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Birkbeck Working Papers in Economics and Finance / Birkbeck, Department of Economics, Mathematics & Statistics

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
10
Impact Factor
0
5 Years IF
0.36
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0.09 0 11 11 25 1 0 0 0 0 0.27
2005 0.27 0.49 0.22 0.27 25 36 189 7 9 11 3 11 3 1 14.3 4 0.16 0.29
2006 0.53 0.48 0.45 0.53 19 55 63 25 34 36 19 36 19 9 36 6 0.32 0.26
2007 0.3 0.4 0.26 0.29 21 76 43 20 54 44 13 55 16 6 30 2 0.1 0.22
2008 0.38 0.45 0.49 0.45 8 84 33 41 95 40 15 76 34 1 2.4 0 0.23
2009 0.52 0.43 0.35 0.38 18 102 44 36 131 29 15 84 32 2 5.6 4 0.22 0.23
2010 0.42 0.37 0.25 0.3 16 118 15 30 161 26 11 91 27 0 0 0.19
2011 0.44 0.47 0.29 0.3 7 125 16 36 197 34 15 82 25 2 5.6 1 0.14 0.25
2012 0.17 0.5 0.28 0.29 16 141 21 40 237 23 4 70 20 2 5 0 0.26
2013 0.3 0.52 0.23 0.29 7 148 1 34 271 23 7 65 19 1 2.9 0 0.24
2014 0.3 0.55 0.24 0.16 12 160 14 38 309 23 7 64 10 1 2.6 2 0.17 0.28
2015 0.05 0.54 0.18 0.17 15 175 32 32 341 19 1 58 10 0 0 0.28
2016 0.52 0.58 0.28 0.35 5 180 0 50 391 27 14 57 20 3 6 0 0.29
2017 0.15 0.6 0.16 0.2 11 191 0 31 422 20 3 55 11 0 0 0.3
2018 0 0.62 0.23 0.36 14 205 3 48 470 16 50 18 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

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136
22008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, Álvaro ; Geman, Helyette. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

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24
32006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

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21
42015Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501.

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19
52007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0714.

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17
62005UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0502.

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13
72004Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0403.

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12
82005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

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11
92012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

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11
102009Measuring Output Gap Uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0909.

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10
112014Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

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10
122009Strategies in Social Network Formation. (2009). Sciubba, Emanuela ; Di Cagno, Daniela ; conte, anna. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905.

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10
132011The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

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10
142006Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Cartea, Álvaro ; Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611.

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9
152015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515.

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8
162005Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). Nilsen, Jeffrey ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522.

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8
172006Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612.

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8
182006UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts. (2006). Cartea, Álvaro ; Williams, Thomas . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0608.

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7
192009The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904.

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7
202010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni ; Fragetta, Matteo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006.

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7
212004Invertibility of Nonparametric Stochastic Demand Functions. (2004). Blundell, Richard ; Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0406.

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6
222006Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0619.

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6
232009Liquidity Effects and Cost Channels in Monetary Transmission. (2009). Basso, Henrique ; Aksoy, Yunus ; Matinez, Javier Coto . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0902.

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5
242006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0617.

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5
252007A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716.

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5
262005Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0524.

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5
272007A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Cartea, Álvaro ; Schindlmayr, Gero ; Kiesel, Ruediger ; Boerger, Reik H.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0709.

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5
282007Research, Knowledge Spillovers and Innovation. (2007). Petraglia, Carmelo ; Morone, Piergiuseppe ; Testa, Giuseppina. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0713.

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4
292008Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus. (2008). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0808.

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4
302005U.S. Domestic Money, Inflation and Output. (2005). Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0506.

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4
312004Deflationary Bubbles. (2004). Sibert, Anne ; Buiter, Willem. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0409.

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4
322007Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). Leon-Ledesma, Miguel ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0710.

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4
33Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

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4
342011A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). Dettmann, Georg. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102.

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4
352006Pricing Multiple Interruptible-Swing Contracts. (2006). Figueroa, Marcelo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0606.

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3
362006Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0618.

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3
372004In Search of ‘Offshoring’: Evidence from U.S. Imports of Services. (2004). van Welsum, Desirée. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0402.

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3
382012The Predictive Space, or, If x predicts y, what does y tell us about x?. (2012). wright, stephen ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1210.

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3
392009Lending Relationships and Monetary Policy. (2009). Basso, Henrique ; Aksoy, Yunus ; Coto-Martinez, Javier . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0912.

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3
402010Central Bank Independence, Bureaucratic Corruption and Fiscal Responses - Empirical Evidence. (2010). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1012.

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3
412005Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0512.

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3
422008Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0803.

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3
432018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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3
442005Dynamic Hedging of Financial Instruments When the Underlying Follows a Non-Gaussian Process. (2005). Cartea, Álvaro. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0508.

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2
452012The economic impact of demographic structure in OECD countries. (2012). Smith, Ronald ; Grasl, Tobias ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1212.

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2
462009Survey Evidence on Customer Markets. (2009). Zoega, Gylfi ; Choudhary, Ali ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0916.

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2
472010Social Capital, Community Governance and Credit Market. (2010). Andriani, Luca . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1003.

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2
482005Does Wage Compression Explain Rigid Money Wages?. (2005). Zoega, Gylfi ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0516.

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2
492013The Economics of Defence in France and the UK. (2013). Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1304.

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2
502007Inertia in Taylor Rules. (2007). Driffill, Edward ; Rotondi, Zeno. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0720.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

Full description at Econpapers || Download paper

43
22015Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501.

Full description at Econpapers || Download paper

14
32015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515.

Full description at Econpapers || Download paper

7
42006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

Full description at Econpapers || Download paper

7
52012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

Full description at Econpapers || Download paper

5
62008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, Álvaro ; Geman, Helyette. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

Full description at Econpapers || Download paper

4
72018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

Full description at Econpapers || Download paper

3
82011The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

Full description at Econpapers || Download paper

2
92015Capital and Technology Flows: changing technology-acquisition strategies in developing countries. (2015). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1511.

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2
102014Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

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2
112012Community Pressure for Green Behaviour. (2012). Kapur, Sandeep ; Heyes, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1207.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2018
YearCiting document

Recent citations received in 2015
YearCiting document