Computing in Economics and Finance 2004 / Society for Computational Economics
Citation Profile [Updated: 2024-12-09 13:41:37]
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
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 | |
| 2004 | 0 | 0.6 | 0.26 | 0 | 273 | 273 | 1236 | 70 | 75 | 0 | 0 | 3 | 4.3 | 70 | 0.26 | 0.36 |
| 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 | 2004 | Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135. Full description at Econpapers || Download paper | 199 |
| 2 | 2004 | The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224. Full description at Econpapers || Download paper | 92 |
| 3 | 2004 | The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169. Full description at Econpapers || Download paper | 64 |
| 4 | 2004 | On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152. Full description at Econpapers || Download paper | 60 |
| 5 | 2004 | Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, GÃÆünter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65. Full description at Econpapers || Download paper | 50 |
| 6 | 2004 | Can Long-Run Restrictions Identify Technology Shocks?. (2004). Guerrieri, Luca ; Erceg, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:3. Full description at Econpapers || Download paper | 48 |
| 7 | 2004 | Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Dib, Ali ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125. Full description at Econpapers || Download paper | 44 |
| 8 | 2004 | State-Dependent or Time-Dependent Pricing: Does It Matter For Recent U.S. Inflation?. (2004). Kryvtsov, Oleksiy ; Klenow, Pete. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:277. Full description at Econpapers || Download paper | 36 |
| 9 | 2004 | Welfare Maximizing Monetary and Fiscal Policy Rules. (2004). Kollmann, Robert. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:102. Full description at Econpapers || Download paper | 34 |
| 10 | 2004 | Optimal Monetary Policy under Commitment with a Zero Bound on Nominal Interest Rates. (2004). Billi, Roberto ; Adam, Klaus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:67. Full description at Econpapers || Download paper | 30 |
| 11 | 2004 | Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89. Full description at Econpapers || Download paper | 30 |
| 12 | 2004 | Learning and Shifts in Long-Run Growth. (2004). Laubach, Thomas ; Edge, Rochelle . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:123. Full description at Econpapers || Download paper | 27 |
| 13 | 2004 | Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:108. Full description at Econpapers || Download paper | 25 |
| 14 | 2004 | The Dynamics of Plant-level Productivity in U.S. Manufacturing. (2004). White, T. Kirk ; Abraham, Arpad. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:332. Full description at Econpapers || Download paper | 23 |
| 15 | 2004 | Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325. Full description at Econpapers || Download paper | 22 |
| 16 | 2004 | A Search for a Structural Phillips Curve. (2004). Sbordone, Argia ; Cogley, Timothy. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:291. Full description at Econpapers || Download paper | 21 |
| 17 | 2004 | The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations. (2004). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:144. Full description at Econpapers || Download paper | 20 |
| 18 | 2004 | Why are long rates sensitive to monetary policy?. (2004). S̮̦derstr̮̦m, Ulf ; Ellingsen, Tore. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:31. Full description at Econpapers || Download paper | 19 |
| 19 | 2004 | Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements. (2004). Koopman, Siem Jan ; Jungbacker, Borus ; Hol, Eugenie . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:342. Full description at Econpapers || Download paper | 19 |
| 20 | 2004 | The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:172. Full description at Econpapers || Download paper | 19 |
| 21 | 2004 | Optimal Lag Structure Selection in VEC-Models. (2004). Winker, Peter ; Maringer, Dietmar . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:155. Full description at Econpapers || Download paper | 16 |
| 22 | 2004 | Are European business cycles close enough to be just one?. (2004). Perez Quiros, Gabriel ; Camacho, Maximo ; Perez-Quiros, Gabriel. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:16. Full description at Econpapers || Download paper | 15 |
| 23 | 2004 | Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2004). Hubrich, Kirstin. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:230. Full description at Econpapers || Download paper | 14 |
| 24 | 2004 | The New Keynesian Phillips Curve: An Empirical Assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian ; Richard, LUGER ; Alain, GUAY. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:212. Full description at Econpapers || Download paper | 14 |
| 25 | 2004 | Neighborhood models of minority opinion spreading. (2004). Tessone, C. J. ; Toral, R.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206. Full description at Econpapers || Download paper | 11 |
| 26 | 2004 | Market Dynamics and Stock Price Volatility. (2004). Rosser, Barkley ; Li, Honggang . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:91. Full description at Econpapers || Download paper | 10 |
| 27 | 2004 | Heterogeneous Investment Horizons in a Simple Asset Pricing Model. (2004). Bottazzi, Giulio ; Anoufriev, Mikhail. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:209. Full description at Econpapers || Download paper | 9 |
| 28 | 2004 | Strongly rational expectations equilibria with endogenous acquisition of information. (2004). Desgranges, Gabriel ; Heinemann, Maik . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:35. Full description at Econpapers || Download paper | 9 |
