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

Citation Profile [Updated: 2025-01-21 17:37:07]
5 Years H Index
31
Impact Factor (IF)
0
5 Years IF
0.25
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 0.17 1 0 2 2 23 1 2 0 0 0 1 0.5 0.08
1995 0.5 0.22 0.09 0.5 20 22 592 1 4 2 1 2 1 0 0 0.13
1996 0.18 0.25 0.33 0.18 27 49 385 10 20 22 4 22 4 7 70 6 0.22 0.14
1997 0.43 0.27 0.44 0.45 13 62 40 25 47 47 20 49 22 1 4 1 0.08 0.15
1998 0.48 0.32 0.39 0.4 9 71 223 28 75 40 19 62 25 0 1 0.11 0.18
1999 0.59 0.39 0.64 0.51 17 88 601 52 131 22 13 71 36 0 9 0.53 0.25
2000 1.42 0.54 0.94 0.86 10 98 34 83 223 26 37 86 74 0 3 0.3 0.25
2001 1.33 0.49 1.02 0.88 35 133 1416 116 359 27 36 76 67 34 29.3 20 0.57 0.28
2002 0.64 0.54 1.26 0.96 18 151 162 168 549 45 29 84 81 19 11.3 17 0.94 0.31
2003 0.92 0.53 1.38 1.22 22 173 155 215 787 53 49 89 109 34 15.8 23 1.05 0.3
2004 0.88 0.59 1.57 1.28 30 203 667 282 1106 40 35 102 131 38 13.5 16 0.53 0.36
2005 1.02 0.61 1.42 0.88 26 229 493 325 1431 52 53 115 101 32 9.8 39 1.5 0.37
2006 1.64 0.59 1.59 1.23 12 241 137 382 1813 56 92 131 161 8 2.1 19 1.58 0.34
2007 1.47 0.52 1.28 1.33 5 246 19 314 2127 38 56 108 144 3 1 0 0.29
2008 2.76 0.59 1.15 1.42 11 257 188 296 2423 17 47 95 135 7 2.4 6 0.55 0.29
2009 1 0.58 1.02 1.43 16 273 164 279 2702 16 16 84 120 9 3.2 11 0.69 0.33
2010 0.67 0.52 0.77 0.69 6 279 2 215 2917 27 18 70 48 0 1 0.17 0.3
2011 0.64 0.62 0.91 0.86 1 280 25 254 3172 22 14 50 43 0 2 2 0.37
2012 0.86 0.68 0.69 0.67 13 293 281 200 3373 7 6 39 26 1 0.5 7 0.54 0.36
2013 0.86 0.66 0.75 1.04 12 305 107 230 3603 14 12 47 49 3 1.3 2 0.17 0.35
2014 2 0.67 0.79 1.35 7 312 53 247 3850 25 50 48 65 7 2.8 2 0.29 0.34
2015 0.53 0.65 0.87 1.31 12 324 43 283 4133 19 10 39 51 0 1 0.08 0.36
2016 0.79 0.64 0.9 1.6 11 335 90 303 4436 19 15 45 72 6 2 6 0.55 0.35
2017 1.3 0.62 0.83 1.33 6 341 14 282 4718 23 30 55 73 0 3 0.5 0.35
2018 1 0.61 0.79 0.98 7 348 9 274 4993 17 17 48 47 12 4.4 3 0.43 0.34
2019 0.31 0.62 0.68 0.63 10 358 24 242 5235 13 4 43 27 2 0.8 5 0.5 0.36
2020 0.35 0.69 0.57 0.48 7 365 48 209 5444 17 6 46 22 2 1 10 1.43 0.73
2021 1.06 0.94 0.5 0.88 3 368 2 185 5629 17 18 41 36 1 0.5 2 0.67 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
12001GMM Estimation of Empirical Growth Models. (2001). Temple, Jonathan ; Hoeffler, Anke ; Bond, Stephen. In: Economics Papers. RePEc:nuf:econwp:0121.

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1060
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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452
42004Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049.

Full description at Econpapers || Download paper

324
52005Stochastic Volatility. (2005). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0517.

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166
62012Reconciling 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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161
71996Initial 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
8Likelihood 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
92004We Ran One Regression. (2004). Krolzig, Hans-Martin ; Hendry, David. In: Economics Papers. RePEc:nuf:econwp:0417.

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121
102009Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:0905.

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99
112005Adjustment Costs and the Identification of Cobb Douglas Production Functions. (2005). Soderbom, Mans ; Bond, Stephen . In: Economics Papers. RePEc:nuf:econwp:0504.

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98
122006Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0603.

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77
131999Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3.

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74
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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59
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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58
172004Capital 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
182008Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802.

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49
192012Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1203.

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48
201996An omnibus test for univariate and multivariate normalit. (1996). Hansen, Henrik ; Doornik, Jurgen. In: Economics Papers. RePEc:nuf:econwp:9604.

