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CeNDEF Working Papers / Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
17
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 0.38 0 8 8 29 3 3 0 0 2 66.7 3 0.38 0.26
2000 0.25 0.54 0.29 0.25 13 21 86 4 9 8 2 8 2 2 50 2 0.15 0.25
2001 0.71 0.49 1.15 0.71 6 27 39 29 40 21 15 21 15 5 17.2 1 0.17 0.28
2002 0.32 0.54 0.37 0.3 14 41 229 14 55 19 6 27 8 4 28.6 4 0.29 0.31
2003 0.55 0.53 0.61 0.51 10 51 56 30 86 20 11 41 21 9 30 3 0.3 0.3
2004 0.46 0.6 0.57 0.41 16 67 46 38 124 24 11 51 21 0 0 0.36
2005 0.42 0.6 0.68 0.49 17 84 42 56 181 26 11 59 29 12 21.4 8 0.47 0.36
2006 0.21 0.59 0.49 0.43 17 101 75 49 230 33 7 63 27 7 14.3 3 0.18 0.34
2007 0.29 0.52 0.3 0.27 16 117 36 35 265 34 10 74 20 7 20 2 0.13 0.29
2008 0.45 0.59 0.52 0.42 13 130 72 67 332 33 15 76 32 6 9 4 0.31 0.29
2009 0.31 0.58 0.29 0.25 17 147 52 42 374 29 9 79 20 3 7.1 3 0.18 0.33
2010 0.57 0.52 0.32 0.3 11 158 73 50 425 30 17 80 24 8 16 6 0.55 0.3
2011 0.54 0.62 0.42 0.53 12 170 119 72 497 28 15 74 39 10 13.9 8 0.67 0.37
2012 0.91 0.68 0.43 0.67 10 180 56 77 574 23 21 69 46 6 7.8 2 0.2 0.36
2013 1.45 0.66 0.39 0.71 19 199 73 78 652 22 32 63 45 9 11.5 7 0.37 0.35
2014 0.55 0.67 0.31 0.49 15 214 175 67 719 29 16 69 34 9 13.4 6 0.4 0.34
2015 0.94 0.65 0.41 0.73 12 226 50 93 812 34 32 67 49 10 10.8 5 0.42 0.36
2016 0.89 0.64 0.27 0.54 8 234 39 63 875 27 24 68 37 4 6.3 1 0.13 0.34
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
12002Generalized Orthogonal GARCH. A Multivariate GARCH model. (2002). van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-02.

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186
22011Individual Expectations and Aggregate Macro Behavior. (2011). Massaro, Domenico ; Hommes, Cars ; Assenza, Tiziana ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-01.

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81
32014Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-05.

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74
42012Behavioral Heterogeneity in U.S. Inflation Dynamics. (2012). Massaro, Domenico ; Hommes, Cars ; Cornea-Madeira, Adriana. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:12-03.

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50
52010Positive expectations feedback experiments and number guessing games as models of financial markets. (2010). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-08.

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48
62000A Nonlinear Structural Model for Volatility Clustering. (2000). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-02.

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47
72000Bifurcation Routes to Volatility Clustering. (2000). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-04.

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37
82013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

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33
92014Identifying Booms and Busts in House Prices under Heterogeneous Expectations. (2014). van der Leij, Marco ; Demertzis, Maria ; Bolt, Wilko. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-13.

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32
102013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-19.

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27
112008Complex evolutionary systems in behavioral finance. (2008). Wagener, Florian ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-05.

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26
122014Managing Self-organization of Expectations through Monetary Policy: a Macro Experiment. (2014). Massaro, Domenico ; Hommes, Cars ; Heemeijer, P ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-07.

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26
132003Bifurcation Routes to Volatility Clustering under Evolutionary Learning. (2003). Wagener, Florian ; Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-03.

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23
142006Quantifying the Scope for Efficiency Defense in Merger Control: The Werden-Froeb-Index. (2006). Tuinstra, Jan ; Goppelsroeder, Marie ; Schinkel, M. P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-09.

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21
152001Evolutionary Dynamics in Financial Markets With Many Trader Types. (2001). Wagener, Florian ; Hommes, Cars ; Brock, W. H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-01.

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20
162003Heterogeneity as a natural source of randomness. (2003). Diks, Cees ; van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:03-05.

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20
172009Evolutionary Selection of Individual Expectations and Aggregate Outcomes. (2009). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-09.

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18
182006Wake me up before you GO-GARCH. (2006). van der Weide, Roy ; Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

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17
192001Modeling the stylized facts in finance through simple nonlinear adaptive systems. (2001). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:01-06.

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17
202002Expectations and Bubbles in Asset Pricing Experiments. (2002). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van De, H. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-05.

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17
212016Is the Market Really a Good Teacher?. (2016). Seppecher, Pascal ; Salle, Isabelle ; Lang, Dany. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-04.

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16
222005A nonlinear structural model for volatility clustering. (2005). Hommes, Cars ; Gaunersdorfer, A.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-02.

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15
232014Deleveraging crises and deep recessions: a behavioural approach. (2014). Seppecher, Pascal ; Salle, Isabelle. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-10.

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15
242014The formation of a core periphery structure in heterogeneous financial networks. (2014). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-04.

