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Brazilian Review of Econometrics / Sociedade Brasileira de Econometria - SBE


0.19

Impact Factor

0.16

5-Years IF

9

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.110101217442 (16.7%)0.04
19910.10.0791930.167174431 (14.3%)0.04
19920.0992861943 (%)0.04
19930.060.110.0993740.1191814541 (11.1%)0.05
19940.060.120.0294610.026181441 (%)0.04
19950.1985420.041846 (%)0.07
19960.230.0596330.0533174422 (6.1%)0.09
19970.260.0297230.041317441 (%)0.09
19980.2888020.0341844 (%)0.1
19990.120.320.0798930.03151724334 (26.7%)0.13
20000.390.09109970.0726174343 (11.5%)0.15
20010.110.390.071010990.08321924534 (12.5%)0.14
20020.40.041011950.04620462 (%)10.10.17
20030.20.430.1510129190.1552044771 (20%)0.18
20040.050.480.1210139130.09292014962 (6.9%)30.30.19
20050.150.520.1211150140.0933203506 (%)10.090.2
20060.290.510.212162150.09292165110 (%)0.2
20070.170.450.1312174150.0925234537 (%)0.18
20080.080.480.0912186140.0820242555 (%)0.2
20090.130.490.1812198200.1624357101 (16.7%)30.250.19
20100.080.460.2215213260.121524259132 (13.3%)20.130.17
20110.490.0612225190.08427634 (%)0.19
20120.110.520.18233240.11273636 (%)0.19
20130.580.148241330.1420598 (%)0.2
20140.60.048249190.08316552 (%)0.2
20150.060.610.19258230.095161515 (%)0.19
20160.680.0212270270.1317451 (%)0.2
20170.190.730.1612282240.092214457 (%)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:


#YearTitleCited
12000Estimating Relative Risk Aversion, the Discount Rate, and the Intertemporal Elasticity of Substitution in Consumption for Brazil Using Three Types of Utility Function. (2000). Piqueira, Natalia ; Issler, João. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:20:y:2000:i:2:a:2758.

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23
22006Intergenerational Mobility of Wages in Brazil. (2006). Ferreira, Sergio Guimares ; Veloso, Fernando A. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:26:y:2006:i:2:a:1576.

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22
32001A Monthly Indicator of Brazilian GDP. (2001). Chauvet, Marcelle. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:21:y:2001:i:1:a:3191.

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20
42007Inflation Dynamics in Brazil: The Case of a Small Open Economy. (2007). Medeiros, Marcelo ; Areosa, Waldyr. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:27:y:2007:i:1:a:1575.

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16
52005Long-run Implications of the Brazilian Capital Stock and Income Estimates. (2005). Gomes, Victor ; Ellery, Roberto ; Ellery-Jr, Roberto. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:25:y:2005:i:1:a:2672.

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12
62005Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities. (2005). da Conceio, Maria ; Stosic, Borko D ; Cribari-Neto, Francisco. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:25:y:2005:i:2:a:2507.

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10
71990Pc-Give and David HendryS Econometric Methodology. (1990). Ericsson, Neil ; Tran, Hong-Anh ; Campos, Julia . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:10:y:1990:i:1:a:3021.

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10
82004Generalized Hyperbolic Distributions and Brazilian Data. (2004). Fajardo, José ; Farias, Aquiles . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:24:y:2004:i:2:a:2712.

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10
92008Measures of Interbank Market Structure: An Application to Brazil. (2008). Tabak, Benjamin ; Guerra, Solange ; Araujo, Eduardo Jose ; Chang, Eui Jung . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:28:y:2008:i:2:a:1510.

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10
101996Stable Outcomes in Discrete and Continuous Models of Two-Sided Matching: a Unified Treatment. (1996). Sotomayor, Marilda ; Roth, Alvin. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:2:a:2873.

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9
111996Introducing Non-Linearity Into Cointegration. (1996). , Clive . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:2:a:2874.

