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CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
7
Impact Factor (IF)
0
5 Years IF
0.1
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
2009 0 0.58 0.33 0 9 9 47 2 3 0 0 0 2 0.22 0.33
2010 0 0.53 0.06 0 7 16 22 1 4 9 9 0 1 0.14 0.3
2011 0.19 0.61 0.24 0.19 5 21 1 5 9 16 3 16 3 0 0 0.37
2012 0.42 0.67 0.36 0.29 4 25 5 9 18 12 5 21 6 0 0 0.36
2013 0 0.65 0.32 0.32 3 28 9 9 27 9 25 8 0 0 0.34
2014 0.43 0.67 0.53 0.54 8 36 41 19 46 7 3 28 15 3 15.8 4 0.5 0.34
2015 1 0.65 0.45 0.52 8 44 9 20 66 11 11 27 14 1 5 2 0.25 0.36
2016 0.31 0.63 0.16 0.18 13 57 19 9 75 16 5 28 5 1 11.1 1 0.08 0.34
2017 0.1 0.61 0.19 0.25 10 67 6 13 88 21 2 36 9 1 7.7 0 0.34
2018 0.13 0.6 0.23 0.33 10 77 2 18 106 23 3 42 14 1 5.6 1 0.1 0.34
2019 0.05 0.61 0.09 0.14 12 89 7 8 114 20 1 49 7 0 0 0.35
2020 0.09 0.69 0.1 0.08 4 93 1 9 123 22 2 53 4 0 0 0.73
2021 0.13 0.9 0.21 0.12 1 94 10 20 143 16 2 49 6 0 1 1 0.37
2022 0.2 0.66 0.1 0.16 10 104 7 10 153 5 1 37 6 1 10 0 0.21
2023 0.27 0.49 0.2 0.14 2 106 0 21 174 11 3 37 5 0 0 0.16
2024 0.33 0.52 0.17 0.41 3 109 0 18 192 12 4 29 12 0 0 0.2
2025 0 0.04 0.1 3 112 0 4 196 5 20 2 1 25 0
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
12009Effects of Bilateralism and the MFN Clause on International Trade – Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209.

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36
22014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414.

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26
32016Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Bohl, Martin T ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:4516.

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12
42021Algorithmic Collusion: Insights from Deep Learning. (2021). Hettich, Matthias. In: CQE Working Papers. RePEc:cqe:wpaper:9421.

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11
52010Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network. (2010). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:1410.

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10
62013Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered. (2013). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:2713.

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9
72009Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. (2009). Wilfling, Bernd ; Bohl, Martin T. ; Salm, Christian A.. In: CQE Working Papers. RePEc:cqe:wpaper:0609.

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7
82016New evidence for explosive behavior of commodity prices. (2016). Meyer, Sarah ; Diesteldorf, Jeanne ; Voelzke, Jan. In: CQE Working Papers. RePEc:cqe:wpaper:5016.

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6
92014Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314.

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5
102010Demand Matters: German Wheat Market Integration 1806-1855 in a European Context. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1110.

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5
112015Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. (2015). Gross, Christian ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3915.

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5
122010Consumer prices and wages in Germany, 1500 - 1850. (2010). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:1510.

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5
132012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Stephan, Patrick ; Lammerding, Marc . In: CQE Working Papers. RePEc:cqe:wpaper:2312.

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5
142014Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer. In: CQE Working Papers. RePEc:cqe:wpaper:3214.

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4
152014Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer. In: CQE Working Papers. RePEc:cqe:wpaper:2914.

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4
162022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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3
172015Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?. (2015). Adammer, Philipp ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4415.

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3
182019An Introduction to ESMA’s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Bohl, Martin T ; Stefan, Martin ; Wellenreuther, Claudia. In: CQE Working Papers. RePEc:cqe:wpaper:8619.

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2
192017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2
202022Emotion in Euro Area Monetary Policy Communication and Bond Yields: The Draghi Era. (2022). Siklos, Pierre ; Kanelis, Dimitrios. In: CQE Working Papers. RePEc:cqe:wpaper:10322.

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2
212017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova. In: CQE Working Papers. RePEc:cqe:wpaper:6217.

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2
222019Long Memory Conditional Heteroscedasticity in Count Data. (2019). Segnon, Mawuli ; Stapper, Manuel. In: CQE Working Papers. RePEc:cqe:wpaper:8219.

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2
232022Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022.