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47
212002Unemployment, Labour Market Institutions and Shocks. (2002). Nunziata, Luca. In: Economics Papers. RePEc:nuf:econwp:0216.

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46
222016Labour 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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46
232001Normal modified stable processes. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0106.

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43
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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42
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 ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142.

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40
262001Econometric analysis of realised volatility and its use in estimating stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0104.

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38
271996Skill-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
282008Multivariate 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 ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0810.

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33
291996Booms and Busts in the UK Housing Market.. (1996). Murphy, Anthony ; muellbauer, john. In: Economics Papers. RePEc:nuf:econwp:125.

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33
302001Inferring 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
312005Limit theorems for multipower variation in the presence of jumps. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Winkel, Matthias . In: Economics Papers. RePEc:nuf:econwp:0507.

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32
322001Order determination in general vector autoregressions. (2001). Nielsen, Bent. In: Economics Papers. RePEc:nuf:econwp:0110.

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31
332004Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0428.

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31
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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29
362004A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: Economics Papers. RePEc:nuf:econwp:0429.

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28
372008Learning while voting: determinants of collective experimentation. (2008). Strulovici, Bruno. In: Economics Papers. RePEc:nuf:econwp:0808.

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27
382001How accurate is the asymptotic approximation to the distribution of realised volatility?. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0116.

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27
392020The Idiosyncratic Impact of an Aggregate Shock: The Distributional Consequences of COVID-19. (2020). Jäckle, Annette ; Crossley, Thomas ; Burton, Jonathan ; Read, Brendan ; Low, Hamish ; Fisher, Paul ; Benzeval, Michaela. In: Economics Papers. RePEc:nuf:econwp:2007.

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27
402002Econometric Analysis of Realised Covariation: High Frequency Covariance, Regression and Correlation in Financial Economics. (2002). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0213.

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27
412005Openness and inflation volatility: Cross-country evidence. (2005). Bowdler, Christopher ; Malik, Adeel. In: Economics Papers. RePEc:nuf:econwp:0514.

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27
422011Multivariate 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
432005Hurricanes: Intertemporal Trade and Capital Shocks. (2005). Bluedorn, John. In: Economics Papers. RePEc:nuf:econwp:0522.

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26
442005Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0516.

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25
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
462002Modelling 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
472005Limit theorems for bipower variation in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Sven Erik. In: Economics Papers. RePEc:nuf:econwp:0506.

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23
481997Filtering via simulation: auxiliary particle filters. (1997). Shephard, Neil ; Pitt, Michael K. In: Economics Papers. RePEc:nuf:econwp:9713.

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23
491999Multidimensional Inequality Measurement: a Proposal.. (1999). List, Christian. In: Economics Papers. RePEc:nuf:econwp:9927.

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23
502001Realised power variation and stochastic volatility models. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0118.

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22
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

69
22008Measuring downside risk-realised semivariance. (2008). Shephard, Neil ; Barndorff-Nielsen, Ole ; Kinnebrock, Silja . In: Economics Papers. RePEc:nuf:econwp:0802.

Full description at Econpapers || Download paper

17
31999Auction Theory: a Guide to the Literature.. (1999). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:1999-w12.

Full description at Econpapers || Download paper

16
42012Reconciling 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

14
52016Labour 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

13
62004Auctions: Theory and Practice. (2004). Klemperer, Paul. In: Economics Papers. RePEc:nuf:econwp:049.

Full description at Econpapers || Download paper

12
72009Why Do Sellers (Usually) Prefer Auctions?. (2009). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:0905.

Full description at Econpapers || Download paper

10
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

5
92020The Idiosyncratic Impact of an Aggregate Shock: The Distributional Consequences of COVID-19. (2020). Jäckle, Annette ; Crossley, Thomas ; Burton, Jonathan ; Read, Brendan ; Low, Hamish ; Fisher, Paul ; Benzeval, Michaela. In: Economics Papers. RePEc:nuf:econwp:2007.

Full description at Econpapers || Download paper

4
102012Regulated Prices, Rent-Seeking, and Consumer Surplus. (2012). Klemperer, Paul ; Bulow, Jeremy. In: Economics Papers. RePEc:nuf:econwp:1203.

Full description at Econpapers || Download paper

3
112020The Equilibrium Existence Duality: Equilibrium with Indivisibilities & Income Effects. (2020). Klemperer, Paul ; Teytelboym, Alexander ; Jagadeesan, Ravi ; Edhan, Omer ; Badlwin, Elizabeth. In: Economics Papers. RePEc:nuf:econwp:2008.

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3
122013Learning 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

3
131999Innovation and Market Value.. (1999). Hall, Bronwyn. In: Economics Papers. RePEc:nuf:econwp:1999-w3.

Full description at Econpapers || Download paper

3
142011Multivariate 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
152014A 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.

Full description at Econpapers || Download paper

2
162019Durables and Lemons: Private Information and the Market for Cars. (2019). Gu, Ran ; Blundell, