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CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
17
Impact Factor (IF)
0
5 Years IF
0.13
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
1999 0 0.38 0.38 0 8 8 29 3 3 0 0 2 66.7 3 0.38 0.25
2000 0.25 0.52 0.29 0.25 13 21 86 4 9 8 2 8 2 2 50 2 0.15 0.24
2001 0.71 0.48 1.15 0.71 6 27 38 29 40 21 15 21 15 5 17.2 1 0.17 0.27
2002 0.26 0.52 0.34 0.26 14 41 217 13 54 19 5 27 7 4 30.8 4 0.29 0.29
2003 0.55 0.51 0.63 0.54 10 51 55 31 86 20 11 41 22 9 29 3 0.3 0.29
2004 0.46 0.57 0.57 0.41 16 67 46 38 124 24 11 51 21 0 0 0.35
2005 0.42 0.58 0.67 0.49 17 84 40 55 180 26 11 59 29 11 20 7 0.41 0.36
2006 0.21 0.58 0.47 0.41 17 101 73 47 227 33 7 63 26 7 14.9 3 0.18 0.34
2007 0.29 0.5 0.3 0.27 16 117 36 35 262 34 10 74 20 7 20 2 0.13 0.29
2008 0.45 0.58 0.52 0.43 13 130 68 68 330 33 15 76 33 6 8.8 4 0.31 0.3
2009 0.31 0.56 0.29 0.25 17 147 51 42 372 29 9 79 20 3 7.1 3 0.18 0.32
2010 0.57 0.51 0.32 0.3 11 158 68 49 422 30 17 80 24 8 16.3 6 0.55 0.29
2011 0.54 0.6 0.41 0.51 12 170 119 70 492 28 15 74 38 10 14.3 8 0.67 0.35
2012 0.91 0.65 0.42 0.67 10 180 56 76 568 23 21 69 46 6 7.9 2 0.2 0.34
2013 1.45 0.64 0.39 0.7 19 199 64 77 645 22 32 63 44 9 11.7 7 0.37 0.34
2014 0.52 0.65 0.32 0.49 15 214 158 68 713 29 15 69 34 9 13.2 6 0.4 0.34
2015 0.94 0.63 0.41 0.73 12 226 48 93 806 34 32 67 49 10 10.8 5 0.42 0.35
2016 0.89 0.63 0.27 0.54 8 234 39 63 869 27 24 68 37 4 6.3 1 0.13 0.34
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12002Generalized Orthogonal GARCH. A Multivariate GARCH model. (2002). van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-02.

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174
22011Individual Expectations and Aggregate Macro Behavior. (2011). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-01.

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81
32014Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-05.

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61
42012Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03.

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50
52000A Nonlinear Structural Model for Volatility Clustering. (2000). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-02.

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47
62010Positive expectations feedback experiments and number guessing games as models of financial markets. (2010). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-08.

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43
72000Bifurcation Routes to Volatility Clustering. (2000). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-04.

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37
82014Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Demertzis, Maria ; Bolt, Wilko. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-13.

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32
92013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

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31
102008Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-05.

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26
112014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment. (2014). Massaro, Domenico ; Hommes, Cars ; Heemeijer, P ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-07.

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24
122003Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-03.

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22
132006Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index. (2006). Tuinstra, Jan ; Goppelsroeder, Marie ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-09.

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21
142013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-19.

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20
152001Evolutionary Dynamics in Financial Markets With Many Trader Types. (2001). Wagener, Florian ; Hommes, Cars ; Brock, W. H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-01.

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20
162003Heterogeneity as a natural source of randomness. (2003). Diks, Cees ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-05.

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20
172009Evolutionary Selection of Individual Expectations and Aggregate Outcomes. (2009). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-09.

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18
182002Expectations and Bubbles in Asset Pricing Experiments. (2002). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van De, H. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-05.

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17
192016Is the Market Really a Good Teacher?. (2016). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-04.

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16
202001Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-06.

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16
212006Wake me up before you GO-GARCH. (2006). van der Weide, Roy ; Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

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15
222005A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-02.

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15
232014Deleveraging crises and deep recessions: a behavioural approach. (2014). Seppecher, Pascal ; Salle, Isabelle. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-10.

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15
242014The formation of a core periphery structure in heterogeneous financial networks. (2014). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-04.

