Citation analysis for Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics

Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics

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Impact Factor

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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		0.11			0				0		0		(%)			0.06
1991		0.1			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		(%)			0.1
1996		0.22			0				0		0		(%)			0.09
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.12
1999		0.3			0				0		0		(%)			0.15
2000		0.36			0				0		0		(%)			0.14
2001		0.36		7	7	1	0.14		0		0		(%)			0.16
2002		0.37		7	14	1	0.07	3	7		7		1 (33.3%)			0.18
2003		0.39			14				14		14		(%)			0.19
2004		0.4			14				7		14		(%)			0.18
2005		0.42		1	15				0		14		(%)			0.2
2006		0.45		3	18			4	1		15		(%)			0.19
2007	0.25	0.38	0.09	7	25	2	0.08	10	4	1	11	1	(%)	1	0.14	0.16
2008	0.4	0.39	0.36	6	31	4	0.13	9	10	4	11	4	(%)			0.17
2009	0.15	0.36	0.18	5	36	4	0.11	13	13	2	17	3	(%)			0.17
2010	0.18	0.34	0.14	5	41	7	0.17	27	11	2	22	3	3 (11.1%)	4	0.8	0.15
2011	0.5	0.4	0.23	3	44	6	0.14		10	5	26	6	(%)			0.19
2012	0.25	0.44	0.15		44	4	0.09		8	2	26	4	(%)			0.2
2013		0.49	0.42		44	11	0.25		3		19	8	(%)			0.2
2014		0.52	0.38		44	5	0.11		0		13	5	(%)			0.23
2015		0.54	0.25		44	4	0.09		0		8	2	(%)			0.24
2016		0.6			44	4	0.09		0		3		(%)			0.27
2017		0.64			44	2	0.05		0		0		(%)			0.28

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	2010	Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01. Full description at Econpapers \|\| Download paper	24
2	2009	Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers \|\| Download paper	12
3	2007	Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02. Full description at Econpapers \|\| Download paper	7
4	2008	Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/03. Full description at Econpapers \|\| Download paper	6
5	2006	Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:06/04. Full description at Econpapers \|\| Download paper	4
6	2007	Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Leybourne, Stephen ; Harris, David ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/04. Full description at Econpapers \|\| Download paper	3
7	2002	Generalized fixed-T panel unit root tests allowing for structural breaks. (2002). Tzavalis, Elias. In: Discussion Papers. RePEc:not:notgts:12/02. Full description at Econpapers \|\| Download paper	2
8	2010	Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). Trenkler, Carsten ; Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/04. Full description at Econpapers \|\| Download paper	2
9	2008	Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. (2008). Leybourne, Stephen ; Harris, David ; Harvey, David ; Sakkas, Nikoloas D.. In: Discussion Papers. RePEc:not:notgts:08/02. Full description at Econpapers \|\| Download paper	1
10	2002	The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02. Full description at Econpapers \|\| Download paper	1
11	2008	Seasonal unit root tests and the role of initial conditions. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/01. Full description at Econpapers \|\| Download paper	1
12	2009	Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/01. Full description at Econpapers \|\| Download paper	1
13	2008	Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/04. Full description at Econpapers \|\| Download paper	1
14	2010	Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/03. 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	2009	Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05. Full description at Econpapers \|\| Download paper	4
2	2010	Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01. Full description at Econpapers \|\| Download paper	3
3	2007	Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1		5
2	Research Memorandum / Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR)	3
3	Energy Economics / Elsevier	3
4	Journal of Time Series Analysis / Wiley Blackwell	3
5	Journal of Econometrics / Elsevier	3
6	Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics	3
7	Working papers / Banque de France	2
8	Chapters / Edward Elgar Publishing	2
9	MPRA Paper / University Library of Munich, Germany	2
10	Working Papers / HAL	1
11	Working Papers / University of Milano-Bicocca, Department of Economics	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.