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Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico

Citation Profile [Updated: 2025-06-12 13:54:01]
5 Years H Index
5
Impact Factor (IF)
0
5 Years IF
0.37
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
1993 0 0.17 0.06 0 17 17 0 1 1 0 0 1 100 1 0.06 0.1
1994 0 0.16 0 0 10 27 0 1 17 17 0 0 0.08
2001 0 0.49 0 0 11 38 0 1 0 0 0 0 0.28
2002 0 0.54 0 0 28 66 0 1 11 11 0 0 0.31
2003 0 0.53 0 0 11 77 3 1 39 39 0 0 0.3
2004 0 0.59 0.01 0.02 13 90 0 1 2 39 50 1 0 0 0.36
2005 0 0.61 0 0 13 103 1 2 24 63 0 0 0.37
2006 0 0.59 0 0 4 107 0 2 26 76 0 0 0.34
2009 0 0.59 0 0 19 126 8 3 0 30 0 0 0.33
2010 0.05 0.52 0.02 0.03 4 130 0 2 5 19 1 36 1 2 100 0 0.3
2011 0.3 0.62 0.07 0.26 39 169 6 12 17 23 7 27 7 12 100 1 0.03 0.37
2012 0 0.68 0.01 0.02 30 199 2 1 18 43 62 1 1 100 0 0.36
2013 0.01 0.66 0.02 0.01 39 238 4 4 22 69 1 92 1 2 50 1 0.03 0.35
2014 0 0.67 0 0 32 270 1 22 69 131 0 0 0.34
2015 0 0.66 0 0 20 290 0 1 23 71 144 0 0 0.36
2016 0 0.64 0.01 0.02 23 313 0 3 26 52 160 3 1 33.3 0 0.35
2017 0 0.62 0 0 21 334 0 1 27 43 144 0 0 0.34
2018 0 0.61 0 0.01 28 362 4 1 28 44 135 1 0 0 0.35
2019 0.04 0.62 0.01 0.02 35 397 29 4 32 49 2 124 2 2 50 2 0.06 0.36
2020 0.02 0.7 0 0.01 4 401 5 2 34 63 1 127 1 0 0 0.74
2021 0.08 0.96 0.02 0.04 10 411 6 9 43 39 3 111 4 1 11.1 1 0.1 0.39
2022 0.14 0.7 0 0.02 5 416 0 2 45 14 2 98 2 0 0 0.22
2023 0.13 0.54 0.02 0.09 6 422 0 8 53 15 2 82 7 0 0 0.17
2024 0 0.54 0.07 0.37 4 426 1 28 81 11 60 22 0 1 0.25 0.21
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
12009The Ten Commandments for Managing Value-at-Risk Under the Basel II Accord. (2009). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0912.

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7
22009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0910.

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7
32020Wage inequality and poverty effects of lockdown and social distancing in Europe. (2020). Sebastian, Raquel ; Rodríguez, Juan ; PALOMINO, JUAN. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2003.

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6
42019Long-term swings and seasonality in energy markets. (2019). Novales, Alfonso ; Moreno, Manuel ; Platania, Federico. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1929.

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5
52019CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1908.

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5
62011Risk Management of Precious Metals. (2011). Hammoudeh, Shawkat ; McAleer, Michael ; Malik, Farooq. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1104.

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4
72019Modelling the relationship between crude oil and agricultural commodity prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1911.

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3
82018 Contagion spillovers between sovereign and financial European sector from a Delta CoVaR approach. (2018). Ojea Ferreiro, Javier. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1812.

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3
92021COVID-19 restrictions in the US: wage vulnerability by education, race and gender. (2021). Sebastian, Raquel ; Rodríguez, Juan ; PALOMINO, JUAN ; Gambau, Borja. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2108.

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3
102019The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures. (2019). GUPTA, RANGAN ; Asai, Manabu ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1912.

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3
112019News-driven housing booms: Spain vs. Germany. (2019). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1932.

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3
122024Labor reallocation effects of furlought schemes: evidence from two recessions in Spain. (2024). Wellschmied, Felix ; Dolado, Juan ; Díaz, Antonia ; Jez, Alvaro ; Daz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2401.

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2
132003Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003). Pérez-Amaral, Teodosio ; Gallo, Giampiero ; Perez-Amaral, Teodosio ; White, Halbert. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0309.

