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Citation Profile [Updated: 2024-06-27 10:45:44]
5 Years H Index
12
Impact Factor (IF)
0.13
5 Years IF
0.14
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
2009 0 0.48 0.38 0 8 8 71 2 6 0 0 0 2 0.25 0.24
2010 1 0.49 0.56 1 8 16 66 8 15 8 8 8 8 1 12.5 0 0.21
2011 0.56 0.52 0.5 0.56 22 38 262 19 34 16 9 16 9 0 10 0.45 0.24
2012 0.9 0.52 0.89 0.89 9 47 37 39 76 30 27 38 34 1 2.6 1 0.11 0.22
2013 1.35 0.56 1 1.15 13 60 43 60 136 31 42 47 54 0 2 0.15 0.24
2014 0.23 0.55 0.88 0.77 4 64 14 54 192 22 5 60 46 0 4 1 0.23
2015 0.41 0.55 0.71 0.75 8 72 24 50 243 17 7 56 42 0 4 0.5 0.23
2016 0.17 0.53 0.54 0.52 8 80 17 43 286 12 2 56 29 1 2.3 0 0.21
2017 0.44 0.55 0.57 0.43 8 88 2 50 336 16 7 42 18 0 0 0.22
2018 0.25 0.56 0.35 0.24 14 102 5 36 372 16 4 41 10 1 2.8 1 0.07 0.24
2019 0.05 0.57 0.35 0.17 10 112 0 39 411 22 1 42 7 0 0 0.23
2020 0.04 0.69 0.33 0.17 11 123 8 41 452 24 1 48 8 0 0 0.33
2021 0.1 0.82 0.29 0.1 8 131 5 38 490 21 2 51 5 0 1 0.13 0.31
2022 0.32 0.89 0.38 0.16 8 139 1 53 543 19 6 51 8 0 1 0.13 0.27
2023 0.13 0.99 0.22 0.14 6 145 0 32 575 16 2 51 7 0 0 0.29
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
12011Evaluating Automatic Model Selection. (2011). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8.

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78
22011Noncausal Autoregressions for Economic Time Series. (2011). Saikkonen, Pentti ; Lanne, Markku. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2.

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69
32010The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Reed, W. ; Webb, Rachel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8.

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44
42011Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6.

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37
52009Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4.

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29
62011Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2.

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25
72013On Identifying Structural VAR Models via ARCH Effects. (2013). Yang, Minxian ; Milunovich, George ; George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5.

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21
82011Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2.

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21
92009Price Level Convergence, Purchasing Power Parity and Multiple Structural Breaks in Panel Data Analysis: An Application to U.S. Cities. (2009). Carrion-i-Silvestre, Josep ; Basher, Syed ; Josep Lluis Carrion-i-Silvestre, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:3.

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16
102012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). Pauwels, Laurent ; Chan, Felix. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3.

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12
112012Testing for Cointegration in the Presence of Moving Average Errors. (2012). Lence, Sergio ; Mallory, Mindy. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:2.

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12
122014Asymptotically Unbiased Estimation of Autocovariances and Autocorrelations with Panel Data in the Presence of Individual and Time Effects. (2014). Okui, Ryo. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:53:n:4.

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12
132011Forecasting Annual Inflation with Seasonal Monthly Data: Using Levels versus Logs of the Underlying Price Index. (2011). Xu, Fang ; Lütkepohl, Helmut ; Luetkepohl, Helmut . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:7.

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11
142009Asymptotics of the QMLE for Non-Linear ARCH Models. (2009). Rahbek, Anders ; Kristensen, Dennis. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:2.

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10
152013Asymptotic Theory for Regressions with Smoothly Changing Parameters. (2013). Medeiros, Marcelo ; Hillebrand, Eric ; Eric, Hillebrand ; Junyue, Xu ; Medeiros Marcelo C., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:133-162:n:3.

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10
162011HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11.

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9
172015Long Memory and Asymmetry for Matrix-Exponential Dynamic Correlation Processes. (2015). Asai, Manabu ; Manabu, Asai ; So Mike K. P., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:26:n:2.

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9
182016On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4.

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8
192009The KPSS Test Using Fixed-b Critical Values: Size and Power in Highly Autocorrelated Time Series. (2009). Vogelsang, Timothy ; Schmidt, Peter ; Amsler, Christine. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:5.

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8
202016A Note on the QMLE Limit Theory in the Non-stationary ARCH(1) Model. (2016). Stelios, Arvanitis ; Alexandros, Louka . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:1:p:21-39:n:3.

