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Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
6
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
1990 0 0.17 0 0 34 34 3 0 0 0 0 0 0.09
1991 0 0.15 0 0 41 75 6 0 34 34 0 0 0.1
1992 0.01 0.14 0.01 0.01 17 92 0 1 1 75 1 75 1 0 0 0.09
1993 0 0.17 0 0 16 108 4 1 58 92 0 0 0.1
1994 0 0.16 0 0 17 125 3 1 33 108 0 0 0.08
1995 0.03 0.22 0.02 0.02 14 139 8 3 4 33 1 125 2 1 33.3 0 0.12
1996 0.06 0.24 0.02 0.03 9 148 0 3 7 31 2 105 3 1 33.3 0 0.14
1997 0 0.27 0.01 0 8 156 8 1 8 23 73 0 0 0.15
1998 0 0.32 0 0 5 161 0 8 17 64 0 0 0.18
1999 0.15 0.4 0.01 0.04 13 174 6 2 10 13 2 53 2 0 0 0.26
2000 0 0.55 0.03 0.04 7 181 0 5 15 18 49 2 2 40 0 0.25
2001 0 0.48 0.02 0.07 10 191 3 3 18 20 42 3 0 0 0.27
2002 0 0.55 0.02 0.02 11 202 0 4 22 17 43 1 1 25 0 0.31
2003 0.05 0.52 0.02 0.07 6 208 0 4 26 21 1 46 3 1 25 0 0.3
2004 0 0.59 0.03 0.04 13 221 1 6 32 17 47 2 0 0 0.36
2005 0 0.61 0.02 0 19 240 10 5 37 19 47 2 40 4 0.21 0.35
2006 0.09 0.58 0.04 0.05 73 313 40 11 48 32 3 59 3 7 63.6 4 0.05 0.33
2007 0.07 0.51 0.03 0.05 38 351 12 8 57 92 6 122 6 7 87.5 2 0.05 0.29
2008 0.06 0.58 0.04 0.06 34 385 23 14 72 111 7 149 9 10 71.4 4 0.12 0.29
2009 0.07 0.58 0.02 0.04 26 411 2 10 82 72 5 177 7 4 40 1 0.04 0.33
2010 0.03 0.53 0.02 0.03 17 428 8 7 90 60 2 190 6 3 42.9 1 0.06 0.3
2011 0 0.61 0.03 0.04 28 456 20 13 103 43 188 7 6 46.2 4 0.14 0.37
2012 0.09 0.67 0.02 0.04 15 471 10 10 113 45 4 143 6 3 30 0 0.36
2013 0 0.65 0.01 0.02 18 489 0 4 117 43 120 2 2 50 1 0.06 0.34
2014 0 0.67 0.02 0.04 15 504 15 11 128 33 104 4 4 36.4 2 0.13 0.34
2015 0.06 0.65 0.02 0.05 15 519 9 9 137 33 2 93 5 4 44.4 0 0.36
2016 0.07 0.63 0.01 0.04 25 544 17 7 145 30 2 91 4 3 42.9 0 0.34
2017 0.1 0.61 0.04 0.1 21 565 16 22 170 40 4 88 9 10 45.5 5 0.24 0.34
2018 0.09 0.6 0.05 0.11 15 580 35 29 199 46 4 94 10 9 31 5 0.33 0.34
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
12018A Matlab program and user’s guide for the fractionally cointegrated VAR model. (2018). Popiel, Michal ; Nielsen, Morten Arregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274656.

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21
22016Inference with Large Clustered Datasets. (2016). MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274691.

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14
32006Do Peers Affect Student Achievement in China’s Secondary Schools?. (2006). Lehrer, Steven ; Ding, Weili. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273517.

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12
42007Bootstrap Hypothesis Testing. (2007). MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273603.

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9
51997Real Business Cycle Realizations. (1997). Smith, Gregor ; Zin, Stanley E. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273752.

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9
62018Asymptotic Theory and Wild Bootstrap Inference with Clustered Errors. (2018). MacKinnon, James ; Djogbenou, Antoine ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274725.

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8
71995Sources of Variation in International Real Interest Rates. (1995). Gregory, Allan ; Watt, David G. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273327.

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6
82008Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables. (2008). MacKinnon, James ; Davidson, Russell. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273633.

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6
92006Bootstrap Methods in Econometrics. (2006). MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273466.

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6
102008Treating Intangible Inputs as Investment Goods: the Impact on Canadian GDP. (2008). Belhocine, Nazim. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273701.

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6
112015Wild Bootstrap Inference for Wildly Different Cluster Sizes. (2015). Webb, Matthew ; MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274639.

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6
122008Pigouvian Taxation in a Ramsey World. (2008). Tremblay, Jean-François ; Boadway, Robin. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273643.

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5
132011New-New Trade Policy. (2011). Lapham, Beverly ; Ciuriak, Dan ; Wolfe, Robert ; Curtis, John M. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273762.

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5
142010Likelihood inference for a nonstationary fractional autoregressive model. (2010). Johansen, Soren ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273648.

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5
152014A fractionally cointegrated VAR analysis of economic voting and political support. (2014). Popiel, Michal ; Nielsen, Morten Arregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274652.

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5
162011From Engineer to Taxi Driver? Occupational Skills and the Economic Outcomes of Immigrants. (2011). Warman, Casey ; Stacey, Derek ; Imai, Susumu. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274023.

