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Dynare Working Papers / CEPREMAP

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0.48
5 Years IF
0.48
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
2011 0 0.61 0.25 0 8 8 58 2 0 0 0 0 0.37
2012 1.38 0.68 1.87 1.38 15 23 70 17 45 8 11 8 11 1 5.9 6 0.4 0.36
2013 1.04 0.67 2.36 1.04 5 28 25 29 111 23 24 23 24 0 5 1 0.35
2014 0.5 0.67 1.78 0.64 12 40 242 36 182 20 10 28 18 0 16 1.33 0.34
2015 1.82 0.66 1.23 1.18 7 47 16 52 240 17 31 40 47 0 2 0.29 0.36
2016 2.89 0.65 1.6 1.53 3 50 14 72 320 19 55 47 72 0 0 0.35
2020 0 0.72 0.7 0.5 13 63 10 43 503 0 10 5 3 7 1 0.08 0.78
2021 0.15 0.99 0.44 0.19 8 71 139 31 534 13 2 16 3 0 5 0.63 0.41
2022 0.48 0.78 0.44 0.48 6 77 0 29 568 21 10 21 10 2 6.9 0 0.25
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
12014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2014). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Dynare Working Papers. RePEc:cpm:dynare:030.

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155
22021Dynare: Reference Manual Version 4. (2020). Villemot, Sébastien ; Ratto, Marco ; Pfeifer, Johannes ; Perendia, George ; Maih, Junior ; Karamé, Frédéric ; Juillard, Michel ; Bastani, Houtan ; Adjemian, Stéphane ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:001.

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136
32014Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:039.

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34
42012House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy. (2012). Mendicino, Caterina ; Lansing, Kevin ; Gelain, Paolo. In: Dynare Working Papers. RePEc:cpm:dynare:021.

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27
5Solving rational expectations models at first order: what Dynare does. (2011). Villemot, Sébastien. In: Dynare Working Papers. RePEc:cpm:dynare:002.

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20
6Estimation and Solution of Models with Expectations and Structural Changes. (2014). pagan, adrian ; Kulish, Mariano. In: Dynare Working Papers. RePEc:cpm:dynare:034.

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20
72014Forecasting with DSGE models with financial frictions. (2014). Rubaszek, Michał ; Kolasa, Marcin. In: Dynare Working Papers. RePEc:cpm:dynare:040.

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19
82011Products, patents and productivity persistence: A DSGE model of endogenous growth. (2011). Holden, Tom. In: Dynare Working Papers. RePEc:cpm:dynare:004.

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14
92012Accelerating the resolution of sovereign debt models using an endogenous grid method. (2012). Villemot, Sébastien. In: Dynare Working Papers. RePEc:cpm:dynare:017.

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12
102011Indirect Likelihood Inference. (2011). Kristensen, Dennis ; Creel, Michael. In: Dynare Working Papers. RePEc:cpm:dynare:008.

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11
112016The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg. (2016). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:051.

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9
122012Financial Frictions, Financial Shocks, and Aggregate Volatility. (2012). Fuentes-Albero, Cristina. In: Dynare Working Papers. RePEc:cpm:dynare:018.

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9
132013Sticky Information Models in Dynare. (2013). Wolters, Maik ; Verona, Fabio. In: Dynare Working Papers. RePEc:cpm:dynare:011.

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8
142015R.E.M. 2.0, An estimated DSGE model for Romania. (2015). Nalban, Valeriu ; Copaciu, Mihai ; Bulete, Cristian. In: Dynare Working Papers. RePEc:cpm:dynare:048.

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8
152013Productivity Slowdown in Japan’s Lost Decades: How Much of It is Attributed to Financial Factors?. (2013). Sudo, Nao ; Muto, Ichiro ; Yoneyama, Shunichi. In: Dynare Working Papers. RePEc:cpm:dynare:028.

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8
162014The role of financial frictions during the crisis: an estimated DSGE model. (2014). Merola, Rossana. In: Dynare Working Papers. RePEc:cpm:dynare:033.

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8
172020Optimal Monetary Policy and Uncertainty Shocks. (2020). Picco, Anna Rogantini ; Oh, Joonseok ; Han, Yoonshin ; Cho, Deaha. In: Dynare Working Papers. RePEc:cpm:dynare:061.

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8
182012Bargaining, Aggregate Demand and Employment. (2012). Charpe, Matthieu ; Kuhn, Stefan . In: Dynare Working Papers. RePEc:cpm:dynare:013.

