Citation analysis for University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

0.92

5 Years IF

0.55

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	0.22	0	27	27	243	6	6	0		0			0	6	0.22	0.15
1999	0.52	0.32	0.33	0.52	27	54	201	18	24	27	14	27	14		0	3	0.11	0.21
2000	0.59	0.46	0.36	0.59	40	94	168	34	58	54	32	54	32	2	5.9	1	0.03	0.2
2001	0.52	0.39	0.44	0.47	22	116	625	50	109	67	35	94	44	2	4	6	0.27	0.22
2002	0.87	0.42	0.62	0.67	25	141	150	87	197	62	54	116	78	9	10.3	5	0.2	0.24
2003	0.94	0.41	0.68	0.62	14	155	68	105	302	47	44	141	87	3	2.9	8	0.57	0.24
2004	0.54	0.47	0.72	0.74	18	173	114	125	427	39	21	128	95	1	0.8	5	0.28	0.27
2005	0.94	0.49	0.56	0.61	16	189	34	105	532	32	30	119	73	3	2.9	3	0.19	0.29
2006	0.59	0.48	0.61	0.83	19	208	57	127	659	34	20	95	79	8	6.3	9	0.47	0.26
2007	0.51	0.4	0.49	0.45	13	221	69	107	767	35	18	92	41	2	1.9	3	0.23	0.22
2008	0.69	0.45	0.45	0.44	13	234	76	105	872	32	22	80	35	5	4.8	13	1	0.23
2009	0.92	0.43	0.46	0.53	13	247	19	113	985	26	24	79	42	1	0.9	1	0.08	0.23
2010	0.31	0.37	0.36	0.42	14	261	79	93	1078	26	8	74	31	3	3.2	2	0.14	0.19
2011	0.26	0.47	0.39	0.38	5	266	10	105	1183	27	7	72	27	1	1	2	0.4	0.25
2012	0.84	0.5	0.43	0.66	8	274	2	117	1300	19	16	58	38	3	2.6	1	0.13	0.26
2013	0.31	0.52	0.34	0.53	6	280	8	94	1394	13	4	53	28	3	3.2		0	0.24
2014	0.29	0.55	0.36	0.39	11	291	28	106	1500	14	4	46	18	3	2.8		0	0.28
2015	0.35	0.54	0.38	0.39	4	295	10	112	1612	17	6	44	17	2	1.8	1	0.25	0.28
2016	0.6	0.58	0.42	0.38	6	301	6	127	1739	15	9	34	13	1	0.8	2	0.33	0.29
2017	0.4	0.6	0.43	0.37	6	307	21	132	1871	10	4	35	13	5	3.8	7	1.17	0.3
2018	0.92	0.62	0.33	0.55	4	311	1	102	1973	12	11	33	18	2	2	2	0.5	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

#	Year	Title	Cited
1	2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp. Full description at Econpapers \|\| Download paper	409
2	1999	Occasional Structural Breaks and Long Memory. (1999). Granger, Clive ; Granger,Clive W. J., ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4d60t4jh. Full description at Econpapers \|\| Download paper	72
3	2002	Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j. Full description at Econpapers \|\| Download paper	59
4	2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7. Full description at Econpapers \|\| Download paper	52
5	1998	Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk. Full description at Econpapers \|\| Download paper	50
6	1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv. Full description at Econpapers \|\| Download paper	41
7	2001	Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7. Full description at Econpapers \|\| Download paper	39
8	2001	Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; den Haan, Wouter J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn. Full description at Econpapers \|\| Download paper	37
9	2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2. Full description at Econpapers \|\| Download paper	33
10	1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh. Full description at Econpapers \|\| Download paper	31
11	2000	Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f. Full description at Econpapers \|\| Download paper	31
12	2003	Tests of Conditional Predictive Ability. (2003). Giacomini, Raffaella ; White, Halbert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5jk0j5jh. Full description at Econpapers \|\| Download paper	28
13	2002	Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f. Full description at Econpapers \|\| Download paper	27
14	2000	A Re-examination of the Predictability of Economic Activity Using the Yield Spread. (2000). Kim, Dong Heon ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt69v8p1m9. Full description at Econpapers \|\| Download paper	26
15	2010	Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3. Full description at Econpapers \|\| Download paper	26
16	2008	A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d. Full description at Econpapers \|\| Download paper	25
17	2007	Labor Reallocation in Response to Trade Reform. (2007). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3cm38535. Full description at Econpapers \|\| Download paper	24
