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Citation Profile [Updated: 2023-11-03 08:28:08]
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] [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 0.39 0.21 0 195 195 1497 40 40 0 0 1 2.5 40 0.21 0.25
2000 0.35 0.54 0.35 0.35 1 196 6 69 109 195 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
#YearTitleCited
11999Using Simulation Methods for Bayesian Econometric Models. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:832.

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688
21999Frictionless Commerce? A Comparison of Internet and Conventional Retailers. (1999). Brynjolfsson, Erik ; Smith, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1022.

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113
31999Optimal 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.

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98
41999Computational Experiments and Reality. (1999). Geweke, John. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:401.

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67
51999Heterogeneous 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.

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47
61999Are 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.

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46
71999Simple 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.

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39
81999Statistical Analysis of Cointegrated VAR Processes with Markovian Regime Shifts. (1999). Krolzig, Hans-Martin. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1113.

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34
91999Stochastic Volatility: Univariate and Multivariate Extensions. (1999). Rossi, Peter ; Polson, Nicholas G. ; Jacquier, Eric. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:112.

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29
101999A Method for Taking Models to the Data. (1999). Ireland, Peter. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1233.

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28
111999On 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.

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28
121999Learning and Excess Volatility. (1999). Duffy, John ; Bullard, James. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:224.

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22
131999Optimal Horizons for Inflation Targeting. (1999). Nelson, Edward ; Batini, Nicoletta. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1052.

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18
141999An Approximate Wavelet MLE of Short- and Long-Memory Parameters. (1999). Jensen, Mark. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1243.

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17
151999Swapping 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.

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14
161999Stock 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.

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13
171999Tests 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.

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13
181999Hysteresis 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.

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12
191999Evolution and Time Horizons in an Agent-Based Stock Market. (1999). Lebaron, Blake. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1342.

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11
201999The 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.

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9
211999Simulation 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.

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9
221999Estimating 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.

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8
231999Hysteresis in Economic Systems. (1999). Piscitelli, Laura ; Cross, Rod ; Grinfeld, Michael . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:723.

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8
241999Market Force, Ecology, and Evolution. (1999). Farmer, J.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:651.

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8
251999Long 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.

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7
261999Competing R&D Strategies in an Evolutionary Industry Model. (1999). Yildizoglu, Murat. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:343.

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7
271999Computer 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.

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7
281999The 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.

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7
292000A 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.

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7
301999Using 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.

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6
311999Real Implications of the Zero Bound on Nominal Interest Rates. (1999). Wolman, Alexander. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1152.

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6
321999Size 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.

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5
331999Inaccuracy 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.

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4
341999Hybrid 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.

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4
351999Micro and Macro Hysteresis in Employment under Exchange Rate Uncertainty. (1999). Göcke, Matthias ; Belke, Ansgar ; Matthias Göcke, . In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:722.

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4
361999Asymptotic Inference for Nonstationary Fractionally Integrated Processes. (1999). Marmol, Francesc ; Dolado, Juan. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:513.

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4
371999Minimum-Variance Kernels and Economic Risk Premia. (1999). Robotti, Cesare ; Balduzzi, Pierluigi. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:953.

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4
381999The 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.

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4
391999Optimal 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.

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3
401999World 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.

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3
411999Wilkinsons Tests and Econometric Software. (1999). McCullough, B. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:1312.

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3
421999Modeling the Economics of Internet Companies. (1999). Oğuş Binatlı, Ayla ; Yuret, Deniz ; de la Maza, Michael. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:152.

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3
431999Implications 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.

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3
441999Forecasting 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.

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3
451999Time-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.

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3
461999Nonparametric Estimation of Multifactor Continuous Time Interest-Rate Models. (1999). Downing, Christopher T.. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:111.

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3
471999Heterogeneity, 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.

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3
481999Applying Disequilibrium Growth Theory: Debt Effects and Debt Deflation. (1999). Flaschel, Peter ; Chiarella, Carl. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:714.

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3
491999S-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.

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3
501999Asymmetric Shocks and Long-Run Economic Performances across Italian Regions. (1999). Pinelli, Dino ; Giacometti, Rosella. In: Computing in Economics and Finance 1999. RePEc:sce:scecf9:734.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11999Using 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

50
21999Statistical 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
Citing documents used to compute impact factor:
YearTitle
Recent citations