Computing in Economics and Finance 2003 / Society for Computational Economics
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
19
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2003 | 0 | 0.53 | 0.29 | 0 | 228 | 228 | 1637 | 66 | 75 | 0 | 0 | 4 | 6.1 | 66 | 0.29 | 0.3 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2003 | Robust Monetary Policy with Competing Reference Models. (2003). Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:291. Full description at Econpapers || Download paper | 224 |
| 2 | 2003 | The Zero-Interest-Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan. (2003). Wieland, Volker ; Coenen, GÃÆünter. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:138. Full description at Econpapers || Download paper | 139 |
| 3 | 2003 | Credit Contagion and Aggregate Losses. (2003). Weber, Stefan ; Giesecke, Kay . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:246. Full description at Econpapers || Download paper | 109 |
| 4 | 2003 | Calculating and Using Second Order Accurate Solution of Discrete Time Dynamic Equilibrium Models. (2003). Sims, Christopher ; Kim, Sunghyun. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:162. Full description at Econpapers || Download paper | 92 |
| 5 | 2003 | Public and Private Information in Monetary Policy Models. (2003). Shin, Hyun Song ; Amato, Jeffery D.. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:38. Full description at Econpapers || Download paper | 82 |
| 6 | 2003 | Is Inflation Persistence Intrinsic in Industrial Economies?. (2003). Piger, Jeremy ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:298. Full description at Econpapers || Download paper | 70 |
| 7 | 2003 | The Generalized Dynamic Factor Model: One-Sided Estimation and Forecasting. (2003). Hallin, Marc ; Forni, Mario. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:143. Full description at Econpapers || Download paper | 65 |
| 8 | 2003 | Persistence, the Transmission Mechanism and Robust Monetary Policy. (2003). Smets, Frank ; Coenen, GÃÆünter ; Angeloni, Ignazio. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:137. Full description at Econpapers || Download paper | 61 |
| 9 | 2003 | Endogenous Price Stickiness, Trend Inflation, and the New Keynesian Phillips Curve. (2003). Burriel, Pablo ; Bakhshi, Hasan. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:12. Full description at Econpapers || Download paper | 47 |
| 10 | 2003 | Endogenous Nontradability and Macroeconomic Implications. (2003). Glick, Reuven ; Bergin, Paul. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:106. Full description at Econpapers || Download paper | 42 |
| 11 | 2003 | Schellings Spatial Proximity Model of Segregation Revisited. (2003). Vriend, Nicolaas ; Pancs, Romans. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:63. Full description at Econpapers || Download paper | 38 |
| 12 | 2003 | Did the Great Inflation Occur Despite Policymaker Commitment to a Taylor Rule?. (2003). Eusepi, Stefano ; Bullard, James. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:129. Full description at Econpapers || Download paper | 27 |
| 13 | 2003 | Evolving Post-World War II U.K. Economic Performance. (2003). Benati, Luca. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:171. Full description at Econpapers || Download paper | 24 |
| 14 | 2003 | Optimal Monetary Policy with Imperfect Common Knowledge. (2003). Adam, Klaus. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:263. Full description at Econpapers || Download paper | 23 |
| 15 | 2003 | Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?. (2003). Whelan, Karl ; Rudd, Jeremy . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:181. Full description at Econpapers || Download paper | 23 |
| 16 | 2003 | The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence. (2003). McCracken, Michael ; Clark, Todd. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:183. Full description at Econpapers || Download paper | 22 |
| 17 | 2003 | Does Exchange Rate Risk Matter for Welfare?. (2003). Bergin, Paul ; Tchakarov, Ivan. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:61. Full description at Econpapers || Download paper | 21 |
| 18 | 2003 | Structural Breaks in Inflation Dynamics. (2003). Benati, Luca ; Kapetanios, George. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:169. Full description at Econpapers || Download paper | 20 |
| 19 | 2003 | Parameter Uncertainty and the Central Banks Objective Function. (2003). Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:215. Full description at Econpapers || Download paper | 19 |
| 20 | 2003 | Habit Formation and the Persistence of Monetary Shocks. (2003). Cardia, Emanuela ; Bouakez, Hafedh. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:72. Full description at Econpapers || Download paper | 18 |
| 21 | 2003 | The Beveridge Curve, Job Creation, and the Propagation of Shocks. (2003). Fujita, Shigeru . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:273. Full description at Econpapers || Download paper | 18 |
| 22 | 2003 | Macroeconomics and the Yield Curve. (2003). Wu, Tao ; Rudebusch, Glenn. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:206. Full description at Econpapers || Download paper | 18 |
| 23 | 2003 | Alternative Sources of the Lag Dynamics of Inflation. (2003). Tinsley, Peter ; Kozicki, Sharon. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:92. Full description at Econpapers || Download paper | 18 |
| 24 | 2003 | The Multi-Fractal Model of Asset Returns:Its Estimation via GMM and Its Use for Volatility Forecasting. (2003). Lux, Thomas. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:14. Full description at Econpapers || Download paper | 17 |
| 25 | 2003 | Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation. (2003). Kim, Sunghyun. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:259. Full description at Econpapers || Download paper | 17 |
| 26 | 2003 | Complex Dynamics and Financial Fragility in an Agent Based Model.. (2003). giulioni, gianfranco ; Gallegati, Mauro. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:86. Full description at Econpapers || Download paper | 16 |
| 27 | 2003 | Structural Factor-Augmented VAR (SFAVAR). (2003). Milani, Fabio ; Belviso, Francesco. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:278. Full description at Econpapers || Download paper | 14 |
| 28 | 2003 | Aggregate Uncertainty, Individual Uncertainty and the Housing Market. (2003). Peterson, Brian. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:178. Full description at Econpapers || Download paper | 14 |