18	2001	Oil Shocks and Aggregate Macroeconomic Behavior: The Role of Monetary Policy. (2001). Herrera, Ana MarÃÂa ; Hamilton, James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4qp0p0v5. Full description at Econpapers \|\| Download paper	24
19	2007	On the Origins of Comparative Advantage. (2007). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt07g7g8h8. Full description at Econpapers \|\| Download paper	23
20	2008	Exogenous vs. Endogenous Separation. (2008). Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0qb196qd. Full description at Econpapers \|\| Download paper	21
21	2006	The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839. Full description at Econpapers \|\| Download paper	21
22	2000	Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7. Full description at Econpapers \|\| Download paper	19
23	1998	Displaced Capital. (1998). Shapiro, Matthew ; Ramey, Valerie. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt49k7n14z. Full description at Econpapers \|\| Download paper	19
24	1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q. Full description at Econpapers \|\| Download paper	18
25	2002	Comparing Density Forecasts via Weighted Likelihood Ratio Tests: Asymptotic and Bootstrap Methods. (2002). Giacomini, Raffaella. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt59s2g5j5. Full description at Econpapers \|\| Download paper	17
26	2005	The Dynamic Beveridge Curve. (2005). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4m04n09h. Full description at Econpapers \|\| Download paper	16
27	2010	Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd. Full description at Econpapers \|\| Download paper	15
28	2006	Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6b2236xm. Full description at Econpapers \|\| Download paper	15
29	2001	Estimation of Copula Models for Time Series of Possibly Different Length. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt3fc1c8hw. Full description at Econpapers \|\| Download paper	15
30	1999	Tit for Tat: Foundations of Preferences for Reciprocity in Strategic Settings. (1999). Segal, Uzi ; Sobel, Joel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9xf8836g. Full description at Econpapers \|\| Download paper	15
31	2004	Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668. Full description at Econpapers \|\| Download paper	15
32	2000	Robust Covariance Matrix Estimation with Data-Dependent VAR Prewhitening Order. (2000). Levin, Andrew ; den Haan, Wouter J.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0127m2tp. Full description at Econpapers \|\| Download paper	14
33	2001	Revisiting Okuns Law: An Hysteretic Perspective. (2001). Schorderet, Yann . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2fb7n2wd. Full description at Econpapers \|\| Download paper	14
34	2004	A heavy-tailed distribution for ARCH residuals with application to volatility prediction. (2004). Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r89639x. Full description at Econpapers \|\| Download paper	14
35	1998	Spurious Regressions with Stationary Series. (1998). Granger, Clive ; Granger,Clive W. J., ; Jeon, Yongil ; Hyung, Namwon ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r3353t8. Full description at Econpapers \|\| Download paper	13
36	1998	Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk. Full description at Econpapers \|\| Download paper	13
37	2014	Time Use and Productivity: The WageÃ Returns to Sleep. (2014). Shrader, Jeffrey ; Gibson, Matthew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zp518hc. Full description at Econpapers \|\| Download paper	13
38	1998	Identifying the Effect of Unemployment on Crime. (1998). Winter-Ebmer, Rudolf ; Raphael, Steven. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5hb4h56g. Full description at Econpapers \|\| Download paper	13
39	2007	The Evolving Food Chain: Competitive Effects of Wal-Marts Entry Into The Supermarket Industry. (2007). Basker, Emek ; Noel, Michael . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nq8d4sm. Full description at Econpapers \|\| Download paper	13