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14
252009Forward and Backward Dynamics in implicitly defined Overlapping Generations Models. (2009). Tramontana, Fabio ; Hommes, Cars ; Gardini, Laura ; de Vilder, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:09-02.

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14
262002Evolutionary dynamics in markets with many trader types. (2002). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-10.

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13
272016Managing Heterogeneous and Unanchored Expectations: A Monetary Policy Analysis. (2016). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-01.

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13
282007Evolution of Market Heuristics. (2007). Hommes, Cars ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:07-06.

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13
292011Bifurcations of Optimal Vector Fields. (2011). Wagener, Florian ; Kiseleva, Tatiana ; Wagener, F. O. O., . In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-05.

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12
302004Coordination of Expectations in Asset Pricing Experiments (Version March 2004). (2004). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; van de Velden, H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-02.

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12
312011On the stability of the Cournot equilibrium: An evolutionary approach. (2011). Tuinstra, Jan ; Hommes, Cars ; Ochea, M.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-10.

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11
322015Path Dependent Coordination of Expectations in Asset Pricing Experiments: a Behavioral Explanation. (2015). Hommes, Cars ; Pecora, N ; Agliari, A. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-05.

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11
332014Bubble Formation and (In)efficient Markets in Learning-to-Forecast and -Optimize Experiments. (2014). Makarewicz, Tomasz ; Hommes, Cars ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-01.

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11
342008Interest Rate Rules with Heterogeneous Expectations. (2008). Hommes, Cars ; Assenza, Tiziana ; Anufriev, Mikhail ; Massaro, D.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-08.

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11
352004A note on the Hiemstra-Jones test for Granger non-causality. (2004). Panchenko, Valentyn ; Diks, Cees. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-10.

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10
362005Behavioral Heterogeneity in Stock Prices. (2005). Hommes, Cars ; Boswijk, H. Peter ; Manzan, S.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:05-12.

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10
372015Monetary and Fiscal Policy Design at the Zero Lower Bound - Evidence from the Lab. (2015). Salle, Isabelle ; Massaro, Domenico ; Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-11.

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9
382010The Heterogeneous Expectations Hypothesis: Some Evidence from the Lab. (2010). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-06.

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9
392015Inflation Targeting and Liquidity Traps under Endogenous Credibility. (2015). Hommes, Cars ; Lustenhouwer, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-03.

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9
402000Financial Markets as Nonlinear Adaptive Evolutionary Systems. (2000). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:00-03.

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9
412008Positive expectations feedback experiments and number guessing games as models of financial markets. (2008). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-07.

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8
422006More hedging instruments may destabilize markets. (2006). Wagener, Florian ; Hommes, Cars ; Brock, William. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-12.

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8
432006Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation. (2006). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Heemeijer, P.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-05.

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8
441999The Instability of a Heterogeneous Cobweb economy: a Strategy Experiment on Expectation Formation. (1999). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; de Velden, van H.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-06.

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8
452015Critical Slowing Down as Early Warning Signals for Financial Crises?. (2015). Hommes, Cars ; Wang, J. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:15-04.

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8
462016The formation of a core periphery structure in heterogeneous financial networks. (2016). van der Leij, Marco ; Hommes, Cars ; In, D. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:16-07.

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8
472004Goodness-of-fit test for copulas. (2004). Panchenko, Valentyn. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:04-16.

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8
482011Learning, Forecasting and Optimizing: an Experimental Study. (2011). Hommes, Cars ; Duffy, John ; Bao, Te. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:11-08.

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8
491999Endogenous Fluctuations under Evolutionary Pressure in Cournot Competition. (1999). Tuinstra, Jan ; Hommes, Cars ; Droste, E.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:99-04.

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8
502014Persistence and volatility of Beveridge cycles. (2014). Sniekers, Florian. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-11.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Generalized Orthogonal GARCH. A Multivariate GARCH model. (2002). van der Weide, R.. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:02-02.

Full description at Econpapers || Download paper

23
22014Experiments on Expectations in Macroeconomics and Finance. (2014). Massaro, Domenico ; Hommes, Cars ; Bao, Te ; Assenza, T. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:14-05.

Full description at Econpapers || Download paper

18
32010Positive expectations feedback experiments and number guessing games as models of financial markets. (2010). Tuinstra, Jan ; Sonnemans, Joep. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:10-08.

Full description at Econpapers || Download paper

9
42006Wake me up before you GO-GARCH. (2006). van der Weide, Roy ; Boswijk, H. Peter. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:06-13.

Full description at Econpapers || Download paper

3
52013The impact of short-selling constraints on financial market stability in a heterogeneous agents model. (2013). Tuinstra, Jan ; Anufriev, Mikhail. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-01.

Full description at Econpapers || Download paper

3
62013Reflexivity, Expectations Feedback and Almost Self-fulfilling Equilibria: Economic Theory, Empirical Evidence and Laboratory Experiments. (2013). Hommes, Cars. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:13-19.

Full description at Econpapers || Download paper

2
72008The Hartwick rule as a conservation law. (2008). Heijnen, Pim. In: CeNDEF Working Papers. RePEc:ams:ndfwpp:08-11.

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