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Computing in Economics and Finance 2005 / Society for Computational Economics

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
17
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 0.21 0 0 0 0 0 1 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 1 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 1 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 1 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 1 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 2 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 2 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 2 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 12 0 0 0 0 0.27
2005 0 0.49 0.28 0 334 334 1957 95 107 0 0 4 4.2 95 0.28 0.29
2006 0.42 0.47 0.47 0.42 0 334 0 157 264 334 140 334 140 0 0 0.27
2007 0.54 0.39 0.57 0.54 0 334 0 189 453 334 179 334 179 0 0 0.22
2008 0 0.46 0.47 0.47 0 334 0 158 611 0 334 156 0 0 0.23
2009 0 0.43 0.34 0.33 0 334 0 113 724 0 334 111 0 0 0.22
2010 0 0.37 0.35 0.34 0 334 0 118 842 0 334 115 0 0 0.19
2011 0 0.46 0.39 0 0 334 0 131 973 0 0 0 0 0.25
2012 0 0.5 0.28 0 0 334 0 92 1065 0 0 0 0 0.25
2013 0 0.5 0.31 0 0 334 0 103 1168 0 0 0 0 0.24
2014 0 0.53 0.31 0 0 334 0 102 1270 0 0 0 0 0.27
2015 0 0.53 0.29 0 0 334 0 97 1367 0 0 0 0 0.27
2016 0 0.54 0.29 0 0 334 0 98 1465 0 0 0 0 0.27
2017 0 0.54 0.25 0 0 334 0 85 1550 0 0 0 0 0.27
2018 0 0.53 0.28 0 0 334 0 93 1643 0 0 0 0 0.26
2019 0 0.55 0.3 0 0 334 0 99 1742 0 0 0 0 0.32
2020 0 0.63 0.43 0 0 334 0 144 1886 0 0 0 0 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
12005Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements. (2005). Gürkaynak, Refet ; Sack, Brian ; Grkaynak, Refet . In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:323.

Full description at Econpapers || Download paper

698
22005Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models. (2005). Williams, Noah ; Levin, Andrew ; Onatski, Alexei. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:478.

Full description at Econpapers || Download paper

156
32005The Design of Monetary and Fiscal Policy: A Global Perspective. (2005). Eusepi, Stefano ; Benhabib, Jess. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:388.

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73
42005How the Bundesbank really conducted monetary policy. (2005). Seitz, Franz ; Worms, Andreas ; Gerberding, Christina . In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:60.

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70
52005Optimal Fiscal and Monetary Policy In A Medium Scale Macro Model. (2005). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:476.

Full description at Econpapers || Download paper

59
62005Accounting for Changes in the Homeownership Rate. (2005). Garriga, Carlos ; Chambers, Matthew. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:304.

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53
72005Term Structure Estimation with Survey Data on Interest Rate Forecasts. (2005). Orphanides, Athanasios ; Kim, Don H.. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:474.

Full description at Econpapers || Download paper

52
82005Expansionary Fiscal Shocks and the Trade Deficit. (2005). Guerrieri, Luca ; Erceg, Christopher. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:128.

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50
92005Monetary Policy with Model Uncertainty: Distribution Forecast Targeting. (2005). Williams, Noah ; Svensson, Lars. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:108.

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43
102005Optimal Interest Rate Rules, Asset Prices and Credit Frictions. (2005). Monacelli, Tommaso ; Faia, Ester. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:452.

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42
112005Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area. (2005). Straub, Roland ; Coenen, Günter. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:102.

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40
122005Measuring Inflation Persistence: A Structural Time Series Approach. (2005). Everaert, Gerdie ; Dossche, Maarten. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:459.

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29
132005The Scarring Effect of Recessions. (2005). Ouyang, Min. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:205.

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27
142005DSGE Models in a Data-Rich Environment. (2005). Giannoni, Marc ; Boivin, Jean. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:431.

