International Econometric Review (IER) / Economic Research Association
Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
5
Impact Factor (IF)
0.09
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]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2009 | 0 | 0.46 | 0 | 0 | 9 | 9 | 6 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2010 | 0 | 0.46 | 0 | 0 | 6 | 15 | 6 | 0 | 9 | 9 | 0 | 0 | 0.2 | |||||
| 2011 | 0.07 | 0.51 | 0.05 | 0.07 | 5 | 20 | 7 | 1 | 1 | 15 | 1 | 15 | 1 | 1 | 100 | 0 | 0.23 | |
| 2012 | 0.18 | 0.5 | 0.19 | 0.1 | 6 | 26 | 18 | 4 | 6 | 11 | 2 | 20 | 2 | 2 | 50 | 1 | 0.17 | 0.21 |
| 2013 | 0.09 | 0.54 | 0.1 | 0.12 | 4 | 30 | 13 | 3 | 9 | 11 | 1 | 26 | 3 | 1 | 33.3 | 0 | 0.24 | |
| 2014 | 0.2 | 0.53 | 0.19 | 0.17 | 7 | 37 | 7 | 6 | 16 | 10 | 2 | 30 | 5 | 0 | 1 | 0.14 | 0.22 | |
| 2015 | 0.45 | 0.52 | 0.38 | 0.32 | 5 | 42 | 18 | 16 | 32 | 11 | 5 | 28 | 9 | 1 | 6.3 | 3 | 0.6 | 0.22 |
| 2016 | 0 | 0.5 | 0.09 | 0.11 | 4 | 46 | 1 | 4 | 36 | 12 | 27 | 3 | 0 | 0 | 0.2 | |||
| 2017 | 0.56 | 0.52 | 0.21 | 0.35 | 7 | 53 | 3 | 11 | 47 | 9 | 5 | 26 | 9 | 3 | 27.3 | 0 | 0.21 | |
| 2018 | 0 | 0.53 | 0.09 | 0.11 | 4 | 57 | 0 | 5 | 52 | 11 | 27 | 3 | 0 | 0 | 0.22 | |||
| 2019 | 0 | 0.54 | 0.08 | 0.07 | 5 | 62 | 2 | 5 | 57 | 11 | 27 | 2 | 0 | 0 | 0.21 | |||
| 2020 | 0 | 0.64 | 0.21 | 0.2 | 6 | 68 | 5 | 14 | 71 | 9 | 25 | 5 | 7 | 50 | 1 | 0.17 | 0.3 | |
| 2021 | 0 | 0.74 | 0.11 | 0 | 8 | 76 | 1 | 8 | 79 | 11 | 26 | 1 | 12.5 | 0 | 0.27 | |||
| 2022 | 0.29 | 0.73 | 0.16 | 0.2 | 4 | 80 | 0 | 13 | 92 | 14 | 4 | 30 | 6 | 0 | 0 | 0.22 | ||
| 2023 | 0 | 0.69 | 0.05 | 0.07 | 4 | 84 | 0 | 4 | 96 | 12 | 27 | 2 | 0 | 0 | 0.2 | |||
| 2024 | 0 | 0.81 | 0.03 | 0.04 | 7 | 91 | 0 | 3 | 99 | 8 | 27 | 1 | 0 | 0 | 0.23 | |||
| 2025 | 0.09 | 0.06 | 0.1 | 3 | 94 | 0 | 6 | 105 | 11 | 1 | 29 | 3 | 0 | 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2013 | A Review of Kernel Density Estimation with Applications to Econometrics. (2013). Dias, Ronaldo ; Zambom, Adriano Z.. In: International Econometric Review (IER). RePEc:erh:journl:v:5:y:2013:i:1:p:20-42. Full description at Econpapers || Download paper | 13 |
| 2 | 2015 | Structural Breaks, Long Memory, or Unit Roots in Stock Prices: Evidence from Emerging Markets. (2015). Ozdemir, Zeynel ; Cakan, Esin ; Balcilar, Mehmet. In: International Econometric Review (IER). RePEc:erh:journl:v:7:y:2015:i:1:p:13-33. Full description at Econpapers || Download paper | 10 |
| 3 | 2012 | Methodological Mistakes and Econometric Consequences. (2012). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:4:y:2012:i:2:p:99-122. Full description at Econpapers || Download paper | 7 |
| 4 | 2015 | The Effect of Inflation on Inflation Uncertainty in the G7 Countries: A Double Threshold GARCH Model. (2015). Sarkar, Nityananda ; Chowdhury, Kushal Banik. In: International Econometric Review (IER). RePEc:erh:journl:v:7:y:2015:i:1:p:34-50. Full description at Econpapers || Download paper | 6 |
| 5 | 2010 | Causal Relations via Econometrics. (2010). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:2:y:2010:i:1:p:36-56. Full description at Econpapers || Download paper | 5 |
