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Computing in Economics and Finance 2002 / Society for Computational Economics

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
13
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 1 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 2 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 3 0 0 0 0 0.22
2002 0 0.42 0.05 0 294 294 548 14 17 0 0 0 14 0.05 0.24
2003 0.19 0.41 0.2 0.19 0 294 0 58 75 294 56 294 56 0 0 0.24
2004 0.2 0.47 0.2 0.2 0 294 0 60 135 294 59 294 59 0 0 0.27
2005 0 0.49 0.17 0.17 0 294 0 51 186 0 294 49 0 0 0.29
2006 0 0.48 0.15 0.15 0 294 0 45 231 0 294 45 0 0 0.26
2007 0 0.4 0.15 0.15 0 294 0 44 275 0 294 44 0 0 0.22
2008 0 0.45 0.12 0 0 294 0 35 310 0 0 0 0 0.23
2009 0 0.43 0.1 0 0 294 0 28 338 0 0 0 0 0.23
2010 0 0.37 0.11 0 0 294 0 32 370 0 0 0 0 0.19
2011 0 0.47 0.1 0 0 294 0 29 399 0 0 0 0 0.25
2012 0 0.5 0.08 0 0 294 0 23 422 0 0 0 0 0.26
2013 0 0.52 0.06 0 0 294 0 18 440 0 0 0 0 0.24
2014 0 0.55 0.07 0 0 294 0 20 460 0 0 0 0 0.28
2015 0 0.54 0.06 0 0 294 0 17 477 0 0 0 0 0.28
2016 0 0.58 0.07 0 0 294 0 21 498 0 0 0 0 0.29
2017 0 0.6 0.04 0 0 294 0 13 511 0 0 0 0 0.3
2018 0 0.62 0.04 0 0 294 0 12 523 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
12002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

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51
22002Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240.

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41
32002A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, Sébastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5.

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35
42002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135.

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25
52002A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294.

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21
62002Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:182.

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20
72002The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94.

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18
82002Optimal Monetary Policy with Durable and Non-Durable Goods. (2002). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:343.

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18
92002Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239.

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17
102002The Brazilian Depression in the 1980s and 1990s. (2002). Teixeira, Arilton ; Gomes, Victor ; Ellery, Roberto ; Mirta N. S. Bugarin, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:338.

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16
112002Spanish diffusion indexes. (2002). Camacho, Maximo ; Sancho, Israel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:276.

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14
122002All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185.

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14
132002Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s. (2002). Tondl, Gabriele. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:237.

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14
142002A simple microstructure model of double auction markets. (2002). Iori, Giulia ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:44.

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10
152002Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty. (2002). von zur Muehlen, Peter ; Tetlow, Robert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:335.

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9
162002Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?. (2002). Kim, Jinill ; Henderson, Dale. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:59.

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9
172002How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, ; Papa N'Diaye, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:359.

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9
182002Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe. (2002). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:3.

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8
192002The Joint Dynamics of Networks and Knowledge. (2002). Zimmermann, Jean-Benoit ; jonard, nicolas ; Cowan, Robin. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:354.

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8
202002A minimal noise trader model with realistic time series. (2002). Lux, Thomas ; Alfarano, Simone. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:317.

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7
212002Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income. (2002). Carroll, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:42.

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6
222002Time Varying Uncertainty and the Credit Channel. (2002). Salyer, Kevin ; Lee, Gabriel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:137.

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6
232002Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:8.

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6
242002Traders’ long-run wealth in an artificial financial market. (2002). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:301.

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6
252002Capacity Dynamics and Endogenous Asymmetries in Firm Size. (2002). Besanko, David ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:196.

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5
262002Adaptive Polar Sampling. (2002). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc ; VAN OEST, Rutger D.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:307.

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5
272002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:83.

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5
282002Co-Evolution of Firms and Consumers and the Implications for Market Dominance. (2002). Harrington, Joseph ; Chang, Myong-Hun. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:234.

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5
292002An empirical model of volatility of returns and option pricing. (2002). McCauley, Joseph ; Gunaratne, G. H.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:186.

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5
302002Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt. (2002). Yakadina, Irina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:329.

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5
312002Comparing the Accuracy of Density Forecasts from Competing Models. (2002). Valente, Giorgio ; Sarno, Lucio. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:223.

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5
322002Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:87.

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5
332002Merton-style option pricing under regime switching. (2002). Sola, Martin ; Kenc, Turalay ; Driffill, Edward. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:304.

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4
342002Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries. (2002). Laxton, Douglas ; NiDiaye, Papa. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:364.

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4
352002Social Percolation and Self-Organized Criticality. (2002). Solomon, Sorin ; Stauffer, Dietrich ; Weisbuch, Gerard. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:203.

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4
362002Computer Testbeds and Mechanism Design. (2002). Ledyard, John ; Arifovic, Jasmina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:262.

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4
372002Financial Market in the Laboratory. (2002). Morone, Andrea. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:151.

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4
382002Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:47.

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4
392002interpolation with a large information set. (2002). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:72.

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4
402002Detecting shift-contagion in currency and bond markets. (2002). Morley, James ; Gravelle, Toni ; Kichian, Maral. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:58.

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4
412002Using Simulated Annealing to Compute the Trembles of Trembling Hand Perfection. (2002). McDonald, Stuart. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:220.

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3
422002Inflation Persistence and Flexible Prices. (2002). Kydland, Finn ; Gavin, William ; Dittmar, Robert . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:190.

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3
432002Structural Models of Competitive Market Behavior: An Estimation Approach Using Disaggregate Data. (2002). draganska, michaela ; Jain, Dipak . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:61.

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3
442002Absolute Convergence, Period. (2002). Chumacero, Romulo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:218.

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3
45Market Structure and Endogenous Productivity Growth. (2002). Laincz, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:112.

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3
462002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2002). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:314.

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3
472002Asymptotic Expansion Methods for Dynamic Models with Incomplete Asset Markets. (2002). Judd, Kenneth. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:289.

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3
482002Foreign Exchange Risk Premia. (2002). Kenc, Turalay ; Evans, Lynne ; Joseph, Nathan. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:310.

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3
492002Testing for Indeterminacy in Linear Rational Expectations Models. (2002). Schorfheide, Frank ; Lubik, Thomas. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:214.

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3
502002Output and interest rate gaps: Theory versus practice. (2002). Wouters, Raf ; Smets, Frank. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:355.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

Full description at Econpapers || Download paper

17
22002Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240.

Full description at Econpapers || Download paper

3
32002The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94.

Full description at Econpapers || Download paper

2
42002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135.

Full description at Econpapers || Download paper

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