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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
13
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
2002 0 0.54 0.07 0 294 294 751 22 25 0 0 1 4.5 22 0.07 0.31
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
12002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

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90
22002Inflation Dynamics and International Linkages: A Model of the United States, the Euro Area and Japan. (2002). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:240.

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47
32002A New Class of Multivariate skew Densities, with Application to GARCH Models. (2002). Laurent, Sébastien ; Bauwens, Luc. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:5.

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42
42002Optimal Monetary Policy with Durable and Non-Durable Goods. (2002). Levin, Andrew ; Erceg, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:343.

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36
52002Too Much Too Soon: Instability and Indeterminacy with Forward-Looking Rules. (2002). Pearlman, Joseph ; Batini, Nicoletta. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:182.

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34
62002An Adaptive Model on Asset Pricing and Wealth Dynamics with Heterogeneous Trading Strategies. (2002). He, Xuezhong ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:135.

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28
72002Trade, Human Capital and Innovation: The Engines of European Regional Growth in the 1990s. (2002). Tondl, Gabriele. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:237.

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24
82002Assessing Non-Linear Structures in Real Exchange Rates Using Recurrence Plot Strategies. (2002). Belaire-Franch, Jorge ; Contreras, Dulce ; Tordera-Lledo, Lorena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:239.

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23
92002All that I have to say will already have crossed your mind. (2002). Rosser, Barkley ; Koppl, Roger. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:185.

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21
102002The Impact of Macroeconomic Uncertainty on Bank Lending Behavior. (2002). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:94.

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20
112002Spanish diffusion indexes. (2002). Camacho, Maximo ; Sancho, Israel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:276.

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19
122002The Brazilian Depression in the 1980s and 1990s. (2002). Teixeira, Arilton ; Gomes, Victor ; Ellery, Roberto ; Mirta N. S. Bugarin, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:338.

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17
132002Are Capital Markets Efficient? Evidence from the Term Structure of Interest Rates in Europe. (2002). Richter, Christian ; Hughes Hallett, Andrew. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:3.

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14
142002A simple microstructure model of double auction markets. (2002). Iori, Giulia ; Chiarella, Carl. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:44.

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13
15Macroeconomic consequences of pension reforms in Europe:. (2002). Touzé, Vincent ; le garrec, gilles ; le cacheux, jacques ; Juillard, Michel ; Chateau, Jean ; Legarrec, G. ; Aglietta, M. ; Fayolle, J.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:216.

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13
162002Monetary Policy Credibility and the Unemployment-Inflation Tradeoff: Some Evidence from Seventeen OECD Countries. (2002). Laxton, Douglas ; NiDiaye, Papa. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:364.

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11
172002A branch and bound algorithm for computing the best subset regression models. (2002). Kontoghiorghes, Erricos ; Gatu, Cristian . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:294.

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11
182002New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case. (2002). Spataro, Luca. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:109.

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10
192002A minimal noise trader model with realistic time series. (2002). Lux, Thomas ; Alfarano, Simone. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:317.

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10
202002Monetary Policy, Asset Prices, and Misspecification: the robust approach to bubbles with model uncertainty. (2002). von zur Muehlen, Peter ; Tetlow, Robert. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:335.

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9
212002How Well Do Alternative Time-Varying Parameter Models of the NAIRU Help Policymakers Forecast Unemployment and Inflation in the OECD Countries?. (2002). Laxton, Douglas ; Juillard, Michel ; Boone, Laurence ; Papa N'Diaye, ; Papa N'Diaye, . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:359.

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9
222002Inflation Targeting and Nominal Income Growth Targeting: When and Why Are They Suboptimal?. (2002). Kim, Jinill ; Henderson, Dale. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:59.

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9
232002The Joint Dynamics of Networks and Knowledge. (2002). Zimmermann, Jean-Benoit ; jonard, nicolas ; Cowan, Robin. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:354.

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9
242002Adaptive Polar Sampling. (2002). van Dijk, Herman ; Bos, Charles ; Bauwens, Luc ; VAN OEST, Rutger D.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:307.

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7
252002Genetic Learning and the Stylized Facts of Foreign Exchange Markets. (2002). Lux, Thomas ; Schornstein, Sascha. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:22.