| 6 | 2012 | A k-sample homogeneity test: the Harmonic Weighted Mass index. (2012). Marrewijk, Charles ; Hinloopen, Jeroen ; Rien J. L. M. Wagenvoort, ; van Marrewijk, Charles. In: International Econometric Review (IER). RePEc:erh:journl:v:4:y:2012:i:1:p:17-39. Full description at Econpapers || Download paper | 5 |
| 7 | 2014 | Forecasting House Prices in the United States with Multiple Structural Breaks. (2014). Kundu, Srikanta ; Sarkar, Nityananda ; Barari, Mahua ; Chowdhury, Kushal Banik. In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:1:p:1-23. Full description at Econpapers || Download paper | 4 |
| 8 | 2009 | Information Spillover, Volatility and the Currency Markets for the Binary Choice Model. (2009). Hafner, Christian ; ben Omrane, Walid. In: International Econometric Review (IER). RePEc:erh:journl:v:1:y:2009:i:1:p:50-62. Full description at Econpapers || Download paper | 4 |
| 9 | 2011 | Impact of Model Specification Decisions on Unit Root Tests. (2011). Rehman, Atiq ; Atiq-ur-Rehman, . In: International Econometric Review (IER). RePEc:erh:journl:v:3:y:2011:i:2:p:22-33. Full description at Econpapers || Download paper | 4 |
| 10 | 2012 | Evaluating the performance of inflation targeting regime in three Asian economies. (2012). SEK, SIOK KUN ; Kun, Sek Siok. In: International Econometric Review (IER). RePEc:erh:journl:v:4:y:2012:i:2:p:82-98. Full description at Econpapers || Download paper | 3 |
| 11 | 2020 | New Directions in Macroeconomics. (2020). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:12:y:2020:i:1:p:1-23. Full description at Econpapers || Download paper | 3 |
| 12 | 2012 | WALS Estimation and Forecasting in Factor-based Dynamic Models with an Application to Armenia. (2012). Poghosyan, Karen ; Magnus, Jan. In: International Econometric Review (IER). RePEc:erh:journl:v:4:y:2012:i:1:p:40-58. Full description at Econpapers || Download paper | 3 |
| 13 | 2014 | Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan. (2014). Khan, Saud Ahmad ; Jabeen, Munazza. In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:59-77. Full description at Econpapers || Download paper | 3 |
| 14 | 2014 | Modelling Exchange Rate Volatility by Macroeconomic Fundamentals in Pakistan. (2014). Khan, Saud Ahmad ; Jabeen, Munazza. In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:58-76. Full description at Econpapers || Download paper | 3 |
| 15 | 2017 | Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange. (2017). Bashir, Uzma. In: International Econometric Review (IER). RePEc:erh:journl:v:9:y:2017:i:1:p:21-38. Full description at Econpapers || Download paper | 3 |
| 16 | 2009 | A Comparison of Two Alternative Monetary Approaches to Exchange Rate Determination over the Long-Run. (2009). Morley, Bruce. In: International Econometric Review (IER). RePEc:erh:journl:v:1:y:2009:i:2:p:63-76. Full description at Econpapers || Download paper | 2 |
| 17 | 2015 | Comparison of the r - (k, d) Class Estimator with some Estimators for Multicollinearity under the Mahalanobis Loss Function. (2015). Chandra, Shalini ; Sarkar, Nityananda. In: International Econometric Review (IER). RePEc:erh:journl:v:7:y:2015:i:1:p:1-12. Full description at Econpapers || Download paper | 2 |