| 29 | 2004 | The effectiveness of Keynes-Tobin transaction taxes when heterogeneous agents can trade in different markets: A behavioral finance approach. (2004). Westerhoff, Frank. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:14. Full description at Econpapers || Download paper | 9 |
| 30 | 2004 | The short-run dynamics of optimal growth models with delays. (2004). Puch, Luis ; Licandro, Omar ; Collard, Fabrice. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:117. Full description at Econpapers || Download paper | 8 |
| 31 | 2004 | Habit formation and Interest-Rate Smoothing. (2004). Holly, Sean ; Corrado, Luisa. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:215. Full description at Econpapers || Download paper | 8 |
| 32 | 2004 | Practical guide to real options in discrete time. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:137. Full description at Econpapers || Download paper | 8 |
| 33 | 2004 | Monetary policy and the transition to rational expectations. (2004). Ferrero, Giuseppe. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:19. Full description at Econpapers || Download paper | 8 |
| 34 | 2004 | Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts. (2004). Benati, Luca. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:83. Full description at Econpapers || Download paper | 7 |
| 35 | 2004 | Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Kisselev, Kate ; Cavallo, Michele. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:62. Full description at Econpapers || Download paper | 7 |
| 36 | 2004 | Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach. (2004). Chen, Pu ; Chiarella, Carl. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:149. Full description at Econpapers || Download paper | 7 |
| 37 | 2004 | Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors. (2004). SADEFO, Jules. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:12. Full description at Econpapers || Download paper | 7 |
| 38 | 2004 | Robust Control: A Note on the Response of the Control to Changes in the. (2004). Rodriguez, Arnulfo . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:114. Full description at Econpapers || Download paper | 7 |
| 39 | 2004 | Keynesian Dynamics and the wage price spiral. A baseline disequilibrium approach. (2004). Chen, Pu ; Asada, T.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:262. Full description at Econpapers || Download paper | 7 |
| 40 | 2004 | Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131. Full description at Econpapers || Download paper | 7 |
| 41 | 2004 | Performance of Inflation Targeting Based on constant Interest Rate Projections. (2004). Mitra, Kaushik ; Honkapohja, Seppo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:130. Full description at Econpapers || Download paper | 6 |
| 42 | 2004 | Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design. (2004). Wieland, Volker ; Rustem, B. ; Zakovic, S.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:213. Full description at Econpapers || Download paper | 6 |
| 43 | 2004 | Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54. Full description at Econpapers || Download paper | 6 |
| 44 | 2004 | Financial Factors, Macroeconomic Information and the Expectations Theory of the Term Structure of Interest Rates. (2004). Kaminska, Iryna ; Favero, Carlo ; Carriero, Andrea. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:76. Full description at Econpapers || Download paper | 6 |
| 45 | 2004 | On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:217. Full description at Econpapers || Download paper | 6 |
| 46 | 2004 | Towards an Evolutionary Interpretation of Aggregate Labor Market Regularities. (2004). Gabriele, Roberto ; Fagiolo, Giorgio ; Dosi, Giovanni. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:84. Full description at Econpapers || Download paper | 6 |
| 47 | 2004 | Optimal monetary policy in a regime-switching economy. (2004). Zampolli, Fabrizio. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:166. Full description at Econpapers || Download paper | 6 |
| 48 | 2004 | Competition as a Coordination Device. (2004). Weimann, Joachim ; Riechmann, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:196. Full description at Econpapers || Download paper | 5 |
| 49 | 2004 | Inflation targeting. (2004). Dellas, Harris ; Collard, Fabrice. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:97. Full description at Econpapers || Download paper | 5 |
| 50 | 2004 | Inflation Dynamics in Seven Industrialised Open Economies. (2004). Batini, Nicoletta ; Banerjee, Ryan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:116. Full description at Econpapers || Download paper | 5 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2004 | Exchange Rate Pass-Through and the Inflation Environment in Industrialized Countries: An Empirical Investigation. (2004). Bailliu, Jeannine ; Fuji, Eiji. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:135. Full description at Econpapers || Download paper | 6 |
| 2 | 2004 | Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, GÃÆünter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65. Full description at Econpapers || Download paper | 4 |
| 3 | 2004 | Optimal Lag Structure Selection in VEC-Models. (2004). Winker, Peter ; Maringer, Dietmar . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:155. Full description at Econpapers || Download paper | 2 |
| 4 | 2004 | The New Keynesian Phillips Curve: An Empirical Assessment. (2004). Luger, Richard ; Guay, Alain ; Pelgrin, Florian ; Richard, LUGER ; Alain, GUAY. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:212. Full description at Econpapers || Download paper | 2 |
| 5 | 2004 | The second moments matter: The response of bank lending behavior to macroeconomic uncertainty. (2004). Ozkan, Neslihan ; Caglayan, Mustafa ; Baum, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:172. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series