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Quaderni di Dipartimento / Department of Statistics, University of Bologna

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
4
Impact Factor
0.25
5 Years IF
0.08
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 21 21 1 0 0 0 0 0 0.07
1993 0 0.13 0 0 9 30 0 0 21 21 0 0 0.07
1994 0 0.13 0 0 3 33 0 0 30 30 0 0 0.06
1995 0 0.18 0 0 5 38 0 0 12 33 0 0 0.09
1996 0 0.22 0 0 3 41 0 0 8 38 0 0 0.11
1997 0 0.23 0 0 6 47 0 0 8 41 0 0 0.12
1998 0 0.24 0 0 0 47 0 0 9 26 0 0 0.15
1999 0 0.32 0 0 1 48 0 0 6 17 0 0 0.21
2000 0 0.46 0 0 5 53 0 0 1 15 0 0 0.2
2001 0 0.39 0 0 4 57 0 0 6 15 0 0 0.22
2002 0 0.42 0 0 6 63 2 0 9 16 0 0 0.24
2003 0 0.41 0 0 10 73 0 0 10 16 0 0 0.24
2004 0 0.47 0 0 2 75 0 0 16 26 0 0 0.27
2005 0 0.49 0 0 4 79 0 0 12 27 0 0 0.29
2006 0 0.48 0.01 0.04 4 83 0 1 1 6 26 1 0 0 0.26
2007 0 0.4 0 0 5 88 0 1 8 26 0 0 0.22
2008 0 0.45 0.01 0 3 91 0 1 2 9 25 0 0 0.23
2009 0.13 0.43 0.02 0.06 5 96 0 2 4 8 1 18 1 1 50 0 0.23
2010 0.13 0.37 0.01 0.05 7 103 5 1 5 8 1 21 1 0 0 0.19
2011 0 0.47 0.04 0 11 114 14 2 9 12 24 0 1 0.09 0.25
2012 0.17 0.5 0.04 0.1 4 118 0 5 14 18 3 31 3 0 0 0.26
2013 0.2 0.52 0.05 0.1 12 130 6 6 20 15 3 30 3 0 1 0.08 0.24
2014 0.19 0.55 0.07 0.23 1 131 0 9 29 16 3 39 9 0 0 0.28
2015 0 0.54 0.01 0 4 135 0 1 30 13 35 0 0 0.28
2016 0 0.58 0.04 0.13 7 142 3 5 35 5 32 4 0 0 0.29
2017 0.09 0.6 0.01 0.04 1 143 0 1 36 11 1 28 1 0 0 0.3
2018 0.25 0.62 0.03 0.08 1 144 0 4 40 8 2 25 2 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
12013Exploiting infinite variance through Dummy Variables in non-stationary autoregressions. (2013). Cavaliere, Giuseppe ; Georgiev, Iliyan. In: Quaderni di Dipartimento. RePEc:bot:quadip:118.

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7
22011Black-Scholes formulae for Asian options in local volatility models. (2011). Pascucci, Andrea ; Foschi, Paolo ; Pagliarani, Stefano. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:111.

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6
32011Bootstrap determination of the co-integration rank in VAR models. (2011). Taylor, Robert ; Cavaliere, Giuseppe ; Rahbek, Anders ; Taylor A. M. Robert, . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:113.

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6
42010Persistency of financial distress amongst Italian households: evidence from dynamic probit models. (2010). Giarda, Elena. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:99.

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4
52002A linear transformation and its properties with special applications in time series filtering. (2002). Dagum, Estelle ; Luati, Alessandra. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:73.

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3
62016PARX model for football matches predictions. (2016). De Angelis, Luca ; Angelini, Giovanni. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:132.

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2
72011Monetary policy indeterminacy in the U.S.: results from a classical test. (2011). Fanelli, Luca ; Castelnuovo, Efrem. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:112.

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2
81992Misure di variabilità, concentrazione e dissomiglianza come sintesi di rapporti.. (1992). Brizzi, Maurizio. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:60.

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2
9Model selection in hidden Markov models : a simulation study. (2010). De Angelis, Luca ; Costa, Michele. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:104.

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2
102016Unit root inference for non-stationary linear processes driven by infinite variance innovations. (2016). Taylor, Robert ; Cavaliere, Giuseppe ; Georgiev, Iliyan. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:130.

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2
112011Robust identification conditions for determinate and indeterminate linear rational expectations models. (2011). Fanelli, Luca. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:105.

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2
122005The impact of sales promotions on store performance: a structural vector autoregressive (SVAR) approach.. (2005). Freo, Marzia . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:5.

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1
132015Misspecification and Expectations Correction in New Keynesian DSGE Models. (2015). Fanelli, Luca ; Angelini, Giovanni ; FanelliFanelli, Luca . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:125.

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1
142007Osservatorio del mercato del lavoro della provincia di Bologna: Rapporto primo semestre 2007. (2007). Tassinari, Giorgio ; Liberati, Caterina ; Andrea Guizzardi; Caterina Liberati, ; Freo, Marzia ; Camillo, Furio . In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:86.

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1
152011Bayes estimators of log-normal means with finite quadratic expected loss. (2011). Trivisano, Carlo ; Fabrizi, Enrico. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:110.

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1
162006Testing the New Keynesian Phillips Curve through Vector Autoregressive models : Results from the Euro area.. (2006). Fanelli, Luca. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:4.

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1
172013Exploiting infinite variance through Dummy Variables in non-stationary autoregressions. (2013). Cavaliere, Giuseppe ; Georgiev, Iliyan. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:118.

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1
182008Rational Addiction, Cointegration and Tobacco and Alcohol Demand. (2008). Mazzocchi, Mario ; Fanelli, Luca. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:84.

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1
192003On the role of human capital and instruments of assistance for rural entrepeneurship and development: evidence from a case study in mountainous Italy.. (2003). Pelloni, Gianluigi ; Meccheri, Nicola. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:11.

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1
202018Between preferences and references: Evidence from Great Britain on asymmetric price elasticities. (2018). Mazzocchi, Mario ; Smith, Richard ; Cornelsen, Laura. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:139.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Black-Scholes formulae for Asian options in local volatility models. (2011). Pascucci, Andrea ; Foschi, Paolo ; Pagliarani, Stefano. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:111.

Full description at Econpapers || Download paper

2
22016Unit root inference for non-stationary linear processes driven by infinite variance innovations. (2016). Taylor, Robert ; Cavaliere, Giuseppe ; Georgiev, Iliyan. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:130.

Full description at Econpapers || Download paper

2
32016PARX model for football matches predictions. (2016). De Angelis, Luca ; Angelini, Giovanni. In: Quaderni di Dipartimento. RePEc:bot:quadip:wpaper:132.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 2
YearTitle
2018Infinite-Variance Error Structure in Finance and Economics. (2018). Serttas, Fatma Ozgu. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:14-23.

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2018Testing for strict stationarity in a random coefficient autoregressive model. (2018). Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/02.

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Recent citations
Recent citations received in 2016
YearCiting document