Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Princeton, Department of Economics - Econometric Research Program / Princeton, Department of Economics - Econometric Research Program

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
8
Impact Factor
0
5 Years IF
0
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 0.67 0.14 1.11 0.67 9 9 20 10 10 15 10 15 10 0 0 0.07
1991 0.29 0.11 0.8 0.38 6 15 299 12 22 17 5 24 9 0 2 0.33 0.06
1992 0.27 0.1 0.79 0.4 4 19 2 13 37 15 4 30 12 0 0 0.07
1993 0.5 0.13 0.75 0.44 1 20 4 15 52 10 5 34 15 0 0 0.07
1994 0 0.13 0.25 0.11 0 20 0 5 57 5 28 3 0 0 0.06
1995 1 0.18 1.05 0.35 0 20 0 21 78 1 1 20 7 0 0 0.09
1996 0 0.22 1.3 0.91 0 20 0 26 104 0 11 10 0 0 0.11
1997 0 0.23 1.25 0.2 0 20 0 25 129 0 5 1 0 0 0.12
1998 0 0.24 1.45 0 0 20 0 29 158 0 1 0 0 0.15
1999 0 0.32 1 0 0 20 0 20 178 0 0 0 0 0.21
2000 0 0.46 1.75 0 0 20 0 35 213 0 0 0 0 0.2
2001 0 0.39 1.75 0 0 20 0 35 248 0 0 0 0 0.22
2002 0 0.42 1.65 0 0 20 0 33 281 0 0 0 0 0.24
2003 0 0.41 2.45 0 0 20 0 49 330 0 0 0 0 0.24
2004 0 0.47 2.05 0 0 20 0 41 371 0 0 0 0 0.27
2005 0 0.49 3.6 0 0 20 0 72 443 0 0 0 0 0.29
2006 0 0.48 2.9 0 0 20 0 58 501 0 0 0 0 0.26
2007 0 0.4 2.05 0 0 20 0 41 542 0 0 0 0 0.22
2008 0 0.45 1.8 0 0 20 0 36 578 0 0 0 0 0.23
2009 0 0.43 1.85 0 0 20 0 37 615 0 0 0 0 0.23
2010 0 0.37 1.9 0 0 20 0 38 653 0 0 0 0 0.19
2011 0 0.47 2.7 0 0 20 0 54 707 0 0 0 0 0.25
2012 0 0.5 2 0 0 20 0 40 747 0 0 0 0 0.26
2013 0 0.52 3 0 0 20 0 60 807 0 0 0 0 0.24
2014 0 0.55 2.35 0 0 20 0 47 854 0 0 0 0 0.28
2015 0 0.54 3.1 0 0 20 0 62 916 0 0 0 0 0.28
2016 0 0.58 4 0 0 20 0 80 996 0 0 0 0 0.29
2017 0 0.6 2.6 0 0 20 0 52 1048 0 0 0 0 0.3
2018 0 0.62 2.95 0 0 20 0 59 1107 0 0 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
11988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS. (1988). Shiller, Robert ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:334.

Full description at Econpapers || Download paper

618
21991Pitfalls and Opportunities: What Macroeconomics should know about unit roots.. (1991). Perron, Pierre ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:360.

Full description at Econpapers || Download paper

258
31988THE GREAT CRASH, THE OIL PRICE SHOCK AND THE UNIT ROOT HYPOTHESIS.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:338.

Full description at Econpapers || Download paper

160
41991Nonstationary and Level Shifts With An Application To Purchasing Power Parity.. (1991). Vogelsang, Timothy ; Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:359.

Full description at Econpapers || Download paper

22
51989TESTING FOR A UNIT ROOT IN A TIME SERIES WITH A CHANGING MEAN.. (1989). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:347.

Full description at Econpapers || Download paper

20
61991A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series.. (1991). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:363.

Full description at Econpapers || Download paper

15
71990FURTHER EVIDENCE ON BREAKING TREND FUNCTIONS IN MACROECONOMICS VARIABLES.. (1990). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:350.

