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Computing in Economics and Finance 2001 / Society for Computational Economics

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
14
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 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 10 0 0 0 0 0.2
2001 0 0.39 0.2 0 230 230 895 45 55 0 0 1 2.2 45 0.2 0.22
2002 0.27 0.42 0.27 0.27 0 230 0 63 118 230 61 230 61 0 0 0.24
2003 0.33 0.41 0.34 0.33 0 230 0 79 197 230 76 230 76 0 0 0.24
2004 0 0.47 0.47 0.43 0 230 0 107 304 0 230 100 0 0 0.27
2005 0 0.49 0.31 0.3 0 230 0 71 375 0 230 68 0 0 0.29
2006 0 0.48 0.3 0.29 0 230 0 70 445 0 230 66 0 0 0.26
2007 0 0.4 0.24 0 0 230 0 55 500 0 0 0 0 0.22
2008 0 0.45 0.16 0 0 230 0 37 537 0 0 0 0 0.23
2009 0 0.43 0.16 0 0 230 0 36 573 0 0 0 0 0.23
2010 0 0.37 0.17 0 0 230 0 40 613 0 0 0 0 0.19
2011 0 0.47 0.14 0 0 230 0 32 645 0 0 0 0 0.25
2012 0 0.5 0.14 0 0 230 0 33 678 0 0 0 0 0.26
2013 0 0.52 0.13 0 0 230 0 30 708 0 0 0 0 0.24
2014 0 0.55 0.18 0 0 230 0 42 750 0 0 0 0 0.28
2015 0 0.54 0.2 0 0 230 0 47 797 0 0 0 0 0.28
2016 0 0.58 0.16 0 0 230 0 37 834 0 0 0 0 0.29
2017 0 0.6 0.13 0 0 230 0 29 863 0 0 0 0 0.3
2018 0 0.62 0.09 0 0 230 0 20 883 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
12001Forecasting with a Real-Time Data Set for Macroeconomists. (2001). Croushore, Dean ; Stark, Tom. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:258.

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188
22001The Real Interest Rate Gap as an Inflation Indicator. (2001). Nelson, Edward ; Neiss, Katharine. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:145.

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78
32001Imperfect Credibility and Inflation Persistence. (2001). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:19.

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75
42001Measuring the Natural Rate of Interest. (2001). Williams, John ; Laubach, Thomas. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:35.

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40
52001Calibration and Computation of Household Portfolio Models. (2001). Michaelides, Alexander ; Haliassos, Michael. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:194.

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39
62001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2001). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:59.

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25
72001Small sample properties of panel time-series estimators with I(1) errors. (2001). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:191.

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23
82001Uncertain Potential Output: Implications for Monetary Policy. (2001). Smets, Frank ; Ehrmann, Michael. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:8.

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20
92001Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach. (2001). Engle-Warnick, Jim ; Duffy, John. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:151.

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18
102001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2001). Pesaran, M ; hsiao, cheng. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:36.

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18
112001Spurious Welfare Reversals in International Business Cycle Models. (2001). Kim, Sunghyun. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:3.

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18
122001DYNARE: A program for the simulation of rational expectation models. (2001). Juillard, Michel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:213.

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17
132001Chaotic Interest Rate Rules. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:259.

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14
142001Evolutionary dynamics in financial markets with many trader types. (2001). Wagener, Florian ; Hommes, Cars ; Brock, William. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:119.

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14
152001G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models. (2001). Peters, Jean-Philippe ; Laurent, Sébastien. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:123.

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13
16Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems. (2001). Solomon, Sorin ; Zhi-Feng Huang, Sorin Solomon*, . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:12.

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12
172001The Inflation Premium implicit in the US Real and Nominal. (2001). McCulloch, J. Huston. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:210.

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11
182001General--to--Specific Reductions of Vector Autoregressive Processes. (2001). Krolzig, Hans-Martin. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:164.

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11
192001Increasing returns and cycles in fishing. (2001). Liski, Matti ; Kort, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:126.

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11
202001Fast Fourier Transform for discrete Asian Options. (2001). Benhamou, Eric. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:6.

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10
212001The Reliability of Inflation Forecasts Based on Output Gaps in Real Time. (2001). van Norden, Simon ; Orphanides, Athanasios. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:247.

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10
222001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion. (2001). Michaelides, Alexander. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:115.

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9
232001Interbank Lending, reserve requirements and systemic risk. (2001). Jafarey, Saqib ; Iori, Giulia. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:63.

