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Economics Papers / Economics Group, Nuffield College, University of Oxford

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
32
Impact Factor (IF)
0
5 Years IF
0.6
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
1994 0 0.16 1 0 2 2 25 1 4 0 0 0 1 0.5 0.08
1995 0.5 0.22 0.09 0.5 20 22 592 1 6 2 1 2 1 0 0 0.12
1996 0.18 0.24 0.33 0.18 27 49 385 10 22 22 4 22 4 7 70 6 0.22 0.14
1997 0.43 0.27 0.47 0.47 13 62 41 27 51 47 20 49 23 1 3.7 2 0.15 0.15
1998 0.48 0.32 0.41 0.4 9 71 226 28 80 40 19 62 25 0 1 0.11 0.18
1999 0.59 0.4 0.66 0.51 17 88 629 54 138 22 13 71 36 0 11 0.65 0.26
2000 1.42 0.55 0.94 0.86 10 98 36 83 230 26 37 86 74 0 3 0.3 0.25
2001 1.41 0.48 1.04 0.91 35 133 1489 118 368 27 38 76 69 34 28.8 20 0.57 0.27
2002 0.64 0.55 1.27 0.98 18 151 163 170 560 45 29 84 82 19 11.2 17 0.94 0.31
2003 0.92 0.52 1.39 1.24 22 173 157 217 800 53 49 89 110 34 15.7 24 1.09 0.3
2004 0.88 0.59 1.59 1.3 30 203 688 285 1122 40 35 102 133 38 13.3 16 0.53 0.36
2005 1.1 0.61 1.46 0.91 26 229 507 333 1456 52 57 115 105 32 9.6 39 1.5 0.35
2006 1.68 0.58 1.61 1.27 12 241 140 388 1844 56 94 131 166 8 2.1 19 1.58 0.33
2007 1.47 0.51 1.3 1.35 5 246 19 319 2163 38 56 108 146 3 0.9 0 0.29
2008 2.76 0.58 1.15 1.41 11 257 202 296 2459 17 47 95 134 7 2.4 6 0.55 0.29
2009 1 0.58 1.04 1.46 16 273 169 283 2742 16 16 84 123 9 3.2 11 0.69 0.33
2010 0.67 0.53 0.77 0.69 6 279 2 215 2957 27 18 70 48 0 1 0.17 0.3
2011 0.64 0.61 0.95 0.92 1 280 25 264 3222 22 14 50 46 0 2 2 0.37
2012 0.86 0.67 0.7 0.72 13 293 302 204 3427 7 6 39 28 1 0.5 7 0.54 0.36
2013 0.86 0.65 0.76 1.04 12 305 112 232 3659 14 12 47 49 3 1.3 3 0.25 0.34
2014 2 0.67 0.8 1.35 7 312 57 249 3908 25 50 48 65 7 2.8 2 0.29 0.34
2015 0.58 0.65 0.89 1.33 12 324 49 288 4196 19 11 39 52 0 1 0.08 0.36
2016 0.84 0.63 0.92 1.62 11 335 97 308 4504 19 16 45 73 6 1.9 6 0.55 0.34
2017 1.35 0.61 0.84 1.35 6 341 14 287 4791 23 31 55 74 0 3 0.5 0.34
2018 1 0.6 0.8 1 7 348 10 279 5071 17 17 48 48 12 4.3 3 0.43 0.34
2019 0.31 0.61 0.68 0.63 10 358 30 244 5315 13 4 43 27 2 0.8 5 0.5 0.35
2020 0.35 0.69 0.59 0.48 7 365 55 214 5529 17 6 46 22 2 0.9 11 1.57 0.73
2021 1.12 0.9 0.52 0.93 3 368 2 193 5722 17 19 41 38 1 0.5 2 0.67 0.37
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
12001GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121.

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1116
21995Initial Conditions and Moment Restrictions in Dynamic Panel Data Models.. (1995). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:104.

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491
31999Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12.

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471
42004Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049.

Full description at Econpapers || Download paper

335
52012Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212.

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180
62005Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517.

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166
7Likelihood INference for Discretely Observed Non-linear Diffusions. (1998). Shephard, Neil ; Elerian, Ola ; Chib, S.. In: Economics Papers. RePEc:nuf:econwp:146.

