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!!

Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
6
Impact Factor (IF)
0
5 Years IF
0.06
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
2020 0.36 0.72 20 0.7 1 1 0 20 20 11 4 20 14 0 0 0.78
2021 0 0.99 5.5 0.26 1 2 0 11 31 7 19 5 0 0 0.41
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
12010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01.

Full description at Econpapers || Download paper

35
22015The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02.

Full description at Econpapers || Download paper

19
32009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05.

Full description at Econpapers || Download paper

18
42017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

Full description at Econpapers || Download paper

17
52013Break date estimation for models with deterministic structural change. (2002). Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:13/02.

Full description at Econpapers || Download paper

8
62007Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02.

Full description at Econpapers || Download paper

7
72006Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:06/04.

Full description at Econpapers || Download paper

6
82008Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/03.

Full description at Econpapers || Download paper

6
92007Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Leybourne, Stephen ; Harris, David ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/04.

Full description at Econpapers || Download paper

5
102016Tests for an end-of-sample bubble in financial time series. (2002). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Astill, Sam. In: Discussion Papers. RePEc:not:notgts:16/02.

Full description at Econpapers || Download paper

5
112011On the behaviour of fixed-b trend break tests under fractional integration. (2011). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:11/03.

Full description at Econpapers || Download paper

3
122008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/04.

Full description at Econpapers || Download paper

3
132018Testing explosive bubbles with time-varying volatility. (2018). Harvey, David ; Zu, Yang ; Leybourne, Stephen. In: Discussion Papers. RePEc:not:notgts:18/05.

Full description at Econpapers || Download paper

3
142012Generalized fixed-T panel unit root tests allowing for structural breaks. (2002). Tzavalis, Elias. In: Discussion Papers. RePEc:not:notgts:12/02.

Full description at Econpapers || Download paper

2
152018Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01.

Full description at Econpapers || Download paper

2
162010Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). Trenkler, Carsten ; Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/04.

Full description at Econpapers || Download paper

2
172019Television, time use and academic achievement: Evidence from a natural experiment. (2019). Castro, Adrian Nieto. In: Discussion Papers. RePEc:not:notgts:19/06.

Full description at Econpapers || Download paper

2
182008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. (2008). Leybourne, Stephen ; Harris, David ; Harvey, David ; Sakkas, Nikoloas D.. In: Discussion Papers. RePEc:not:notgts:08/02.

Full description at Econpapers || Download paper

1
192008Seasonal unit root tests and the role of initial conditions. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/01.

Full description at Econpapers || Download paper

1
202017A bootstrap stationarity test for predictive regression invalidity. (). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Discussion Papers. RePEc:not:notgts:17/04.

Full description at Econpapers || Download paper

1
212009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/01.

Full description at Econpapers || Download paper

1
222014Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite. (). Tzavalis, Elias ; Karavias, Yiannis. In: Discussion Papers. RePEc:not:notgts:14/03.

Full description at Econpapers || Download paper

1
232013Optimal versus realized bank credit risk and monetary policy. (). Karavias, Yiannis ; Delis, Manthos. In: Discussion Papers. RePEc:not:notgts:13/03.

Full description at Econpapers || Download paper

1
242007Unit root testing in practice: dealing with uncertainty over the trend and initial condition. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/03.

Full description at Econpapers || Download paper

1
252010Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/03.

Full description at Econpapers || Download paper

1
262016The impact of the initial condition on covariate augmented unit root tests. (2001). Leybourne, Stephen ; Harvey, David ; Aristidou, Chrystalleni . In: Discussion Papers. RePEc:not:notgts:16/01.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

Full description at Econpapers || Download paper

8
22015The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02.

Full description at Econpapers || Download paper

6
32010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01.

Full description at Econpapers || Download paper

4
42009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2019
YearCiting document