| 18 | 2019 | Power Comparison of Autocorrelation Tests in Dynamic Models. (2019). Islam, Tanweer ; Ul, Tanweer ; Toor, Erum. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:2:p:58-69. Full description at Econpapers || Download paper | 2 |
| 19 | 2011 | Intra-European Trade of Manufacturing Goods: An Extension of the Gravity Model. (2011). Weiserbs, Daniel ; Vancauteren, Mark. In: International Econometric Review (IER). RePEc:erh:journl:v:3:y:2011:i:1:p:1-24. Full description at Econpapers || Download paper | 2 |
| 20 | 2010 | Variance Estimates and Model Selection. (2010). Zaman, Asad ; Kiraci, Arzdar ; BaÅçı, Sıdıka. In: International Econometric Review (IER). RePEc:erh:journl:v:2:y:2010:i:2:p:57-72. Full description at Econpapers || Download paper | 2 |
| 21 | 2017 | Determinants of Corporate Philanthropy: A Case of Karachi Stock Exchange. (2017). Bashir, Uzma. In: International Econometric Review (IER). RePEc:erh:journl:v:9:y:2017:i:1:p:19-36. Full description at Econpapers || Download paper | 2 |
| 22 | 2021 | Smooth Threshold Autoregressive models and Markov process: An application to the Lebanese GDP growth rate. (2021). Verne, Jean-Franois. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:3:p:71-88. Full description at Econpapers || Download paper | 1 |
| 23 | 2011 | A Structural Approach for Testing Causality. (2011). Asghar, Zahid. In: International Econometric Review (IER). RePEc:erh:journl:v:3:y:2011:i:2:p:1-12. Full description at Econpapers || Download paper | 1 |
| 24 | 2016 | Is the Effect of Risk on Stock Returns Different in Up and Down Markets? A Multi-Country Study. (2016). Kundu, Srikanta ; Sarkar, Nityananda. In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:2:p:53-71. Full description at Econpapers || Download paper | 1 |
| 25 | 2021 | A Starting Note: Panel Stochastic Frontier Analysis with Dependent Error Terms. (2021). Hafner, Christian ; el Mehdi, Rachida. In: International Econometric Review (IER). RePEc:erh:journl:v:13:y:2021:i:2:p:24-40. Full description at Econpapers || Download paper | 1 |
| 26 | 2011 | Market Efficiency within the German Stock Market: A Comparative Study of the Relative Efficiencies of the DAX, MDAX, SDAX and ASE Indices. (2011). Rodgers, Timothy ; Starcevic, Admin . In: International Econometric Review (IER). RePEc:erh:journl:v:3:y:2011:i:1:p:25-37. Full description at Econpapers || Download paper | 1 |
| 27 | 2016 | Estimation of Multivariate Stochastic Volatility Models: A Comparative Monte Carlo Study. (2016). Eratalay, Mustafa. In: International Econometric Review (IER). RePEc:erh:journl:v:8:y:2016:i:2:p:19-52. Full description at Econpapers || Download paper | 1 |
| 28 | 2020 | Estimating the Price and Income Elasticities of Crude Oil Import Demand for Turkey. (2020). Kavaz, Ismail. In: International Econometric Review (IER). RePEc:erh:journl:v:12:y:2020:i:2:p:98-111. Full description at Econpapers || Download paper | 1 |
| 29 | 2017 | Lessons in Econometric Methodology: The Axiom of Correct Specification. (2017). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:9:y:2017:i:2:p:50-68. Full description at Econpapers || Download paper | 1 |
