Citation analysis for Princeton, Department of Economics - Econometric Research Program / Princeton, Department of Economics

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	0.67	0.13	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	304	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	0.19	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	0.12
1997	0	0.23	1.2	0.2	0	20	0	24	128	0		5	1		0		0	0.12
1998	0	0.24	1.45	0	0	20	0	29	157	0		1			0		0	0.15
1999	0	0.32	1	0	0	20	0	20	177	0		0			0		0	0.21
2000	0	0.47	1.8	0	0	20	0	36	213	0		0			0		0	0.2
2001	0	0.4	1.7	0	0	20	0	34	247	0		0			0		0	0.22
2002	0	0.41	1.7	0	0	20	0	34	281	0		0			0		0	0.23
2003	0	0.42	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	2.95	0	0	20	0	59	502	0		0			0		0	0.27
2007	0	0.41	2.05	0	0	20	0	41	543	0		0			0		0	0.22
2008	0	0.46	1.8	0	0	20	0	36	579	0		0			0		0	0.23
2009	0	0.43	1.85	0	0	20	0	37	616	0		0			0		0	0.23
2010	0	0.37	1.9	0	0	20	0	38	654	0		0			0		0	0.2
2011	0	0.47	2.75	0	0	20	0	55	709	0		0			0		0	0.25
2012	0	0.5	2	0	0	20	0	40	749	0		0			0		0	0.26
2013	0	0.52	3	0	0	20	0	60	809	0		0			0		0	0.24
2014	0	0.54	2.35	0	0	20	0	47	856	0		0			0		0	0.28
2015	0	0.54	3.05	0	0	20	0	61	917	0		0			0		0	0.28
2016	0	0.57	4	0	0	20	0	80	997	0		0			0		0	0.29
2017	0	0.58	2.7	0	0	20	0	54	1051	0		0			0		0	0.28
2018	0	0.6	3.05	0	0	20	0	61	1112	0		0			0		0	0.31
2019	0	0.65	2.05	0	0	20	0	41	1153	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	1988	STOCK 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	650
2	1991	Pitfalls 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	263
3	1988	THE 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
4	1991	Nonstationary 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
5	1989	TESTING 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
6	1991	A 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
7	1990	FURTHER 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
8	1988	TESTING 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
9	1991	Dynamic 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
10	1993	Statistical 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
11	1988	RATIONAL 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
12	1990	THE 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
13	1990	EFFICIENT 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
14	1989	SUBGAMES 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
15	1988	A 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
16	1989	SERIES 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
17	1992	Optimal 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
18	1990	CAPITAL 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
19	1989	IMPOSSIBILITY 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
20	1990	THE 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
21	1989	UNIFORM 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
22	1990	THE 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
23	1992	What 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
24	1989	EFFICIENT 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
25	1990	AN ANLYSIS OF THE REAL INTEREST RATE UNDER REGIME SHIFTS.. (1990). Perron, Pierre ; Garcia, RenÃÂ©. In: Princeton, Department of Economics - Econometric Research Program. RePEc:fth:prinem:353. 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
1	1988	STOCK 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	88
2	1991	Pitfalls 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	25
3	1991	A 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

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	MPRA Paper / University Library of Munich, Germany	90	18
2	Journal of Financial Economics / Elsevier	221	9
3	International Review of Economics & Finance / Elsevier	40	9
4	Economic Modelling / Elsevier	58	8
5	Journal of Econometrics / Elsevier	191	8
6	International Review of Financial Analysis / Elsevier	36	7
7	Journal of Banking & Finance / Elsevier	133	7
8	Papers / arXiv.org	54	7
9	Energy Economics / Elsevier	118	7
10	CEPR Discussion Papers / C.E.P.R. Discussion Papers	134	6
11	NBER Working Papers / National Bureau of Economic Research, Inc	243	5

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