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Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
4
Impact Factor
0.11
5 Years IF
0.11
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 0.13 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 0.19 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 0.12
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 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 1 1 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 3 4 3 0 1 1 0 0 0.27
2007 0.25 0.41 0.18 0.25 7 11 9 2 2 4 1 4 1 0 1 0.14 0.22
2008 0.4 0.46 0.29 0.36 6 17 9 5 7 10 4 11 4 0 1 0.17 0.23
2009 0.15 0.43 0.18 0.18 5 22 14 3 11 13 2 17 3 0 0 0.23
2010 0.18 0.37 0.26 0.14 5 27 28 7 18 11 2 22 3 1 14.3 4 0.8 0.2
2011 0.4 0.47 0.2 0.15 3 30 3 6 24 10 4 26 4 0 0 0.25
2012 0.25 0.5 0.13 0.15 2 32 1 4 28 8 2 26 4 0 0 0.26
2013 0.8 0.52 0.43 0.62 3 35 0 15 43 5 4 21 13 2 13.3 0 0.24
2014 0 0.54 0.15 0.33 4 39 0 6 49 5 18 6 1 16.7 0 0.28
2015 0 0.54 0.1 0.12 2 41 1 4 53 7 17 2 0 0 0.28
2016 0.17 0.57 0.09 0.07 3 44 0 4 57 6 1 14 1 0 0 0.29
2017 0 0.58 0.04 0 4 48 1 2 59 5 14 0 0 0.28
2018 0 0.6 0.13 0.06 5 53 1 7 66 7 16 1 0 0 0.31
2019 0.11 0.65 0.12 0.11 6 59 0 7 73 9 1 18 2 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
#YearTitleCited
12010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01.

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26
22009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05.

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14
32007Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02.

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7
42008Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/03.

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6
52011On the behaviour of fixed-b trend break tests under fractional integration. (2011). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:11/03.

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4
62006Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:06/04.

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4
72007Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Leybourne, Stephen ; Harris, David ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/04.

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3
82017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

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2
92010Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). Trenkler, Carsten ; Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/04.

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2
102008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/04.

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2
112015The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02.

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2
122012Generalized fixed-T panel unit root tests allowing for structural breaks. (2002). Tzavalis, Elias. In: Discussion Papers. RePEc:not:notgts:12/02.

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2
132008Seasonal unit root tests and the role of initial conditions. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/01.

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1
142009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/01.

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1
152016Tests for an end-of-sample bubble in financial time series. (2002). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Astill, Sam. In: Discussion Papers. RePEc:not:notgts:16/02.

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1
162010Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/03.

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1
172018Testing explosive bubbles with time-varying volatility. (2018). Harvey, David ; Zu, Yang ; Leybourne, Stephen. In: Discussion Papers. RePEc:not:notgts:18/05.

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1
182014Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite. (). Tzavalis, Elias ; Karavias, Yiannis. In: Discussion Papers. RePEc:not:notgts:14/03.

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1
192018Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01.

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1
202008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. (2008). Leybourne, Stephen ; Harris, David ; Harvey, David ; Sakkas, Nikoloas D.. In: Discussion Papers. RePEc:not:notgts:08/02.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01.

Full description at Econpapers || Download paper

5
22009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05.

Full description at Econpapers || Download paper

3
32011On the behaviour of fixed-b trend break tests under fractional integration. (2011). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:11/03.

Full description at Econpapers || Download paper

2
42017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 1
YearTitle
2019Rational bubbles in the real housing stock market: Empirical evidence from Santiago de Chile. (2019). Gil-Alana, Luis ; Valenzuela, Mario ; Costamagna, Rodrigo ; Dettoni, Robinson. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:269-281.

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Recent citations
Recent citations received in 2018
YearCiting document

Recent citations received in 2017
YearCiting document