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131
81996Initial conditions and moment restrictions in dynamic panel data model. (1996). Bond, Stephen ; Blundell, Richard. In: Economics Papers. RePEc:nuf:econwp:9614.

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131
92004We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417.

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125
102009Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:0905.

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104
112005Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0504.

Full description at Econpapers || Download paper

102
122006Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter. In: Economics Papers. RePEc:nuf:econwp:0603.

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78
131999Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3.

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77
141996Unique Equilibrium in a Model of Self-Fulfilling Currency Attacks.. (1996). Shin, Hyun Song ; Morris, Stephen. In: Economics Papers. RePEc:nuf:econwp:126.

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72
152013Learning Models: An Assessment of Progress, Challenges and New Developments. (2013). Keane, Michael ; Erdem, Tulin ; Ching, Andrew. In: Economics Papers. RePEc:nuf:econwp:1307.

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63
162001Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102.

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63
172008Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802.

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58
182004Capital Accumulation and Growth: A New Look at the Empirical Evidence. (2004). Schiantarelli, Fabio ; Leblebicioglu, Asli ; Bond, Steve. In: Economics Papers. RePEc:nuf:econwp:048.

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50
192012Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1203.

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50
202016Labour Supply: the Roles of Human Capital and the Extensive Margin. (2016). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1605.

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50
211996An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604.

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47
222002Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216.

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47
232001Normal modified stable processes. (2001). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0106.

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46
242006Co-ordination and Lock-in: Competition with Switching Costs and Network Effects. (2006). Klemperer, Paul ; Farrell, Joseph. In: Economics Papers. RePEc:nuf:econwp:0607.

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43
251998Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Branstetter, Lee ; Crepon, B.. In: Economics Papers. RePEc:nuf:econwp:142.

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42
262001Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0104.

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41
272008Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter. In: Economics Papers. RePEc:nuf:econwp:0810.

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36
281996Skill-Biased Technical Change and Wages: Evidence from a Longitudinal Data Se. (1996). Bell, Brian. In: Economics Papers. RePEc:nuf:econwp:9625.

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34
292005Limit theorems for multipower variation in the presence of jumps. (2005). Shephard, Neil ; Winkel, Matthias. In: Economics Papers. RePEc:nuf:econwp:0507.

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33
302004Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter. In: Economics Papers. RePEc:nuf:econwp:0428.

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33
311996Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125.

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33
322001Inferring Repeated Game Strategies From Actions: Evidence From Trust Game Experiments. (2001). Slonim, Robert ; Engle-Warnick, Jim. In: Economics Papers. RePEc:nuf:econwp:0113.

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33
332001Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110.

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32
342005Outlier Detection in GARCH Models. (2005). Ooms, Marius ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:0524.

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30
352008The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0805.

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30
362005Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522.

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30
372005Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel. In: Economics Papers. RePEc:nuf:econwp:0514.

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29
382020The Idiosyncratic Impact of an Aggregate Shock: The Distributional Consequences of COVID-19. (2020). Low, Hamish ; Jäckle, Annette ; Fisher, Paul ; Crossley, Thomas ; Burton, Jonathan ; Benzeval, Michaela ; Read, Brendan. In: Economics Papers. RePEc:nuf:econwp:2007.

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28
392004A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Graversen, Svend Erik ; Jacod, Jean. In: Economics Papers. RePEc:nuf:econwp:0429.

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28
402005Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0516.

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27
412008Learning while voting: determinants of collective experimentation. (2008). Strulovici, Bruno. In: Economics Papers. RePEc:nuf:econwp:0808.

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27
422001How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0116.

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27
432002Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0213.

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27
442011Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa. In: Economics Papers. RePEc:nuf:econwp:1101.

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26
452014A Simple Method to Estimate the Roles of Learning, Inventories and Category Consideration in Consumer Choice. (2014). Keane, Michael ; Ching, Andrew ; Erdem, Tulin. In: Economics Papers. RePEc:nuf:econwp:1401.

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25
462001Economic Forecasting: Some Lessons from Recent Research. (2001). Hendry, David ; Clements, Michael. In: Economics Papers. RePEc:nuf:econwp:0211.