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9
121999ALTERNATIVE MODELS TO EXTRACT ASSET VOLATILITY: A COMPARATIVE STUDY. (1999). Valls Pereira, Pedro ; Hotta, Luiz ; Miguel, Nuno ; Alvares, Luiz . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:19:y:1999:i:1:a:2793.

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8
131996Remarks Concerning Graphical Models for Time Series and Point Processes. (1996). Brillinger, David R. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:1:a:2878.

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8
142010Measuring Progress Toward Basic Opportunities for All. (2010). de Barros, Ricardo Paes ; Saavedra, Jaime ; Molinas, Jose R. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:30:y:2010:i:2:a:3687.

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8
151999Estimating and Forecasting the Volatility of Brazilian Finance Series Using ARCH Models. (1999). Issler, João. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:19:y:1999:i:1:a:2792.

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7
161997Debt Crisis and Inflation. (1997). Terra, Cristina. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:17:y:1997:i:2:a:2865.

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6
171992On the Deterioration of the Terms of Trade for Primary Commodities. (1992). Barros, Alexandre. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:12:y:1992:i:1:a:2996.

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6
182005Sensitivity Analysis in Computable General Equilibrium Models: An Application for the Regional Effects of the Free Trade Area of the Americas (FTAA). (2005). Haddad, Eduardo ; Domingues, Edson Paulo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:25:y:2005:i:1:a:2674.

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6
191997A Random Coefficient Var Transition Model of the Changes in Land Use in the Brazilian Amazon. (1997). Andersen, Lykke ; Reis, Eustaquio J. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:17:y:1997:i:1:a:2868.

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6
202004Decomposition of Mehran and Piesch inequality measures by factor components and their application to the distribution of per capita household income in Brazil. (2004). Hoffmann, Rodolfo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:24:y:2004:i:1:a:2706.

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5
212004On the Statistical Estimation of Diffusion Processes: A Partial Survey. (2004). Cysne, Rubens. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:24:y:2004:i:2:a:2713.

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5
221984Input-output analysis and economic planning: a survey. (1984). Stone, Richard . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:4:y:1984:i:1:a:3145.

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4
232007The Dynamics of Firm Size Distribution. (2007). Ribeiro, Eduardo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:27:y:2007:i:2:a:1525.

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4
241994The Wage Rate Estimation Using the Heckman Procedure. (1994). Kassouf, AnaLucia. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:14:y:1994:i:1:a:2979.

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4
251999THE SLIPPERY SLOPE: EXPLAINING THE INCREASE IN EXTREME POVERTY IN URBAN BRAZIL, 1976-1996. (1999). Ferreira, Francisco ; de Barros, Ricardo Paes . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:19:y:1999:i:2:a:2777.

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4
262006Work-Related Injuries Involving Children and Adolescents: Application of a Recursive Bivariate Probit Model. (2006). Kassouf, AnaLucia ; Hoffmann, Rodolfo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:26:y:2006:i:1:a:2499.

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4
271991Saving and Real Interest Rates in Brazil. (1991). Gleizer, Daniel Luiz . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:11:y:1991:i:1:a:3009.

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4
281996Convergência Entre a Renda Per-Capita dos Estados Brasileiros. (1996). Ellery, Roberto ; de Goes, Roberto ; Gomes, Pedro Cavalcanti . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:1:a:2881.

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4
292004Long memory in the R$ / US$ exchange rate: A robust analysis. (2004). Laurini, Márcio ; Portugal, Marcelo Savino. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:24:y:2004:i:1:a:2705.

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4
302001Lévy processes and the Brazilian market. (2001). Silva, Andre ; Fajardo, José ; de Castro, Andre ; Schuschny, Andres Ricardo ; Barbachan, Jose Fajardo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:21:y:2001:i:2:a:2752.

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4
312010Does Violence Deter Investment, Hinder Economic Growth?. (2010). Silva, Emilson ; Delfino, Emilson Caputo . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:30:y:2010:i:1:a:3500.

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4
321993The Cyclical Component in Brazilian GDP. (1993). Cribari-Neto, Francisco. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:13:y:1993:i:1:a:2984.

