Citation analysis for Michigan State - Econometrics and Economic Theory / Michigan State

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

5 Years IF

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	0.06	0.13	0.18	0.06	11	11	78	2	2	18	1	18	1		0	1	0.09	0.07
1991	0.28	0.11	0.25	0.17	9	20	45	5	7	18	5	29	5		0		0	0.06
1992	0.15	0.1	0.19	0.13	6	26	1	5	12	20	3	38	5		0		0	0.07
1993	0.07	0.13	0.16	0.11	17	43	37	7	19	15	1	44	5		0	2	0.12	0.07
1994	0	0.13	0.1	0.06	8	51	15	4	24	23		50	3		0		0	0.06
1995	0	0.19	0.21	0.06	1	52	18	11	35	25		51	3		0	1	1	0.09
1996	0.11	0.22	0.23	0.24	0	52	0	12	47	9	1	41	10		0		0	0.12
1997	0	0.23	0.25	0.13	0	52	0	13	60	1		32	4		0		0	0.12
1998	0	0.24	0.28	0.12	2	54	0	15	75	0		26	3		0		0	0.15
1999	0	0.32	0.2	0	7	61	58	12	87	2		11			0		0	0.21
2000	0.11	0.47	0.16	0.1	0	61	0	10	97	9	1	10	1		0		0	0.2
2001	0.43	0.4	0.36	0.33	0	61	0	22	119	7	3	9	3		0		0	0.22
2002	0	0.41	0.3	0.22	0	61	0	18	137	0		9	2		0		0	0.23
2003	0	0.42	0.43	0.78	0	61	0	26	163	0		9	7		0		0	0.24
2004	0	0.47	0.61	0.71	0	61	0	37	200	0		7	5		0		0	0.27
2005	0	0.49	0.43	0	0	61	0	26	226	0		0			0		0	0.29
2006	0	0.48	0.34	0	0	61	0	21	247	0		0			0		0	0.27
2007	0	0.41	0.25	0	0	61	0	15	262	0		0			0		0	0.22
2008	0	0.46	0.26	0	0	61	0	16	278	0		0			0		0	0.23
2009	0	0.43	0.2	0	0	61	0	12	290	0		0			0		0	0.23
2010	0	0.37	0.15	0	0	61	0	9	299	0		0			0		0	0.2
2011	0	0.47	0.11	0	0	61	0	7	306	0		0			0		0	0.25
2012	0	0.5	0.07	0	0	61	0	4	310	0		0			0		0	0.26
2013	0	0.52	0.08	0	0	61	0	5	315	0		0			0		0	0.24
2014	0	0.54	0.1	0	0	61	0	6	321	0		0			0		0	0.28
2015	0	0.54	0.08	0	0	61	0	5	326	0		0			0		0	0.28
2016	0	0.57	0.07	0	0	61	0	4	330	0		0			0		0	0.29
2017	0	0.58	0.03	0	0	61	0	2	332	0		0			0		0	0.28
2018	0	0.6	0.05	0	0	61	0	3	335	0		0			0		0	0.31
2019	0	0.65	0.03	0	0	61	0	2	337	0		0			0		0	0.38

