Computing in Economics and Finance 1999 / Society for Computational Economics
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
14
Impact Factor (IF)
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]
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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 | 0.21 | 0 | 195 | 195 | 1460 | 41 | 41 | 0 | 0 | 1 | 2.4 | 41 | 0.21 | 0.25 | ||
| 2000 | 0.35 | 0.52 | 0.35 | 0.35 | 1 | 196 | 6 | 69 | 110 | 195 | 68 | 195 | 68 | 0 | 0 | 0.24 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1999 | Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832. Full description at Econpapers || Download paper | 659 |
| 2 | 1999 | Frictionless Commerce? A Comparison of Internet and Conventional Retailers. (1999). Brynjolfsson, Erik ; Smith, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1022. Full description at Econpapers || Download paper | 113 |
| 3 | 1999 | Optimal Monetary Policy with Staggered Wage and Price Contracts. (1999). Levin, Andrew ; Henderson, Dale ; Erceg, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1151. Full description at Econpapers || Download paper | 98 |
| 4 | 1999 | Computational Experiments and Reality. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:401. Full description at Econpapers || Download paper | 67 |
| 5 | 1999 | Heterogeneous Beliefs, Risk and Learning in a Simple Asset-Pricing Model. (1999). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:223. Full description at Econpapers || Download paper | 47 |
| 6 | 1999 | Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:621. Full description at Econpapers || Download paper | 43 |
| 7 | 1999 | Simple Monetary Policy Rules Under Model Uncertainty. (1999). Laxton, Douglas ; Eliasson, Ann-Charlotte ; Isard, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:841. Full description at Econpapers || Download paper | 38 |
| 8 | 1999 | Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113. Full description at Econpapers || Download paper | 33 |
| 9 | 1999 | Stochastic Volatility: Univariate and Multivariate Extensions. (1999). Rossi, Peter ; Polson, Nicholas G. ; Jacquier, Eric. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:112. Full description at Econpapers || Download paper | 29 |
| 10 | 1999 | A Method for Taking Models to the Data. (1999). Ireland, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1233. Full description at Econpapers || Download paper | 28 |
| 11 | 1999 | On the Identification of Cointegrated Systems in Small Samples: Practical Procedures with an Application to UK Wages and Prices. (1999). Hall, Stephen ; Greenslade, Jennifer ; S. G. Brian HENRY, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:643. Full description at Econpapers || Download paper | 28 |
| 12 | 1999 | Learning and Excess Volatility. (1999). Duffy, John ; Bullard, James. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:224. Full description at Econpapers || Download paper | 22 |
| 13 | 1999 | Optimal Horizons for Inflation Targeting. (1999). Nelson, Edward ; Batini, Nicoletta. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1052. Full description at Econpapers || Download paper | 18 |
| 14 | 1999 | An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1243. Full description at Econpapers || Download paper | 17 |
| 15 | 1999 | Swapping the Nested Fixed-Point Algorithm: a Class of Estimators for Discrete Markov Decision Models. (1999). Mira, Pedro ; Aguirregabiria, Victor. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:332. Full description at Econpapers || Download paper | 14 |
| 16 | 1999 | Stock Market Mean Reversion and the Optimal Equity Allocation of a Long-Lived Investor. (1999). Viceira, Luis ; Gomes, Francisco ; Campbell, John ; Cocco, Joao ; Maenhout, Pascal . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1344. Full description at Econpapers || Download paper | 13 |
| 17 | 1999 | Hysteresis and Unemployment: a Preliminary Investigation. (1999). Piscitelli, Laura ; Ireland, Jonathan ; Darby, Julia ; Cross, Rod. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:721. Full description at Econpapers || Download paper | 12 |
| 18 | 1999 | Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1241. Full description at Econpapers || Download paper | 12 |
| 19 | 1999 | Evolution and Time Horizons in an Agent-Based Stock Market. (1999). Lebaron, Blake. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1342. Full description at Econpapers || Download paper | 11 |
| 20 | 1999 | The Performance of Forward-Looking Monetary Policy Rules under Model Uncertainty. (1999). Wieland, Volker ; Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1153. Full description at Econpapers || Download paper | 9 |
| 21 | 1999 | Simulation Based Finite- and Large-Sample Inference Methods in Simultaneous Equations. (1999). Khalaf, Lynda ; Dufour, Jean-Marie. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:824. Full description at Econpapers || Download paper | 9 |
| 22 | 1999 | Market Force, Ecology, and Evolution. (1999). Farmer, J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:651. Full description at Econpapers || Download paper | 8 |
| 23 | 1999 | Estimating the Complexity Function of Financial Time Series: An Estimation Based on Predictive Stochastic Complexity. (1999). Tan, Ching-Wei. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1143. Full description at Econpapers || Download paper | 8 |
| 24 | 1999 | Hysteresis in Economic Systems. (1999). Piscitelli, Laura ; Cross, Rod ; Grinfeld, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:723. Full description at Econpapers || Download paper | 8 |
| 25 | 2000 | A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:944. Full description at Econpapers || Download paper | 7 |
| 26 | 1999 | Competing R&D Strategies in an Evolutionary Industry Model. (1999). Yildizoglu, Murat. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:343. Full description at Econpapers || Download paper | 7 |
| 27 | 1999 | Computer Automation of General-to-Specific Model Selection Procedures. (1999). Krolzig, Hans-Martin ; Hendry, David. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:314. Full description at Econpapers || Download paper | 7 |