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25
152005Approximate Aggregation. (2005). Young, Eric. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:141.

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18
162005Climate Change and Extreme Events: an Assessment of Economic Implications. (2005). Roson, Roberto ; Calzadilla, Alvaro ; Alvaro, Calzadilla ; Francesco, Pauli. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:49.

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18
172005An Estimated DSGE Model for The German Economy. (2005). Pytlarczyk, Ernest. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:318.

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18
182005Agency Conflicts, Investment, and Asset Pricing. (2005). Wang, Neng ; Albuquerque, Rui. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:351.

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17
192005Forecasting Aggregates by Disaggregates. (2005). Hubrich, Kirstin ; Hendry, David. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:270.

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17
202005The Fed and the Stock Market. (2005). Surico, Paolo ; Sala, Luca ; D'Agostino, Antonello. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:293.

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17
212005Persistence and Nominal Inertia in a Generalized Taylor Economy: How Longer Contracts Dominate Shorter Contracts. (2005). Kara, Engin ; Dixon, Huw. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:87.

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16
222005An estimated open-economy model for the EURO area. (2005). Ratto, Marco ; Roeger, Werner. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:84.

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15
232005Gains from International Monetary Policy Coordination: Does It Pay to Be Different?. (2005). Pappa, Evi ; Liu, Zheng. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:457.

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14
242005The Optimal Inflation Buffer with a Zero Bound on Nominal Interest Rates. (2005). Billi, Roberto. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:25.

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14
252005Robust Monetary Policy with Imperfect Knowledge. (2005). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:400.

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12
262005Measuring the Effects of Employment Protection on Job Flows: Evidence from Seasonal Cycles. (2005). Wolfers, Justin. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:98.

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12
272005Price setting in General Equilibrium: Alternative Specifications. (2005). Wouters, Raf ; Smets, Frank ; de Walque, Grégory. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:370.

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12
282005Monetary Policy in an Estimated DSGE Model with a Financial Accelerator. (2005). Dib, Ali ; Christensen, Ian. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:314.

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11
292005A QUANTITATIVE COMPARISON OF STICKY-PRICE AND STICKY-INFORMATION MODELS OF PRICE SETTING. (2005). Kiley, Michael. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:183.

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11
302005A Limited Information Approach to the Simultaneous Estimation of Wage and Price Dynamics. (2005). Sbordone, Argia. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:321.

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11
312005Inflation Targeting, Committee Decision Making and Uncertainty: The case of the Bank of Englands MPC. (2005). Holly, Sean ; Bhattacharjee, Arnab. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:119.

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11
322005Spurious regression under broken trend stationarity. (2005). Ventosa-Santaulària, Daniel ; Noriega, Antonio. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:186.

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10
332005Aging, pension reform, and capital flows: A multi-country simulation model. (2005). Ludwig, Alexander ; Boersch-Supan, Axel . In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:123.

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10
342005Solving SDGE Models: Approximation About The Stochastic Steady State. (2005). Kamenik, Ondra ; Juillard, Michel. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:106.

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10
352005Identifying the Influences of Nominal and Real Rigidities in Aggregate Price-Setting Behavior. (2005). Levin, Andrew ; Coenen, Günter. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:66.

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9
362005Extreme Value Theory and Fat Tails in Equity Markets. (2005). Lebaron, Blake ; Samanta, Ritirupa. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:140.

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9
372005Using Copulas to Construct Bivariate Foreign Exchange Distributions with an Application to the Sterling Exchange Rate Index. (2005). Schleicher, Christoph ; Salmon, Mark ; Hurd, Matthew . In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:215.

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8
382005Model Uncertainty and Endogenous Volatility. (2005). Evans, George ; Branch, William. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:33.

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8
392005Trend and Cycles: A New Approach and Explanations of Some Old Puzzles. (2005). Wada, Tatsuma ; Perron, Pierre. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:252.

