paper	1
14	2013	The Dynamics and Strength of Linkages between the Stock Markets in the Czech Republic, Hungary and Poland after their EU Accession. (2013). Doman, Malgorzata . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:5-32. Full description at Econpapers \|\| Download paper	1
15	2017	The application of hidden Markov models to the analysis of real convergence. (2017). Witkowski, Bartosz ; Bernardelli, Michal ; Prochniak, Mariusz. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:17:y:2017:p:59-80. Full description at Econpapers \|\| Download paper	1
16	2014	The Environmental Kuznets Curve in Poland - Evidence From Threshold Cointegration Analysis. (2014). Wlodarczyk, Aneta ; Pilatowska, Mariola ; Zawada, Marcin . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:51-70. Full description at Econpapers \|\| Download paper	1
17	2006	Imposing Economic Restrictions in a VECM-form Demand System. (2006). Mazur, BÅaÅ¼ej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:269-280. Full description at Econpapers \|\| Download paper	1
18	2012	Bayesian Pricing of the Optimal-Replication Strategy for European Option in the JD(M)J Model. (2012). Kostrzewski, Maciej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:53-72. Full description at Econpapers \|\| Download paper	1
19	2015	Density forecasts based on disaggregate data: nowcasting Polish inflation. (2015). Mazur, BÅaÅ¼ej. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:71-87. Full description at Econpapers \|\| Download paper	1
20		The Econometric Models Satisfying the Congruence Postulate â an Overview. (2008). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:53-60. Full description at Econpapers \|\| Download paper	1
21	2010	Measuring Nonlinear Serial Dependencies Using the Mutual Information Coefficient. (2010). Orzeszko, Witold. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:10:y:2010:p:97-106. Full description at Econpapers \|\| Download paper	1
22	2014	The significance of distance between stock exchanges undergoing the process of convergence: An analysis of selected world stock exchanges during the period of 2004-2012. (2014). Wleklinska, Dagna ; Gorna, Karolina ; Szulc, Elzbieta . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:125-144. Full description at Econpapers \|\| Download paper	1
23	2006	Modeling of State Innovativeness Based on Space-time Models. (2006). Szajt, Marek . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:7:y:2006:p:231-238. Full description at Econpapers \|\| Download paper	1
24	2009	The Combined Forecasts Using the Akaike Weights. (2009). Pilatowska, Mariola. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:5-16. Full description at Econpapers \|\| Download paper	1
25	2015	Spatio-temporal Analysis of Convergence of Development Level of Selected Stock Exchanges in the Period of 2004â2012. (2015). Szulc, Elzbieta ; Wleklinska, Dagna . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:15:y:2015:p:5-26. Full description at Econpapers \|\| Download paper	1
26	2008	Markov-Switching Models for the Prices of Electric Energy on the Energy Stock Market in Poland. (2008). Zawada, Marcin ; Wlodarczyk, Aneta. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:8:y:2008:p:171-178. Full description at Econpapers \|\| Download paper	1
27		General-to-Specific Modelling vs. Congruent Modelling in PcGets. (2004). Kufel, Tadeusz. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:6:y:2004:p:83-92. Full description at Econpapers \|\| Download paper	1
28	2009	Econometric Tools for Detection of Collusion Equilibrium in the Industry. (2009). Bejger, Sylwester . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:9:y:2009:p:27-38. Full description at Econpapers \|\| Download paper	1
29	2011	Space-Time Modelling of the Unemployment Rate in Polish Poviats. (2011). Pietrzak, Michal ; Muller-Frczek, Iwona . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:203-213. Full description at Econpapers \|\| Download paper	1
30	2014	The EURPLN, DAX and WIG20: the Granger causality tests before and during the crisis. (2014). Syczewska, Ewa. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:14:y:2014:p:93-104. 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	2013	Economic Situation of the Country or Risk in the World Financial Market? The Dynamics of Polish Sovereign Credit Default Swap Spreads. (2013). Kliber, Agata ; BÄdowska-SÃ³jka, Barbara ; Bedowska-Sojka, Barbara . In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:13:y:2013:p:87-106. Full description at Econpapers \|\| Download paper	2
2	2011	Sovereign CDS Instruments in Central Europe â Linkages and Interdependence. (2011). Kliber, Agata. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:11:y:2011:p:111-128. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 1:

Year	Title
2017	Examination of Seasonal Volatility in HICP for Baltic Region Countries: Non-Parametric Test versus Forecasting Experiment. (2017). Lenart, Åukasz. In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:9:y:2017:i:1:p:29-67. 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

10 most frequent citing series

#	Series	Cites
1	Central European Journal of Economic Modelling and Econometrics / CEJEME	5
2	Statistics in Transition new series / GÅÃ³wny UrzÄd Statystyczny (Polska)	2
3	Czech Journal of Economics and Finance (Finance a uver) / Charles University Prague, Faculty of Social Sciences	2
4	Bank i Kredyt / Narodowy Bank Polski	2
5	MPRA Paper / University Library of Munich, Germany	1
6	Working Paper Series / European Central Bank	1
7		1
8	Physica A: Statistical Mechanics and its Applications / Elsevier	1
9	Pacific-Basin Finance Journal / Elsevier	1
10	Economics Discussion Papers / Kiel Institute for the World Economy (IfW)	1
11	The AMFITEATRU ECONOMIC journal / Academy of Economic Studies - Bucharest, Romania	1

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.