Citation analysis for Computing in Economics and Finance 2004 / Society for Computational Economics

Computing in Economics and Finance 2004 / Society for Computational Economics

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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			0				0		0		(%)			0.16
2002		0.37			0	4			0		0		(%)			0.18
2003		0.39			0	4			0		0		(%)			0.19
2004		0.4		278	278	56	0.2	750	0		0		3 (%)	51	0.18	0.18
2005	0.44	0.42	0.44		278	134	0.48		278	123	278	123	(%)			0.2
2006	0.38	0.45	0.38		278	113	0.41		278	107	278	107	(%)			0.19
2007		0.38	0.24		278	77	0.28		0		278	68	(%)			0.16
2008		0.39	0.19		278	56	0.2		0		278	54	(%)			0.17
2009		0.36	0.18		278	49	0.18		0		278	49	(%)			0.17
2010		0.34			278	49	0.18		0		0		(%)			0.15
2011		0.4			278	45	0.16		0		0		(%)			0.19
2012		0.44			278	31	0.11		0		0		(%)			0.2
2013		0.49			278	23	0.08		0		0		(%)			0.2
2014		0.52			278	26	0.09		0		0		(%)			0.23
2015		0.54			278	27	0.1		0		0		(%)			0.24
2016		0.6			278	37	0.13		0		0		(%)			0.27
2017		0.64			278	22	0.08		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	2004	Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135. Full description at Econpapers \|\| Download paper	68
2	2004	Can Long-Run Restrictions Identify Technology Shocks?. (2004). Guerrieri, Luca ; Erceg, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:3. Full description at Econpapers \|\| Download paper	36
3	2004	The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224. Full description at Econpapers \|\| Download paper	35
4	2004	On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152. Full description at Econpapers \|\| Download paper	34
5	2004	Welfare Maximizing Monetary and Fiscal Policy Rules. (2004). Kollmann, Robert. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:102. Full description at Econpapers \|\| Download paper	34
6	2004	The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169. Full description at Econpapers \|\| Download paper	32
7	2004	Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, GÃÂ¼nter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65. Full description at Econpapers \|\| Download paper	28
8	2004	Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates. (2004). Billi, Roberto ; Adam, Klaus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:67. Full description at Econpapers \|\| Download paper	26
9	2004	The Dynamics of Plant-level Productivity in U.S. Manufacturing. (2004). White, T. Kirk ; Abraham, Arpad. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:332. Full description at Econpapers \|\| Download paper	23
10	2004	Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89. Full description at Econpapers \|\| Download paper	22
11	2004	Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:108. Full description at Econpapers \|\| Download paper	21
12	2004	State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation?. (2004). Kryvtsov, Oleksiy ; Klenow, Pete. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:277. Full description at Econpapers \|\| Download paper	21
13	2004	Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125. Full description at Econpapers \|\| Download paper	20
14	2004	Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325. Full description at Econpapers \|\| Download paper	18
15	2004	Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements. (2004). Koopman, Siem Jan ; Jungbacker, Borus ; Hol, Eugenie . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:342. Full description at Econpapers \|\| Download paper	16
16	2004	Why are long rates sensitive to monetary policy?. (2004). SÃÂ¶derstrÃÂ¶m, Ulf ; Ellingsen, Tore. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:31. Full description at Econpapers \|\| Download paper	16
17	2004	A Search for a Structural Phillips Curve. (2004). Sbordone, Argia ; Cogley, Timothy. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:291. Full description at Econpapers \|\| Download paper	16
18	2004	Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2004). Hubrich, Kirstin. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:230. Full description at Econpapers \|\| Download paper	14
19	2004	Optimal Lag Structure Selection in VEC-Models. (2004). Winker, Peter ; Maringer, Dietmar . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:155. Full description at Econpapers \|\| Download paper	12
20	2004	The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:144. Full description at Econpapers \|\| Download paper	10
21	2004	Are European business cycles close enough to be just one?. (2004). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:16. Full description at Econpapers \|\| Download paper	10
22	2004	The New Keynesian Phillips Curve: An Empirical Assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian ; Richard, LUGER ; Alain, GUAY. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:212. Full description at Econpapers \|\| Download paper	10
23	2004	Strongly rational expectations equilibria with endogenous acquisition of information. (2004). Desgranges, Gabriel ; Heinemann, Maik . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:35. Full description at Econpapers \|\| Download paper	9
24	2004	The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:14. Full description at Econpapers \|\| Download paper	9
25	2004	The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:172. Full description at Econpapers \|\| Download paper	9
26	2004	Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206. Full description at Econpapers \|\| Download paper	8
27	2004	Habit formation and Interest-Rate Smoothing. (2004). Holly, Sean ; Corrado, Luisa. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:215. Full description at Econpapers \|\| Download paper	7
28	2004	Market Dynamics and Stock Price Volatility. (2004). Rosser, Barkley ; Li, Honggang . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:91. Full description at Econpapers \|\| Download paper	7
29	2004	Monetary policy and the transition to rational expectations. (2004). Ferrero, Giuseppe. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:19. Full description at Econpapers \|\| Download paper	7
