Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico
Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
5
Impact Factor (IF)
0.2
5 Years IF
0.66
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 | 0.15 | 0 | 0 | 10 | 27 | 0 | 1 | 17 | 17 | 0 | 0 | 0.08 | |||||
| 2001 | 0 | 0.48 | 0 | 0 | 11 | 38 | 0 | 1 | 0 | 0 | 0 | 0 | 0.27 | |||||
| 2002 | 0 | 0.55 | 0 | 0 | 28 | 66 | 0 | 1 | 11 | 11 | 0 | 0 | 0.31 | |||||
| 2003 | 0 | 0.52 | 0 | 0 | 11 | 77 | 4 | 1 | 39 | 39 | 0 | 0 | 0.29 | |||||
| 2004 | 0 | 0.59 | 0.01 | 0.02 | 13 | 90 | 0 | 1 | 2 | 39 | 50 | 1 | 0 | 0 | 0.36 | |||
| 2005 | 0 | 0.6 | 0 | 0 | 13 | 103 | 1 | 2 | 24 | 63 | 0 | 0 | 0.35 | |||||
| 2006 | 0 | 0.58 | 0 | 0 | 4 | 107 | 0 | 2 | 26 | 76 | 0 | 0 | 0.34 | |||||
| 2009 | 0 | 0.58 | 0 | 0 | 19 | 126 | 9 | 3 | 0 | 30 | 0 | 0 | 0.33 | |||||
| 2010 | 0.05 | 0.53 | 0.02 | 0.03 | 4 | 130 | 0 | 2 | 5 | 19 | 1 | 36 | 1 | 2 | 100 | 0 | 0.3 | |
| 2011 | 0.3 | 0.61 | 0.07 | 0.26 | 39 | 169 | 8 | 12 | 17 | 23 | 7 | 27 | 7 | 12 | 100 | 1 | 0.03 | 0.37 |
| 2012 | 0 | 0.67 | 0.01 | 0.02 | 30 | 199 | 3 | 1 | 18 | 43 | 62 | 1 | 1 | 100 | 0 | 0.36 | ||
| 2013 | 0.01 | 0.65 | 0.02 | 0.01 | 39 | 238 | 8 | 4 | 22 | 69 | 1 | 92 | 1 | 2 | 50 | 1 | 0.03 | 0.34 |
| 2014 | 0 | 0.67 | 0 | 0 | 32 | 270 | 3 | 22 | 69 | 131 | 0 | 0 | 0.34 | |||||
| 2015 | 0 | 0.65 | 0 | 0 | 20 | 290 | 0 | 1 | 23 | 71 | 144 | 0 | 0 | 0.36 | ||||
| 2016 | 0 | 0.63 | 0.01 | 0.02 | 23 | 313 | 2 | 3 | 26 | 52 | 160 | 3 | 1 | 33.3 | 0 | 0.34 | ||
| 2017 | 0 | 0.61 | 0 | 0 | 21 | 334 | 4 | 1 | 27 | 43 | 144 | 0 | 0 | 0.34 | ||||
| 2018 | 0 | 0.6 | 0 | 0.01 | 28 | 362 | 5 | 1 | 28 | 44 | 135 | 1 | 0 | 0 | 0.34 | |||
| 2019 | 0.04 | 0.61 | 0.01 | 0.02 | 35 | 397 | 37 | 4 | 32 | 49 | 2 | 124 | 2 | 2 | 50 | 2 | 0.06 | 0.35 |
| 2020 | 0.02 | 0.68 | 0 | 0.01 | 4 | 401 | 12 | 2 | 34 | 63 | 1 | 127 | 1 | 0 | 0 | 0.72 | ||
| 2021 | 0.08 | 0.87 | 0.02 | 0.04 | 10 | 411 | 16 | 9 | 43 | 39 | 3 | 111 | 4 | 1 | 11.1 | 1 | 0.1 | 0.36 |
| 2022 | 0.14 | 0.66 | 0 | 0.02 | 5 | 416 | 0 | 2 | 45 | 14 | 2 | 98 | 2 | 0 | 0 | 0.21 | ||
| 2023 | 0.13 | 0.48 | 0.02 | 0.09 | 6 | 422 | 0 | 8 | 53 | 15 | 2 | 82 | 7 | 0 | 0 | 0.16 | ||
| 2024 | 0 | 0.47 | 0.06 | 0.35 | 4 | 426 | 2 | 27 | 80 | 11 | 60 | 21 | 0 | 1 | 0.25 | 0.18 | ||
| 2025 | 0.2 | 0.65 | 0.12 | 0.66 | 8 | 434 | 0 | 50 | 130 | 10 | 2 | 29 | 19 | 1 | 2 | 1 | 0.13 | 0.24 |
| 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 | 2020 | Wage inequality and poverty effects of lockdown and social distancing in Europe. (2020). Sebastian, Raquel ; RodrÃguez, Juan ; PALOMINO, JUAN. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2003. Full description at Econpapers || Download paper | 13 |
| 2 | 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0910. Full description at Econpapers || Download paper | 8 |
| 3 | 2021 | Digital 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. Full description at Econpapers || Download paper | 8 |
| 4 | 2019 | CO2 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 | 7 |
| 5 | 2009 | The 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. Full description at Econpapers || Download paper | 7 |
| 6 | 2019 | Long-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 | 5 |
| 7 | 2019 | Financial 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 | 5 |
| 8 | 2011 | Risk Management of Precious Metals. (2011). Hammoudeh, Shawkat ; McAleer, Michael ; Malik, Farooq. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1104. Full description at Econpapers || Download paper | 4 |
| 9 | 2021 | CO2 Emissions and Energy Technologies in Western Europe. (2021). Puch, Luis ; Marrero, Gustavo ; DÃaz, Antonia ; Barrera-Santana, Josue ; Diaz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2107. Full description at Econpapers || Download paper | 4 |
| 10 | 2017 | Realized 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. Full description at Econpapers || Download paper | 3 |
| 11 | 2019 | Modelling 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 |
| 12 | 2024 | Labor reallocation effects of furlought schemes: evidence from two recessions in Spain. (2024). Wellschmied, Felix ; Dolado, Juan ; DÃaz, Antonia ; Jez, Alvaro ; Daz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2401. Full description at Econpapers || Download paper | 3 |
| 13 | 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). Chang, Chia-Lin ; Asai, Manabu ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1615. Full description at Econpapers || Download paper | 3 |
| 14 | 2003 | Flexible 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. Full description at Econpapers || Download paper | 3 |
| 15 | 2021 | COVID-19 restrictions in the US: wage vulnerability by education, race and gender. (2021). Sebastian, Raquel ; RodrÃguez, Juan ; PALOMINO, JUAN ; Gambau, Borja. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2108. Full description at Econpapers || Download paper | 3 |