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8
402005Investment-Specific and Multifactor Productivity in Multi-Sector Open Economies:Data and Analysis. (2005). Henderson, Dale ; Guerrieri, Luca. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:143.

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7
412005Portfolio Flows, Foreign Direct Investment, Crises. (2005). Uctum, Remzi. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:224.

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7
422005Estimating Strategic Complementarities in Credit Union’s Outsourcing Decisions. (2005). Borzekowski, Ron ; Cohen, Andrew . In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:410.

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7
432005Pricing American Options under Stochastic Volatility. (2005). Chiarella, Carl ; Ziogas, Andrew. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:77.

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7
442005The Determinants of Market Frictions in the Corporate Market. (2005). Zakrajsek, Egon ; Perli, Roberto ; Levin, Andrew. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:379.

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6
452005Black-White Labour Market Conditions and Property Crime in the US: A Quantitative Analysis. (2005). Cozzi, Marco. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:339.

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6
462005A Computational Approach to Proving Uniqueness in Dynamic Games. (2005). Schmedders, Karl ; Judd, Kenneth. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:412.

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6
47Vacancy Persistence. (2005). Fujita, Shigeru. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:191.

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6
482005Monetary Policy under Adaptive Learning. (2005). Smets, Frank ; Gaspar, Vitor. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:80.

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6
492005A Time-Frequency Analysis of the Coherences of the US Business. (2005). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:45.

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6
502005Commercial Mortgage Backed Securities: How Much Subordination is Enough?. (2005). Downing, Chris ; Wallace, Nancy. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:37.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12005Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements. (2005). Gürkaynak, Refet ; Sack, Brian ; Grkaynak, Refet . In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:323.

Full description at Econpapers || Download paper

267
22005Optimal Fiscal and Monetary Policy In A Medium Scale Macro Model. (2005). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:476.

Full description at Econpapers || Download paper

19
32005Non-Ricardian Households and Fiscal Policy in an Estimated DSGE Model of the Euro Area. (2005). Straub, Roland ; Coenen, Günter. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:102.

Full description at Econpapers || Download paper

7
42005Monetary Policy under Uncertainty in Micro-Founded Macroeconometric Models. (2005). Williams, Noah ; Levin, Andrew ; Onatski, Alexei. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:478.

Full description at Econpapers || Download paper

7
52005Monetary Policy with Model Uncertainty: Distribution Forecast Targeting. (2005). Williams, Noah ; Svensson, Lars. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:108.

Full description at Econpapers || Download paper

4
62005An Estimated DSGE Model for The German Economy. (2005). Pytlarczyk, Ernest. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:318.

Full description at Econpapers || Download paper

3
72005Real-time data for Norway: Output gap revisions and challenges for monetary policy. (2005). Eitrheim, Øyvind ; Bernhardsen, Tom. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:274.

Full description at Econpapers || Download paper

3
82005The Design of Monetary and Fiscal Policy: A Global Perspective. (2005). Eusepi, Stefano ; Benhabib, Jess. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:388.

Full description at Econpapers || Download paper

3
92005Term Structure Estimation with Survey Data on Interest Rate Forecasts. (2005). Orphanides, Athanasios ; Kim, Don H.. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:474.

Full description at Econpapers || Download paper

2
102005Commercial Mortgage Backed Securities: How Much Subordination is Enough?. (2005). Downing, Chris ; Wallace, Nancy. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:37.

Full description at Econpapers || Download paper

2
112005Two-class structure of the personal income distribution in the USA in 1983-2001. (2005). Yakovenko, Victor ; Silva, A. C.. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:124.

Full description at Econpapers || Download paper

2
122005Extreme Value Theory and Fat Tails in Equity Markets. (2005). Lebaron, Blake ; Samanta, Ritirupa. In: Computing in Economics and Finance 2005. RePEc:sce:scecf5:140.

Full description at Econpapers || Download paper

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