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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
7
Impact Factor (IF)
0.29
5 Years IF
0.6
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
2013 0 0.67 0.2 0 5 5 12 1 1 0 0 1 100 1 0.2 0.35
2014 1.4 0.67 1 1.4 2 7 2 7 8 5 7 5 7 1 14.3 0 0.34
2015 0.29 0.66 0.25 0.29 1 8 0 2 10 7 2 7 2 0 0 0.36
2016 0 0.65 0.31 0.25 5 13 17 3 14 3 8 2 0 1 0.2 0.35
2017 0.33 0.62 0.19 0.15 3 16 22 3 17 6 2 13 2 0 1 0.33 0.35
2018 0.75 0.62 0.5 0.44 2 18 5 7 26 8 6 16 7 0 0 0.35
2019 2.6 0.63 0.94 1.08 13 31 59 27 55 5 13 13 14 4 14.8 13 1 0.37
2020 1.07 0.72 0.97 1.13 7 38 24 37 92 15 16 24 27 2 5.4 5 0.71 0.78
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
12016News and Uncertainty Shocks. (2016). Galvão, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:12.

Full description at Econpapers || Download paper

16
22019Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galvão, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22.

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15
32017News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15.

Full description at Econpapers || Download paper

14
42020Structural Scenario Analysis with SVARs. (2020). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: EMF Research Papers. RePEc:wrk:wrkemf:32.

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13
52019Time-varying Price Flexibility and Inflation Dynamics. (2019). Petrella, Ivan ; Simonsen, Lasse P ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:28.

Full description at Econpapers || Download paper

12
62019Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee. (2019). Mitchell, James ; Weale, Martin. In: EMF Research Papers. RePEc:wrk:wrkemf:27.

Full description at Econpapers || Download paper

10
72020Modelling and Forecasting Macroeconomic Downside Risk. (2020). Petrella, Ivan ; Delle Monache, Davide ; De-Polis, Andrea ; Delle-Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:34.

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8
82019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30.

Full description at Econpapers || Download paper

6
92019Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19.

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5
102018Risk Premia and Seasonality in Commodity Futures. (2018). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino. In: EMF Research Papers. RePEc:wrk:wrkemf:18.

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5
112013A Nonlinear Panel Data Model of Cross-Sectional Dependence. (2013). shin, yongcheol ; Mitchell, James ; Kapetanios, George. In: EMF Research Papers. RePEc:wrk:wrkemf:03.

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5
122017Gibrats Law and Quantile Regressions: an Application to Firm Growth. (2017). Santoro, Emiliano ; Petrella, Ivan ; Distante, Roberta. In: EMF Research Papers. RePEc:wrk:wrkemf:16.

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5
132019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

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5
142017Monetary Policy with Sectoral Trade-offs. (2017). Petrella, Ivan ; Rossi, Rafaelle ; Santoro, Emilio . In: EMF Research Papers. RePEc:wrk:wrkemf:14.

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4
152019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

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4
162013Generalised Density Forecast Combinations. (2013). Price, Simon ; Mitchell, James ; Kapetanios, George ; Fawcett, Nicholas. In: EMF Research Papers. RePEc:wrk:wrkemf:05.

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4
172019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

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4
182014Probability Forecasting for Inflation Warnings from the Federal Reserve. (2014). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:07.

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3
192020Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty. (2020). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:36.

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2
202013Economic Sentiment, International Interdependence and Output Dynamics in the G7. (2013). Shields, Kalvinder ; Lee, Kevin ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:04.

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2
212019Leverage and Deepening Business Cycle Skewness. (2019). Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:21.

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2
222019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

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2
232013The Recalibrated and Copula Opinion Pools. (2013). Mitchell, James. In: EMF Research Papers. RePEc:wrk:wrkemf:02.

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2
242016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13.

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1
252018Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:17.

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1
262019Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:26.

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1
272020Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:38.