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4
332007Earnings Inequality in Brazil: Is it Permanent or Transitory?. (2007). Souza, André ; Santos, Antonio Loureiro . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:27:y:2007:i:2:a:1528.

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3
341984Estimation of inequality and concentration measures from grouped observations. (1984). Hoffmann, Rodolfo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:4:y:1984:i:1:a:3142.

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3
352003Determinants of the Differential Pricing between Voting and Non-Voting Shares in Brazil. (2003). Saito, Richard . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:23:y:2003:i:1:a:2732.

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3
362009Evidence on Common Features and Business Cycle Synchronization in Mercosur. (2009). Carrasco, Carlos Enrique ; Reis, Fabio Augusto . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:29:y:2009:i:1:a:2695.

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3
372001Statistical properties of data envelopment analysis estimators of production functions. (2001). da Silva, Geraldo . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:21:y:2001:i:2:a:2753.

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3
382008A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: An Application to Brazilian Banks. (2008). Tabak, Benjamin ; Staub, Roberta Blass ; da Silva, Geraldo . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:28:y:2008:i:1:a:1520.

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3
391987Adaptive estimation of heteroskedastic econometric models. (1987). Robinson, P M. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:7:y:1987:i:2:a:3098.

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3
402011Monetary Policy and Exchange Rate Shocks in Brazil: Sign Restrictions versus A New Hybrid Identification Approach. (2011). Rocha, Elcyon Caiado ; Alves, Paloma ; Maka, Alexis . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:31:y:2011:i:1:a:3410.

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3
411991Subadditive Probabilities and Portfolio Inertia. (1991). Werlang, Sergio ; Simonsen, Mario Henrique ; da Costa, Sergio Ribeiro . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:11:y:1991:i:1:a:3007.

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3
422004Relative deficit of health services in Brazilian states and regions. (2004). Ramos, Francisco ; Gasparini, Carlos Eduardo . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:24:y:2004:i:1:a:2704.

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3
431993A Note on the Asymptotic Distributions of Unit Root Tests in the Additive Outlier Model With Breaks. (1993). Perron, Pierre ; Vogelsang, Timothy J. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:13:y:1993:i:2:a:2981.

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3
442002Equilibrium in stochastic economies with incomplete financial markets. (2002). Fajardo, José ; Barbachan, Jose Fajardo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:22:y:2002:i:1:a:2745.

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3
452008Testing the Hypothesis of Contagion Using Multivariate Volatility Models. (2008). Valls Pereira, Pedro ; Marçal, Emerson ; Maral, Emerson Fernandes ; FernandesMaral, Emerson . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:28:y:2008:i:2:a:1511.

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3
461996Inflation and the Informativeness of Prices: Microeconomic Evidence from High Inflation. (1996). Tommasi, Mariano. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:2:a:2875.

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3
471985Economics of information and the theory of economic development. (1985). Stiglitz, Joseph. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:5:y:1985:i:1:a:3129.

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3
482015Fiscal Policy Multipliers in a DSGE Model for Brazil. (2015). , Marco ; Vereda, Luciano. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:35:y:2015:i:2:a:57570.

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2
492001Review of major results of Martingale theory applied to the valuation of contingent claims. (2001). Valls Pereira, Pedro ; Vieira, Cicero Augusto . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:21:y:2001:i:2:a:2755.

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2
502005Further Results on Weak Exogeneity in Vector Error Correction Models. (2005). Rault, Christophe. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:25:y:2005:i:2:a:2503.

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2

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


#YearTitleCited
12006Intergenerational Mobility of Wages in Brazil. (2006). Ferreira, Sergio Guimares ; Veloso, Fernando A. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:26:y:2006:i:2:a:1576.

Full description at Econpapers || Download paper

6
22005Explaining DEA Technical Efficiency Scores in an Outlier Corrected Environment: The Case of Public Services in Brazilian Municipalities. (2005). da Conceio, Maria ; Stosic, Borko D ; Cribari-Neto, Francisco. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:25:y:2005:i:2:a:2507.