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2
142003Trade Shoks and Aggregate Fluctuations in an Oil-Exporting Economy. (2003). Puch, Luis ; Saez, Francisco J. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0301.

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2
152019Corporate Financial Distress of Industry Level Listings in an Emerging Market. (2019). Vo, Duc ; Pham, Trung Vu-Thanh ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1909.

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2
162005Fast estimation methods for time series models in state-space form. (2005). Jerez, Miguel ; Garcia-Hiernaux, Alfredo ; Carro, Jose Casals. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0504.

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2
172019Financial inclusion and macroeconomic stability in emerging and frontier markets. (2019). Vo, Duc ; McAleer, Michael ; Van, Loan Thi-Hong. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1901.

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2
182011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1101.

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1
192019Splitting credit risk into systemic, sectorial and idiosyncratic components. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1930.

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1
202013Optimal time-consistent fiscal policy in an endogenous growth economy with public consumption and capital. (2013). ruiz, jesus ; perez, rafaela ; Novales, Alfonso ; Andujar, Jesus Ruiz ; Cinca, Alfonso Novales. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1323.

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1
212018Long Run Returns Predictability and Volatility with Moving Averages. (2018). Ilomäki, Jukka ; Chang, Chia-Lin ; McAleer, Michael ; Ilomaki, Jukka ; Laurila, Hannu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1825.

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1
222019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. (2019). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1917.

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1
232012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1210.

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1
242021Bank Credit Risk Events and Peers’ Equity Value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2106.

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1
252014Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; Allen, David ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1416.

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1
262019Energy consumption and economic growth: Evidence from Vietnam. (2019). Vo, Duc ; Nguyen, Minh ; Ngoc, Bui ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1910.

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1
272013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1321.

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1
282022Housing Prices and Credit Constraints in Competitive Search. (2022). Jerez, Belén ; Díaz, Antonia ; Rincon-Zapatero, Juan P ; Diaz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2205.

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1
292018“Generalized Measures of Correlation for Asymmetry, Nonlinearity, and Beyond”: Comment. (2018). Allen, David ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1823.

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1
302019Size, Internationalization and University Rankings: Evaluating and predicting Times Higher Education (THE) data for Japan. (2019). Watkins, Clinton ; Nakamura, Tamotsu ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1915.

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1
312011Currency Hedging Strategies Using Dynamic Multivariate GARCH. (2011). Jimenez-Martin, Juan ; Chang, Chia-Lin ; Gonzalez-Serrano, Lydia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1133.

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1
322021Digital divides across consumers of internet services in Spain using panel data 2007-2019. Narrowing or not?. (2021). Valarezo Unda, Angel ; Muoz, Teresa Garin ; Amaral, Teodosio Perez ; Zorzano, Rafael Lopez. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2101.

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1
332014Deliberation, Leadership and Information Aggregation. (2014). Rodriguez-Alvarez, Carmelo ; Rivas, Javier. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1404.

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1
342019Forward-looking asset correlations in the estimation of economic capital. (2019). Novales, Alfonso ; Chamizo, Alvaro ; Fonollosa, Alexandre. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1925.

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1
352013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Ashraf, Mohammad A ; McAleer, Michael ; Singh, Abhay K. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1305.

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1
362021Gender Distribution across Topics in the Top 5 Economics Journals: A Machine Learning Approach. (2021). Puch, Luis ; García, Manu ; Conde-Ruiz, J. Ignacio ; Ganuza, Juan-Jose. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2109.

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1
372002A Note on the Pseudo-Spectra and the Pseudo-Covariance Generating Functions of ARMA Processes. (2002). Bujosa, Marcos ; Ferrer, Antonio Garcia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0203.

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1
382019Risk analysis of energy in Vietnam. (2019). Vo, Duc ; Duong, Tam Nguyen-Thanh ; Tran, Ngoc Phu ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1914.

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1
392011Risk Spillovers in Oil-Related CDS, Stock and Credit Markets. (2011). liu, teng dong ; Hammoudeh, Shawkat ; Chang, Chia-Lin ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1112.

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1
402013Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2013). Chang, Chia-Lin ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1334.

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1
412019Backtesting Extreme Value Theory models of expected shortfall. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1924.

