Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
7
Impact Factor (IF)
0.27
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 0.58 0.33 0 9 9 41 2 3 0 0 0 2 0.22 0.33
2010 0 0.52 0.06 0 7 16 22 1 4 9 9 0 1 0.14 0.3
2011 0.19 0.62 0.24 0.19 5 21 1 5 9 16 3 16 3 0 0 0.37
2012 0.42 0.68 0.36 0.29 4 25 5 9 18 12 5 21 6 0 0 0.36
2013 0 0.66 0.32 0.32 3 28 7 9 27 9 25 8 0 0 0.35
2014 0.43 0.67 0.53 0.54 8 36 35 19 46 7 3 28 15 3 15.8 4 0.5 0.34
2015 0.82 0.65 0.41 0.44 8 44 9 18 64 11 9 27 12 1 5.6 2 0.25 0.36
2016 0.25 0.64 0.14 0.14 13 57 18 8 72 16 4 28 4 1 12.5 1 0.08 0.34
2017 0.1 0.62 0.19 0.25 10 67 6 13 85 21 2 36 9 1 7.7 0 0.35
2018 0.13 0.61 0.23 0.33 10 77 2 18 103 23 3 42 14 1 5.6 1 0.1 0.34
2019 0.05 0.62 0.09 0.14 12 89 6 8 111 20 1 49 7 0 0 0.36
2020 0.09 0.7 0.1 0.08 4 93 1 9 120 22 2 53 4 0 0 0.74
2021 0.13 0.95 0.21 0.12 1 94 7 20 140 16 2 49 6 0 1 1 0.39
2022 0.2 0.69 0.1 0.16 10 104 5 10 150 5 1 37 6 1 10 0 0.22
2023 0.27 0.59 0.13 0.14 2 106 0 14 164 11 3 37 5 0 0 0.18
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
12009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

Full description at Econpapers || Download paper

30
22014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414.

Full description at Econpapers || Download paper

24
32016Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4516.

Full description at Econpapers || Download paper

11
42010Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network. (2010). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:1410.

Full description at Econpapers || Download paper

10
52021Algorithmic Collusion: Insights from Deep Learning. (2021). Hettich, Matthias. In: CQE Working Papers. RePEc:cqe:wpaper:9421.

Full description at Econpapers || Download paper

8
62013Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered. (2013). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:2713.

Full description at Econpapers || Download paper

7
72009Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. (2009). Wilfling, Bernd ; Bohl, Martin T. ; Salm, Christian A.. In: CQE Working Papers. RePEc:cqe:wpaper:0609.

Full description at Econpapers || Download paper

7
82016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

6
92010Demand Matters: German Wheat Market Integration 1806-1855 in a European Context. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1110.

Full description at Econpapers || Download paper

5
102015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. (2015). Gross, Christian ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3915.

Full description at Econpapers || Download paper

5
112010Consumer prices and wages in Germany, 1500 - 1850. (2010). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:1510.

Full description at Econpapers || Download paper

5
122012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2312.

Full description at Econpapers || Download paper

5
132014Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214.

Full description at Econpapers || Download paper

4
142014Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914.

Full description at Econpapers || Download paper

4
152015Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?. (2015). Bohl, Martin T ; Adammer, Philipp . In: CQE Working Papers. RePEc:cqe:wpaper:4415.

Full description at Econpapers || Download paper

3
162009Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets. (2009). Siklos, Pierre ; Bohl, Martin T. ; Schuppli, Michael . In: CQE Working Papers. RePEc:cqe:wpaper:0709.

Full description at Econpapers || Download paper

2
172010The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market. (2010). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:1210.

Full description at Econpapers || Download paper

2
182019An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:8619.

Full description at Econpapers || Download paper

2
192014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

Full description at Econpapers || Download paper

2
202017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

Full description at Econpapers || Download paper

2
212022Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322.

Full description at Econpapers || Download paper

2
222017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217.

Full description at Econpapers || Download paper

2
232022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

Full description at Econpapers || Download paper

2
242017Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach. (2017). Trede, Mark ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:6617.

Full description at Econpapers || Download paper

1
252011Estimating Continuous-Time Income Models. (2011). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:1811.

Full description at Econpapers || Download paper

1
262019Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin . In: CQE Working Papers. RePEc:cqe:wpaper:8919.

Full description at Econpapers || Download paper

1
272016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116.