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	1990	Testing the Null Hypothesis of Stationarity Against the Alternative of Unit Root : How Sure are we that Economic Time Series have a Unit Root?. (1990). Schmidt, Peter ; Phillips, Peter ; Kwiatkowski, D.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8905. Full description at Econpapers \|\| Download paper	52
2	1991	The Search for Equilibrium Relationships in International Finance : The Case of the Monetary Model.. (1991). Pecchenino, Rowena ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9003. Full description at Econpapers \|\| Download paper	33
3	1988	STOCK RETURNS AND VOLATILITY. (1988). Degennaro, Ramon ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8803. Full description at Econpapers \|\| Download paper	32
4	1989	INTRA DAY AND INTER MARKET VOLATILITY IN FOREIGN EXCHANGE RATES.. (1989). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8811. Full description at Econpapers \|\| Download paper	31
5	1999	Composition of Government Budget, Non-Single Peakedness and Majority Voting.. (1999). Glomm, Gerhard ; Bearse, Peter ; Jeneba, E.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9903. Full description at Econpapers \|\| Download paper	25
6	1999	On the Political Economy of Means-Tested Education Vouchers.. (1999). Ravikumar, B ; Glomm, Gerhard ; Bearse, Peter. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9904. Full description at Econpapers \|\| Download paper	25
7	1990	INNOVATION, IMITATION AND ECONOMIC GROWTH.. (1990). Segerstrom, Paul. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8818. Full description at Econpapers \|\| Download paper	20
8	1995	Sex, Wages, and Productivity : an Empirical Analysis of Israeli, Firm-Level Data.. (1995). Neumark, David ; Hellerstein, Judith. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9501. Full description at Econpapers \|\| Download paper	19
9	1993	Cointegration, Fractional Cointegration, and Exchange RAte Dynamics.. (1993). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9103. Full description at Econpapers \|\| Download paper	14
10	1993	Gender Differences in the Russian Labour Market.. (1993). Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9208. Full description at Econpapers \|\| Download paper	10
11	1991	A Modification of the Schmidt-Phillips Unit Root Test.. (1991). Schmidt, Peter ; Lee, Junsoo. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9001. Full description at Econpapers \|\| Download paper	10
12	1988	DICKEY-FULLER TESTS WITH DRIFT. (1988). Schmidt, Peter. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8717. Full description at Econpapers \|\| Download paper	8
13	1994	Social Security, Social Welfare and the Aging Population.. (1994). Pecchenino, Rowena. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9403. Full description at Econpapers \|\| Download paper	8
14	1988	ECONOMETRIC TESTS OF RATIONALITY AND MARKET EFFICIENCY. (1988). Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8805. Full description at Econpapers \|\| Download paper	8
15	1999	Income Distribution Effects of Public Education and Social Security in a Growing Economy.. (1999). Kaganovich, Michael ; Glomm, Gerhard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9901a. Full description at Econpapers \|\| Download paper	7
16	1994	Prediction from the Regression Model with one-way Error Components.. (1994). Baltagi, Badi ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9405. Full description at Econpapers \|\| Download paper	5
17	1989	COMMODITY PRICES AND AGGREGATE INFLATION: WOULD A COMMODITY PRICE RULE BE WORTHWHILE?. (1989). Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8808. Full description at Econpapers \|\| Download paper	5
18	1999	More Efficient Estimation under Non-Normality when Higher Moments do not Depend on the Regressors, using Residual-Augmented Lease Squares.. (1999). Kaganovich, Michael ; Glomm, Gerhard ; Im. K. S., ; Schmidt, P.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9901. Full description at Econpapers \|\| Download paper	5
19	1990	Testing forUnit Root in the Presence of Deterministic Trends.. (1990). Schmidt, Peter ; Phillips, Peter. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8904. Full description at Econpapers \|\| Download paper	5
20	1993	Financing Universal Health Care in the United States: A General Equilibrium Analysis of Efficiency and Distributional Effects.. (1993). Goddeeris, John ; Ballard, Charles. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9104. Full description at Econpapers \|\| Download paper	5
21	1988	THE IMPACT OF DELIVERY TERMS ON STOCK RETURN VOLATILITY. (1988). Degennaro, Ramon ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8804. Full description at Econpapers \|\| Download paper	5
22	1988	DEMAND FUNCTIONS FOR U.S. MONEY AND CREDIT MEASURES. (1988). Rasche, Robert. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8718. Full description at Econpapers \|\| Download paper	3