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4
172006Bayesian Estimation of Dynamic Discrete Choice Models. (2006). Jain, Neelam ; Ching, Andrew ; Imai, Susumu. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273594.

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4
182014FCVARmodel.m: A Matlab software package for estimation and testing in the fractionally cointegrated VAR model. (2014). Nielsen, Morten Arregaard ; Morin, Lealand. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274021.

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4
192014Reworking Wild Bootstrap Based Inference for Clustered Errors. (2014). Webb, Matthew. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274640.

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4
202005Schumpeterian Restructuring. (2005). Lloyd-Ellis, Huw ; Francois, Patrick. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273509.

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4
211991Corporation Tax Asymmetries and Investment: Evidence from UK Panel Data. (1991). Devereux, Michael. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273218.

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4
222011Confidence Sets Based on Inverting Anderson-Rubin Tests. (2011). MacKinnon, James ; Davidson, Russell. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273756.

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4
232012Risk Aversion Heterogeneity, Risky Jobs and Wealth Inequality. (2012). Cozzi, Marco. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274550.

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4
242017Economic significance of commodity return forecasts from the fractionally cointegrated VAR model. (2017). Dolatabadi, Sepideh ; Narayan, Paresh Kumar ; Nielsen, Morten Orregaard ; Xu, KE. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274663.

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4
252006Exactly What Happens After the Anscombe-Aumann Race? Representing Preferences in Vague Environments. (2006). Vierø, Marie-Louise. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273570.

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4
261993Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods. (1993). Smith, Gregor ; Backus, David K. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273751.

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3
272012The Structure of Canada‘s Immigration System and Canadian Labour Market Outcomes. (2012). Warman, Casey ; Sweetman, Arthur. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274612.

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3
281999REDISTRIBUTION. (1999). Keen, Michael ; Boadway, Robin. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273411.

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3
292017Bootstrap and Asymptotic Inference with Multiway Clustering. (2017). Webb, Matthew ; MacKinnon, James ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274712.

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3
302006Import Protection as Export Destruction. (2006). Lapham, Beverly ; Kasahara, Hiroyuki. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273540.

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3
312006The Impact of Poor Health on Education: New Evidence Using Genetic Markers. (2006). Lehrer, Steven ; Ding, Weili ; Rosenquist, Niles J. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273515.

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3
322011A Monetary Theory with Non-Degenerate Distributions. (2011). Shi, Shouyong ; Menzio, Guido ; Sun, Hongfei. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273763.

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3
332012The impact of financial crises on the risk-return tradeoff and the leverage effect. (2012). Christensen, Bent Jesper ; Nielsen, Morten Arregaard ; Zhu, Jie. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274615.

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2
342005Finite Sample Comparison of Parametric, Semiparametric, and Wavelet Estimators of Fractional Integration. (2005). Frederiksen, Per ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273666.

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2
352014How High Might the Revenue-maximizing Tax Rate Be?. (2014). Usher, Dan. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274660.

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2
362017An intertemporal model of growing awareness. (2017). Vierø, Marie-Louise. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274714.

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2
372017Where are the economies of scale in Canadian banking?. (2017). McKeown, Robert. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274706.

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2
382006Exact Local Whittle Estimation of Fractional Integration with Unknown Mean and Time Trend. (2006). Shimotsu, Katsumi. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273537.

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2
391995Exchange-Rate Discounting. (1995). Smith, Gregor. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273747.

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2
402008Nonparametric Cointegration Analysis of Fractional Systems With Unknown Integration Orders. (2008). Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273650.

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2
411994Measuring Business Cycles with Business-Cycle Models. (1994). Smith, Gregor ; Gregory, Allan. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273305.

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2
422012Information, Commitment, and Separation in Illiquid Housing Markets. (2012). Stacey, Derek. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274553.

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2
432004Simulation-based Tests that can Use Any Number of Simulations. (2004). Racine, Jeffrey ; MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273465.

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2
442005The Implied-Realized Volatility Relation with Jumps in Underlying Asset Prices. (2005). Christensen, Bent Jesper ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273663.

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2
452011Precautionary Savings and Wealth Inequality: a Global Sensitivity Analysis. (2011). Cozzi, Marco. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273918.

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2
462008Continuous-Time Models, Realized Volatilities, and Testable Distributional Implications for Daily Stock Returns. (2008). Bollerslev, Tim ; Andersen, Torben ; Frederiksen, Per ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273649.

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2
472001Artificial Regressions. (2001). Davidson, Russell. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273508.

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2
481994Testing Dividend Signalling Models. (1994). Bernhardt, Dan ; Farrow, Ray ; Robertson, Fiona J. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273301.

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2
492007Credit Risk Transfer: To Sell or to Insure. (2007). Thompson, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273607.

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2
502017Validity of Wild Bootstrap Inference with Clustered Errors. (2017). MacKinnon, James ; Djogbenou, Antoine ; Nielsen, Morten Orregaard. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:274709.

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2
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Bootstrap Methods in Econometrics. (2006). MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273466.

Full description at Econpapers || Download paper

2
21993Consumption and Real Exchange Rates in Dynamic Economies with Non-Traded Goods. (1993). Smith, Gregor ; Backus, David K. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273751.

Full description at Econpapers || Download paper

2
32010Critical Values for Cointegration Tests. (2010). MacKinnon, James. In: Queen's Economics Department Working Papers. RePEc:ags:quedwp:273723.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations