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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
10
Impact Factor (IF)
0.38
5 Years IF
0.22
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
2012 0 0.68 0.11 0 28 28 93 3 7 0 0 0 3 0.11 0.36
2013 0.29 0.66 0.19 0.29 34 62 117 12 19 28 8 28 8 1 8.3 4 0.12 0.35
2014 0.65 0.67 0.49 0.65 34 96 89 47 66 62 40 62 40 8 17 6 0.18 0.34
2015 0.5 0.65 0.55 0.48 17 113 24 61 128 68 34 96 46 5 8.2 6 0.35 0.36
2016 0.2 0.64 0.47 0.42 18 131 27 55 189 51 10 113 48 7 12.7 3 0.17 0.34
2017 0.26 0.62 0.29 0.27 12 143 73 41 230 35 9 131 35 6 14.6 5 0.42 0.35
2018 0.47 0.61 0.33 0.37 24 167 60 55 285 30 14 115 42 5 9.1 5 0.21 0.34
2019 0.61 0.62 0.3 0.3 9 176 12 52 337 36 22 105 32 3 5.8 2 0.22 0.36
2020 0.52 0.7 0.27 0.35 19 195 18 52 389 33 17 80 28 1 1.9 5 0.26 0.74
2021 0.43 0.95 0.31 0.48 9 204 14 64 453 28 12 82 39 5 7.8 1 0.11 0.39
2022 0.18 0.69 0.22 0.42 4 208 0 46 499 28 5 73 31 2 4.3 0 0.22
2023 0.38 0.59 0.11 0.22 6 214 0 24 523 13 5 65 14 0 0 0.18
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
12012Monopolistic Competition: CES Redux?. (2012). Epifani, Paolo ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0004.

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42
22013Monopolistic Competition when Income Matters. (2013). Etro, Federico ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0055.

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36
32017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Hashem, Shatha ; Abedifar, Pejman. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134.

Full description at Econpapers || Download paper

32
42018Are Uncertainty Shocks Aggregate Demand Shocks?. (2018). rossi, lorenza ; Fasani, Stefano. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0148.

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30
52014A General Theory of Endogenous Market Structures. (2014). Etro, Federico ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0081.

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26
62017Monopolistic Competition, As You Like It. (2017). Etro, Federico ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0142.

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23
72013Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0042.

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20
82013The Macroeconomics of Trend Inflation. (2013). Sbordone, Argia ; Ascari, Guido. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0053.

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13
92013Mafia in the ballot box. (2013). De Luca, Giacomo ; De Feo, Giuseppe. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0057.

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12
102019The Redistributive Effects of a Money-Financed Fiscal Stimulus. (2019). rossi, lorenza ; Punzo, Chiara. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0168.

Full description at Econpapers || Download paper

11
112012Transparency, Expectations Anchoring and the Inflation Target. (2012). Ascari, Guido. In: DEM Working Papers Series. RePEc:pav:demwpp:022.

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10
122014Finance, Foreign (Direct) Investment and Dutch Disease: The Case of Colombia. (2014). Missaglia, Marco ; Godin, Antoine ; Botta, Alberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0090.

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9
132015Taylor Rules, Long-Run Growth and Real Uncertainty. (2015). rossi, lorenza ; Annicchiarico, Barbara. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0100.

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9
142014Endogenous Entry, Banking, and Business Cycle. (2014). rossi, lorenza ; La Croce, Carla. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0072.

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9
152014How to measure the quality of financial tweets. (2014). Giudici, Paolo ; Cerchiello, Paola. In: DEM Working Papers Series. RePEc:pav:demwpp:069.

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8
162013Monopolistic Competition: A Dual Approach. (2013). Etro, Federico ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0043.

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7
172018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0156.

Full description at Econpapers || Download paper

7
182017Organized Crime and Technology. (2017). Flamini, Alessandro ; Caglayan, Mustafa ; Jahanshahi, Babak. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0136.

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7
192017Deep Learning Bank Distress from News and Numerical Financial Data. (2017). Cerchiello, Paola ; Sarlin, Peter ; Ronnqvist, Samuel ; Nicola, Giancarlo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0140.

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7
202013Graphical network models for international financial flows. (2013). Giudici, Paolo ; Spelta, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0052.

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7
212018Monopolistic Competition with GAS Preferences. (2018). Etro, Federico ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0165.

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7
222014New-Keynesian Phillips Curve with Bertrand Competition and Endogenous Entry. (2014). rossi, lorenza ; Etro, Federico. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0079.

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6
232012Long memory and Periodicity in Intraday Volatility. (2012). Rossi, Eduardo ; Fantazzini, Dean. In: DEM Working Papers Series. RePEc:pav:demwpp:015.

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6
242020A Poisson autoregressive model to understand COVID-19 contagion dynamics. (2020). Giudici, Paolo ; Agosto, Arianna. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0185.

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6
252021A data-driven approach to measuring epidemiological susceptibility risk around the world. (2021). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0200.

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6
262014Conditional graphical models for systemic risk measurement. (2014). Giudici, Paolo ; Cerchiello, Paola. In: DEM Working Papers Series. RePEc:pav:demwpp:087.

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6
272013A better indicator of standards of living: The Gross National Disposable Income. (2013). Vaggi, Gianni ; Capelli, Clara . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0062.

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6
282015Endogenous Firms Exit, Inefficient Banks and Business Cycle Dynamics. (2015). rossi, lorenza. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0099.

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6
292014The price and income elasticities of the top clothing exporters: Evidence from a panel data analysis. (2014). Lorenzini, Eleonora ; Bianchi, Carluccio ; Baiardi, Donatella . In: DEM Working Papers Series. RePEc:pav:demwpp:074.

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6
302016Firms’ Dynamics and Business Cycle: New Disaggregated Data. (2016). Zanetti Chini, Emilio ; rossi, lorenza. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0123.

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5
312014A Two-Stage Estimator for Heterogeneous Panel Models with Common Factors. (2014). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0066.

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5
322015Firms Endogenous Entry and Monopolistic Banking in a DSGE model. (2015). rossi, lorenza ; La Croce, Carla . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0104.

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5
332012Estimation of long memory in integrated variance. (2012). Santucci de Magistris, Paolo ; Rossi, Eduardo. In: DEM Working Papers Series. RePEc:pav:demwpp:017.

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5
342016Productivity Shocks and Uncertainty Shocks in a Model with Endogenous Firms Exit and Inefficient Banks. (2016). rossi, lorenza. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0128.

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5
352012A new estimator of the discovery probability. (2012). Lijoi, Antonio ; Favaro, Stefano ; Prunster, Igor. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0007.

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5
36Financial Reliability and Firms Export Activity. (2014). Forlani, Emanuele. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0093.

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5
372014Inference on Factor Structures in Heterogeneous Panels. (2014). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0088.

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5
382013Estimating bank default with generalised extreme value models. (2013). Giudici, Paolo ; Calabrese, Raffaella. In: DEM Working Papers Series. RePEc:pav:demwpp:035.

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4
392017Assessing News Contagion in Finance. (2017). Cerchiello, Paola ; Nicola, Giancarlo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0139.

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4
402012Do non-stop flights boost exports?. (2012). Gaggero, Alberto ; Alderighi, Marco. In: DEM Working Papers Series. RePEc:pav:demwpp:012.

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4
412016CoRisk: measuring systemic risk through default probability contagion. (2016). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0116.

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4
422018Understanding the gender wage gap differential between public and private sector in Italy: A quantile approach for panel data. (2018). Castagnetti, Carolina ; Giorgetti, Maria Letizia. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0162.

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4
432016Natives and Migrants in Home Production: The Case of Germany. (2016). Mendolicchio, Concetta ; Lodigiani, Elisabetta ; Forlani, Emanuele. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0125.

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4
442012Independent Factor Autoregressive Conditional Density Model. (2012). Urga, Giovanni ; Rossi, Eduardo ; Ghalanos, Alexios . In: DEM Working Papers Series. RePEc:pav:demwpp:021.

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4
452020Market Risk, Connectedness and Turbulence: A Comparison of 21st Century Financial Crises. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0188.

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3
462012Inference on Factor Structures in Heterogeneous Panels. (2012). Trapani, Lorenzo ; Rossi, Eduardo ; Castagnetti, Carolina. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0002.

Full description at Econpapers || Download paper

3
472016Money-Financed versus Debt-Financed Fiscal Stimulus with Borrowing Constraints. (2016). rossi, lorenza ; Punzo, Chiara. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0131.

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3
482021Information theoretic causality detection between financial and sentiment data. (2021). Aste, Tomaso ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0202.

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3
492014The Macroeconomics of a Financial Dutch Disease. (2014). Botta, Alberto. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0089.

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3
502013Measuring risk with ordinal variables. (2013). Giudici, Paolo ; Figini, Silvia . In: DEM Working Papers Series. RePEc:pav:demwpp:032.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Heterogeneous Market Structure and Systemic Risk: Evidence from Dual Banking Systems. (2017). Giudici, Paolo ; Hashem, Shatha ; Abedifar, Pejman. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0134.