40	1998	Owner-Occupied Housing and the Composition of the Household Portfolio over the Life Cycle. (1998). Flavin, Marjorie ; Yamashita, Takashi . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt89x293v9. Full description at Econpapers \|\| Download paper	13
41	2010	Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap. (2010). Politis, D N ; McMurry, Timothy L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5h9259mb. Full description at Econpapers \|\| Download paper	13
42	2008	Household Need for Liquidity and the Credit Card Debt Puzzle. (2008). Telyukova, Irina. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4c67r71r. Full description at Econpapers \|\| Download paper	13
43	1999	Contingent Valuation: A Users Guide. (1999). Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2mw607q7. Full description at Econpapers \|\| Download paper	12
44	2006	Margins of Multinational Labor Substitution. (2006). Muendler, Marc-Andreas ; Becker, Sascha. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fc22575. Full description at Econpapers \|\| Download paper	12
45	1998	Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6. Full description at Econpapers \|\| Download paper	12
46	2000	Evidence Disclosure and Verifiability. (2000). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6th0060j. Full description at Econpapers \|\| Download paper	12
47	2003	Testing Conditional Independence Via Empirical Likelihood. (2003). Su, Liangjun ; White, Halbert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt35v8g0fm. Full description at Econpapers \|\| Download paper	11
48	2004	Cognition and Behavior in Two-Person Guessing Games: An Experimental Study. (2004). Crawford, Vincent ; Costa-Gomes, Miguel. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt449812fx. Full description at Econpapers \|\| Download paper	11
49	1998	Intergenerational Mobility, Siblings Inequality and Borrowing Constraints. (1998). Gaviria, Alejandro. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8x16c72b. Full description at Econpapers \|\| Download paper	11
50	1998	A Bivariate Causality between Stock Prices and Exchange Rates: Evidence from Recent Asia Flu. (1998). Huang, Bwo-Nung ; Granger, Clive W. J., ; Granger,Clive W. J., ; Yang, Chin W.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9bk607p6. Full description at Econpapers \|\| Download paper	11

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

#	Year	Title	Cited
1	2001	Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. (2001). Sheppard, Kevin ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5s2218dp. Full description at Econpapers \|\| Download paper	69
2	2002	Hidden Cointegration. (2002). Granger, Clive ; Yoon, Gawon ; Granger, Clive W. J., ; Granger,Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt9qn5f61j. Full description at Econpapers \|\| Download paper	20
3	2017	Fat tails and spurious estimation of consumption-based asset pricing models. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8df3x7gw. Full description at Econpapers \|\| Download paper	9
4	2002	Hard Evidence and Mechanism Design. (2002). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7715f08f. Full description at Econpapers \|\| Download paper	9
5	2014	Time Use and Productivity: The WageÃ Returns to Sleep. (2014). Shrader, Jeffrey ; Gibson, Matthew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8zp518hc. Full description at Econpapers \|\| Download paper	9
6	2008	A Comparative Institutional Analysis of Agreements on Product Standards. (2008). Costinot, Arnaud. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt09f6660d. Full description at Econpapers \|\| Download paper	9
7	2017	Discretizing Nonlinear, Non-Gaussian Markov Processes with Exact Conditional Moments. (2017). Toda, Alexis Akira ; Farmer, Leland. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4jk1h0kk. Full description at Econpapers \|\| Download paper	9
8	2010	Banded and Tapered Estimates for Autocovariance Matrices and the Linear Process Bootstrap. (2010). Politis, D N ; McMurry, Timothy L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5h9259mb. Full description at Econpapers \|\| Download paper	8