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6
192023Dynare: Reference Manual Version 5. (2022). Rion, Normann ; Pfeifer, Johannes ; Mutschler, Willi ; Bastani, Houtan ; Karame, Frederic ; Juillard, Michel ; Adjemian, Stephane ; Villemot, Sebastien ; Ratto, Marco ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:072.

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6
202011Computation of LQ Approximations to Optimal Policy Problems in Different Information Settings under Zero Lower Bound Constraints. (2011). Pearlman, Joseph ; Levine, Paul. In: Dynare Working Papers. RePEc:cpm:dynare:010.

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5
212013A penalty function approach to occasionally binding credit constraints. (2013). Makarski, Krzysztof ; Kolasa, Marcin ; Brzoza-Brzezina, Michal. In: Dynare Working Papers. RePEc:cpm:dynare:027.

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5
222012The Keynesian multiplier, news and fiscal policy rules in a DSGE model. (2012). Tsoukis, Christopher ; Perendia, George. In: Dynare Working Papers. RePEc:cpm:dynare:025.

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5
232014An Estimated Small Open Economy Model with Labour Market Frictions. (2014). Wang, Ben ; Sheen, Jeffrey. In: Dynare Working Papers. RePEc:cpm:dynare:035.

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4
242015The Macroeconomic Effects of Fiscal Consolidation in Dynamic General Equilibrium. (2015). Wolters, Maik ; Schwarzmüller, Tim ; Schwarzmuller, Tim. In: Dynare Working Papers. RePEc:cpm:dynare:043.

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4
252013Financial Globalization and Monetary Transmission. (2013). Auer, Simone. In: Dynare Working Papers. RePEc:cpm:dynare:026.

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4
262015Financial frictions in a DSGE model for Latvia. (2015). Buss, Ginters. In: Dynare Working Papers. RePEc:cpm:dynare:042.

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4
272016Monetary Policy Rule, Exchange Rate Regime, and Fiscal Policy Cyclicality in a Developing Oil Economy. (2016). Algozhina, Aliya. In: Dynare Working Papers. RePEc:cpm:dynare:049.

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4
282011Évaluation de la politique monétaire dans un modèle DSGE pour la zone euro. (2011). Devulder, Antoine ; Adjemian, Stéphane. In: Dynare Working Papers. RePEc:cpm:dynare:007.

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4
292012Macroprudential Measures, Housing Markets, and Monetary Policy. (2012). Rubio, Margarita ; Carrasco-Gallego, José. In: Dynare Working Papers. RePEc:cpm:dynare:023.

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3
302011Switching Monetary Policy Regimes and the Nominal Term Structure. (2011). Ferman, Marcelo. In: Dynare Working Papers. RePEc:cpm:dynare:005.

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3
312012Existence and Uniqueness of Perturbation Solutions in DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong. In: Dynare Working Papers. RePEc:cpm:dynare:014.

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3
322012Labour Market Frictions, Monetary Policy and Durable Goods. (2012). Hertweck, Matthias ; Di Pace, Federico ; Dipace, Federico. In: Dynare Working Papers. RePEc:cpm:dynare:020.

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3
332012News and Financial Intermediation in Aggregate and Sectoral Fluctuations. (2012). Tsoukalas, John ; Görtz, Christoph ; Gortz, Christoph. In: Dynare Working Papers. RePEc:cpm:dynare:012.

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3
342014Tax Reduction Policies of the Productive Sector and Its Impacts on Brazilian Economy. (2014). Costa Junior, Celso ; Sampaio, Armando Vaz. In: Dynare Working Papers. RePEc:cpm:dynare:036.

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3
352014Choosing the variables to estimate singular DSGE models: Comment. (2014). Iskrev, Nikolay. In: Dynare Working Papers. RePEc:cpm:dynare:041.

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2
362020Optimal monetary policy in a New Keynesian model with heterogeneous expectations. (2020). Di Pietro, Marco ; Di Bartolomeo, Giovanni ; Giannini, Bianca . In: Dynare Working Papers. RePEc:cpm:dynare:054.

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2
372012Taking Perturbation to the Accuracy Frontier: A Hybrid of Local and Global Solutions. (2012). Villemot, Sébastien ; Maliar, Serguei. In: Dynare Working Papers. RePEc:cpm:dynare:006.

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2
382021Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC : Quels instruments pour quels effets dans un modèle DSGE ?. (2021). Mvondo, Thierry. In: Dynare Working Papers. RePEc:cpm:dynare:065.