| 30 | 2013 | Stock Returns Under Alternative Volatility and Distributional Assumptions: The Case for India. (2013). Mukhopadhyay, Debabrata ; Sarkar, Nityananda. In: International Econometric Review (IER). RePEc:erh:journl:v:5:y:2013:i:1:p:1-19. Full description at Econpapers || Download paper | 1 |
| 31 | 2019 | Regional Economic Convergence and Spatial Spillovers in Turkey. (2019). Dogan, Tayyar ; Kndap, Ahmet. In: International Econometric Review (IER). RePEc:erh:journl:v:11:y:2019:i:1:p:1-23. Full description at Econpapers || Download paper | 1 |
| 32 | 2015 | Choice of Spectral Density Estimator in Ng-Perron Test: A Comparative Analysis. (2015). Malik, Muhammad ; Rehman, Atiq. In: International Econometric Review (IER). RePEc:erh:journl:v:7:y:2015:i:2:p:51-63. Full description at Econpapers || Download paper | 1 |
| 33 | 2009 | Limits of Econometrics. (2009). Freedman, David A.. In: International Econometric Review (IER). RePEc:erh:journl:v:1:y:2009:i:1:p:5-17. Full description at Econpapers || Download paper | 1 |
| 34 | 2012 | An Out-of-sample Analysis of Mean-Variance Portfolios with Orthogonal GARCH Factors. (2012). Cardinali, Alessandro. In: International Econometric Review (IER). RePEc:erh:journl:v:4:y:2012:i:1:p:1-16. Full description at Econpapers || Download paper | 1 |
| 35 | 2020 | Employing Machine Learning Algorithms to build Trading Strategies with higher than Risk-Free Returns. (2020). Hussain, Syed Muzammil ; Uzunlu, Baris Yalin. In: International Econometric Review (IER). RePEc:erh:journl:v:12:y:2020:i:2:p:112-138. Full description at Econpapers || Download paper | 1 |
| 36 | 2018 | Does International Liquidity Matter For G-7 Countries? A PVAR Approach. (2018). Turkay, Mesut. In: International Econometric Review (IER). RePEc:erh:journl:v:10:y:2018:i:1:p:1-13. Full description at Econpapers || Download paper | 1 |
| 37 | 2024 | Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis. (2024). Baba, Murtala Mustapha ; Gm, Nihat. In: International Econometric Review (IER). RePEc:erh:journl:v:16:y:2024:i:1:p:24-49. Full description at Econpapers || Download paper | 1 |
| 38 | 2014 | An Empirical Evaluation of the Relationship between Trade Openness and External Debt: Turkish Case. (2014). Kizilgol, Ozlem Ayvaz ; Ipek, Evren. In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:1:p:42-58. Full description at Econpapers || Download paper | 1 |
| 39 | 2020 | Models and Reality: How Did Models Divorced from Reality Become Epistemologically Acceptable?. (2020). Zaman, Asad. In: International Econometric Review (IER). RePEc:erh:journl:v:12:y:2020:i:1:p:24-49. 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 | 2013 | A Review of Kernel Density Estimation with Applications to Econometrics. (2013). Dias, Ronaldo ; Zambom, Adriano Z.. In: International Econometric Review (IER). RePEc:erh:journl:v:5:y:2013:i:1:p:20-42. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2025 | Stock Exchange Development and Economic Growth: The Case of Poland. (2025). Zieba, Lukasz. In: European Research Studies Journal. RePEc:ers:journl:v:xxviii:y:2025:i:4:p:1946-1963. Full description at Econpapers || Download paper |
Recent citations
10 most frequent citing series