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2
242014The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. (2014). Siklos, Pierre ; Bohl, Martin T. ; Diesteldorf, Jeanne. In: CQE Working Papers. RePEc:cqe:wpaper:3614.

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2
252009Stock Return Seasonalities and Investor Structure: Evidence from China’s B-Share Markets. (2009). Siklos, Pierre ; Schuppli, Michael ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:0709.

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2
262010The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market. (2010). Trede, Mark ; von Auer, Ludwig. In: CQE Working Papers. RePEc:cqe:wpaper:1210.

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2
272011Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. (2011). Wilfling, Bernd ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:1711.

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1
282018The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Bohl, Martin T ; Sulewski, Christoph. In: CQE Working Papers. RePEc:cqe:wpaper:7718.

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1
292013Kings law and food storage in Saxony, c. 1790-1830. (2013). Uebele, Martin ; Kopsidis, Michael ; Grunebaum, Tim . In: CQE Working Papers. RePEc:cqe:wpaper:2613.

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1
302009A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada. (2009). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:0509.

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1
312010Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1610.

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1
322019The effect of observables, functional specifications, model features and shocks on identification in linearized DSGE models. (2019). Mutschler, Willi ; Ivashchenko, Sergey. In: CQE Working Papers. RePEc:cqe:wpaper:8319.

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1
332016Explosive earnings dynamics: Whoever has will be given more. (2016). Trede, Mark ; Meyer, Sarah. In: CQE Working Papers. RePEc:cqe:wpaper:4716.

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1
342018Randomized Quasi Sequential Markov Chain Monte Carlo². (2018). Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:7018.

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1
352012From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. (2012). Kaufmann, Philipp ; Stephan, Patrick ; Bohl, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:2412.

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1
362020Age-Specific Entrepreneurship and PAYG Public Pensions in Germany. (2020). Trede, Mark ; Heer, Burkhard. In: CQE Working Papers. RePEc:cqe:wpaper:9120.

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1
372015The Case of Herding ist Stronger than You Think. (2015). Trede, Mark ; Branger, Nicole ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3715.

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1
382009International and National Wheat Market Integration in the 19th Century: A Comovement Analysis. (2009). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:0409.

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1
392014Markets with Technological Progress: Pricing Quality, and Novelty. (2014). Trede, Mark ; von Auer, Ludwig. In: CQE Working Papers. RePEc:cqe:wpaper:3014.

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1
402018Human Capital, Growth, and Asset Prices. (2018). Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:6918.

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1
412020Urban population in Germany, 1500 - 1850. (2020). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:9020.

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1
422009Identification of speculative bubbles using state-space models with Markov-switching. (2009). Wilfling, Bernd ; Al-Anaswah, Nael . In: CQE Working Papers. RePEc:cqe:wpaper:0309.

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1
432017Computing the Substantial-Gain-Loss-Ratio. (2017). Mentemeier, Sebastian ; Voelzke, Jan. In: CQE Working Papers. RePEc:cqe:wpaper:5917.

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1
442019Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. (2019). Trede, Mark ; Branger, Nicole ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:8019.

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1
452017Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach. (2017). Trede, Mark ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:6617.

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1
462011Estimating Continuous-Time Income Models. (2011). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:1811.

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1
472019Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Bohl, Martin ; Sulewski, Christoph ; Putz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:8919.

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1
482016The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116.

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1
492019Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919.

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1
502022Evil Speculators? Evidence from Grain Futures Trading in Chicago During the Interwar Period. (2022). Siklos, Pierre ; Puetz, Alexander. In: CQE Working Papers. RePEc:cqe:wpaper:9522.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12021Algorithmic Collusion: Insights from Deep Learning. (2021). Hettich, Matthias. In: CQE Working Papers. RePEc:cqe:wpaper:9421.

Full description at Econpapers || Download paper

8
22014Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414.

Full description at Econpapers || Download paper

2
32016Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Bohl, Martin T ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:4516.

Full description at Econpapers || Download paper

2
42022Government spending effects on the business cycle in times of crisis. (2022). Dubbert, Tore ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:10022.

Full description at Econpapers || Download paper

2
52022Financial-market volatility prediction with multiplicative Markov-switching MIDAS components. (2022). Wilfling, Bernd ; Segnon, Mawuli ; Schulte-Tillman, Bjoern. In: CQE Working Papers. RePEc:cqe:wpaper:9922.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2022
YearCiting document