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8
212010Has the Volatility of U.S. Inflation Changed and How?. (2010). Proietti, Tommaso ; Grassi, Stefano. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:6.

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8
222020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yukai, Yang ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4.

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7
232015A Test of the Long Memory Hypothesis Based on Self-Similarity. (2015). Rambaccussing, Dooruj ; James, Davidson ; Dooruj, Rambaccussing . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:115-141:n:4.

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7
242020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yang, Yukai ; Ankargren, Sebastian ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:1.

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7
252011Some New Results for Threshold AR(1) Models. (2011). Knight, John ; Satchell, Stephen. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:2:n:1.

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7
262009Panel Unit Root Testing with Nonlinear Instruments for Infinite-Order Autoregressive Processes. (2009). Demetrescu, Matei. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:2:n:3.

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7
272015Constrained Hamiltonian Monte Carlo in BEKK GARCH with Targeting. (2015). Burda, Martin ; Martin, Burda . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:1:p:19:n:3.

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6
282011Costationarity of Locally Stationary Time Series. (2011). Cardinali, Alessandro ; Nason, Guy P.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:1.

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5
292012First Stage Estimation of Fractional Cointegration. (2012). Iacone, Fabrizio ; Hualde, Javier. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:2.

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5
302013Cycles, Syllogisms and Semantics: Examining the Idea of Spurious Cycles. (2013). Pollock, David ; Pollock D. S. G., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2013:i:1:p:81-102:n:2.

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5
312011Detecting Common Dynamics in Transitory Components. (2011). pagan, adrian ; Hurn, Stan ; Christensen, Timothy . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:3.

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4
322012Markov Breaks in Regression Models. (2012). Smith, Aaron. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:1:n:3.

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4
332010On Convergence of the QMLE for Misspecified GARCH Models. (2010). Lange, Theis ; Jensen, Anders Tolver . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:3.

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4
342011Nearly Efficient Likelihood Ratio Tests for Seasonal Unit Roots. (2011). Nielsen, Morten ; Jansson, Michael. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:5.

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4
352010A Nonlinear IV Likelihood-Based Rank Test for Multivariate Time Series and Long Panels. (2010). Miller, J.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:5.

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4
362013Asymptotic Behavior of Temporal Aggregates in the Frequency Domain. (2013). Tsai, Henghsiu ; Hassler, Uwe ; Henghsiu, Tsai . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:1:p:47-60:n:4.

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4
372010Signal Extraction Revision Variances as a Goodness-of-Fit Measure. (2010). McElroy, Tucker ; Wildi, Marc . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:4.

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3
382010Testing Unit Root Based on Partially Adaptive Estimation. (2010). Xiao, Zhijie ; Lima, Luiz. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:2.

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3
392018Sequential Testing with Uniformly Distributed Size. (2018). Anatolyev, Stanislav ; Grigory, Kosenok ; Stanislav, Anatolyev. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:3.

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3
402018Sequential Testing with Uniformly Distributed Size. (2018). Anatolyev, Stanislav ; Grigory, Kosenok ; Stanislav, Anatolyev. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:10:y:2018:i:2:p:22:n:2.

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3
412011Testing for a Deterministic Trend When There is Evidence of Unit Root. (2011). Ventosa-Santaulària, Daniel ; Gómez-Zaldívar, Manuel ; Ventosa-Santaulria, Daniel ; Gmez-Zaldvar, Manuel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:3.

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3
422017Testing for a Change in Mean under Fractional Integration. (2017). Leybourne, Stephen ; Iacone, Fabrizio ; Fabrizio, Iacone ; Taylor, Robert ; Stephen, Leybourne . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:9:y:2017:i:1:p:8:n:2.

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3
432012Bootstrap, Jackknife and COLS: Bias and Mean Squared Error in Estimation of Autoregressive Models. (2012). Phillips, Garry ; Liu-Evans, Gareth. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:1.

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3
442011Nonparametric Tests for Periodic Integration. (2011). Osborn, Denise ; del Barrio Castro, Tomás ; Tomás del Barrio Castro, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:4.

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3
452013A Covariate Residual-Based Cointegration Test Applied to the CDS-Bond Basis. (2013). Wu, Jason ; Aaron, Game . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:163-192:n:2.

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2
462014Optimal Signal Extraction with Correlated Components. (2014). McElroy, Tucker ; Maravall, Agustin ; Agustin, Maravall ; McElroy Tucker S., . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:6:y:2014:i:2:p:37:n:3.