Full description at Econpapers || Download paper

5
32007Inflation Dynamics in Brazil: The Case of a Small Open Economy. (2007). Medeiros, Marcelo ; Areosa, Waldyr. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:27:y:2007:i:1:a:1575.

Full description at Econpapers || Download paper

5
42008Measures of Interbank Market Structure: An Application to Brazil. (2008). Tabak, Benjamin ; Guerra, Solange ; Araujo, Eduardo Jose ; Chang, Eui Jung . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:28:y:2008:i:2:a:1510.

Full description at Econpapers || Download paper

4
52010Does Violence Deter Investment, Hinder Economic Growth?. (2010). Silva, Emilson ; Delfino, Emilson Caputo . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:30:y:2010:i:1:a:3500.

Full description at Econpapers || Download paper

3
62001A Monthly Indicator of Brazilian GDP. (2001). Chauvet, Marcelle. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:21:y:2001:i:1:a:3191.

Full description at Econpapers || Download paper

3
72005Long-run Implications of the Brazilian Capital Stock and Income Estimates. (2005). Gomes, Victor ; Ellery, Roberto ; Ellery-Jr, Roberto. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:25:y:2005:i:1:a:2672.

Full description at Econpapers || Download paper

2
81996Remarks Concerning Graphical Models for Time Series and Point Processes. (1996). Brillinger, David R. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:1:a:2878.

Full description at Econpapers || Download paper

2
91994The Wage Rate Estimation Using the Heckman Procedure. (1994). Kassouf, AnaLucia. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:14:y:1994:i:1:a:2979.

Full description at Econpapers || Download paper

2
101996Introducing Non-Linearity Into Cointegration. (1996). , Clive . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:16:y:1996:i:2:a:2874.

Full description at Econpapers || Download paper

2
112006Work-Related Injuries Involving Children and Adolescents: Application of a Recursive Bivariate Probit Model. (2006). Kassouf, AnaLucia ; Hoffmann, Rodolfo. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:26:y:2006:i:1:a:2499.

Full description at Econpapers || Download paper

2
122015Fiscal Policy Multipliers in a DSGE Model for Brazil. (2015). , Marco ; Vereda, Luciano. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:35:y:2015:i:2:a:57570.

Full description at Econpapers || Download paper

2
131991Saving and Real Interest Rates in Brazil. (1991). Gleizer, Daniel Luiz . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:11:y:1991:i:1:a:3009.

Full description at Econpapers || Download paper

2
142015SAMBA: Stochastic Analytical Model with a Bayesian Approach. (2015). Santos, Rafael ; Minella, André ; Castro, Marcos ; Souza-Sobrinho, Nelson F ; Gouvea, Solange N ; de Castro, Marcos R. In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:35:y:2015:i:2:a:57573.

Full description at Econpapers || Download paper

2
152004Generalized Hyperbolic Distributions and Brazilian Data. (2004). Fajardo, José ; Farias, Aquiles . In: Brazilian Review of Econometrics. RePEc:sbe:breart:v:24:y:2004:i:2:a:2712.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 4:


YearTitle
2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

Full description at Econpapers || Download paper

2017Expected Currency Returns and Volatility Risk Premia. (2017). ORNELAS, JOSE ; Haas, Jose Renato . In: Working Papers Series. RePEc:bcb:wpaper:454.

Full description at Econpapers || Download paper

2017Disagreement in inflation forecasts and inflation risk premia in Brazil. (2017). Fernandes, Marcelo ; de Azevedo, Clemens V ; Doi, Jonas Takayuki . In: Textos para discussão. RePEc:fgv:eesptd:453.

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2017Multiplicador dos gastos do governo em períodos de expansão e recessão: evidências empíricas para o Brasil. (2017). Grudter, Vanessa ; Aragon, Edilean Kleber. In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:71:y:2017:i:3:a:66441.

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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, 2th 2018. Contact: CitEc Team