| 16 | 2018 | 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. Full description at Econpapers || Download paper | 3 |
| 17 | 2019 | The 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 |
| 18 | 2019 | News-driven housing booms: Spain vs. Germany. (2019). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1932. Full description at Econpapers || Download paper | 3 |
| 19 | 2014 | Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; Allen, David ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1416. Full description at Econpapers || Download paper | 2 |
| 20 | 2005 | Fast 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. Full description at Econpapers || Download paper | 2 |
| 21 | 2019 | Energy 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. Full description at Econpapers || Download paper | 2 |
| 22 | 2012 | Asymmetric 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. Full description at Econpapers || Download paper | 2 |
| 23 | 2013 | Ten 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. Full description at Econpapers || Download paper | 2 |
| 24 | 2019 | Corporate 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 |
| 25 | 2019 | Forward-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. Full description at Econpapers || Download paper | 2 |
| 26 | 2013 | Analyzing Fixed-event Forecast Revisions. (2013). Franses, Philip Hans ; Chang, Chia-Lin ; McAleer, Michael ; de Bruijn, Bert. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1314. Full description at Econpapers || Download paper | 2 |
| 27 | 2019 | Backtesting Extreme Value Theory models of expected shortfall. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1924. Full description at Econpapers || Download paper | 2 |
| 28 | 2013 | Ranking 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. Full description at Econpapers || Download paper | 2 |
| 29 | 2003 | Trade 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. Full description at Econpapers || Download paper | 2 |
| 30 | 2011 | Currency 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. Full description at Econpapers || Download paper | 2 |
| 31 | 2019 | What 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. Full description at Econpapers || Download paper | 2 |
| 32 | 2012 | Costs 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. Full description at Econpapers || Download paper | 1 |
| 33 | 2019 | Splitting credit risk into systemic, sectorial and idiosyncratic components. (2019). Novales, Alfonso ; Chamizo, Alvaro. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1930. Full description at Econpapers || Download paper | 1 |
| 34 | 2002 | A 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. Full description at Econpapers || Download paper | 1 |
| 35 | 2018 | Connecting VIX and Stock Index ETF with VAR and Diagonal BEKK. (2018). Chang, Chia-Lin ; Hsieh, Tai-Lin ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1826. Full description at Econpapers || Download paper | 1 |
| 36 | 2011 | Risk 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. Full description at Econpapers || Download paper | 1 |
| 37 | 2019 | What 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. Full description at Econpapers || Download paper | 1 |
| 38 | 2013 | Optimal 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. Full description at Econpapers || Download paper | 1 |
| 39 | 2021 | Bank Credit Risk Events and Peersâ Equity Value. (2021). Robles Fernandez, M. Dolores ; Fuertes, Ana-Maria. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2106. Full description at Econpapers || Download paper | 1 |
| 40 | 2017 | The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH. (2017). Chang, Chia-Lin ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1717. Full description at Econpapers || Download paper | 1 |
| 41 | 2014 | A One Line Derivation of EGARCH. (2014). Hafner, Christian ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1415. Full description at Econpapers || Download paper | 1 |
| 42 | 2022 | Housing Prices and Credit Constraints in Competitive Search. (2022). Jerez, Belén ; DÃaz, Antonia ; Rincon-Zapatero, Juan P ; Diaz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2205. Full description at Econpapers || Download paper | 1 |
| 43 | 2001 | Structural Breaks and interest rates forecast: a sequential approach. (2001). Robles Fernandez, M. Dolores. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:0110. Full description at Econpapers || Download paper | 1 |
| 44 | 2018 | Long 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. Full description at Econpapers || Download paper | 1 |
| 45 | 2019 | Size, 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. Full description at Econpapers || Download paper | 1 |