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2
392014Macroprudential Regulation and the Role of Monetary Policy. (2014). Zilberman, Roy ; Tayler, William. In: Dynare Working Papers. RePEc:cpm:dynare:037.

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2
402016Macroeconomic Effects of Financial Shocks: Comment. (2016). Pfeifer, Johannes. In: Dynare Working Papers. RePEc:cpm:dynare:050.

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2
412021The Effects of Money-financed Fiscal Stimulus in a Small Open Economy. (). OKANO, Eiji ; Eguchi, Masataka. In: Dynare Working Papers. RePEc:cpm:dynare:070.

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1
422012A DSGE model for a SOE with Systematic Interest and Foreign Exchange policies in which policymakers exploit the risk premium for stabilization purposes. (2012). Escudé, Guillermo. In: Dynare Working Papers. RePEc:cpm:dynare:015.

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1
432020Quest for Robust Optimal Macroprudential Policy. (2020). Hurtado, Samuel ; Aguilar, Pablo ; Fahr, Stephan ; Gerba, Eddie. In: Dynare Working Papers. RePEc:cpm:dynare:053.

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1
442015Animal Spirits in Open Economy: An Interaction-Based Approach to Bounded Rationality. (2015). Jang, Tae-Seok. In: Dynare Working Papers. RePEc:cpm:dynare:046.

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1
452021Optimal Monetary Policy Under Bounded Rationality. (2021). Benchimol, Jonathan ; Bounader, Lahcen. In: Dynare Working Papers. RePEc:cpm:dynare:067.

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1
462011Getting Normalization Right: Dealing with ‘Dimensional Constants’ in Macroeconomics. (2011). Levine, Paul ; Cantore, Cristiano. In: Dynare Working Papers. RePEc:cpm:dynare:009.

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1
472022Choosing the European Fiscal Rule. (2022). Gruning, Patrick ; Bus, Ginters ; Tkaevs, Oegs. In: Dynare Working Papers. RePEc:cpm:dynare:075.

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1
482011A Graphical Representation of an Estimated DSGE Model. (2011). Kulish, Mariano ; Jones, Callum. In: Dynare Working Papers. RePEc:cpm:dynare:003.

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1
492021Nonlinearities and Workers’ Heterogeneity in Unemployment Dynamics. (2021). Langot, Francois ; Adjemian, Stephane ; Karame, Frederic. In: Dynare Working Papers. RePEc:cpm:dynare:071.

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1
502013Productivity shocks and monetary policy in a two-country model. (2013). OKANO, Eiji ; Jang, Tae-Seok. In: Dynare Working Papers. RePEc:cpm:dynare:029.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2014). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Dynare Working Papers. RePEc:cpm:dynare:030.

Full description at Econpapers || Download paper

13
22014Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:039.

Full description at Econpapers || Download paper

11
32021Dynare: Reference Manual Version 4. (2020). Villemot, Sébastien ; Ratto, Marco ; Pfeifer, Johannes ; Perendia, George ; Maih, Junior ; Karamé, Frédéric ; Juillard, Michel ; Bastani, Houtan ; Adjemian, Stéphane ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:001.

Full description at Econpapers || Download paper

10
42011Solving rational expectations models at first order: what Dynare does. (2011). Villemot, Sébastien. In: Dynare Working Papers. RePEc:cpm:dynare:002.

Full description at Econpapers || Download paper

9
52020Optimal Monetary Policy and Uncertainty Shocks. (2020). Picco, Anna Rogantini ; Oh, Joonseok ; Han, Yoonshin ; Cho, Deaha. In: Dynare Working Papers. RePEc:cpm:dynare:061.

Full description at Econpapers || Download paper

8
62023Dynare: Reference Manual Version 5. (2022). Rion, Normann ; Pfeifer, Johannes ; Mutschler, Willi ; Bastani, Houtan ; Karame, Frederic ; Juillard, Michel ; Adjemian, Stephane ; Villemot, Sebastien ; Ratto, Marco ; Mihoubi, Ferhat. In: Dynare Working Papers. RePEc:cpm:dynare:072.

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6
72012House Prices, Credit Growth, and Excess Volatility: Implications for Monetary and Macroprudential Policy. (2012). Mendicino, Caterina ; Lansing, Kevin ; Gelain, Paolo. In: Dynare Working Papers. RePEc:cpm:dynare:021.

