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Citation Profile [Updated: 2024-06-27 10:45:44]
5 Years H Index
10
Impact Factor (IF)
0.04
5 Years IF
0.06
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
1992 0 0.13 0 0 3 3 0 0 0 0 0 0 0.09
1993 0 0.17 0.03 0 28 31 20 1 1 3 3 1 100 1 0.04 0.1
1994 0.03 0.17 0.04 0.03 19 50 3 2 3 31 1 31 1 2 100 1 0.05 0.08
1995 0.06 0.23 0.05 0.06 26 76 38 4 7 47 3 50 3 4 100 0 0.13
1996 0.04 0.25 0.09 0.08 25 101 29 9 16 45 2 76 6 4 44.4 3 0.12 0.14
1997 0.08 0.28 0.08 0.06 27 128 58 10 26 51 4 101 6 5 50 4 0.15 0.15
1998 0.29 0.32 0.14 0.14 33 161 39 22 48 52 15 125 18 6 27.3 4 0.12 0.18
1999 0.25 0.39 0.13 0.16 34 195 74 25 73 60 15 130 21 12 48 1 0.03 0.26
2000 0.22 0.54 0.09 0.11 32 227 18 20 93 67 15 145 16 8 40 2 0.06 0.25
2001 0.14 0.49 0.14 0.14 29 256 73 35 128 66 9 151 21 7 20 5 0.17 0.28
2002 0.08 0.54 0.06 0.08 11 267 17 16 144 61 5 155 13 3 18.8 0 0.31
2003 0.1 0.53 0.09 0.12 16 283 18 25 170 40 4 139 16 9 36 2 0.13 0.3
2004 0.22 0.6 0.1 0.13 17 300 32 31 201 27 6 122 16 7 22.6 2 0.12 0.36
2005 0.09 0.6 0.07 0.12 11 311 9 22 223 33 3 105 13 1 4.5 0 0.37
2006 0.21 0.59 0.09 0.14 19 330 15 29 252 28 6 84 12 5 17.2 3 0.16 0.34
2007 0.1 0.52 0.05 0.11 18 348 7 16 268 30 3 74 8 3 18.8 2 0.11 0.29
2008 0.08 0.59 0.08 0.12 26 374 19 30 298 37 3 81 10 6 20 3 0.12 0.29
2009 0.02 0.59 0.06 0.1 23 397 22 24 322 44 1 91 9 3 12.5 1 0.04 0.33
2010 0.04 0.52 0.06 0.07 26 423 42 26 348 49 2 97 7 3 11.5 2 0.08 0.3
2011 0.1 0.61 0.06 0.06 28 451 39 26 375 49 5 112 7 2 7.7 1 0.04 0.37
2012 0.33 0.68 0.08 0.17 20 471 22 39 414 54 18 121 20 1 2.6 1 0.05 0.36
2013 0.17 0.66 0.07 0.2 32 503 34 35 449 48 8 123 24 7 20 3 0.09 0.35
2014 0.19 0.67 0.07 0.18 23 526 13 39 488 52 10 129 23 3 7.7 0 0.34
2015 0.15 0.66 0.06 0.14 22 548 28 32 521 55 8 129 18 3 9.4 0 0.36
2016 0.09 0.64 0.04 0.06 14 562 6 25 546 45 4 125 8 4 16 1 0.07 0.34
2017 0.25 0.62 0.08 0.2 19 581 7 48 594 36 9 111 22 8 16.7 1 0.05 0.35
2018 0.12 0.61 0.05 0.16 5 586 3 28 622 33 4 110 18 2 7.1 0 0.35
2019 0.13 0.62 0.02 0.07 16 602 1 12 634 24 3 83 6 1 8.3 0 0.36
2020 0.05 0.71 0.03 0.04 10 612 0 16 650 21 1 76 3 1 6.3 0 0.75
2021 0.04 0.97 0.05 0.02 9 621 0 28 679 26 1 64 1 1 3.6 0 0.4
2022 0.05 0.72 0.03 0.03 14 635 2 18 697 19 1 59 2 0 1 0.07 0.23
2023 0.04 0.62 0.02 0.06 14 649 0 12 709 23 1 54 3 3 25 1 0.07 0.2
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
11999Labor contracts and flexibility : evidence from a labor markt reform in Spain. (1999). Alonso-Borrego, César ; Aguirregabiria, Victor. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6302.