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14
252009Forward and Backward Dynamics in implicitly defined Overlapping Generations Models. (2009). Tramontana, Fabio ; Hommes, Cars ; Gardini, Laura ; de Vilder, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-02.

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14
262002Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-10.

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13
272007Evolution of Market Heuristics. (2007). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-06.

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13
282016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis. (2016). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-01.

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13
292011Bifurcations of Optimal Vector Fields. (2011). Wagener, Florian ; Kiseleva, Tatiana ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-05.

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12
302004Coordination of Expectations in Asset Pricing Experiments (Version March 2004). (2004). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-02.

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12
312014Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments. (2014). Makarewicz, Tomasz ; Hommes, Cars ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-01.

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11
322008Interest Rate Rules with Heterogeneous Expectations. (2008). Hommes, Cars ; Assenza, Tiziana ; Anufriev, Mikhail ; Massaro, D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-08.

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11
332011On the stability of the Cournot equilibrium: An evolutionary approach. (2011). Tuinstra, Jan ; Hommes, Cars ; Ochea, M.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-10.

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11
342015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-05.

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11
352004A note on the Hiemstra-Jones test for Granger non-causality. (2004). Panchenko, Valentyn ; Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-10.

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10
362005Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, S.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-12.

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10
372015Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab. (2015). Salle, Isabelle ; Massaro, Domenico ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-11.

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9
382000Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2000). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-03.

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9
392010The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab. (2010). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-06.

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9
402015Inflation Targeting and Liquidity Traps under Endogenous Credibility. (2015). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-03.

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9
412011Learning, Forecasting and Optimizing: an Experimental Study. (2011). Hommes, Cars ; Duffy, John ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-08.

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8
421999Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition. (1999). Tuinstra, Jan ; Hommes, Cars ; Droste, E.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-04.

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8
432008Positive expectations feedback experiments and number guessing games as models of financial markets. (2008). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-07.

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8
442006More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-12.

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8
452004Goodness-of-fit test for copulas. (2004). Panchenko, Valentyn. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-16.

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8
462006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation. (2006). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-05.

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8
471999The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-06.

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8
482016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

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8
492005Heterogeneous Agent Models in Economics and Finance, In: Handbook of Computational Economics II: Agent-Based Computational Economics, edited by Leigh Tesfatsion and Ken Judd , Elsevier, Amsterdam 2006. (2005). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-03.

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7
502014Persistence and volatility of Beveridge cycles. (2014). Sniekers, Florian. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-11.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Generalized Orthogonal GARCH. A Multivariate GARCH model. (2002). van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-02.

Full description at Econpapers || Download paper

35
22014Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-05.

Full description at Econpapers || Download paper

22
32010Positive expectations feedback experiments and number guessing games as models of financial markets. (2010). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-08.

Full description at Econpapers || Download paper

14
42013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

Full description at Econpapers || Download paper

6
52015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-05.

Full description at Econpapers || Download paper

6
62012Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03.

Full description at Econpapers || Download paper

5
72013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-19.

Full description at Econpapers || Download paper

4
82016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

Full description at Econpapers || Download paper

4
92011Individual Expectations and Aggregate Macro Behavior. (2011). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-01.

Full description at Econpapers || Download paper

3
102014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment. (2014). Massaro, Domenico ; Hommes, Cars ; Heemeijer, P ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-07.

Full description at Econpapers || Download paper

3
112006Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index. (2006). Tuinstra, Jan ; Goppelsroeder, Marie ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-09.

Full description at Econpapers || Download paper

3
122004Coordination of Expectations in Asset Pricing Experiments (Version March 2004). (2004). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-02.

Full description at Econpapers || Download paper

3
132014Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Demertzis, Maria ; Bolt, Wilko. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-13.

Full description at Econpapers || Download paper

2
142006Wake me up before you GO-GARCH. (2006). van der Weide, Roy ; Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

Full description at Econpapers || Download paper

2
152016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis. (2016). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-01.

Full description at Econpapers || Download paper

2
162015When Speculators Meet Constructors: Positive and Negative Feedback in Experimental Housing Markets. (2015). Hommes, Cars ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-10.

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2
172010Optimal Management with Potential Regime Shifts. (2010). Wagener, Florian ; Polasky, Stephen ; de Zeeuw, Aart ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-10.

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