9	2001	Revisiting Okuns Law: An Hysteretic Perspective. (2001). Schorderet, Yann . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2fb7n2wd. Full description at Econpapers \|\| Download paper	7
10	2004	A heavy-tailed distribution for ARCH residuals with application to volatility prediction. (2004). Politis, Dimitris N.. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7r89639x. Full description at Econpapers \|\| Download paper	7
11	2001	Modelling Time-Varying Exchange Rate Dependence Using the Conditional Copula. (2001). Patton, Andrew. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt01q7j1s2. Full description at Econpapers \|\| Download paper	7
12	2015	Should We Go One Step Further? Ã An Accurate Comparison of One-step and Two-step Procedures in a Generalized Method of Moments Framework. (2015). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt58r2z98m. Full description at Econpapers \|\| Download paper	6
13	2004	Trade, Technology, and Productivity: A Study of Brazilian Manufacturers, 1986-1998. (2004). Muendler, Marc-Andreas. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6m96c2r7. Full description at Econpapers \|\| Download paper	6
14	2014	Fixed-smoothing Asymptotics and Asymptotic F and t TestsÃ in the Presence of Strong Autocorrelation. (2014). Sun, Yixiao. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8479f4s2. Full description at Econpapers \|\| Download paper	6
15	1998	Extracting Information from Mega-Panels and High-Frequency Data. (1998). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt17t2d9n6. Full description at Econpapers \|\| Download paper	6
16	2004	Time Series Analysis, Cointegration, and Applications. (2004). Granger, Clive ; Granger,Clive W. J., ; Granger, Clive W. J., . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2nb9f668. Full description at Econpapers \|\| Download paper	5
17	2010	Archimedean Copulas and Temporal Dependence. (2010). Beare, Brendan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt0xh8q1g3. Full description at Econpapers \|\| Download paper	5
18	1998	Educational Crowding Out: Do Immigrants Affect the Educational Attainment of American Minorities?. (1998). Betts, Julian . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8vt7f1bh. Full description at Econpapers \|\| Download paper	5
19	2010	The Unobserved Returns to Entrepreneurship. (2010). Sarada, Sarada. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt04b3p1p0. Full description at Econpapers \|\| Download paper	4
20	2001	Shocks and Institutions in a Job Matching Model. (2001). Haefke, Christian ; den Haan, Wouter J. ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7x3544bn. Full description at Econpapers \|\| Download paper	4
21	1999	Modeling the Impacts of Market Activity on Bid-Ask Spreads in the Option Market. (1999). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6rp7g17q. Full description at Econpapers \|\| Download paper	4
22	2017	Electoral cycles in government employment: Evidence from US gubernatorial elections. (2017). Cahan, Dodge. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt8wn83441. Full description at Econpapers \|\| Download paper	4
23	2006	The Cyclicality of Job Loss and Hiring. (2006). Fujita, Shigeru ; Ramey, Garey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4nz8p839. Full description at Econpapers \|\| Download paper	3
24	2014	Air Pollution and Defensive Expenditures: Evidence from Particulate-Filtering Facemasks. (2014). Zhang, Junjie ; Mu, Quan . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1bz8c9ms. Full description at Econpapers \|\| Download paper	3
25	1998	Macroeconomic Announcements and Volatility of Treasury Futures. (1998). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7rd4g3bk. Full description at Econpapers \|\| Download paper	3
26	1998	Econometric Analysis of Discrete-Valued Irregularly-Spaced Financial Transactions Data Using a New Autoregressive Conditional Multinomial Model. (1998). Engle, Robert ; Russell, Jeffrey . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt00m2c5hk. Full description at Econpapers \|\| Download paper	3
