EMF Research Papers / Economic Modelling and Forecasting Group
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
8
Impact Factor (IF)
0
5 Years IF
0.55
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 | |
| 2013 | 0 | 0.66 | 0.2 | 0 | 5 | 5 | 13 | 1 | 1 | 0 | 0 | 1 | 100 | 1 | 0.2 | 0.35 | ||
| 2014 | 1.4 | 0.67 | 1 | 1.4 | 2 | 7 | 2 | 7 | 8 | 5 | 7 | 5 | 7 | 1 | 14.3 | 0 | 0.34 | |
| 2015 | 0.29 | 0.65 | 0.25 | 0.29 | 1 | 8 | 0 | 2 | 10 | 7 | 2 | 7 | 2 | 0 | 0 | 0.36 | ||
| 2016 | 0 | 0.64 | 0.31 | 0.25 | 5 | 13 | 17 | 3 | 14 | 3 | 8 | 2 | 0 | 1 | 0.2 | 0.34 | ||
| 2017 | 0.33 | 0.62 | 0.19 | 0.15 | 3 | 16 | 23 | 3 | 17 | 6 | 2 | 13 | 2 | 0 | 1 | 0.33 | 0.35 | |
| 2018 | 0.75 | 0.61 | 0.5 | 0.44 | 2 | 18 | 8 | 7 | 26 | 8 | 6 | 16 | 7 | 0 | 0 | 0.34 | ||
| 2019 | 2.6 | 0.62 | 0.9 | 1.08 | 13 | 31 | 65 | 27 | 54 | 5 | 13 | 13 | 14 | 4 | 14.8 | 13 | 1 | 0.36 |
| 2020 | 1.07 | 0.7 | 0.97 | 1.13 | 7 | 38 | 27 | 37 | 91 | 15 | 16 | 24 | 27 | 2 | 5.4 | 5 | 0.71 | 0.74 |
| 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 | 2019 | Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galv̮̣o, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22. Full description at Econpapers || Download paper | 19 |
| 2 | 2016 | News and Uncertainty Shocks. (2016). Galv̮̣o, Ana ; Cascaldi-Garcia, Danilo ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:12. Full description at Econpapers || Download paper | 16 |
| 3 | 2017 | News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15. Full description at Econpapers || Download paper | 15 |
| 4 | 2020 | Structural Scenario Analysis with SVARs. (2020). Petrella, Ivan ; Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: EMF Research Papers. RePEc:wrk:wrkemf:32. Full description at Econpapers || Download paper | 13 |
| 5 | 2019 | Time-varying Price Flexibility and Inflation Dynamics. (2019). Petrella, Ivan ; Simonsen, Lasse P ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:28. Full description at Econpapers || Download paper | 12 |
| 6 | 2019 | Forecasting with Unknown Unknowns: Censoring and Fat Tails on the Bank of Englands Monetary Policy Committee. (2019). Mitchell, James ; Weale, Martin. In: EMF Research Papers. RePEc:wrk:wrkemf:27. Full description at Econpapers || Download paper | 10 |
| 7 | 2020 | Modelling and Forecasting Macroeconomic Downside Risk. (2020). Petrella, Ivan ; Delle Monache, Davide ; De-Polis, Andrea ; Delle-Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:34. Full description at Econpapers || Download paper | 9 |
| 8 | 2018 | Risk Premia and Seasonality in Commodity Futures. (2018). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino. In: EMF Research Papers. RePEc:wrk:wrkemf:18. Full description at Econpapers || Download paper | 8 |
| 9 | 2019 | Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19. Full description at Econpapers || Download paper | 7 |
| 10 | 2019 | Communicating Data Uncertainty: Experimental Evidence for U.K. GDP. (2019). Galv̮̣o, Ana ; Runge, Johnny ; Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:30. Full description at Econpapers || Download paper | 6 |
| 11 | 2013 | A Nonlinear Panel Data Model of Cross-Sectional Dependence. (2013). shin, yongcheol ; Mitchell, James ; Kapetanios, George. In: EMF Research Papers. RePEc:wrk:wrkemf:03. Full description at Econpapers || Download paper | 6 |
| 12 | 2019 | Measuring Data Uncertainty : An Application using the Bank of Englandââ¬â¢s ââ¬ÅFan Chartsââ¬Â for Historical GDP Growth. (2019). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:24. Full description at Econpapers || Download paper | 5 |
| 13 | 2017 | Gibrats Law and Quantile Regressions: an Application to Firm Growth. (2017). Santoro, Emiliano ; Petrella, Ivan ; Distante, Roberta. In: EMF Research Papers. RePEc:wrk:wrkemf:16. Full description at Econpapers || Download paper | 5 |
| 14 | 2019 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20. Full description at Econpapers || Download paper | 4 |
| 15 | 2017 | Monetary Policy with Sectoral Trade-offs. (2017). Petrella, Ivan ; Rossi, Rafaelle ; Santoro, Emilio . In: EMF Research Papers. RePEc:wrk:wrkemf:14. Full description at Econpapers || Download paper | 4 |
| 16 | 2019 | Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23. Full description at Econpapers || Download paper | 4 |
| 17 | 2013 | Generalised Density Forecast Combinations. (2013). Price, Simon ; Mitchell, James ; Kapetanios, George ; Fawcett, Nicholas. In: EMF Research Papers. RePEc:wrk:wrkemf:05. Full description at Econpapers || Download paper | 4 |
| 18 | 2014 | Probability Forecasting for Inflation Warnings from the Federal Reserve. (2014). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:07. Full description at Econpapers || Download paper | 3 |
| 19 | 2020 | Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37. Full description at Econpapers || Download paper | 3 |
| 20 | 2013 | The Recalibrated and Copula Opinion Pools. (2013). Mitchell, James. In: EMF Research Papers. RePEc:wrk:wrkemf:02. Full description at Econpapers || Download paper | 2 |
| 21 | 2020 | Density Forecasting with BVAR Models under Macroeconomic Data Uncertainty. (2020). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:36. Full description at Econpapers || Download paper | 2 |