Full description at Econpapers || Download paper

13
81988TESTING FOR A RANDOM WALK: A SIMULATION EXPERIMENT OF POWER WHEN THE SIMPLING INTERVAL IS VARIED.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:336.

Full description at Econpapers || Download paper

8
91991Dynamic Optimization Without Dynamic Programming. (1991). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:361.

Full description at Econpapers || Download paper

5
101993Statistical Estimation and Testing of a Real Business Cycle Model.. (1993). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:365.

Full description at Econpapers || Download paper

5
111988RATIONAL VERSUS ADAPTIVE EXPECTATIONS IN PRESENT VALUE MODELS. (1988). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:328.

Full description at Econpapers || Download paper

4
121990EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS.. (1990). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:352.

Full description at Econpapers || Download paper

3
131989SUBGAMES AND THE REDUCED NORMAL FORM.. (1989). Swinkels, Jeroen. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:344.

Full description at Econpapers || Download paper

3
141990THE EFFECT OF SEASONAL ADJUSTMENT FILTERS ON TESTS FOR A UNIT ROOT.. (1990). Perron, Pierre ; Ghysels, Eric. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:355.

Full description at Econpapers || Download paper

3
151989SERIES ESTIMATION OF REGRESSION FUNCTIONALS.. (1989). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:348.

Full description at Econpapers || Download paper

2
161992Optimal Control Without Solving the Bellman Equations.. (1992). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:364.

Full description at Econpapers || Download paper

2
171988A CONTINUOUS TIME APPROXIMATION TO THE UNSTABLE FIRST- ORDER AUTOREGRESSIVE PROCESS: THE CASE WITHOUT AN INTERCEPT.. (1988). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:337.

Full description at Econpapers || Download paper

2
181990THE ADEQUACY OF LIMITING DISTRIBUTIONS IN THE AR(1) MODEL WITH DEPENDENT ERRORS.. (1990). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:349.

Full description at Econpapers || Download paper

1
191989UNIFORM CONVERGENCE IN PROBABILITY AND STOCHASTIC EQUICONTINUITY.. (1989). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:342.

Full description at Econpapers || Download paper

1
201990THE LIMITING DISTRIBUTION OF THE LEAST SQUARES ESTIMATOR IN NEARLY INTEGRATED SEASONAL MODELS.. (1990). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:354.

Full description at Econpapers || Download paper

1
211992What Macroeconomists Should Know About Unit Roots as Well: The Bayesian Perspective.. (1992). Uhlig, Harald. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:367.

Full description at Econpapers || Download paper

1
221989EFFICIENT INSTRUMENTAL VARIABLES ESTIMATION OF NONLINEAR MODELS.. (1989). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:341.

Full description at Econpapers || Download paper

1
231990AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS.. (1990). Perron, Pierre ; Garcia, René. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:353.

Full description at Econpapers || Download paper

1
241990CAPITAL FORMATION AND ECONOMIC GROWTH IN CHINA.. (1990). Chow, Gregory. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:356.

Full description at Econpapers || Download paper

1
251989IMPOSSIBILITY OF STRATEGY-PROOF MECHANISMS FOR ECONOMIES WITH PURE PUBLIC GOODS.. (1989). Zhou, Lin. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:343.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11988STOCK PRICES, EARNINGS AND EXPECTED DIVIDENDS. (1988). Shiller, Robert ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:334.

Full description at Econpapers || Download paper

92
21991Pitfalls and Opportunities: What Macroeconomics should know about unit roots.. (1991). Perron, Pierre ; Campbell, John. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:360.

Full description at Econpapers || Download paper

38
31991A Test for Changes in a Polynomial Trend Functions for a Dynamioc Time Series.. (1991). Perron, Pierre. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:363.

Full description at Econpapers || Download paper

2
41990EFFICIENT ESTIMATION OF SEMIPARAMETRIC MODELS VIA MOMENT RESTRICTIONS.. (1990). Newey, Whitney. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:352.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations