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Computing in Economics and Finance 2001 / Society for Computational Economics

Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
18
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] [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
2001 0 0.49 0.23 0 230 230 1333 52 52 0 0 2 3.8 52 0.23 0.27
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
12001Forecasting with a Real-Time Data Set for Macroeconomists. (2001). Croushore, Dean ; Stark, Tom. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:258.

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211
22001The Real Interest Rate Gap as an Inflation Indicator. (2001). Nelson, Edward ; Neiss, Katharine. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:145.

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92
32001Imperfect Credibility and Inflation Persistence. (2001). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:19.

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85
42001Volatility. (2001). LeBaron, Blake . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:108.

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60
52001Measuring the Natural Rate of Interest. (2001). Williams, John ; Laubach, Thomas. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:35.

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55
6An Application of Agent-based Simulation to the New Electricity Trading Arrangements of England and Wales. (2001). Oliveira, Fernando ; Bunn, Derek W.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:93.

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53
72001G@RCH 2.0: An Ox Package for Estimating and Forecasting Various ARCH Models. (2001). Peters, Jean-Philippe ; Laurent, Sébastien. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:123.

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38
82001Calibration and Computation of Household Portfolio Models. (2001). Michaelides, Alexander ; Haliassos, Michael. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:194.

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38
92001The Effects of Health Insurance and Self-Insurance on Retirement Behavior. (2001). Jones, John ; french, eric. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:24.

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37
102001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2001). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:59.

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35
112001Small sample properties of panel time-series estimators with I(1) errors. (2001). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:191.

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34
122001DYNARE: A program for the simulation of rational expectation models. (2001). Juillard, Michel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:213.

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31
132001Uncertain Potential Output: Implications for Monetary Policy. (2001). Smets, Frank ; Ehrmann, Michael. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:8.

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24
142001Practical. (2001). Anderson, Gary. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:138.

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23
152001New economy : new policy rules?. (2001). Schaling, Eric ; Bullard, James. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:53.

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21
162001The Reliability of Inflation Forecasts Based on Output Gaps in Real Time. (2001). van Norden, Simon ; Orphanides, Athanasios. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:247.

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20
172001An Adaptive Electronic Market-Maker. (2001). Shelton, Christian ; Chan, Nicholas T.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:146.

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19
182001Spurious Welfare Reversals in International Business Cycle Models. (2001). Kim, Sunghyun. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:3.

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18
192001Evolutionary dynamics in financial markets with many trader types. (2001). Wagener, Florian ; Hommes, Cars ; Brock, William. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:119.

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18
202001Multiple Regimes in U.S. Monetary Policy? A Nonparametric Approach. (2001). Engle-Warnick, Jim ; Duffy, John. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:151.

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18
212001Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2001). Pesaran, M ; hsiao, cheng. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:36.

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18
222001Increasing returns and cycles in fishing. (2001). Liski, Matti ; Kort, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:126.

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16
232001General--to--Specific Reductions of Vector Autoregressive Processes. (2001). Krolzig, Hans-Martin. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:164.

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16
242001Chaotic Interest Rate Rules. (2001). Uribe, Martín ; Schmitt-Grohe, Stephanie ; Benhabib, Jess. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:259.

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15
252001Health Insurance, Habits and Health Outcomes: A Dynamic Stochastic Model of Investment in Health. (2001). Khwaja, Ahmed W.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:166.

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15
26Power, Levy, Exponential and Gaussian Regimes in Autocatalytic Financial Systems. (2001). Solomon, Sorin ; Zhi-Feng Huang, Sorin Solomon*, . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:12.

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13
272001History Dependence and Global Dynamics in Models with Multiple Equilibria. (2001). Wirl, Franz ; Semmler, Willi ; Deissenberg, Christophe. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:257.

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12
282001Asset Pricing in Models with incomplete markets and default. (2001). Schmedders, Karl ; Kubler, Felix. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:58.