| 22 | 2013 | Economic Sentiment, International Interdependence and Output Dynamics in the G7. (2013). Shields, Kalvinder ; Lee, Kevin ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:04. Full description at Econpapers || Download paper | 2 |
| 23 | 2019 | Leverage and Deepening Business Cycle Skewness. (2019). Ravn, SÃÆøren Hove ; Petrella, Ivan ; Jensen, Henrik ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:21. Full description at Econpapers || Download paper | 2 |
| 24 | 2019 | Measuring the Effects of Expectations Shocks. (2019). Clements, Michael ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:31. Full description at Econpapers || Download paper | 2 |
| 25 | 2016 | A comprehensive evaluation of macroeconomic forecasting methods. (2016). Galv̮̣o, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz ; Kapetanios, George. In: EMF Research Papers. RePEc:wrk:wrkemf:10. Full description at Econpapers || Download paper | 1 |
| 26 | 2016 | Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13. Full description at Econpapers || Download paper | 1 |
| 27 | 2018 | Credit Conditions and the Effects of Economic Shocks: Amplifications and Asymmetries. (2018). Marcellino, Massimiliano ; Galv̮̣o, Ana ; Carriero, Andrea ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:17. Full description at Econpapers || Download paper | 1 |
| 28 | 2019 | Bank Assets, Liquidity and Credit Cycles. (2019). Petrella, Ivan ; Lubello, Federico ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:26. Full description at Econpapers || Download paper | 1 |
| 29 | 2020 | Forecasting Low Frequency Macroeconomic Events with High Frequency Data. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:38. Full description at Econpapers || Download paper | 1 |
| 30 | 2019 | Not all Terms of Trade Shocks are Alike. (2019). Petrella, Ivan ; Juvenal, Luciana. In: EMF Research Papers. RePEc:wrk:wrkemf:25. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Communicating uncertainty about facts, numbers, and science. (2019). Mitchell, James ; Galv̮̣o, Ana ; Spiegelhalter, David J ; Galvao, Ana Beatriz ; van der Liden, Sander ; van der Bles, Anne Marthe. In: EMF Research Papers. RePEc:wrk:wrkemf:22. Full description at Econpapers || Download paper | 9 |
| 2 | 2018 | Risk Premia and Seasonality in Commodity Futures. (2018). Sola, Martin ; Petrella, Ivan ; Hevia, Constantino. In: EMF Research Papers. RePEc:wrk:wrkemf:18. Full description at Econpapers || Download paper | 4 |
| 3 | 2019 | Efficient Matrix Approach for Classical Inference in State Space Models. (2019). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:19. Full description at Econpapers || Download paper | 3 |
| 4 | 2020 | Modelling and Forecasting Macroeconomic Downside Risk. (2020). Petrella, Ivan ; Delle Monache, Davide ; De-Polis, Andrea ; Delle-Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:34. Full description at Econpapers || Download paper | 3 |
| 5 | 2019 | Commodity Prices and Inflation Risk. (2019). Petrella, Ivan ; Garratt, Anthony. In: EMF Research Papers. RePEc:wrk:wrkemf:23. Full description at Econpapers || Download paper | 3 |
| 6 | 2017 | News Shocks and the Slope of the Term Structure of Interest Rates : Comment. (2017). Cascaldi-Garcia, Danilo. In: EMF Research Papers. RePEc:wrk:wrkemf:15. Full description at Econpapers || Download paper | 3 |
| 7 | 2019 | Time-varying Price Flexibility and Inflation Dynamics. (2019). Petrella, Ivan ; Simonsen, Lasse P ; Santoro, Emiliano. In: EMF Research Papers. RePEc:wrk:wrkemf:28. Full description at Econpapers || Download paper | 2 |
| 8 | 2020 | Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37. Full description at Econpapers || Download paper | 2 |
| 9 | 2019 | Regional Output Growth in the United Kingdom: More Timely and Higher Frequency Estimates, 1970-2017. (2019). Mitchell, James ; McIntyre, Stuart ; Koop, Gary ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:20. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Whoââ¬â¢s afraid of euro area monetary tightening? CESEE shouldnââ¬â¢t. (2020). Moder, Isabella ; Schuler, Tobias ; Geis, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20202416. Full description at Econpapers || Download paper | |
| 2020 | Can systemic risk measures predict economic shocks? Evidence from China. (2020). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin. In: China Economic Review. RePEc:eee:chieco:v:64:y:2020:i:c:s1043951x20301541. Full description at Econpapers || Download paper | |
| 2020 | Shock-Dependent Exchange Rate Pass-Through: Evidence Based on a Narrative Sign Approach. (2020). Zhang, Ren ; Wynne, Mark A. In: Globalization Institute Working Papers. RePEc:fip:feddgw:87486. Full description at Econpapers || Download paper | |
| 2020 | Monetary Policy Strategies and Tools: Financial Stability Considerations. (2020). Prescott, Edward ; Klee, Elizabeth ; Wood, Paul R ; Goldberg, Jonathan E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-74. Full description at Econpapers || Download paper | |
| 2020 | Uncertain Identification. (2020). Volpicella, Alessio ; Kitagawa, Toru ; Giacomini, Raffaella. In: CeMMAP working papers. RePEc:ifs:cemmap:33/20. Full description at Econpapers || Download paper |
10 most frequent citing series