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1
422012Costs for conventional and renewable fuels and electricity in the worldwide transport sector: a mean-variance portfolio approach. (2012). Puch, Luis ; Marrero, Gustavo ; Guerrero-Lemus, Ricardo. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1218.

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1
432017Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory. (2017). Asai, Manabu ; Peiris, Shelton ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1726.

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1
442001Structural Breaks and interest rates forecast: a sequential approach. (2001). Robles Fernandez, M. Dolores. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0110.

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1
452013Market Integration Dynamics and Asymptotic Price Convergence in Distribution. (2013). Garcia-Hiernaux, Alfredo ; Guerrero, David ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1328.

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1
461993Exact Maximum Likelihood Estimation of Stationary Vector ARMA Models. (1993). Mauricio, Jose Alberto. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:9316.

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1
472004Air Pollution Convergente and Economic Growth across European Countries. (2004). Puch, Luis ; Marrero, Gustavo ; Alvarez Gonzalez, Francisco. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0406.

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1
482019What They Did Not Tell You About Algebraic (Non-)Existence, Mathematical (IR-)Regularity and (Non-)Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. (2019). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1918.

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1
492012Asymmetric Adjustments in the Ethanol and Grains Markets. (2012). Hammoudeh, Shawkat ; Chang, Chia-Lin ; McAleer, Michael ; Chen, Li-Hsueh. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1211.

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1
502021CO2 Emissions and Energy Technologies in Western Europe. (2021). Puch, Luis ; Marrero, Gustavo ; Díaz, Antonia ; Barrera-Santana, Josue ; Diaz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2107.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12019CO2 emissions, energy consumption and economic growth: Evidence from the Trans-Pacific Partnership. (2019). Vo, Duc ; Nguyen, Minh ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1908.

Full description at Econpapers || Download paper

5
22020Wage inequality and poverty effects of lockdown and social distancing in Europe. (2020). Sebastian, Raquel ; Rodríguez, Juan ; PALOMINO, JUAN. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2003.

Full description at Econpapers || Download paper

5
32019Long-term swings and seasonality in energy markets. (2019). Novales, Alfonso ; Moreno, Manuel ; Platania, Federico. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1929.

Full description at Econpapers || Download paper

4
42019The Impact of jumps and leverage in forecasting the co-volatility of oil and gold futures. (2019). GUPTA, RANGAN ; Asai, Manabu ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1912.

Full description at Econpapers || Download paper

3
52019Modelling the relationship between crude oil and agricultural commodity prices. (2019). Vu, Tan ; Vo, Duc ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1911.

Full description at Econpapers || Download paper

3
62019Corporate Financial Distress of Industry Level Listings in an Emerging Market. (2019). Vo, Duc ; Pham, Trung Vu-Thanh ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1909.

Full description at Econpapers || Download paper

2
72024Labor reallocation effects of furlought schemes: evidence from two recessions in Spain. (2024). Wellschmied, Felix ; Dolado, Juan ; Díaz, Antonia ; Jez, Alvaro ; Daz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2401.

Full description at Econpapers || Download paper

2
82003Flexible Tool for Model Building: the Relevant Transformation of the Inputs Network Approach (RETINA). (2003). Pérez-Amaral, Teodosio ; Gallo, Giampiero ; Perez-Amaral, Teodosio ; White, Halbert. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0309.

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2
92019Financial inclusion and macroeconomic stability in emerging and frontier markets. (2019). Vo, Duc ; McAleer, Michael ; Van, Loan Thi-Hong. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1901.

Full description at Econpapers || Download paper

2
102021COVID-19 restrictions in the US: wage vulnerability by education, race and gender. (2021). Sebastian, Raquel ; Rodríguez, Juan ; PALOMINO, JUAN ; Gambau, Borja. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2108.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2024
YearCiting document
2024Short-Time Work and Precautionary Savings. (2024). Zessner-Spitzenberg, Leopold ; Gehrke, Britta ; Dengler, Thomas. In: ECON WPS - Working Papers in Economic Theory and Policy. RePEc:zbw:tuweco:306866.

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Recent citations received in 2021
YearCiting document
2021The institutional determinants of peer effects on corporate cash holdings. (2021). Machokoto, Michael ; Ibeji, Ngozi ; Chipeta, Chimwemwe. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000974.

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