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Computing in Economics and Finance 2004 / 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
2004 0 0.6 0.25 0 273 273 1238 69 74 0 0 3 4.3 69 0.25 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
#YearTitleCited
12004Exchange 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.

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199
22004The magnitude and Cyclical Behavior of Financial Market Frictions. (2004). Swanson, Eric ; Levin, Andrew. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:224.

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92
32004The Great Depression and the Friedman-Schwartz Hypothesis. (2004). Christiano, Lawrence ; Motto, Roberto. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:169.

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65
42004On the Indeterminacy of New-Keynesian Economics. (2004). Farmer, Roger ; Beyer, Andreas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:152.

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60
52004Exchange Rate Policy and the Zero Bound on Nominal Interest Rates. (2004). Wieland, Volker ; Coenen, Günter. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:65.

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50
62004Can Long-Run Restrictions Identify Technology Shocks?. (2004). Guerrieri, Luca ; Erceg, Christopher. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:3.

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48
72004Optimal Taylor Rules in an Estimated Model of a Small Open Economy. (2004). Rebei, Nooman ; Ambler, Steven. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:125.

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44
82004State-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.

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36
92004Welfare Maximizing Monetary and Fiscal Policy Rules. (2004). Kollmann, Robert. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:102.

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34
102004Optimal 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.

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30
112004Empirical Calibration of Simulation Models. (2004). Werker, Claudia ; Brenner, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:89.

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30
122004Learning and Shifts in Long-Run Growth. (2004). Laubach, Thomas ; Edge, Rochelle. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:123.

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27
132004Inflation Targeting and Nonlinear Policy Rules: the Case of Asymmetric Preferences. (2004). Surico, Paolo. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:108.

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25
142004The 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.

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23
152004Monetary and Fiscal Policy Switching. (2004). Leeper, Eric ; Davig, Troy ; Chung, Hess. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:325.

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22
162004A Search for a Structural Phillips Curve. (2004). Sbordone, Argia ; Cogley, Timothy. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:291.

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21
172004Why are long rates sensitive to monetary policy?. (2004). Söderström, Ulf ; Ellingsen, Tore. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:31.

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20
182004The 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.

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20
192004Forecasting daily variability of the S\&P 100 stock index using historical, realised and implied volatility measurements. (2004). Koopman, Siem Jan ; Hol, Eugenie ; Jungbacker, Borus. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:342.

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19
202004The 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.

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19
212004Optimal Lag Structure Selection in VEC-Models. (2004). Winker, Peter ; Maringer, Dietmar. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:155.

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16
222004Are 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.

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15
232004Forecasting 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.

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14
242004The New Keynesian Phillips Curve: An Empirical Assessment. (2004). Luger, Richard ; Guay, Alain ; Richard, Luger ; Alain, Guay ; Pelgrin, Florian. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:212.

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14
252004Neighborhood models of minority opinion spreading. (2004). Toral, R. ; Tessone, C. J.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:206.

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11
262004Market Dynamics and Stock Price Volatility. (2004). Li, Honggang. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:91.

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10
272004The 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.

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9
282004Heterogeneous Investment Horizons in a Simple Asset Pricing Model. (2004). Bottazzi, Giulio ; Anoufriev, Mikhail. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:209.

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9
292004Strongly rational expectations equilibria with endogenous acquisition of information. (2004). Desgranges, Gabriel ; Heinemann, Maik. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:35.

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9
302004Practical guide to real options in discrete time. (2004). Boyarchenko, Svetlana ; Levendorskiy, Sergey. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:137.

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8
312004Monetary policy and the transition to rational expectations. (2004). Ferrero, Giuseppe. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:19.

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8
322004The 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.

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8
332004Habit formation and Interest-Rate Smoothing. (2004). Holly, Sean ; Corrado, Luisa. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:215.

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8
342004Value-at-Risk and Expected Shortfall for Quadratic Portfolio of Securities with Mixture of Elliptic Distribution Risk Factors. (2004). SADEFO KAMDEM, Jules. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:12.

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7
352004Robust 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.

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7
362004Keynesian 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.

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7
372004Data Uncertainty in General Equilibrium. (2004). Aruoba, S. Boragan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:131.

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7
382004Monetary Rules, Indeterminacy, and the Business-Cycle Stylised Facts. (2004). Benati, Luca. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:83.

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7
392004Exchange rate overshooting and the costs of floating. (2004). Roubini, Nouriel ; Cavallo, Michele ; Kisselev, Kate . In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:62.

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7
402004Keynesian Dynamics and the Wage-Price Spiral:Estimating a Baseline Disequilibrium Approach. (2004). Chen, Pu. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:149.

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7
412004Stochastic Optimisation and Worst Case Analysis in Monetary Policy Design. (2004). Wieland, Volker ; Zakovic, S. ; Rustem, B.. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:213.

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6
422004Uncovered interest parity tests and exchange rate expectations. (2004). Marey, Philip. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:54.

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6
432004Financial 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.

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6
442004On Learning Equilibria. (2004). Wagener, Florian ; Tuinstra, Jan. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:217.

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6
452004Towards 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.

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6
462004Optimal monetary policy in a regime-switching economy. (2004). Zampolli, Fabrizio. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:166.

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6
472004Performance 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.

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6
482004A Specification Search Algorithm for Cointegrated Systems. (2004). Mycielski, Jerzy ; Kurcewicz, Michal. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:321.

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5
492004Competition as a Coordination Device. (2004). Weimann, Joachim ; Riechmann, Thomas. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:196.

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5
502004Inflation targeting. (2004). Dellas, Harris ; Collard, Fabrice. In: Computing in Economics and Finance 2004. RePEc:sce:scecf4:97.

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5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12004Exchange 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

2
22004The 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:
YearTitle
Recent citations