| 46 | 2017 | Volatility spillovers and causality of carbon emissions, oil and coal spot and futures for the EU and USA. (2017). Chang, Chia-Lin ; McAleer, Michael ; Zuo, Guangdong. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1715. Full description at Econpapers || Download paper | 1 |
| 47 | 2004 | Air 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. Full description at Econpapers || Download paper | 1 |
| 48 | 2012 | Modelling 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. Full description at Econpapers || Download paper | 1 |
| 49 | 2014 | Deliberation, Leadership and Information Aggregation. (2014). Rodriguez-Alvarez, Carmelo ; Rivas, Javier. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1404. Full description at Econpapers || Download paper | 1 |
| 50 | 2021 | Gender Distribution across Topics in the Top 5 Economics Journals: A Machine Learning Approach. (2021). Puch, Luis ; GarcÃa, Manu ; Conde-Ruiz, J. Ignacio ; Ganuza, Juan-Jose. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2109. 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 | 2020 | Wage inequality and poverty effects of lockdown and social distancing in Europe. (2020). Sebastian, Raquel ; RodrÃguez, Juan ; PALOMINO, JUAN. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2003. Full description at Econpapers || Download paper | 11 |
| 2 | 2021 | Digital 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. Full description at Econpapers || Download paper | 8 |
| 3 | 2019 | CO2 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 | 7 |
| 4 | 2019 | Financial 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 | 5 |
| 5 | 2019 | Long-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 |
| 6 | 2021 | CO2 Emissions and Energy Technologies in Western Europe. (2021). Puch, Luis ; Marrero, Gustavo ; DÃaz, Antonia ; Barrera-Santana, Josue ; Diaz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2107. Full description at Econpapers || Download paper | 4 |
| 7 | 2024 | Labor reallocation effects of furlought schemes: evidence from two recessions in Spain. (2024). Wellschmied, Felix ; Dolado, Juan ; DÃaz, Antonia ; Jez, Alvaro ; Daz, Antonia. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:2401. Full description at Econpapers || Download paper | 3 |
| 8 | 2016 | Realized Matrix-Exponential Stochastic Volatility with Asymmetry, Long Memory and Spillovers. (2016). Chang, Chia-Lin ; Asai, Manabu ; McAleer, Michael. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1615. Full description at Econpapers || Download paper | 3 |
| 9 | 2019 | The 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 |
| 10 | 2003 | Flexible 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. Full description at Econpapers || Download paper | 3 |
| 11 | 2017 | Realized 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. Full description at Econpapers || Download paper | 2 |
| 12 | 2011 | Currency 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. Full description at Econpapers || Download paper | 2 |
| 13 | 2013 | Ten 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. Full description at Econpapers || Download paper | 2 |
| 14 | 2013 | Analyzing Fixed-event Forecast Revisions. (2013). Franses, Philip Hans ; Chang, Chia-Lin ; McAleer, Michael ; de Bruijn, Bert. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1314. Full description at Econpapers || Download paper | 2 |
| 15 | 2019 | Energy 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. Full description at Econpapers || Download paper | 2 |
| 16 | 2019 | Modelling 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 | 2 |
| 17 | 2019 | Backtesting Extreme Value Theory models of expected shortfall. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1924. Full description at Econpapers || Download paper | 2 |
| 18 | 2019 | What 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. Full description at Econpapers || Download paper | 2 |
| 19 | 2013 | Ranking 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. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 2
| Year | Title | |
|---|---|---|
| 2025 | Spanish Labour Market, Mobility and Labour Shortages. (2025). Visschers, Ludo ; Lafuente, Cristina ; Clymo, Alex ; Carrillo-Tudela, Carlos ; Zentler-Munro, David. In: Edinburgh School of Economics Discussion Paper Series. RePEc:edn:esedps:317. Full description at Econpapers || Download paper | |
| 2025 | Spanish labour market, mobility and labour shortages. (2025). Zentler-Munro, David ; Visschers, Ludo ; Lafuente, Cristina ; Carrillo-Tudela, Carlos ; Clymo, Alex ; la Fuente, Cristina. In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:16:y:2025:i:2:d:10.1007_s13209-025-00306-z. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2024
| Year | Citing document | |
|---|---|---|
| 2024 | Short-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. Full description at Econpapers || Download paper |
10 most frequent citing series