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Discussion Papers / University of Nottingham, Granger Centre for Time Series Econometrics

Citation Profile [Updated: 2024-11-03 20:16:59]
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
2005 0 0.6 0 0 1 1 0 0 0 0 0 0 0.36
2006 0 0.59 0 0 3 4 5 0 1 1 0 0 0.34
2007 0.25 0.52 0.36 0.25 7 11 12 4 4 4 1 4 1 2 50 3 0.43 0.29
2008 0.5 0.59 0.35 0.45 6 17 10 6 10 10 5 11 5 0 1 0.17 0.29
2009 0.15 0.58 0.18 0.18 5 22 18 3 14 13 2 17 3 0 0 0.33
2010 0.18 0.52 0.3 0.14 5 27 40 8 22 11 2 22 3 1 12.5 5 1 0.3
2011 0.4 0.62 0.23 0.19 3 30 2 7 29 10 4 26 5 0 0 0.37
2012 0.25 0.68 0.13 0.15 2 32 1 4 33 8 2 26 4 0 0 0.36
2013 0.4 0.66 0.46 0.57 3 35 8 16 49 5 2 21 12 2 12.5 2 0.67 0.35
2014 0.4 0.67 0.23 0.44 4 39 0 9 58 5 2 18 8 3 33.3 0 0.34
2015 0 0.65 0.1 0.12 2 41 18 4 62 7 17 2 0 0 0.36
2016 0.33 0.64 0.11 0.14 3 44 5 5 67 6 2 14 2 0 0 0.34
2017 1.4 0.62 0.19 0.5 4 48 19 9 76 5 7 14 7 0 0 0.35
2018 0 0.61 0.26 0.38 5 53 5 14 90 7 16 6 0 1 0.2 0.34
2019 0.22 0.62 0.14 0.22 6 59 1 8 98 9 2 18 4 0 0 0.36
2020 0.36 0.7 0.33 0.7 1 60 0 20 118 11 4 20 14 0 0 0.74
2021 0 0.95 0.18 0.26 1 61 0 11 129 7 19 5 0 0 0.39
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
12010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01.

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38
22015The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02.

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19
32017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

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19
42009Testing for unit roots in the presence of a possible break in trend and non-stationary volatility. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/05.

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18
52013Break date estimation for models with deterministic structural change. (2002). Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:13/02.

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8
62007Testing for co-integration in vector autoregressions with non-stationary volatility. (2007). Taylor, Robert ; Rahbek, Anders ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/02.

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7
72006Testing for a change in persistence in the presence of non-stationary volatility. (2006). Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:06/04.

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6
82008Testing for unit roots in the presence of uncertainty over both the trend and initial condition. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/03.

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6
92007Testing for a unit root in the presence of a possible break in trend. (2007). Taylor, Robert ; Leybourne, Stephen ; Harris, David ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/04.

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5
102016Tests for an end-of-sample bubble in financial time series. (2002). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Astill, Sam. In: Discussion Papers. RePEc:not:notgts:16/02.

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5
112018Testing explosive bubbles with time-varying volatility. (2018). Harvey, David ; Zu, Yang ; Leybourne, Stephen. In: Discussion Papers. RePEc:not:notgts:18/05.

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4
122011On the behaviour of fixed-b trend break tests under fractional integration. (2011). Taylor, Robert ; Leybourne, Stephen ; Iacone, Fabrizio ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:11/03.

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3
132008Testing for unit roots and the impact of quadratic trends, with an application to relative primary commodity prices. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/04.

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3
142012Generalized fixed-T panel unit root tests allowing for structural breaks. (2002). Tzavalis, Elias. In: Discussion Papers. RePEc:not:notgts:12/02.

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2
152018Determining the dimension of factor structures in non-stationary large datasets. (2018). Barigozzi, Matteo ; Trapani, Lorenzo. In: Discussion Papers. RePEc:not:notgts:18/01.

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2
162010Bootstrap co-integration rank testing: the role of deterministic variables and initial values in the bootstrap recursion. (2010). Trenkler, Carsten ; Taylor, Robert ; Cavaliere, Giuseppe ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/04.

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2
172019Television, time use and academic achievement: Evidence from a natural experiment. (2019). Castro, Adrian Nieto. In: Discussion Papers. RePEc:not:notgts:19/06.

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2
182008Local asymptotic power of the Im-Pesaran-Shin panel unit root test and the impact of initial observations. (2008). Leybourne, Stephen ; Harris, David ; Harvey, David ; Sakkas, Nikoloas D.. In: Discussion Papers. RePEc:not:notgts:08/02.

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1
192008Seasonal unit root tests and the role of initial conditions. (2008). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:08/01.

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1
202017A bootstrap stationarity test for predictive regression invalidity. (). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; Robert, A M ; Georgiev, Iliyan. In: Discussion Papers. RePEc:not:notgts:17/04.

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1
212009Robust methods for detecting multiple level breaks in autocorrelated time series [Revised to become No. 10/01 above]. (2009). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:09/01.

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1
222014Testing for unit roots in panels with structural changes, spatial and temporal dependence when the time dimension is finite. (). Tzavalis, Elias ; Karavias, Yiannis. In: Discussion Papers. RePEc:not:notgts:14/03.

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1
232013Optimal versus realized bank credit risk and monetary policy. (). Karavias, Yiannis ; Delis, Manthos. In: Discussion Papers. RePEc:not:notgts:13/03.

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1
242007Unit root testing in practice: dealing with uncertainty over the trend and initial condition. (2007). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:07/03.

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1
252010Bootstrap union tests for unit roots in the presence of nonstationary volatility. (2010). Taylor, Robert ; Smeekes, Stephan ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/03.

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1
262016The impact of the initial condition on covariate augmented unit root tests. (2001). Leybourne, Stephen ; Harvey, David ; Aristidou, Chrystalleni . In: Discussion Papers. RePEc:not:notgts:16/01.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Forecast evaluation tests and negative long-run variance estimates in small samples. (2017). Whitehouse, Emily ; Leybourne, Stephen ; Harvey, David. In: Discussion Papers. RePEc:not:notgts:17/03.

Full description at Econpapers || Download paper

6
22010Robust methods for detecting multiple level breaks in autocorrelated time series. (2010). Taylor, Robert ; Leybourne, Stephen ; Harvey, David ; A. M. Robert Taylor, . In: Discussion Papers. RePEc:not:notgts:10/01.

Full description at Econpapers || Download paper

4
32015The impact of government size on economic growth: a threshold analysis. (2002). Karavias, Yiannis ; Asimakopoulos, Stylianos. In: Discussion Papers. RePEc:not:notgts:15/02.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations