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Birkbeck Working Papers in Economics and Finance / Birkbeck, Department of Economics, Mathematics & Statistics

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
11
Impact Factor
0.22
5 Years IF
0.16
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 0.21 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 0.13
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 0.44 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 0.42 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 0.09 0 11 11 27 1 0 0 0 0 0.27
2005 0.27 0.49 0.22 0.27 25 36 226 7 9 11 3 11 3 1 14.3 4 0.16 0.29
2006 0.56 0.47 0.47 0.56 19 55 70 26 35 36 20 36 20 9 34.6 6 0.32 0.27
2007 0.3 0.39 0.26 0.29 21 76 48 20 55 44 13 55 16 6 30 2 0.1 0.22
2008 0.4 0.46 0.5 0.46 8 84 35 42 97 40 16 76 35 1 2.4 0 0.23
2009 0.52 0.43 0.35 0.38 18 102 44 36 133 29 15 84 32 2 5.6 4 0.22 0.22
2010 0.42 0.37 0.26 0.31 16 118 17 31 164 26 11 91 28 0 0 0.19
2011 0.44 0.46 0.29 0.3 7 125 17 36 200 34 15 82 25 2 5.6 1 0.14 0.25
2012 0.17 0.5 0.29 0.3 16 141 32 41 241 23 4 70 21 2 4.9 0 0.25
2013 0.3 0.5 0.24 0.31 7 148 2 35 276 23 7 65 20 1 2.9 0 0.24
2014 0.3 0.53 0.24 0.16 12 160 20 38 314 23 7 64 10 1 2.6 2 0.17 0.27
2015 0.05 0.53 0.18 0.17 15 175 43 31 345 19 1 58 10 0 0 0.27
2016 0.56 0.54 0.27 0.35 5 180 2 49 394 27 15 57 20 3 6.1 0 0.27
2017 0.2 0.54 0.18 0.22 11 191 1 35 429 20 4 55 12 0 0 0.27
2018 0 0.53 0.22 0.36 14 205 9 46 475 16 50 18 0 0 0.26
2019 0.12 0.55 0.19 0.23 4 209 0 39 514 25 3 57 13 0 0 0.32
2020 0.22 0.63 0.23 0.16 2 211 0 48 562 18 4 49 8 0 1 0.5 0.58
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
12005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

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169
22015Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501.

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26
32006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

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26
42008Modelling Electricity Prices with Forward Looking Capacity Constraints. (2008). Figueroa, Marcelo ; Cartea, Álvaro ; Geman, Helyette. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0802.

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20
52007Real-time Prediction with UK Monetary Aggregates in the Presence of Model Uncertainty. (2007). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0714.

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17
62004Unobserved Heterogeneity in Panel Time Series Models. (2004). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0403.

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14
72012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

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14
82014Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

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13
92005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

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13
102005UK Real-Time Macro Data Characteristics. (2005). Vahey, Shaun ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0502.

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12
112015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515.

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11
122009Measuring Output Gap Uncertainty. (2009). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0909.

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11
13The Demand for Military Expenditure in Authoritarian Regimes. (2011). Brauner, Jennifer ; Bove, Vincenzo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1106.

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10
142005Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). Nilsen, Jeffrey ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522.

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10
152006Pricing Forward Contracts in Power Markets by the Certainty Equivalence Principle: Explaining the Sign of the Market Risk Premium. (2006). Cartea, Álvaro ; Benth, Fred Espen ; Kiesel, Ruediger. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0611.

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9
162009Strategies in Social Network Formation. (2009). Sciubba, Emanuela ; Di Cagno, Daniela ; conte, anna. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0905.

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9
172012Community Pressure for Green Behaviour. (2012). Kapur, Sandeep ; Heyes, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1207.

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9
182010The Effects of Fiscal Shocks in SVAR Models: A Graphical Modelling Approach. (2010). Melina, Giovanni ; Fragetta, Matteo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1006.

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9
192008Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807.

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8
202009The Internationalization of Chinese and Indian Firms: Trends, Motivations and Strategy. (2009). Kapur, Sandeep ; Athreye, Suma. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0904.

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8
212006Relative Performance, Risk and Entry in the Mutual Fund Industry. (2006). Sciubba, Emanuela ; Loranth, Gyongyi. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0612.

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8
222006UK Gas Markets: the Market Price of Risk and Applications to Multiple Interruptible Supply Contracts. (2006). Cartea, Álvaro ; Williams, Thomas . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0608.

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7
232006Forecasting Substantial Data Revisions in the Presence of Model Uncertainty. (2006). Vahey, Shaun ; Koop, Gary ; Garratt, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0617.

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6
242004Invertibility of Nonparametric Stochastic Demand Functions. (2004). Blundell, Richard ; Beckert, Walter. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0406.

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6
252006Real Time Representations of the Output Gap. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0619.

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6
262007On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions. (2007). Cartea, Álvaro ; Diego del-Castillo-Negrete, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0708.

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6
272005Unemployment, Investment and Global Expected Returns: A Panel FAVAR Approach. (2005). Zoega, Gylfi ; Smith, Ronald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0524.

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5
282007A Dynamic Mechanism and Surplus Extraction Under Ambiguity. (2007). Daripa, Arup ; Bose, Subir. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0716.

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5
292007A Multivariate Commodity Analysis and Applications to Risk Management. (2007). Cartea, Álvaro ; Schindlmayr, Gero ; Kiesel, Ruediger ; Boerger, Reik H.. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0709.

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5
30Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

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5
312009Liquidity Effects and Cost Channels in Monetary Transmission. (2009). Basso, Henrique ; Aksoy, Yunus ; Matinez, Javier Coto . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0902.

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5
322011A View on Global Imbalances and their Contribution to the Financial Crisis. (2011). Dettmann, Georg. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1102.

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5
332005U.S. Domestic Money, Inflation and Output. (2005). Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0506.

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4
342004Deflationary Bubbles. (2004). Sibert, Anne ; Buiter, Willem. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0409.

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4
352007Non-linearities and Unit Roots in G7 Macroeconomic Variables. (2007). Leon-Ledesma, Miguel ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0710.

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4
362006Pricing Multiple Interruptible-Swing Contracts. (2006). Figueroa, Marcelo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0606.

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4
37Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2009). Wakerly, Elizabeth ; Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0910.

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4
382007Research, Knowledge Spillovers and Innovation. (2007). Petraglia, Carmelo ; Morone, Piergiuseppe ; Testa, Giuseppina. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0713.

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4
392008Political Cycles in a Small Open Economy and the Effect of Economic Integration: Evidence from Cyprus. (2008). Efthyvoulou, Georgios. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0808.

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4
402012The Predictive Space, or, If x predicts y, what does y tell us about x?. (2012). wright, stephen ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1210.

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3
412018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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3
422005Financial Crises and Money Demand in Jamaica. (2005). Atkins, Fiona . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0512.

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3
432008Persistent Gaps and Default Traps. (2008). Kapur, Sandeep ; Fostel, Ana ; Catão, Luis ; Luis A. V. Catao, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0803.

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3
442009Lending Relationships and Monetary Policy. (2009). Basso, Henrique ; Aksoy, Yunus ; Coto-Martinez, Javier . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0912.

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3
452010Central Bank Independence, Bureaucratic Corruption and Fiscal Responses - Empirical Evidence. (2010). Dimakou, Ourania . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1012.

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3
462004In Search of ‘Offshoring’: Evidence from U.S. Imports of Services. (2004). van Welsum, Desirée. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0402.

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3
472012The economic impact of demographic structure in OECD countries. (2012). Smith, Ronald ; Grasl, Tobias ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1212.

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3
482006Real Time Representation of the UK Output Gap in the Presence of Trend Uncertainty. (2006). Shields, K ; Lee, Kevin ; Garratt, Anthony ; Mise, Emi . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0618.