27	2001	Structural Breaks, Incomplete Information and Stock Prices. (2001). Timmermann, Allan. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1sn269d7. Full description at Econpapers \|\| Download paper	3
28	2001	Overcoming Informational Barriers to International Resource Allocation: Prices and Ties. (2001). Rauch, James ; casella, alessandra. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt2k8626fr. Full description at Econpapers \|\| Download paper	3
29	1999	CAViaR: Conditional Autoregressive Value at Risk by Regression Quantiles. (1999). Manganelli, Simone ; Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt06m3d6nv. Full description at Econpapers \|\| Download paper	3
30	2000	Evidence Disclosure and Verifiability. (2000). Watson, Joel ; Bull, Jesse. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6th0060j. Full description at Econpapers \|\| Download paper	3
31	2000	Contingent Valuation: Controversies and Evidence. (2000). Flores, Nicholas ; Carson, Richard. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt75k752s7. Full description at Econpapers \|\| Download paper	2
32	2018	Political Alignment, Attitudes Toward Government and Tax Evasion. (2018). Turner, Nick ; Cullen, Julie ; Washington, Ebonya L. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt6t47w08g. Full description at Econpapers \|\| Download paper	2
33	2000	Dynamic Conditional Correlation - A Simple Class of Multivariate GARCH Models. (2000). Engle, Robert. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt56j4143f. Full description at Econpapers \|\| Download paper	2
34	2016	The Effects of a Temporary Migration Shock: Evidence from the Arab Spring Migration through Italy. (2016). Labanca, Claudio. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1fz17847. Full description at Econpapers \|\| Download paper	2
35	2010	Do Initial Endowments Matter Only Initially? The Persistent Effect of Birth Weight on School Achievement. (2010). Neilson, Christopher ; Eberhard, Juan ; Bharadwaj, Prashant. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt4536p0hd. Full description at Econpapers \|\| Download paper	2
36	2015	Discretizing Distributions with Exact Moments: Error Estimate and Convergence Analysis. (2015). Toda, Alexis Akira ; Tanaka, Ken'Ichiro . In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt7g23r5kh. Full description at Econpapers \|\| Download paper	2
37	2017	Simple, Robust, and Accurate F and t Tests in Cointegrated Systems. (2017). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt83b4q8pk. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 11

Year	Title
2018	Mortgage Design in an Equilibrium Model of the Housing Market. (2018). Guren, Adam ; McQuade, Timothy J ; Krishnamurthy, Arvind. In: NBER Working Papers. RePEc:nbr:nberwo:24446. Full description at Econpapers \|\| Download paper
2018	Accuracy and speed of the solution methods for sovereign default models: The stable performance of the Tauchen method and cubic spline interpolation. (2018). Yamazaki, Takefumi. In: Public Policy Review. RePEc:mof:journl:ppr14_04_06. Full description at Econpapers \|\| Download paper
2018	Pareto Extrapolation: Bridging Theoretical and Quantitative Models of Wealth Inequality. (2018). Toda, Alexis Akira ; Gouin-Bonenfant, Emilien. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt90n2h2bb. Full description at Econpapers \|\| Download paper
2018	Government ideology and economic policy-making in the United Statesâa survey. (2018). Potrafke, Niklas. In: Public Choice. RePEc:kap:pubcho:v:174:y:2018:i:1:d:10.1007_s11127-017-0491-3. Full description at Econpapers \|\| Download paper
2018	Electoral cycles in MPsâ salaries: evidence from the German states. (2018). Potrafke, Niklas ; Krause, Manuela ; Kauder, BjÃÂ¶rn. In: International Tax and Public Finance. RePEc:kap:itaxpf:v:25:y:2018:i:4:d:10.1007_s10797-017-9479-7. Full description at Econpapers \|\| Download paper
2018	Smoothed instrumental variables quantile regression, with estimation of quantile Euler equations. (2018). Kaplan, David ; Galvao, Antonio F ; de Castro, Luciano. In: Working Papers. RePEc:umc:wpaper:1710. Full description at Econpapers \|\| Download paper
