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Computing in Economics and Finance 2003 / Society for Computational Economics

Citation Profile [Updated: 2025-11-20 18:08:17]
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
2003 0 0.53 0.29 0 228 228 1651 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
#YearTitleCited
12003Robust Monetary Policy with Competing Reference Models. (2003). Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:291.

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227
22003The Zero-Interest-Rate Bound and the Role of the Exchange Rate for Monetary Policy in Japan. (2003). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:138.

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139
32003Credit Contagion and Aggregate Losses. (2003). Weber, Stefan ; Giesecke, Kay. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:246.

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109
42003Calculating 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.

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93
52003Public 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.

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82
62003Is Inflation Persistence Intrinsic in Industrial Economies?. (2003). Piger, Jeremy ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:298.

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71
72003The 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.

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65
82003Persistence, the Transmission Mechanism and Robust Monetary Policy. (2003). Smets, Frank ; Coenen, Günter ; Angeloni, Ignazio. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:137.

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62
92003Endogenous 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.

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48
102003Endogenous Nontradability and Macroeconomic Implications. (2003). Glick, Reuven ; Bergin, Paul. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:106.

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43
112003Schellings Spatial Proximity Model of Segregation Revisited. (2003). Vriend, Nicolaas ; Pancs, Romans. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:63.

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38
122003Did 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.

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27
132003Evolving Post-World War II U.K. Economic Performance. (2003). Benati, Luca. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:171.

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24
142003Optimal Monetary Policy with Imperfect Common Knowledge. (2003). Adam, Klaus. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:263.

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23
152003Can Rational Expectations Sticky-Price Models Explain Inflation Dynamics?. (2003). Whelan, Karl ; Rudd, Jeremy. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:181.

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23
162003The 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.

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22
172003Does Exchange Rate Risk Matter for Welfare?. (2003). Bergin, Paul ; Tchakarov, Ivan. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:61.

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21
182003Structural Breaks in Inflation Dynamics. (2003). Kapetanios, George ; Benati, Luca. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:169.

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20
192003Parameter Uncertainty and the Central Banks Objective Function. (2003). Williams, John ; Levin, Andrew. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:215.

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19
202003The Beveridge Curve, Job Creation, and the Propagation of Shocks. (2003). Fujita, Shigeru. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:273.

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19
212003Alternative Sources of the Lag Dynamics of Inflation. (2003). Kozicki, Sharon. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:92.

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18
222003Habit Formation and the Persistence of Monetary Shocks. (2003). Cardia, Emanuela ; Bouakez, Hafedh. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:72.

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18
232003Macroeconomics and the Yield Curve. (2003). Wu, Tao ; Rudebusch, Glenn. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:206.

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18
242003Welfare Effects of Tax Policy in Open Economies: Stabilization and Cooperation. (2003). Kim, Sunghyun. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:259.

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17
252003The 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.

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17
262003Complex 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.

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16
272003Structural Factor-Augmented VAR (SFAVAR). (2003). Milani, Fabio ; Belviso, Francesco. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:278.

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14
282003Aggregate Uncertainty, Individual Uncertainty and the Housing Market. (2003). Peterson, Brian. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:178.

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14
292003Inflation Scares and Monetary Policy. (2003). Williams, John ; Orphanides, Athanasios. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:125.

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14
302003Wavelet Estimation of Integrated Volatility. (2003). Lunde, Asger ; Høg, Esben ; Hoeg, Esben. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:274.

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14
312003Evolution 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.

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14
322003Structural Time-Series Models with Common Trends and Common Cycles. (2003). Schleicher, Christoph. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:108.

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13
332003The 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.

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12
342003Welfare effects of alternative pension reforms : Assessing the transition costs for French socio-occupational groups. (2003). Weitzenblum, Thomas ; Hénin, Pierre-Yves ; Henin, Pierre-Yves. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:144.

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12
352003Learning Dynamics and Endogenous Currency Crises. (2003). Kasa, Kenneth ; Cho, Inkoo. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:132.

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11
362003A Dynamic Stochastic Analysis of International Patent Application and Renewal Processes. (2003). Deng, Yi. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:189.

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11
372003A Real Time Tax Smoothing Based Fiscal Policy Rule. (2003). Vahey, Shaun ; Loukoianova, Elena. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:118.

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11
382003Complex Dyanmics in a Simple Model of Economic Specialization. (2003). Lavezzi, Andrea. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:170.

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10
392003The 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.

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10
402003Hedge Fund Classification using K-means Clustering Method. (2003). Das, Nandita. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:284.

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10
412003Competitive Convergence and Divergence: Capability and Position Dynamics. (2003). Langohr, Patricia. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:229.

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10
422003EUROCOIN: A REAL TIME COINCIDENT INDICATOR OF THE EURO AREA BUSINESS CYCLE. (2003). Reichlin, Lucrezia ; Lippi, Marco ; Altissimo, Filippo ; Forno, Mario ; Bassanetti, Antonio. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:242.

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10
432003The 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.

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9
442003the 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.

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8
452003Fading Memory Learning in the Cobweb Model with Risk Averse Heterogeneous Producers. (2003). He, Xuezhong (Tony) ; Zhu, Peiyuan . In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:31.

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8
462003Output gaps:theory versus practice. (2003). Wouters, Raf ; Smets, Frank. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:256.

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8
472003Kolmogorov-Wiener Filters for Finite Time Series. (2003). Schleicher, Christoph. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:109.

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8
482003Peer effects and selection effects in youth smoking. (2003). Krauth, Brian. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:222.

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8
492003Valuing Path Dependent Options in the Variance-Gamma Model by Monte Carlo with a Gamma Bridge. (2003). Webber, Nick ; Ribeiro, Claudia. In: Computing in Economics and Finance 2003. RePEc:sce:scecf3:4.

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8
502003Monetary 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.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12003Robust 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

11
22003Welfare 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:
YearTitle
Recent citations