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2
472021Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications. (2021). Manas, Tripathi ; Kumar, Inani Sarveshwar ; Saurabh, Kumar. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:43-71:n:3.

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2
482011Forecasting with Universal Approximators and a Learning Algorithm. (2011). Kock, Anders. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:3.

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2
492011On a Graphical Technique for Evaluating Some Rational Expectations Models. (2011). Johansen, Soren ; Swensen, Anders R.. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:9.

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2
502015Recursive Adjustment for General Deterministic Components and Improved Cointegration Rank Tests. (2015). Demetrescu, Matei ; Born, Benjamin ; Matei, Demetrescu . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:143-179:n:2.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12011Noncausal Autoregressions for Economic Time Series. (2011). Saikkonen, Pentti ; Lanne, Markku. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:3:n:2.

Full description at Econpapers || Download paper

12
22011Evaluating Automatic Model Selection. (2011). Hendry, David ; Doornik, Jurgen ; Castle, Jennifer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:8.

Full description at Econpapers || Download paper

10
32010The PCSE Estimator is Good -- Just Not As Good As You Think. (2010). Reed, W. ; Webb, Rachel . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2010:i:1:n:8.

Full description at Econpapers || Download paper

8
42009Selecting Instrumental Variables in a Data Rich Environment. (2009). Ng, Serena ; Bai, Jushan. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:1:y:2009:i:1:n:4.

Full description at Econpapers || Download paper

8
52011Econometric Modelling of Time Series with Outlying Observations. (2011). Mizon, Grayham ; Hendry, David. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:6.

Full description at Econpapers || Download paper

5
62020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yukai, Yang ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:4.

Full description at Econpapers || Download paper

4
72020A Flexible Mixed-Frequency Vector Autoregression with a Steady-State Prior. (2020). Yang, Yukai ; Ankargren, Sebastian ; Mns, Unosson ; Sebastian, Ankargren. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:2:p:41:n:1.

Full description at Econpapers || Download paper

4
82012Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect. (2012). Pauwels, Laurent ; Chan, Felix. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3.

Full description at Econpapers || Download paper

2
92011Estimation and Inference in Time Series with Omitted I(1) Variables. (2011). Everaert, Gerdie. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:2:y:2011:i:2:n:2.

Full description at Econpapers || Download paper

2
102011Consideration of Trends in Time Series. (2011). White, Halbert ; Granger, Clive ; Clive W. J. Granger, . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:2.

Full description at Econpapers || Download paper

2
112013On Identifying Structural VAR Models via ARCH Effects. (2013). Yang, Minxian ; Milunovich, George ; George, Milunovich ; Minxian, Yang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:5:y:2013:i:2:p:117-131:n:5.

Full description at Econpapers || Download paper

2
122011HYBRID GARCH Models and Intra-Daily Return Periodicity. (2011). Ghysels, Eric ; Chen, Xilong ; Wang, Fangfang. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:3:y:2011:i:1:n:11.

Full description at Econpapers || Download paper

2
132015A Test of the Long Memory Hypothesis Based on Self-Similarity. (2015). Rambaccussing, Dooruj ; James, Davidson ; Dooruj, Rambaccussing . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:7:y:2015:i:2:p:115-141:n:4.

Full description at Econpapers || Download paper

2
142021Exchange Rate Forecasting Using Ensemble Modeling for Better Policy Implications. (2021). Manas, Tripathi ; Kumar, Inani Sarveshwar ; Saurabh, Kumar. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:13:y:2021:i:1:p:43-71:n:3.

Full description at Econpapers || Download paper

2
152016On the Univariate Representation of BEKK Models with Common Factors. (2016). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain ; Franz, Palm ; Sebastien, Laurent . In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:8:y:2016:i:2:p:91-113:n:4.

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2
Citing documents used to compute impact factor: 2
YearTitle
2023Generating discrete dynamical system equations from input–output data using neural network identification models. (2023). Maroli, John M. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:235:y:2023:i:c:s0951832023001138.

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2023Financial stability considerations in the conduct of monetary policy. (2023). Dieckelmann, Daniel ; Bochmann, Paul ; Ruzicka, Josef ; Fahr, Stephan. In: Working Paper Series. RePEc:ecb:ecbwps:20232870.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2022

YearCiting document
2022Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Brooks, Robert ; Mohsen, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187.

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Recent citations received in 2021

YearCiting document
2021Spatial crude oil production divergence and crude oil price behaviour in the United States. (2021). Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:232:y:2021:i:c:s0360544221012822.

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Recent citations received in 2020

YearCiting document