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25
471999Multidimensional Inequality Measurement: a Proposal.. (1999). List, Christian. In: Economics Papers. RePEc:nuf:econwp:9927.

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24
482005Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509.

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24
492002Modelling Security Market Events in Continuous Time: Intensity based, Multivariate Point Process Models. (2002). Bowsher, Clive. In: Economics Papers. RePEc:nuf:econwp:0222.

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24
501997Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713.

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23
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121.

Full description at Econpapers || Download paper

50
21999Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12.

Full description at Econpapers || Download paper

26
32012Reconciling Micro and Macro Labor Supply Elasticities: A Structural Perspective. (2012). Rogerson, Richard ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1212.

Full description at Econpapers || Download paper

22
42008Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802.

Full description at Econpapers || Download paper

16
52004Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049.

Full description at Econpapers || Download paper

13
62009Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:0905.

Full description at Econpapers || Download paper

9
72016Labour Supply: the Roles of Human Capital and the Extensive Margin. (2016). Wasi, Nada ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1605.

Full description at Econpapers || Download paper

8
82005Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0504.

Full description at Econpapers || Download paper

7
92015The Effects of Immigration on NHS Waiting Times. (2015). Vargas-Silva, Carlos ; Nicodemo, Catia ; Giuntella, Osea. In: Economics Papers. RePEc:nuf:econwp:1504.

Full description at Econpapers || Download paper

5
102013Learning Models: An Assessment of Progress, Challenges and New Developments. (2013). Keane, Michael ; Erdem, Tulin ; Ching, Andrew. In: Economics Papers. RePEc:nuf:econwp:1307.

Full description at Econpapers || Download paper

4
112004We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417.

Full description at Econpapers || Download paper

4
122020Strategic Bidding in Product-Mix, Sequential, and Simultaneous Auctions. (2020). Finster, Simon. In: Economics Papers. RePEc:nuf:econwp:2003.

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4
132012Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1203.

Full description at Econpapers || Download paper

4
142001Firm Level Investment and R&D in France and the United States: A Comparison. (2001). MULKAY, Benoît ; MAIRESSE, Jacques ; Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:0102.

Full description at Econpapers || Download paper

3
152020The Idiosyncratic Impact of an Aggregate Shock: The Distributional Consequences of COVID-19. (2020). Low, Hamish ; Jäckle, Annette ; Fisher, Paul ; Crossley, Thomas ; Burton, Jonathan ; Benzeval, Michaela ; Read, Brendan. In: Economics Papers. RePEc:nuf:econwp:2007.

Full description at Econpapers || Download paper

3
162020The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects. (2020). Teytelboym, Alexander ; Klemperer, Paul ; Jagadeesan, Ravi ; Edhan, Omer ; Badlwin, Elizabeth. In: Economics Papers. RePEc:nuf:econwp:2008.

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3
171998Does Cash Flow cause Investment and R&D: An Exploration Using Panel Data for French, Japanese, and United States Scientific Firms. (1998). MAIRESSE, Jacques ; Hall, Bronwyn ; Crépon, Bruno ; Branstetter, Lee ; Crepon, B.. In: Economics Papers. RePEc:nuf:econwp:142.

Full description at Econpapers || Download paper

2
182001Normal modified stable processes. (2001). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0106.

Full description at Econpapers || Download paper

2
192019Disability Insurance: Error Rates and Gender Differences. (2019). Low, Hamish ; Pistaferri, Luigi. In: Economics Papers. RePEc:nuf:econwp:1909.

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2
202019Nonparametric Analysis of Labour Supply Using Random Fields. (2019). Crawford, Ian. In: Economics Papers. RePEc:nuf:econwp:1906.

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2
212005Limited Asset Markets Participation, Monetary Policy and (Inverted) Keynesian Logic. (2005). bilbiie, florin. In: Economics Papers. RePEc:nuf:econwp:0509.

Full description at Econpapers || Download paper

2
221995Generalized linear autoregressions. (1995). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0008.

Full description at Econpapers || Download paper

2
232011Multivariate High-Frequency-Based Volatility (HEAVY) Models. (2011). Sheppard, Kevin ; Shephard, Neil ; Noureldin, Diaa. In: Economics Papers. RePEc:nuf:econwp:1101.

Full description at Econpapers || Download paper

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