| 28 | 1999 | The Nature of Markets in the World Wide Web. (1999). Huberman, Bernardo A. ; Adamic, Lada A.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:521. Full description at Econpapers || Download paper | 7 |
| 29 | 1999 | Using Symbolic Regression to Infer Strategies from Experimental Data. (1999). Engle-Warnick, Jim ; Duffy, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1033. Full description at Econpapers || Download paper | 6 |
| 30 | 1999 | Long Memory Characteristics of the Distribution of Treasury Security Yields, Returns, and Volatility. (1999). Connolly, Robert ; Nuray Güner, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:943. Full description at Econpapers || Download paper | 6 |
| 31 | 1999 | Real Implications of the Zero Bound on Nominal Interest Rates. (1999). Wolman, Alexander. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1152. Full description at Econpapers || Download paper | 6 |
| 32 | 1999 | Size Distortions of Tests of the Null Hypothesis of Stationarity: Evidence and Implications for Applied Work. (1999). Kilian, Lutz ; Caner, Mehmet. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:511. Full description at Econpapers || Download paper | 5 |
| 33 | 1999 | Minimum-Variance Kernels and Economic Risk Premia. (1999). Robotti, Cesare ; Balduzzi, Pierluigi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:953. Full description at Econpapers || Download paper | 4 |
| 34 | 1999 | Inaccuracy of Loglinear Approximation in Welfare Calculations: the Case of International Risk Sharing. (1999). Kim, Sunghyun. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:251. Full description at Econpapers || Download paper | 4 |
| 35 | 1999 | The El Farol Problem and the Internet: Congestion and Coordination Failure. (1999). Bell, Ann M. ; Sethares, William A.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:812. Full description at Econpapers || Download paper | 4 |
| 36 | 1999 | Hybrid Methods for Continuous Space Dynamic Programming. (1999). Miranda, Mario ; Fackler, Paul ; P aul L. F ackler, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1332. Full description at Econpapers || Download paper | 4 |
| 37 | 1999 | Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty. (1999). GÃÆöcke, Matthias ; Belke, Ansgar ; Matthias Göcke, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:722. Full description at Econpapers || Download paper | 4 |
| 38 | 1999 | Asymptotic Inference for Nonstationary Fractionally Integrated Processes. (1999). Marmol, Francesc ; Dolado, Juan. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:513. Full description at Econpapers || Download paper | 4 |
| 39 | 1999 | Heterogeneity, Efficiency, and Asset Allocation with Endogenous Labor Supply: The Static Case. (1999). Bianconi, Marcelo. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:354. Full description at Econpapers || Download paper | 3 |
| 40 | 1999 | S-Estimation in the Linear Regression Model with Long-Memory Error Terms. (1999). Sibbertsen, Philipp. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:512. Full description at Econpapers || Download paper | 3 |
| 41 | 1999 | World Real Interest Rates and Business Cycles in Open Economies: a Multiple Shock Approach. (1999). Yi, Kei-Mu ; Kose, Ayhan ; Blankenau, William. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1232. Full description at Econpapers || Download paper | 3 |
| 42 | 1999 | Optimal Monetary Policy with Heterogeneous Agents: Is There a Case for Inflation?. (1999). Palivos, Theodore. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:353. Full description at Econpapers || Download paper | 3 |
| 43 | 1999 | Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation. (1999). Flaschel, Peter ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:714. Full description at Econpapers || Download paper | 3 |
| 44 | 1999 | Wilkinsons Tests and Econometric Software. (1999). McCullough, B. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1312. Full description at Econpapers || Download paper | 3 |
| 45 | 1999 | Modeling the Economics of Internet Companies. (1999). OßuÃ
٠Binatḻ, Ayla ; Yuret, Deniz ; de la Maza, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:152. Full description at Econpapers || Download paper | 3 |
| 46 | 1999 | Forecasting Volatility under Multivariate Stochastic Volatility Model via Reprojection. (1999). van der Sluis, Pieter ; Jiang, George J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:313. Full description at Econpapers || Download paper | 3 |
| 47 | 1999 | Implications of the Zero Bound on Interest Rates for the Design of Monetary Policy Rules. (1999). Williams, John ; Reifschneider, David . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:843. Full description at Econpapers || Download paper | 3 |
| 48 | 1999 | Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models. (1999). Downing, Christopher T.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:111. Full description at Econpapers || Download paper | 3 |
| 49 | 1999 | Time-Series Modelling of Daily Tax Revenues. (1999). Ooms, Marius ; Koopman, Siem Jan ; Björn de Groot, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:312. Full description at Econpapers || Download paper | 3 |
| 50 | 1999 | Simulating the Ecology of Oligopoly Games with Genetic Algorithms. (1999). Chen, Shu-Heng ; Ni, Chih-Chi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1012. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1999 | Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832. Full description at Econpapers || Download paper | 59 |
| 2 | 1999 | Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113. Full description at Econpapers || Download paper | 3 |
| 3 | 1999 | Optimal Monetary Policy with Staggered Wage and Price Contracts. (1999). Levin, Andrew ; Henderson, Dale ; Erceg, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1151. Full description at Econpapers || Download paper | 2 |
| 4 | 2000 | A re-evaluation of empirical tests of the Fisher hypothesis. (2000). Bekdache, Basma ; Baum, Christopher. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:944. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series