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1
282019Not all Terms of Trade Shocks are Alike. (2019). Petrella, Ivan ; Juvenal, Luciana. In: EMF Research Papers. RePEc:wrk:wrkemf:25.

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1
292020Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37.

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1
302016A comprehensive evaluation of macroeconomic forecasting methods. (2016). Galvão, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz ; Kapetanios, George. In: EMF Research Papers. RePEc:wrk:wrkemf:10.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020Modelling and Forecasting Macroeconomic Downside Risk. (2020). Petrella, Ivan ; Delle Monache, Davide ; De-Polis, Andrea ; Delle-Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:34.

Full description at Econpapers || Download paper

7
22019Time-varying Price Flexibility and Inflation Dynamics. (2019). Petrella, Ivan ; Simonsen, Lasse P ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:28.

Full description at Econpapers || Download paper

6
32019Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galvão, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22.

Full description at Econpapers || Download paper

6
42020Structural Scenario Analysis with SVARs. (2020). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: EMF Research Papers. RePEc:wrk:wrkemf:32.

Full description at Econpapers || Download paper

5
52016News and Uncertainty Shocks. (2016). Galvão, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:12.

Full description at Econpapers || Download paper

4
62019Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19.

Full description at Econpapers || Download paper

4
72019Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23.

Full description at Econpapers || Download paper

4
82017News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15.

Full description at Econpapers || Download paper

3
92019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

Full description at Econpapers || Download paper

3
102019Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20.

Full description at Econpapers || Download paper

2
112019Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31.

Full description at Econpapers || Download paper

2
122019Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee. (2019). Mitchell, James ; Weale, Martin. In: EMF Research Papers. RePEc:wrk:wrkemf:27.

Full description at Econpapers || Download paper

2
132019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 2
YearTitle
2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Reconciled Estimates of Monthly GDP in the US. (2022). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Working Papers. RePEc:fip:fedcwq:93615.

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Recent citations
Recent citations received in 2020

YearCiting document
2020Who’s afraid of euro area monetary tightening? CESEE shouldn’t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416.

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2020Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541.

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2020Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486.

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2020Monetary Policy Strategies and Tools: Financial Stability Considerations. (2020). Prescott, Edward ; Klee, Elizabeth ; Wood, Paul R ; Goldberg, Jonathan E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-74.

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2020Uncertain Identification. (2020). Volpicella, Alessio ; Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:33/20.

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Recent citations received in 2019

YearCiting document
2019From fixed-event to fixed-horizon density forecasts: obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1947.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019State-dependent Monetary Policy Regimes. (2019). Zakipour-Saber, Shayan. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/19.

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2019Enhancing central bank communications using simple and relatable information. (2019). Walczak, Eryk ; Bholat, David ; Meer, Janna Ter ; Broughton, Nida. In: Journal of Monetary Economics. RePEc:eee:moneco:v:108:y:2019:i:c:p:1-15.

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2019Understanding regional economic performance and resilience in the UK: trends since the Global Financial Crisis. (2019). Devine, Fiona ; Sensier, Marianne. In: The School of Economics Discussion Paper Series. RePEc:man:sespap:1912.

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2019Measuring Data Uncertainty: An Application using the Bank of Englands Fan Charts for Historical GDP Growth. (2019). Mitchell, James ; Galvão, Ana ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-08.

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2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2019-20.

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2019Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England. (2019). Barwell, Richard ; Chadha, Jagjit S. In: National Institute of Economic and Social Research (NIESR) Occasional Papers. RePEc:nsr:niesro:58.

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2019From fixed-event to fixed-horizon density forecasts: Obtaining measures of multi-horizon uncertainty from survey density forecasts. (2019). Sekhposyan, Tatevik ; Ganics, Gergely ; Rossi, Barbara. In: Economics Working Papers. RePEc:upf:upfgen:1689.

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2019Measuring Data Uncertainty : An Application using the Bank of England’s “Fan Charts” for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24.

Full description at Econpapers || Download paper

2019Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galvão, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30.

Full description at Econpapers || Download paper