Full description at Econpapers || Download paper

1
282019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

Full description at Econpapers || Download paper

1
292022Grain Futures Trading During the Interwar Period: Introducing a New Dataset and Evidence. (2022). Siklos, Pierre L ; Puetz, Alexander . In: CQE Working Papers. RePEc:cqe:wpaper:9522.

Full description at Econpapers || Download paper

1
302015Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315.

Full description at Econpapers || Download paper

1
312017Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517.

Full description at Econpapers || Download paper

1
322011Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. (2011). Wilfling, Bernd ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:1711.

Full description at Econpapers || Download paper

1
332018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

Full description at Econpapers || Download paper

1
342013Kings law and food storage in Saxony, c. 1790-1830. (2013). Uebele, Martin ; Kopsidis, Michael ; Grunebaum, Tim . In: CQE Working Papers. RePEc:cqe:wpaper:2613.

Full description at Econpapers || Download paper

1
352009A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada. (2009). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:0509.

Full description at Econpapers || Download paper

1
362010Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1610.

Full description at Econpapers || Download paper

1
372019The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2019). Mutschler, Willi ; Ivashchenko, Sergey. In: CQE Working Papers. RePEc:cqe:wpaper:8319.

Full description at Econpapers || Download paper

1
382016Explosive earnings dynamics: Whoever has will be given more. (2016). Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:4716.

Full description at Econpapers || Download paper

1
392018Randomized Quasi Sequential Markov Chain Monte Carlo². (2018). Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:7018.

Full description at Econpapers || Download paper

1
402012From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. (2012). Bohl, Martin ; Kaufmann, Philipp ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2412.

Full description at Econpapers || Download paper

1
412020Age-Specific Entrepreneurship and PAYG Public Pensions in Germany. (2020). Heer, Burkhard ; Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:9120.

Full description at Econpapers || Download paper

1
422015The Case of Herding ist Stronger than You Think. (2015). Trede, Mark ; Branger, Nicole ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3715.

Full description at Econpapers || Download paper

1
432009International and National Wheat Market Integration in the 19th Century: A Comovement Analysis. (2009). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:0409.

Full description at Econpapers || Download paper

1
442019Long Memory Conditional Heteroscedasticity in Count Data. (2019). Stapper, Manuel ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:8219.

Full description at Econpapers || Download paper

1
452014Markets with Technological Progress: Pricing Quality, and Novelty. (2014). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:3014.

Full description at Econpapers || Download paper

1
462022Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022.

Full description at Econpapers || Download paper

1
472018Human Capital, Growth, and Asset Prices. (2018). Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:6918.

Full description at Econpapers || Download paper

1
482020Urban population in Germany, 1500 - 1850. (2020). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:9020.

Full description at Econpapers || Download paper

1
492014The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. (2014). Siklos, Pierre ; Diesteldorf, Jeanne ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3614.

Full description at Econpapers || Download paper

1
502009Identification of speculative bubbles using state-space models with Markov-switching. (2009). Wilfling, Bernd ; Al-Anaswah, Nael . In: CQE Working Papers. RePEc:cqe:wpaper:0309.

Full description at Econpapers || Download paper

1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Algorithmic Collusion: Insights from Deep Learning. (2021). Hettich, Matthias. In: CQE Working Papers. RePEc:cqe:wpaper:9421.

Full description at Econpapers || Download paper

7
22016Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4516.

Full description at Econpapers || Download paper

6
32009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

Full description at Econpapers || Download paper

3
42022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

Full description at Econpapers || Download paper

2
52016New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016.

Full description at Econpapers || Download paper

2
62014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414.

Full description at Econpapers || Download paper

2
72022Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 3
YearTitle
2023Not all ECB meetings are created equal. (2023). Tillmann, Peter ; Kandemir, Sinem. In: MAGKS Papers on Economics. RePEc:mar:magkse:202312.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Stock Volatility Prediction Based on Transformer Model Using Mixed-Frequency Data. (2023). Liu, Yujiang ; Zhang, Xulong ; Leng, Wan ; Zhou, Lichun ; Tang, Lihua ; Jiang, Guilin ; Gui, Zhaozhong. In: Papers. RePEc:arx:papers:2309.16196.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2022

YearCiting document

Recent citations received in 2021

YearCiting document
2021Algorithmic and human collusion. (2021). Werner, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:372.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document