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11
292001Using High Frequency Data to Calculate, Model and Forecast Realized Volatility. (2001). Oomen, Roel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:75.

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11
302001Revolvers for Self-Control. (2001). Bertaut, Carol C. ; Haliassos, Michael. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:193.

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11
312001The Inflation Premium implicit in the US Real and Nominal. (2001). McCulloch, J. Huston. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:210.

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10
322001Holdup and the Evolution of Bargaining Conventions. (2001). Macleod, W. Bentley ; Dawid, Herbert. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:104.

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10
332001Housing Markets, Liquidity Constraints and Labor Mobility. (2001). Kauppi, Heikki ; Haavio, Markus. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:186.

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9
342001Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data. (2001). Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:85.

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9
352001Fast Fourier Transform for discrete Asian Options. (2001). Benhamou, Eric. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:6.

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9
362001Stability of Pareto-Zipf Law in Non-Stationary Economies. (2001). Solomon, Sorin ; Richmond, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:11.

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9
372001An efficient and simple simulation smoother for state space time series analysis. (2001). Koopman, Siem Jan ; Durbin, J.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:52.

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9
382001Living Rationally Under the Volcano? Heavy Drinking and Smoking Among the Elderly. (2001). Sloan, Frank ; Arcidiacono, Peter. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:207.

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9
392001Emergent Cities: A Microeconomic Explanation for Zipfs Law. (2001). Axtell, Robert ; Florida, Richard. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:154.

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9
402001Interbank Lending, reserve requirements and systemic risk. (2001). Jafarey, Saqib ; Iori, Giulia. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:63.

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8
412001Portfolio Choice, Liquidity Constraints and Stock Market Mean Reversion. (2001). Michaelides, Alexander. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:115.

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8
422001Parallelization and Performance of Portfolio Choice Models. (2001). Michaelides, Alexander ; A. Abdelkhalek, A. Bilas, . In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:114.

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8
432001What Can We Learn From Simulating a Standard Agency Model?. (2001). Robe, Michel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:98.

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7
442001Adjustment Costs of Agri-Environmental Policy Switchings: A Multi-Agent Approach. (2001). Kellermann, Konrad ; Happe, Kathrin ; Balmann, Alfons. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:148.

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7
452001Adaptive Learning and Emergent Coordination in Minority Games. (2001). Dosi, Giovanni ; Devetag, Giovanna ; Bottazzi, Giulio. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:20.

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6
462001Dynamic optimization and Skiba sets in economic examples.. (2001). Semmler, Willi. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:29.

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6
472001Microeconomic Models for Long-Memory in the Volatility of Financial Time Series. (2001). Kirman, Alan. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:221.

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6
482001Industrial specialisation, trade, and labour market dynamics in a multisectoral model of technological progress. (2001). Stehrer, Robert. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:230.

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6
492001The Coming Generational Storm. (2001). Walliser, Jan ; Smetters, Kent ; Kotlikoff, Laurence. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:276.

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6
502001Stabilization versus Insurance. (2001). Reiter, Michael ; Costain, James. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:161.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001An Adaptive Electronic Market-Maker. (2001). Shelton, Christian ; Chan, Nicholas T.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:146.

Full description at Econpapers || Download paper

12
22001Forecasting with a Real-Time Data Set for Macroeconomists. (2001). Croushore, Dean ; Stark, Tom. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:258.

Full description at Econpapers || Download paper

3
32001DYNARE: A program for the simulation of rational expectation models. (2001). Juillard, Michel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:213.

Full description at Econpapers || Download paper

2
42001Using High Frequency Data to Calculate, Model and Forecast Realized Volatility. (2001). Oomen, Roel. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:75.

Full description at Econpapers || Download paper

2
52001An Application of Agent-based Simulation to the New Electricity Trading Arrangements of England and Wales. (2001). Oliveira, Fernando ; Bunn, Derek W.. In: Computing in Economics and Finance 2001. RePEc:sce:scecf1:93.

Full description at Econpapers || Download paper

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