Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

EMF Research Papers / Economic Modelling and Forecasting Group

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
6
Impact Factor
0.73
5 Years IF
0.92
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 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2008 0 0.46 0 0 0 0 0 0 0 0 0 0 0.23
2009 0 0.43 0 0 0 0 0 0 0 0 0 0 0.22
2010 0 0.37 0 0 0 0 0 0 0 0 0 0 0.19
2011 0 0.46 0 0 0 0 0 0 0 0 0 0 0.25
2012 0 0.5 0 0 0 0 0 0 0 0 0 0 0.25
2013 0 0.5 0.2 0 5 5 10 1 1 0 0 1 100 1 0.2 0.24
2014 1.4 0.53 1 1.4 2 7 0 7 8 5 7 5 7 1 14.3 0 0.27
2015 0.29 0.53 0.25 0.29 1 8 0 2 10 7 2 7 2 0 0 0.27
2016 0 0.54 0.23 0.13 5 13 15 2 13 3 8 1 0 1 0.2 0.27
2017 0.33 0.54 0.19 0.15 3 16 19 3 16 6 2 13 2 0 1 0.33 0.27
2018 0.75 0.53 0.44 0.38 2 18 1 6 24 8 6 16 6 0 0 0.26
2019 2.2 0.55 0.87 0.92 13 31 38 25 51 5 11 13 12 3 12 13 1 0.32
2020 0.73 0.63 0.82 0.92 7 38 17 31 82 15 11 24 22 1 3.2 5 0.71 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
12016News and Uncertainty Shocks. (2016). Galvão, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:12.

Full description at Econpapers || Download paper

15
22020Structural Scenario Analysis with SVARs. (2020). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: EMF Research Papers. RePEc:wrk:wrkemf:32.

Full description at Econpapers || Download paper

12
32017News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15.

Full description at Econpapers || Download paper

11
42019Time-varying Price Flexibility and Inflation Dynamics. (2019). Petrella, Ivan ; Simonsen, Lasse P ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:28.

Full description at Econpapers || Download paper

10
52019Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galvão, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22.

Full description at Econpapers || Download paper

9
62019Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee. (2019). Mitchell, James ; Weale, Martin. In: EMF Research Papers. RePEc:wrk:wrkemf:27.

Full description at Econpapers || Download paper

7
72020Modelling and Forecasting Macroeconomic Downside Risk. (2020). Petrella, Ivan ; Delle Monache, Davide ; De-Polis, Andrea ; Delle-Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:34.

Full description at Econpapers || Download paper

5
82013A Nonlinear Panel Data Model of Cross-Sectional Dependence. (2013). shin, yongcheol ; Mitchell, James ; Kapetanios, George. In: EMF Research Papers. RePEc:wrk:wrkemf:03.

Full description at Econpapers || Download paper

5
92017Gibrats Law and Quantile Regressions: an Application to Firm Growth. (2017). Santoro, Emiliano ; Petrella, Ivan ; Distante, Roberta. In: EMF Research Papers. RePEc:wrk:wrkemf:16.

Full description at Econpapers || Download paper

5
102019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

Full description at Econpapers || Download paper

4
112017Monetary Policy with Sectoral Trade-offs. (2017). Petrella, Ivan ; Rossi, Rafaelle ; Santoro, Emilio . In: EMF Research Papers. RePEc:wrk:wrkemf:14.

Full description at Econpapers || Download paper

4
122013Generalised Density Forecast Combinations. (2013). Price, Simon ; Mitchell, James ; Kapetanios, George ; Fawcett, Nicholas. In: EMF Research Papers. RePEc:wrk:wrkemf:05.

Full description at Econpapers || Download paper

4
132019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30.

Full description at Econpapers || Download paper

4
142019Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19.

Full description at Econpapers || Download paper

3
152019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

Full description at Econpapers || Download paper

3
162019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

Full description at Econpapers || Download paper

2
172019Leverage and Deepening Business Cycle Skewness. (2019). Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:21.

Full description at Econpapers || Download paper

2
182013The Recalibrated and Copula Opinion Pools. (2013). Mitchell, James. In: EMF Research Papers. RePEc:wrk:wrkemf:02.

Full description at Econpapers || Download paper

1
192014Probability Forecasting for Inflation Warnings from the Federal Reserve. (2014). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:07.

Full description at Econpapers || Download paper

1
202019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

Full description at Econpapers || Download paper

1
212018Risk Premia and Seasonality in Commodity Futures. (2018). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino. In: EMF Research Papers. RePEc:wrk:wrkemf:18.

Full description at Econpapers || Download paper

1
222016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13.

Full description at Econpapers || Download paper

1
232020Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37.

Full description at Econpapers || Download paper

1
242013Economic Sentiment, International Interdependence and Output Dynamics in the G7. (2013). Shields, Kalvinder ; Lee, Kevin ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:04.

Full description at Econpapers || Download paper

1
252018Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:17.

Full description at Econpapers || Download paper

1
262016A comprehensive evaluation of macroeconomic forecasting methods. (2016). Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz ; Kapetanios, George. In: EMF Research Papers. RePEc:wrk:wrkemf:10.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016News and Uncertainty Shocks. (2016). Galvão, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:12.

Full description at Econpapers || Download paper

12
22020Structural Scenario Analysis with SVARs. (2020). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: EMF Research Papers. RePEc:wrk:wrkemf:32.