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37
22001Outliers and conditional autoregressive heteroscedasticity in time series. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010704.

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25
31995Investigating the relationship between gold and silver prices. (1995). Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4517.

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22
41997Threshold unit root models. (1997). Gonzalez-Rozada, Martin ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6214.

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18
51999On the asymptotic theory of subsampling. (1999). Wolf, Michael ; Politis, Dimitris N ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6334.

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17
62001Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415.

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16
72010First passage of a Markov additive process and generalized Jordan chains. (2010). D'Auria, Bernardo ; Kella, Offer ; Mandjes, Michel ; Ivanovs, Jevgenijs . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103923.

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13
82015A Directional Multivariate Value at Risk. (2015). Laniado, Henry ; Lillo, Rosa E. ; Torres, Raul. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1501.

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11
92011Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015.

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11
101996Nonlinear cointegration and nonlinear error correction. (1996). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4546.

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10
112010Exponential conditional volatility models. (2010). Harvey, Andrew. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103620.

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10
122013Predictability of stock market activity using Google search queries. (2013). Veiga, Helena ; Ramos, Sofia ; Latoeiro, Pedro . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130605.

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9
132001GMM estimation of a production function with panel data : an application to Spanish manufacturing firms. (2001). Sánchez-Mangas, Rocío ; Alonso-Borrego, César ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws015527.

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9
142009Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505.

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9
152004Econometric modelling for short-term inflation forecasting in the EMU.. (2004). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws034309.

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9
161995Comovements in large systems. (1995). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:5825.

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9
172003Generalized spectral tests for the martingale difference hypothesis. (2003). Velasco, Carlos ; Escanciano, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws035312.

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8
182008Measuring financial risk : comparison of alternative procedures to estimate VaR and ES. (2008). Ruiz, Esther ; Nieto, Maria Rosa . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws087326.

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8
192004Variance changes detection in multivariate time series. (2004). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws041305.

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8
201997Nonlinear cointegration with mixing errors. (1997). Escribano, Alvaro ; Mira, Santiago . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6204.

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7
211993Cointegration and common factors. (1993). Escribano, Alvaro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3680.

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7
222002Estimation methods for stochastic volatility models: a survey. (2002). Ruiz, Esther ; Broto, Carmen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws025414.

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7
232001Forecasting inflation in the european monetary union: a disaggregated approach by countries and by sectors. (2001). Espasa, Antoni ; Albacete, R. ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws013723.

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7
241999Subsampling intervals in autoregressive models with linear time trend. (1999). Wolf, Michael ; Romano, Joseph P. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6400.

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7
252010A semiparametric Bayesian approach to the analysis of financial time series with applications to value at risk estimation. (2010). Galeano, Pedro ; Ausin, Concepcion ; Ghosh, Pulak. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws103822.

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7
262006Modelling long-memory volatilities with leverage effect: ALMSV versus FIEGARCH. (2006). Veiga, Helena ; Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws066016.

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7
272012Portfolio selection through and extremality stochastic order. (2012). Pellerey, Franco ; Lillo, Rosa E. ; Romo, Juan ; Laniado, Henry. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws121812.

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6
281998The correlogram of a long memory process plus a simple noise. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:9820.

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6
291996A systematic framework for analyzing the dynamic effects of permanent and transitory shocks. (1996). Ng, Serena ; Gonzalo, Jesus. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6203.

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6
301997Improved testing and specification of smooth transition regression models. (1997). Jorda, Oscar ; Escribano, Alvaro. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6218.

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6
312002Forecasting monthly us consumer price indexes through a disaggregated I(2) analysis. (2002). Poncela, Pilar ; Espasa, Antoni ; Senra, E.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws020301.