30	2004	Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts. (2004). Benati, Luca. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:83. Full description at Econpapers \|\| Download paper	7
31	2004	Practical guide to real options in discrete time. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:137. Full description at Econpapers \|\| Download paper	7
32	2004	Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors. (2004). SADEFO, Jules. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:12. Full description at Econpapers \|\| Download paper	6
33	2004	Optimal monetary policy in a regime-switching economy. (2004). Zampolli, Fabrizio. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:166. Full description at Econpapers \|\| Download paper	6
34	2004	On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:217. Full description at Econpapers \|\| Download paper	6
35	2004	Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54. Full description at Econpapers \|\| Download paper	5
36	2004	Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design. (2004). Wieland, Volker ; Rustem, B. ; Zakovic, S.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:213. Full description at Econpapers \|\| Download paper	5
37	2004	Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131. Full description at Econpapers \|\| Download paper	5
38	2004	Performance of Inflation Targeting Based on constant Interest Rate Projections. (2004). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:130. Full description at Econpapers \|\| Download paper	5
39	2004	Inflation targeting. (2004). Dellas, Harris ; Collard, Fabrice. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:97. Full description at Econpapers \|\| Download paper	5
40	2004	New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective. (2004). Barnett, William ; He, Yijun . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:145. Full description at Econpapers \|\| Download paper	4
41	2004	Advertising Dynamics and Competitive Advantage. (2004). Markovich, Sarit ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:61. Full description at Econpapers \|\| Download paper	4
42	2004	Conditional Welfare Comparisons of Monetary Policy Rules. (2004). Levin, Andrew ; Kim, Jinill. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:252. Full description at Econpapers \|\| Download paper	4
43	2004	Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach. (2004). Chen, Pu ; Chiarella, Carl. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:149. Full description at Econpapers \|\| Download paper	4
44	2004	Inflation Dynamics in Seven Industrialised Open Economies. (2004). Batini, Nicoletta ; Banerjee, Ryan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:116. Full description at Econpapers \|\| Download paper	4
45	2004	Learning with Heterogeneous Expectations in an Evolutionary World. (2004). Guse, Eran. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:99. Full description at Econpapers \|\| Download paper	4
46	2004	Asset price and wealth dynamics in a financial market with heterogeneous agents. (2004). Chiarella, Carl ; Dieci, Roberto. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:261. Full description at Econpapers \|\| Download paper	4
47	2004	A Specification Search Algorithm for Cointegrated Systems. (2004). Mycielski, Jerzy ; Kurcewicz, Michal. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:321. Full description at Econpapers \|\| Download paper	4
48	2004	Why Does Private Consumption Rise After a Government Spending Shock?. (2004). Rebei, Nooman ; Bouakez, Hafedh. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:20. Full description at Econpapers \|\| Download paper	4
49	2004	Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:76. Full description at Econpapers \|\| Download paper	3
50	2004	Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Kisselev, Kate ; Cavallo, Michele. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:62. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	2004	Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135. Full description at Econpapers \|\| Download paper	28
2	2004	Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, GÃÂ¼nter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65. Full description at Econpapers \|\| Download paper	5
3	2004	The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224. Full description at Econpapers \|\| Download paper	5
4	2004	Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates. (2004). Billi, Roberto ; Adam, Klaus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:67. Full description at Econpapers \|\| Download paper	4
5	2004	Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54. Full description at Econpapers \|\| Download paper	3
6	2004	Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89. Full description at Econpapers \|\| Download paper	3
7	2004	Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325. Full description at Econpapers \|\| Download paper	3
8	2004	The Dynamics of Plant-level Productivity in U.S. Manufacturing. (2004). White, T. Kirk ; Abraham, Arpad. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:332. Full description at Econpapers \|\| Download paper	2
9	2004	On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152. Full description at Econpapers \|\| Download paper	2
10	2004	Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206. Full description at Econpapers \|\| Download paper	2
11	2004	The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:144. Full description at Econpapers \|\| Download paper	2
12	2004	Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131. Full description at Econpapers \|\| Download paper	2
13	2004	The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169. Full description at Econpapers \|\| Download paper	2
14	2004	Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125. 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

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.