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7
262002On the Determination of the Number of Regimes in Markov-Switching Autoregressive Models. (2002). Spagnolo, Nicola ; Psaradakis, Zacharias. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:83.

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6
272002Optimal Monetary Policy When Interest Rates are Bounded at Zero. (2002). Nishiyama, Shin-Ichi ; Kato, Ryo. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:8.

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6
282002Time Varying Uncertainty and the Credit Channel. (2002). Salyer, Kevin ; Lee, Gabriel. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:137.

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6
292002Risky Habits and the Marginal Propensity to Consume Out Of Permanent Income. (2002). Carroll, Christopher. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:42.

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6
302002Time series evidence of international output convergence in Mercosur. (2002). Tamarit, Cecilio ; Camarero, Mariam ; Flres, R.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:87.

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6
312002Agent Based Cournot Games. (2002). Riechmann, Thomas. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:86.

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6
322002Traders’ long-run wealth in an artificial financial market. (2002). Raberto, Marco ; Marchesi, Michele ; Cincotti, Silvano ; FOCARDI, SERGIO M.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:301.

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6
332002The Portfolio Frontier with Higher Moments: The Undiscovered Country. (2002). Athayde, Gustavo ; Flores, Renato G.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:209.

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6
342002Capacity Dynamics and Endogenous Asymmetries in Firm Size. (2002). Besanko, David ; Doraszelski, Ulrich. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:196.

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5
352002Comparing the Accuracy of Density Forecasts from Competing Models. (2002). Valente, Giorgio ; Sarno, Lucio. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:223.

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5
362002An empirical model of volatility of returns and option pricing. (2002). McCauley, Joseph ; Gunaratne, G. H.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:186.

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5
372002Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2002). Winker, Peter ; Gilli, Manfred. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:314.

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5
382002Co-Evolution of Firms and Consumers and the Implications for Market Dominance. (2002). Harrington, Joseph ; Chang, Myong-Hun. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:234.

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5
392002Optimal Capital-Labor Taxes under Uncertainty and Limits on Debt. (2002). Yakadina, Irina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:329.

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5
402002Detecting shift-contagion in currency and bond markets. (2002). Morley, James ; Gravelle, Toni ; Kichian, Maral. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:58.

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5
412002Computer Testbeds and Mechanism Design. (2002). Ledyard, John ; Arifovic, Jasmina. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:262.

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5
422002Networks and Farsighted Stability. (2002). Wooders, Myrna ; Page, Frank ; Kamat, Samir. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:370.

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5
432002Household Risk Management and Optimal Mortgage Choice. (2002). Campbell, John ; Cocco, Joao F.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:47.

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4
442002Inflation Persistence and Flexible Prices. (2002). Kydland, Finn ; Gavin, William ; Dittmar, Robert . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:190.

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4
452002The Role of Information in an Electronic Trade Network. (2002). Amman, Hans ; Alkemade, F. ; La Poutre, J. A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:376.

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4
462002Social Percolation and Self-Organized Criticality. (2002). Solomon, Sorin ; Stauffer, Dietrich ; Weisbuch, Gerard. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:203.

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4
472002Merton-style option pricing under regime switching. (2002). Sola, Martin ; Kenc, Turalay ; Driffill, Edward. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:304.

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4
482002interpolation with a large information set. (2002). Marcellino, Massimiliano ; Henry, Jerome ; Angelini, Elena. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:72.

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4
492002Using Dynamic Programming with Adaptive Grid Scheme to Solve Nonlinear Dynamic Models in Economics. (2002). Semmler, Willi ; Gruene, Lars . In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:99.

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4
502002Financial Market in the Laboratory. (2002). Morone, Andrea. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:151.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12002Probability distribution of returns in the Heston model with stochastic volatility. (2002). Yakovenko, Victor ; Dragulescu, A.. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:127.

Full description at Econpapers || Download paper

18
22002New Tools in Micromodeling Retirement Decisions: Overview and Applications to the Italian Case. (2002). Spataro, Luca. In: Computing in Economics and Finance 2002. RePEc:sce:scecf2:109.

Full description at Econpapers || Download paper

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