Full description at Econpapers || Download paper

10
32019Time-varying Price Flexibility and Inflation Dynamics. (2019). Petrella, Ivan ; Simonsen, Lasse P ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:28.

Full description at Econpapers || Download paper

10
42019Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galvão, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22.

Full description at Econpapers || Download paper

9
52017News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15.

Full description at Econpapers || Download paper

8
62019Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee. (2019). Mitchell, James ; Weale, Martin. In: EMF Research Papers. RePEc:wrk:wrkemf:27.

Full description at Econpapers || Download paper

7
72020Modelling and Forecasting Macroeconomic Downside Risk. (2020). Petrella, Ivan ; Delle Monache, Davide ; De-Polis, Andrea ; Delle-Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:34.

Full description at Econpapers || Download paper

5
82019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30.

Full description at Econpapers || Download paper

4
92019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

Full description at Econpapers || Download paper

4
102019Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19.

Full description at Econpapers || Download paper

3
112017Gibrats Law and Quantile Regressions: an Application to Firm Growth. (2017). Santoro, Emiliano ; Petrella, Ivan ; Distante, Roberta. In: EMF Research Papers. RePEc:wrk:wrkemf:16.

Full description at Econpapers || Download paper

3
122019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

Full description at Econpapers || Download paper

2
132019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 11
YearTitle
2020The Macroeconomics of Sticky Prices with Generalized Hazard Functions. (2020). Oskolkov, Aleksei ; Lippi, Francesco ; Alvarez, Fernando. In: EIEF Working Papers Series. RePEc:eie:wpaper:2017.

Full description at Econpapers || Download paper

2020The Macroeconomics of Sticky Prices with Generalized Hazard Functions. (2020). Lippi, Francesco ; Oskolkov, Aleksei ; Alvarez, Fernando E. In: NBER Working Papers. RePEc:nbr:nberwo:27434.

Full description at Econpapers || Download paper

2020The Macroeconomics of Sticky Prices with Generalized Hazard Functions. (2020). Oskolkov, Aleksei ; Alvarez, Fernando E ; Lippi, Francesco. In: Working Papers. RePEc:bfi:wpaper:2020-90.

Full description at Econpapers || Download paper

2020Price points and price dynamics. (2020). Hahn, Volker ; Marenak, Michal. In: Journal of Monetary Economics. RePEc:eee:moneco:v:115:y:2020:i:c:p:127-144.

Full description at Econpapers || Download paper

2020People, Pipelines, and Probabilities: Clarifying Significance and Uncertainty in Environmental Impact Assessments. (2020). Boyd, David R ; Satterfield, Theresa ; Gregory, Robin. In: Risk Analysis. RePEc:wly:riskan:v:40:y:2020:i:2:p:218-226.

Full description at Econpapers || Download paper

2020Does Scientific Uncertainty in News Articles Affect Readers’ Trust and Decision-Making?. (2020). Jucks, Regina ; Hendriks, Friederike. In: Media and Communication. RePEc:cog:meanco:v:8:y:2020:i:2:p:401-412.

Full description at Econpapers || Download paper

2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

Full description at Econpapers || Download paper

2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

Full description at Econpapers || Download paper

2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

Full description at Econpapers || Download paper

2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

Full description at Econpapers || Download paper

2020Public Understanding of Economics and Economic Statistics. (2020). Hudson-Sharp, Nathan ; Runge, Johnny. In: Economic Statistics Centre of Excellence (ESCoE) Occasional Papers. RePEc:nsr:escoeo:escoe-op-03.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2020
YearCiting document
2020Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416.

Full description at Econpapers || Download paper

2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

Full description at Econpapers || Download paper

2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

Full description at Econpapers || Download paper

2020Monetary Policy Strategies and Tools: Financial Stability Considerations. (2020). Prescott, Edward ; Klee, Elizabeth ; Wood, Paul R ; Goldberg, Jonathan E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-74.

Full description at Econpapers || Download paper

2020Uncertain Identification. (2020). Volpicella, Alessio ; Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:33/20.

Full description at Econpapers || Download paper

Recent citations received in 2019
YearCiting document
2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

Full description at Econpapers || Download paper

2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

Full description at Econpapers || Download paper

2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

Full description at Econpapers || Download paper

2019Enhancing central bank communications using simple and relatable information. (2019). Walczak, Eryk ; Bholat, David ; Meer, Janna Ter ; Broughton, Nida. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:1-15.

Full description at Econpapers || Download paper

2019Understanding regional economic performance and resilience in the UK: trends since the Global Financial Crisis. (2019). Devine, Fiona ; Sensier, Marianne. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1912.

Full description at Econpapers || Download paper

2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08.

Full description at Econpapers || Download paper

2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-20.

Full description at Econpapers || Download paper

2019Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England. (2019). Barwell, Richard ; Chadha, Jagjit S. In: National Institute of Economic and Social Research (NIESR) Occasional Papers. RePEc:nsr:niesro:58.

Full description at Econpapers || Download paper

2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Ganics, Gergely ; Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1689.

Full description at Econpapers || Download paper

2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

Full description at Econpapers || Download paper

2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30.

Full description at Econpapers || Download paper

Recent citations received in 2018
YearCiting document

Recent citations received in 2017
YearCiting document
2017Amplification effects of news shocks through uncertainty. (2017). Cascaldi-Garcia, Danilo. In: 2017 Papers. RePEc:jmp:jm2017:pca1251.

Full description at Econpapers || Download paper