23	1993	Central Bank Intervention and Risk in the Forward Premium.. (1993). Baillie, Richard ; Osterberg, W. P.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9109. Full description at Econpapers \|\| Download paper	2
24	1989	CHOICE AMONG WAGE-HOURS PACKAGES: AN AMPIRICAL INVESTIGATION OF LABOUR SUPPLY.. (1989). Biddle, Jeff ; ZARKIN, G. A.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8809. Full description at Econpapers \|\| Download paper	2
25	1993	Russian Labor Market in Transition.. (1993). Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9205. Full description at Econpapers \|\| Download paper	2
26	1991	Long Memory Models and Macroeconomic Time Series.. (1991). Tieslau, M. A.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9005. Full description at Econpapers \|\| Download paper	2
27	1994	GMM Estimation of a Panel Data Regression Model with Time-Varying Individual Effects.. (1994). Lee, Young Hoon ; Ahn, Seung. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9401. Full description at Econpapers \|\| Download paper	2
28	1993	On the Power of the KPSS Test of Stationarity Against Fractionally-Integrated Alternatives.. (1993). Schmidt, Peter ; Lee, D.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9111. Full description at Econpapers \|\| Download paper	2
29	1993	Risk and Revelation: Changing the Value of Information.. (1993). Creane, Anthony. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9209. Full description at Econpapers \|\| Download paper	2
30	1994	The Minimum Distance Estimator for Fractionally Integrated ARMA Models.. (1994). Schmidt, Peter ; Chung, C. F.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9408. Full description at Econpapers \|\| Download paper	1
31		WEALTH INEQUALITY AS COHORTS AGE.. (1990). Menchik, Paul ; Jianakoplos, Nancy. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8816. Full description at Econpapers \|\| Download paper	1
32	1992	A Generalized Method of Moments Estimator for Long-Memory Processes.. (1992). Schmidt, Peter ; Baillie, Richard ; Tieslau, M. A.. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9100. Full description at Econpapers \|\| Download paper	1
33	1993	Do Inheritances Explain Black/White Wealth Inequality?. (1993). Menchik, Paul. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9107. Full description at Econpapers \|\| Download paper	1
34	1990	PREDICTION IN DYNAMIC MODELS WITH TIME DEPENDENT CONDITIONAL VARIANCES.. (1990). Bollerslev, Tim ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8815. Full description at Econpapers \|\| Download paper	1
35	1992	Privatization in Transition Economies: Case Study of Poland.. (1992). Rapacki, Ryszard ; Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9011. Full description at Econpapers \|\| Download paper	1
36	1993	Barriers to Innovation: Economic Impact of Perestroika.. (1993). Linz, Susan. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9105. Full description at Econpapers \|\| Download paper	1
37	1989	MODELING COMMODITY PRICE DISTRIBUTION AND ESTIMATING THE OPTIMAL FUTURES HEDGE.. (1989). Myers, Robert ; Baillie, Richard. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8814. Full description at Econpapers \|\| Download paper	1
38	1993	Efficient Estimation of Dynamic Panel Data Models Under Alternative Sets of Assumptions.. (1993). Schmidt, Peter ; Ahn, Seung. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9200. Full description at Econpapers \|\| Download paper	1
39	1988	MULTIPLE FREE TRADE EQUILIBRIA IN A MODEL OF FRICTIONAL UNEMPLOYMENT. (1988). Martin, Lawrence ; Matusz, Steven ; Davidson, Carl. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8716. Full description at Econpapers \|\| Download paper	1
40		TRANSACTIONS COSTS, FRICTIONAL UNEMPLOYMENT AND TECHNICAL CHANGE IN THE MARKET TECHNOLOGY.. (1989). Martin, Lawrence ; Davidson, Carl. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:8812. Full description at Econpapers \|\| Download paper	1
41	1991	Patent Enforcement and Economic Growth.. (1991). Segerstrom, Paul ; Davidson, Carl. In: Michigan State - Econometrics and Economic Theory. RePEc:fth:mistet:9004. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics	9	3
2	Working Papers / Economic Research Forum	16	1
3	Journal of Macroeconomics / Elsevier	49	1
4	Renewable and Sustainable Energy Reviews / Elsevier	87	1
5	Journal of Econometrics / Elsevier	191	1
6	Economics of Governance / Springer	26	1
7	International Tax and Public Finance / Springer	48	1
8	Journal of Commodity Markets / Elsevier	7	1
9	CESifo Working Paper Series / CESifo Group Munich	64	1
10	EERI Research Paper Series / Economics and Econometrics Research Institute (EERI), Brussels	13	1
11	Research in International Business and Finance / Elsevier	24	1

Michigan State - Econometrics and Economic Theory / Michigan State - Econometrics and Economic Theory