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Computing in Economics and Finance 2004 / Society for Computational Economics

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
16
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 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 3 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 7 0 0 0 0 0.24
2004 0 0.47 0.19 0 273 273 768 51 58 0 0 3 5.9 51 0.19 0.27
2005 0.45 0.49 0.47 0.45 0 273 0 129 187 273 123 273 123 0 0 0.29
2006 0.39 0.48 0.41 0.39 0 273 0 111 298 273 107 273 107 0 0 0.26
2007 0 0.4 0.28 0.25 0 273 0 77 375 0 273 69 0 0 0.22
2008 0 0.45 0.2 0.2 0 273 0 55 430 0 273 54 0 0 0.23
2009 0 0.43 0.18 0.18 0 273 0 50 480 0 273 50 0 0 0.23
2010 0 0.37 0.18 0 0 273 0 49 529 0 0 0 0 0.19
2011 0 0.47 0.16 0 0 273 0 45 574 0 0 0 0 0.25
2012 0 0.5 0.11 0 0 273 0 31 605 0 0 0 0 0.26
2013 0 0.52 0.08 0 0 273 0 23 628 0 0 0 0 0.24
2014 0 0.55 0.1 0 0 273 0 26 654 0 0 0 0 0.28
2015 0 0.54 0.1 0 0 273 0 27 681 0 0 0 0 0.28
2016 0 0.58 0.14 0 0 273 0 39 720 0 0 0 0 0.29
2017 0 0.6 0.08 0 0 273 0 21 741 0 0 0 0 0.3
2018 0 0.62 0.08 0 0 273 0 23 764 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
12004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135.

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78
22004The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224.

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37
32004Can Long-Run Restrictions Identify Technology Shocks?. (2004). Guerrieri, Luca ; Erceg, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:3.

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36
42004On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152.

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35
52004Welfare Maximizing Monetary and Fiscal Policy Rules. (2004). Kollmann, Robert. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:102.

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34
62004The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169.

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31
72004Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65.

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29
82004Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates. (2004). Billi, Roberto ; Adam, Klaus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:67.

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26
92004The Dynamics of Plant-level Productivity in U.S. Manufacturing. (2004). White, T. Kirk ; Abraham, Arpad. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:332.

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23
102004Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89.

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22
112004State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation?. (2004). Kryvtsov, Oleksiy ; Klenow, Pete. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:277.

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21
122004Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:108.

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21
132004Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125.

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20
142004Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325.

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18
152004Why are long rates sensitive to monetary policy?. (2004). Söderström, Ulf ; Ellingsen, Tore. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:31.

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17
162004A Search for a Structural Phillips Curve. (2004). Sbordone, Argia ; Cogley, Timothy. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:291.

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16
172004Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements. (2004). Koopman, Siem Jan ; Jungbacker, Borus ; Hol, Eugenie . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:342.

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16
182004Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2004). Hubrich, Kirstin. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:230.

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14
192004Optimal Lag Structure Selection in VEC-Models. (2004). Winker, Peter ; Maringer, Dietmar . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:155.

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12
202004Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206.

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10
212004The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:144.

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10
222004Are European business cycles close enough to be just one?. (2004). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:16.

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10
232004The New Keynesian Phillips Curve: An Empirical Assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian ; Richard, LUGER ; Alain, GUAY. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:212.

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10
242004The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:14.

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9
252004The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:172.

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9
262004Strongly rational expectations equilibria with endogenous acquisition of information. (2004). Desgranges, Gabriel ; Heinemann, Maik . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:35.

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9
272004Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts. (2004). Benati, Luca. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:83.

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7
282004Monetary policy and the transition to rational expectations. (2004). Ferrero, Giuseppe. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:19.

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7
292004Practical guide to real options in discrete time. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:137.

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7
302004Market Dynamics and Stock Price Volatility. (2004). Rosser, Barkley ; Li, Honggang . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:91.

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7
312004Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors. (2004). SADEFO, Jules. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:12.

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7
322004Habit formation and Interest-Rate Smoothing. (2004). Holly, Sean ; Corrado, Luisa. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:215.

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7
332004On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:217.

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6
342004Optimal monetary policy in a regime-switching economy. (2004). Zampolli, Fabrizio. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:166.

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6
352004Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131.

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5
362004Inflation targeting. (2004). Dellas, Harris ; Collard, Fabrice. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:97.

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5
372004Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54.

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5
382004Performance of Inflation Targeting Based on constant Interest Rate Projections. (2004). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:130.

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5
392004Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design. (2004). Wieland, Volker ; Rustem, B. ; Zakovic, S.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:213.

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5
402004A Specification Search Algorithm for Cointegrated Systems. (2004). Mycielski, Jerzy ; Kurcewicz, Michal. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:321.

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4
412004Inflation Dynamics in Seven Industrialised Open Economies. (2004). Batini, Nicoletta ; Banerjee, Ryan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:116.

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4
422004Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Kisselev, Kate ; Cavallo, Michele. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:62.

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4
432004Why Does Private Consumption Rise After a Government Spending Shock?. (2004). Rebei, Nooman ; Bouakez, Hafedh. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:20.

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4
442004New Phenomena Identified in a Stochastic Dynamic Macroeconometric Model: A Bifurcation Perspective. (2004). Barnett, William ; He, Yijun . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:145.

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4
452004Advertising Dynamics and Competitive Advantage. (2004). Markovich, Sarit ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:61.

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4
462004Conditional Welfare Comparisons of Monetary Policy Rules. (2004). Levin, Andrew ; Kim, Jinill. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:252.

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4
472004Learning with Heterogeneous Expectations in an Evolutionary World. (2004). Guse, Eran. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:99.

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4
482004Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach. (2004). Chen, Pu ; Chiarella, Carl. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:149.

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4
492004Asset price and wealth dynamics in a financial market with heterogeneous agents. (2004). Chiarella, Carl ; Dieci, Roberto. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:261.

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4
502004International Capital Mobility and Aggregate Volatility: the Case of Credit-Rationed Open Economies. (2004). Pintus, Patrick. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:193.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135.

Full description at Econpapers || Download paper

21
22004The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224.

Full description at Econpapers || Download paper

4
32004Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65.

Full description at Econpapers || Download paper

4
42004Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54.

Full description at Econpapers || Download paper

3
52004On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152.

Full description at Econpapers || Download paper

3
62004Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325.

Full description at Econpapers || Download paper

2
72004Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206.

Full description at Econpapers || Download paper

2
82004Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125.

Full description at Econpapers || Download paper

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