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6
322011Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws111914.

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6
332001Is stochastic volatility more flexible than garch?. (2001). Ruiz, Esther ; Carnero, M. Angeles ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws010805.

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5
342008The effect of short-selling of the aggregation of information in an experimental asset market. (2008). Vorsatz, Marc ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws083808.

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5
352002Pseudo-maximum likelihood estimation of a dynamic structural investment model. (2002). Sánchez-Mangas, Rocío ; Sanchez-Mangas, Rocio . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws026218.

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5
362009Comparing univariate and multivariate models to forecast portfolio value-at-risk. (2009). Santos, Andre ; Ruiz, Esther ; Andre A. P., ; Nogales, Francisco J.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws097222.

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5
371997On the properties of the Dickey-Pantula test against fractional alternatives. (1997). Dolado, Juan ; Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4549.

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5
381996Automatic modelling of daily series of economic activity. (1996). Espasa, Antoni ; Cancelo, Jose Ramon ; Revuelta, Manuel J. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:3356.

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5
392004Stochastic volatility models and the Taylor effect. (2004). Ruiz, Esther ; Mora-Galan, Alberto ; Perez, Ana . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws046315.

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5
401997Estimating Binary choice models from cohort data. (1997). Collado, Dolores M. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:6225.

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5
412010Multivariate extremality measure. (2010). Laniado, Henry ; Lillo, Rosa E. ; Romo, Juan. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws101908.

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5
422012More is not always better : back to the Kalman filter in dynamic factor models. (2012). Ruiz, Esther ; Poncela, Pilar. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws122317.

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5
431998Searching for fractional evidence using combined unit root tests. (1998). Marmol, Francesc . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10613.

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5
441996P-values for non-standard distributions with an application to the DF test. (1996). Gonzalo, Jesus ; Adda, Jerome. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:4541.

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5
452005Forecasting inflation in the euro area using monthly time series models and quarterly econometric models. (2005). Espasa, Antoni ; Albacete, Rebeca . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws050401.

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4
462011Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws113426.

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4
472000A well conditioned estimator for large dimensional covariance matrices. (2000). Wolf, Michael ; Ledoit, Olivier. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10087.

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4
482013Lasso variable selection in functional regression. (2013). Romo, Juan ; Lillo, Rosa E. ; Mingotti, Nicola . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws131413.

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4
491997ECM tests for cointegration in a single equation framework. (1997). Mestre, Ricardo ; Dolado, Juan ; Banerjee, Anindya. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:10607.

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4
502013Correlations between oil and stock markets : a wavelet-based approach. (2013). Veiga, Helena ; Ramos, Sofia ; Martin-Barragan, Belen. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws130504.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Multivariate analysis in vector time series. (2001). Galeano, Pedro ; Pea, Daniel. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws012415.

Full description at Econpapers || Download paper

2
22011Improving quality assessment of composite indicators in university rankings: a case study of French and German universities of excellence. (2011). Benito, Monica ; Romera, Rosario . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws112015.

Full description at Econpapers || Download paper

2
32008The effect of short-selling of the aggregation of information in an experimental asset market. (2008). Vorsatz, Marc ; Veiga, Helena. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws083808.

Full description at Econpapers || Download paper

2
42009Small area estimation on poverty indicators. (2009). Molina, Isabel ; J. N. K. Rao, . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws091505.

Full description at Econpapers || Download paper

2
52011Compound Markov counting processes and their applications to modeling infinitesimally over-dispersed systems. (2011). Breto, Carles ; Ionides, Edward L.. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws111914.

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2
Citing documents used to compute impact factor: 1
YearTitle
2023Economic activity and C02 emissions in Spain. (2023). Ortega, Esther Ruiz ; Poncela, Maria Pilar ; de Juan, Aranzazu. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:37975.

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Recent citations
Recent citations received in 2022

YearCiting document
2022Literature review of experimental asset markets with insiders. (2022). Merl, Robert. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:33:y:2022:i:c:s2214635021001404.

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