Full description at Econpapers || Download paper

15
22018Are Uncertainty Shocks Aggregate Demand Shocks?. (2018). rossi, lorenza ; Fasani, Stefano. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0148.

Full description at Econpapers || Download paper

11
32021A data-driven approach to measuring epidemiological susceptibility risk around the world. (2021). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0200.

Full description at Econpapers || Download paper

6
42019The Redistributive Effects of a Money-Financed Fiscal Stimulus. (2019). rossi, lorenza ; Punzo, Chiara. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0168.

Full description at Econpapers || Download paper

5
52021Information theoretic causality detection between financial and sentiment data. (2021). Aste, Tomaso ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0202.

Full description at Econpapers || Download paper

3
62014A General Theory of Endogenous Market Structures. (2014). Etro, Federico ; Bertoletti, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0081.

Full description at Econpapers || Download paper

3
72013Futures price volatility in commodities markets: The role of short term vs long term speculation. (2013). Nicolini, Marcella ; Manera, Matteo ; Vignati, Ilaria . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0042.

Full description at Econpapers || Download paper

3
82020A Poisson autoregressive model to understand COVID-19 contagion dynamics. (2020). Giudici, Paolo ; Agosto, Arianna. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0185.

Full description at Econpapers || Download paper

2
92015Taylor Rules, Long-Run Growth and Real Uncertainty. (2015). rossi, lorenza ; Annicchiarico, Barbara. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0100.

Full description at Econpapers || Download paper

2
102021Network Based Evidence of the Financial Impact of Covid-19 Pandemic. (2021). Ahelegbey, Daniel Felix ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0198.

Full description at Econpapers || Download paper

2
112013A better indicator of standards of living: The Gross National Disposable Income. (2013). Vaggi, Gianni ; Capelli, Clara . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0062.

Full description at Econpapers || Download paper

2
122015An Overview on D-stable Matrices. (2015). Zuccotti, Cesare . In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0097.

Full description at Econpapers || Download paper

2
132021Foreign debt sustainability and human development in Sub Saharan Africa. (2021). Vaggi, Gianni ; Frigerio, Luca. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0203.

Full description at Econpapers || Download paper

2
142018Forecasting dynamically asymmetric fluctuations of the U.S. business cycle. (2018). Zanetti Chini, Emilio. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0156.

Full description at Econpapers || Download paper

2
152017Deep Learning Bank Distress from News and Numerical Financial Data. (2017). Cerchiello, Paola ; Sarlin, Peter ; Ronnqvist, Samuel ; Nicola, Giancarlo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0140.

Full description at Econpapers || Download paper

2
162016CoRisk: measuring systemic risk through default probability contagion. (2016). Parisi, Laura ; Giudici, Paolo. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0116.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 5
YearTitle
2023Vector Autoregression in Cryptocurrency Markets: Unraveling Complex Causal Networks. (2023). Roughan, Matthew ; Mitchell, Lewis ; Cornell, Cameron. In: Papers. RePEc:arx:papers:2308.15769.

Full description at Econpapers || Download paper

2023Measuring financial soundness around the world: A machine learning approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s105752192200401x.

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2023On the efficient synthesis of short financial time series: A Dynamic Factor Model approach. (2023). Mertzanis, Charilaos ; Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000521.

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2023Initial coin offerings and ESG: Allies or enemies?. (2023). Cerchiello, Paola ; Bitetto, Alessandro. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005998.

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2023
Recent citations
Recent citations received in 2021

YearCiting document
2021Information theoretic causality detection between financial and sentiment data. (2021). Aste, Tomaso ; Cerchiello, Paola ; Scaramozzino, Roberta. In: DEM Working Papers Series. RePEc:pav:demwpp:demwp0202.

Full description at Econpapers || Download paper

Recent citations received in 2020

YearCiting document
2020Tail Risk Transmission: A Study of the Iran Food Industry. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Mojtahedi, Fatemeh ; Mojaverian, Seyed Mojtaba. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:3:p:78-:d:387092.

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2020First Quarter Chronicle of COVID-19: An Attempt to Measure Governments’ Responses. (2020). Constantinescu, Corina ; del Carmen, Maria ; Ahin, Ule ; Zhu, Wei ; Wang, Jing ; Henshaw, Kira ; Eisenberg, Julia. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:115-:d:439377.

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2020On the use of growth models to understand epidemic outbreaks with application to COVID-19 data. (2020). Kakai, Romain Glele ; Lokonon, Bruno Enagnon ; Tovissode, Chenangnon Frederic. In: PLOS ONE. RePEc:plo:pone00:0240578.

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