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3
492009Survey Evidence on Customer Markets. (2009). Zoega, Gylfi ; Choudhary, Ali ; Karlsson, Thorlakur . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0916.

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2
502007Inertia in Taylor Rules. (2007). Driffill, Edward ; Rotondi, Zeno. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0720.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12005Pricing in Electricity Markets: a Mean Reverting Jump Diffusion Model with Seasonality. (2005). Cartea, Álvaro ; Figueroa, MarceloGustavo. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0507.

Full description at Econpapers || Download paper

45
22006Belief Heterogeneity and Survival in Incomplete Markets. (2006). Sciubba, Emanuela ; Coury, Tarek. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0613.

Full description at Econpapers || Download paper

8
32015Demographic Structure and Macroeconomic Trends. (2015). Smith, Ronald ; Grasl, Tobias ; Basso, Henrique ; Aksoy, Yunus. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1501.

Full description at Econpapers || Download paper

8
42012Community Pressure for Green Behaviour. (2012). Kapur, Sandeep ; Heyes, Anthony. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1207.

Full description at Econpapers || Download paper

7
52015Common faith or parting ways? A time varying parameters factor analysis of euro-area inflation. (2015). Venditti, Fabrizio ; Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1515.

Full description at Econpapers || Download paper

6
62018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

Full description at Econpapers || Download paper

4
72012Inflation Dynamics and Real Marginal Costs: New Evidence from U.S. Manufacturing Industries. (2012). Santoro, Emiliano ; Petrella, Ivan. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1202.

Full description at Econpapers || Download paper

4
82005Subsidizing Inventory: A Theory of Trade Credit and Prepayment. (2005). Nilsen, Jeffrey ; Daripa, Arup. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0522.

Full description at Econpapers || Download paper

3
92018R2 bounds for predictive models: what univariate properties tell us about multivariate predictability. (2018). wright, stephen ; Mitchell, James ; Robertson, Donald. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1804.

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3
102014Adaptive Models and Heavy Tails. (2014). Petrella, Ivan ; Delle Monache, Davide. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1409.

Full description at Econpapers || Download paper

3
112008Revisiting the Comovement Puzzle: the Input-Output Structure as an Additional Solution. (2008). Di Pace, Federico. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0807.

Full description at Econpapers || Download paper

3
122017Contingent Convertible Bonds: Payoff Structures and Incentive Effects. (2017). Hori, Kenjiro ; Ceron, Jorge Martin . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1711.

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2
132005Relative Performance Evaluation Contracts and Asset Market Equilibrium. (2005). Timmermann, Allan ; Kapur, Sandeep. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0503.

Full description at Econpapers || Download paper

2
142007On the Fluid Limit of the Continuous-Time Random Walk with General Lévy Jump Distribution Functions. (2007). Cartea, Álvaro ; Diego del-Castillo-Negrete, . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0708.

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2
152018The Long-Term Economic Costs of the Great London Smog. (2018). Ball, Alastair. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1814.

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2
Citing documents used to compute impact factor: 4
YearTitle
2020The Effect of Open-Air Waste Burning on Infant Health: Evidence from Government Failure in Lebanon. (2020). Mouganie, Pierre ; Hoekstra, Mark ; Ajeeb, Ruba. In: IZA Discussion Papers. RePEc:iza:izadps:dp13036.

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2020The Effect of Open-Air Waste Burning on Infant Health: Evidence from Government Failure in Lebanon. (2020). Mouganie, Pierre ; Hoekstra, Mark ; Ajeeb, Ruba. In: NBER Working Papers. RePEc:nbr:nberwo:26835.

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2020Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit. (2020). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20145.

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2020Unequal unemployment effects of COVID-19 and monetary policy across U.S. States. (2020). YILMAZKUDAY, HAKAN. In: Journal of Behavioral Economics for Policy. RePEc:beh:jbepv1:v:4:y:2020:i:s3:p:45-53.

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Recent citations
Recent citations received in 2018
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Recent citations received in 2017
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