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9
242001History Dependence and Global Dynamics in Models with Multiple Equilibria. (2001). Wirl, Franz ; Semmler, Willi ; Deissenberg, Christophe. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:257.

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9
252001New economy : new policy rules?. (2001). Schaling, Eric ; Bullard, James. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:53.

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9
262001Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health. (2001). Khwaja, Ahmed W.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:166.

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8
272001Holdup and the Evolution of Bargaining Conventions. (2001). Macleod, W. Bentley ; Dawid, Herbert. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:104.

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8
282001Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach. (2001). Kellermann, Konrad ; Happe, Kathrin ; Balmann, Alfons. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:148.

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8
292001Emergent Cities: A Microeconomic Explanation for Zipfs Law. (2001). Axtell, Robert ; Florida, Richard. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:154.

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8
302001Housing Markets, Liquidity Constraints and Labor Mobility. (2001). Kauppi, Heikki ; Haavio, Markus. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:186.

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7
31An Application of Agent-based Simulation to the New Electricity Trading Arrangements of England and Wales. (2001). Oliveira, Fernando ; Bunn, Derek W.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:93.

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7
322001Asset Pricing in Models with incomplete markets and default. (2001). Schmedders, Karl ; Kubler, Felix. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:58.

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6
332001Stabilization versus Insurance. (2001). Reiter, Michael ; Costain, James. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:161.

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6
342001Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data. (2001). Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:85.

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6
352001Solving for Optimal Simple Rules in Rational Expectations Models. (2001). Dennis, Richard. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:30.

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5
362001A Statistical Equilibrium Model of Wealth Distribution. (2001). Milaković, Mishael ; Milakovic, Mishael . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:214.

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5
372001An Adaptive Electronic Market-Maker. (2001). Shelton, Christian ; Chan, Nicholas T.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:146.

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5
382001Stability of Pareto-Zipf Law in Non-Stationary Economies. (2001). Solomon, Sorin ; Richmond, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:11.

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5
392001The Coming Generational Storm. (2001). Walliser, Jan ; Smetters, Kent ; Kotlikoff, Laurence. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:276.

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5
402001Very High Order Lattice Methods for One Factor Models. (2001). Alford, Jonathan ; Webber, Nick . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:26.

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4
412001Testing For Unit Roots Using Economics. (2001). Chumacero, Romulo. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:2.

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4
422001Learning Dynamics in an Artificial Currency Market. (2001). Georges, Christophre. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:31.

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4
432001What Can We Learn From Simulating a Standard Agency Model?. (2001). Robe, Michel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:98.

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4
442001Market Efficiency and Learning in an Endogenously Unstable Environment. (2001). Goldbaum, David. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:105.

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4
452001Living Rationally Under the Volcano? Heavy Drinking and Smoking Among the Elderly. (2001). Sloan, Frank ; Arcidiacono, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:207.

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4
462001A Partial Equilibrium Model of Option Markets. (2001). Judd, Kenneth ; Dietmar P. J. Leisen, . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:219.

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4
472001Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress. (2001). Stehrer, Robert. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:230.

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4
482001Dynamic optimization and Skiba sets in economic examples.. (2001). Semmler, Willi. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:29.

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4
492001RECURSIVE SOLUTION OF HETEROGENEOUS AGENT MODELS. (2001). Reiter, Michael. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:167.

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4
502001Adaptive Learning and Emergent Coordination in Minority Games. (2001). Dosi, Giovanni ; Devetag, Giovanna ; Bottazzi, Giulio. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:20.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Forecasting with a Real-Time Data Set for Macroeconomists. (2001). Croushore, Dean ; Stark, Tom. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:258.

Full description at Econpapers || Download paper

35
22001An Adaptive Electronic Market-Maker. (2001). Shelton, Christian ; Chan, Nicholas T.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:146.

Full description at Econpapers || Download paper

3
32001Fast Fourier Transform for discrete Asian Options. (2001). Benhamou, Eric. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:6.

Full description at Econpapers || Download paper

3
42001A Statistical Equilibrium Model of Wealth Distribution. (2001). Milaković, Mishael ; Milakovic, Mishael . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:214.

Full description at Econpapers || Download paper

2
52001Increasing returns and cycles in fishing. (2001). Liski, Matti ; Kort, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:126.

Full description at Econpapers || Download paper

2
62001Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems. (2001). Solomon, Sorin ; Zhi-Feng Huang, Sorin Solomon*, . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:12.

Full description at Econpapers || Download paper

2
72001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2001). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:59.

Full description at Econpapers || Download paper

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