Full description at Econpapers || Download paper

4
82014An Estimated Small Open Economy Model with Labour Market Frictions. (2014). Wang, Ben ; Sheen, Jeffrey. In: Dynare Working Papers. RePEc:cpm:dynare:035.

Full description at Econpapers || Download paper

2
92016The New Keynesian Wage Phillips Curve: Calvo vs. Rotemberg. (2016). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:051.

Full description at Econpapers || Download paper

2
102021Stabilisation et relance macroéconomiques post COVID-19 dans la CEMAC : Quels instruments pour quels effets dans un modèle DSGE ?. (2021). Mvondo, Thierry. In: Dynare Working Papers. RePEc:cpm:dynare:065.

Full description at Econpapers || Download paper

2
112015R.E.M. 2.0, An estimated DSGE model for Romania. (2015). Nalban, Valeriu ; Copaciu, Mihai ; Bulete, Cristian. In: Dynare Working Papers. RePEc:cpm:dynare:048.

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2
Citing documents used to compute impact factor: 10
YearTitle
2022The trade-off between public health and the economy in the early stage of the COVID-19 pandemic. (2022). Jaccard, Ivan. In: Working Paper Series. RePEc:ecb:ecbwps:20222690.

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2022The Macroeconomic Effects of Funding U.S. Infrastructure. (2022). Malley, Jim ; Philippopoulos, Apostolis . In: CESifo Working Paper Series. RePEc:ces:ceswps:_9530.

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2022Corruption in Public Administration as a Brake on Transition to Industry 4.0. (2022). Klikov, Christiana ; Kotlnov, Eva ; MacHov, Zuzana ; Namec, Daniel . In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440221085009.

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2022Central Bank Digital Currency in a Developing Economy: A Dynamic Stochastic General Equilibrium Analysis. (2022). Triana, Karol Lorena ; Rivera, Pablo Nebbi. In: Dynare Working Papers. RePEc:cpm:dynare:074.

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2022Macroprudential regulation of investment funds. (2022). Wicknig, Florian ; Kaufmann, Christoph ; di Iasio, Giovanni. In: Working Paper Series. RePEc:ecb:ecbwps:20222695.

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2022State-Level Economic Policy Uncertainty. (2022). Davis, Steven ; Baker, Scott ; Levy, Jeffrey A. In: NBER Working Papers. RePEc:nbr:nberwo:29714.

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2022State-Level Economic Policy Uncertainty. (2022). Levy, Jeffrey A ; Davis, Steven J ; Baker, Scott R. In: IZA Discussion Papers. RePEc:iza:izadps:dp15156.

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2022Data revisions and the effects of monetary policy volatility. (2022). Kamalyan, Hayk. In: Economics Letters. RePEc:eee:ecolet:v:215:y:2022:i:c:s0165176522001379.

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2022Macroeconomic uncertainty and bank lending. (2022). Larsen, Vegard ; Juelsrud, Ragnar E. In: Working Papers. RePEc:bny:wpaper:0108.

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2022Uncertainty shocks and unemployment dynamics. (2022). Langot, Franois ; Kandoussi, Malak. In: Economics Letters. RePEc:eee:ecolet:v:219:y:2022:i:c:s0165176522002725.

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Recent citations
Recent citations received in 2021
YearCiting document
2021Downward Interest Rate Rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: Working papers. RePEc:bfr:banfra:828.

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2021The effectiveness of the post-Covid-19 recovery policies: Evidence from a simulated DSGE model for Turkey. (2021). Dogru, Muhammed Erkam ; Bocuoglu, Mehmet Emin ; Can, Zeynep Gizem. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:694-708.

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2021Bayesian TVP-VARX models with time invariant long-run multipliers. (2021). Polbin, Andrey ; Belomestny, Denis ; Krymova, Ekaterina. In: Economic Modelling. RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001206.

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2021Downward interest rate rigidity. (2021). Sahuc, Jean-Guillaume ; Levieuge, Gregory. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001380.

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2021European Green Deal: Environmental Taxation and Its Sustainability in Conditions of High Levels of Corruption. (2021). Kotlanova, Eva ; Nmec, Daniel ; Machova, Zuzana ; Macek, Rudolf ; Skalka, Petr . In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:4:p:1981-:d:498087.

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Recent citations received in 2020
YearCiting document
2020Heterogeneous Expectations, Indeterminacy, and Postwar US Business Cycles. (2020). Milani, Fabio ; Ilabaca, Francisco. In: Working Papers. RePEc:irv:wpaper:192003.

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