2018	Smoothed GMM for quantile models. (2018). Kaplan, David ; Liu, Xin ; Galvao, Antonio F ; de Castro, Luciano. In: Papers. RePEc:arx:papers:1707.03436. Full description at Econpapers \|\| Download paper
2018	Time-varying volatility and the power law distribution of stock returns. (2018). Warusawitharana, Missaka. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:123-141. Full description at Econpapers \|\| Download paper
2018	âThe Impact of Immigration on Native Employment: Evidence from Italyâ. (2018). Lopez-Bazo, Enrique ; Fusaro, Stefano. In: IREA Working Papers. RePEc:ira:wpaper:201822. Full description at Econpapers \|\| Download paper
2018	âThe Impact of Immigration on Native Employment: Evidence from Italyâ. (2018). Lopez-Bazo, Enrique ; Fusaro, Stefano. In: AQR Working Papers. RePEc:aqr:wpaper:201811. Full description at Econpapers \|\| Download paper
2018	HAR Testing for Spurious Regression in Trend. (2018). Phillips, Peter ; Wang, Xiaohu ; Zhang, Yonghui ; PEter, . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2153. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Tax Morale and the Role of Social Norms and Reciprocity. Evidence from a Randomized Survey Experiment. (2018). Peichl, Andreas ; Doerrenberg, Philipp ; Dorrenberg, Philipp. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7149. Full description at Econpapers \|\| Download paper
2018	Tax Morale and the Role of Social Norms and Reciprocity: Evidence from a Randomized Survey Experiment. (2018). Peichl, Andreas ; Doerrenberg, Philipp. In: IZA Discussion Papers. RePEc:iza:izadps:dp11714. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Wealth Distribution with Random Discount Factors. (2017). Toda, Alexis Akira. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt5n29f260. Full description at Econpapers \|\| Download paper
2017	Government Ideology and Economic Policy-Making in the United States. (2017). Potrafke, Niklas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6444. Full description at Econpapers \|\| Download paper
2017	The Democratic-Republican Presidential Growth Gap and the Partisan Balance of the State Governments. (2017). Potrafke, Niklas ; Cahan, Dodge. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6517. Full description at Econpapers \|\| Download paper
2017	Huggett economies with multiple stationary equilibria. (2017). Toda, Alexis Akira. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:84:y:2017:i:c:p:77-90. Full description at Econpapers \|\| Download paper
2017	Huggett Economies with Multiple Stationary Equilibria. (2017). Toda, Alexis Akira. In: MPRA Paper. RePEc:pra:mprapa:78984. Full description at Econpapers \|\| Download paper
2017	The Equity Premium and the One Percent. (2017). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:79009. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Fat Tails and Spurious Estimation of Consumption-Based Asset Pricing Models. (2016). Toda, Alexis Akira ; Walsh, Kieran James. In: MPRA Paper. RePEc:pra:mprapa:78980. Full description at Econpapers \|\| Download paper
2016	Zipfs Law: A Microfoundation. (2016). Toda, Alexis Akira. In: MPRA Paper. RePEc:pra:mprapa:78985. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Asymptotic F and t Tests in an Efficient GMM Setting. (2015). Sun, Yixiao ; Hwang, Jungbin. In: University of California at San Diego, Economics Working Paper Series. RePEc:cdl:ucsdec:qt1c62d8xf. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	MPRA Paper / University Library of Munich, Germany	87	25
2	Journal of Econometrics / Elsevier	188	21
3	Economic Modelling / Elsevier	57	19
4	Papers / arXiv.org	51	19
5	Energy Economics / Elsevier	115	19
6	University of California at San Diego, Economics Working Paper Series / Department of Economics, UC San Diego	21	15
7	Journal of Banking & Finance / Elsevier	130	13
8	Journal of International Financial Markets, Institutions and Money / Elsevier	47	11
9	International Review of Economics & Finance / Elsevier	39	10
10	NBER Working Papers / National Bureau of Economic Research, Inc	239	8
11	Working Papers / HAL	32	8