| 29 | 2003 | Inflation Scares and Monetary Policy. (2003). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:125. Full description at Econpapers || Download paper | 14 |
| 30 | 2003 | Wavelet Estimation of Integrated Volatility. (2003). Lunde, Asger ; Hoeg, Esben. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:274. Full description at Econpapers || Download paper | 14 |
| 31 | 2003 | Evolution of Worker-Employer Networks and Behaviors Under Alternative Non-Employment Benefits: An Agent-Based Computational Study. (2003). Tesfatsion, Leigh ; Pingle, Mark. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:7. Full description at Econpapers || Download paper | 14 |
| 32 | 2003 | Structural Time-Series Models with Common Trends and Common Cycles. (2003). Schleicher, Christoph. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:108. Full description at Econpapers || Download paper | 13 |
| 33 | 2003 | Welfare effects of alternative pension reforms : Assessing the transition costs for French socio-occupational groups. (2003). Weitzenblum, Thomas ; Ḫ̩nin, Pierre-Yves ; Henin, Pierre-Yves . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:144. Full description at Econpapers || Download paper | 12 |
| 34 | 2003 | The Use of Simulations in Developing Robust Knowledge about Causal Processes: Methodological Considerations and an Application to Industrial Evolution. (2003). Murmann, Johann Peter ; Brenner, Thomas. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:66. Full description at Econpapers || Download paper | 12 |
| 35 | 2003 | Learning Dynamics and Endogenous Currency Crises. (2003). Kasa, Kenneth ; Cho, Inkoo. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:132. Full description at Econpapers || Download paper | 11 |
| 36 | 2003 | A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes. (2003). Deng, Yi. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:189. Full description at Econpapers || Download paper | 11 |
| 37 | 2003 | A Real Time Tax Smoothing Based Fiscal Policy Rule. (2003). Vahey, Shaun ; Loukoianova, Elena. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:118. Full description at Econpapers || Download paper | 11 |
| 38 | 2003 | The Monopolists Market with Discrete Choices and Network Externality Revisited: Small-Worlds, Phase Transition and Avalanches in an ACE Framework. (2003). Phan, Denis ; Pajot, Stephane ; Nadal, Jean-Pierre. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:150. Full description at Econpapers || Download paper | 10 |
| 39 | 2003 | Hedge Fund Classification using K-means Clustering Method. (2003). Das, Nandita. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:284. Full description at Econpapers || Download paper | 10 |
| 40 | 2003 | EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Bassanetti, Antonio ; Forno, Mario ; Altissimo, Filippo . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:242. Full description at Econpapers || Download paper | 10 |
| 41 | 2003 | Complex Dyanmics in a Simple Model of Economic Specialization. (2003). Lavezzi, Andrea. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:170. Full description at Econpapers || Download paper | 10 |
| 42 | 2003 | Competitive Convergence and Divergence: Capability and Position Dynamics. (2003). Langohr, Patricia. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:229. Full description at Econpapers || Download paper | 9 |
| 43 | 2003 | The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms. (2003). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:69. Full description at Econpapers || Download paper | 9 |
| 44 | 2003 | Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers. (2003). He, Xuezhong ; Chiarella, Carl ; Zhu, Peiyuan . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:31. Full description at Econpapers || Download paper | 8 |
| 45 | 2003 | Output gaps:theory versus practice. (2003). Wouters, Raf ; Smets, Frank. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:256. Full description at Econpapers || Download paper | 8 |
| 46 | 2003 | Kolmogorov-Wiener Filters for Finite Time Series. (2003). Schleicher, Christoph. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:109. Full description at Econpapers || Download paper | 8 |
| 47 | 2003 | Peer effects and selection effects in youth smoking. (2003). Krauth, Brian. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:222. Full description at Econpapers || Download paper | 8 |
| 48 | 2003 | the road to adopting the euro: monetary policy and exchange rate regimes in EU candidate countries. (2003). Ravenna, Federico ; Natalucci, Fabio. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:227. Full description at Econpapers || Download paper | 8 |
| 49 | 2003 | Monetary Fundamentals and Exchange Rate Dynamics Under Different Nominal Regimes. (2003). Wohar, Mark ; Sarno, Lucio. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:310. Full description at Econpapers || Download paper | 8 |
| 50 | 2003 | A Monte Carlo Method for the Normal Inverse Gaussian Option Valuation Model using an Inverse Gaussian Bridge. (2003). Ribeiro, Claudia ; Webber, Nick . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:5. Full description at Econpapers || Download paper | 7 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2003 | Robust Monetary Policy with Competing Reference Models. (2003). Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:291. Full description at Econpapers || Download paper | 12 |
| 2 | 2003 | The Zero-Interest-Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan. (2003). Wieland, Volker ; Coenen, GÃÆünter. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:138. Full description at Econpapers || Download paper | 4 |
| 3 | 2003 | Persistence, the Transmission Mechanism and Robust Monetary Policy. (2003). Smets, Frank ; Coenen, GÃÆünter ; Angeloni, Ignazio. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:137. Full description at Econpapers || Download paper | 3 |
| 4 | 2003 | Public and Private Information in Monetary Policy Models. (2003). Shin, Hyun Song ; Amato, Jeffery D.. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:38. Full description at Econpapers || Download paper | 2 |
| 5 | 2003 | Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation. (2003). Kim, Sunghyun. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:259. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series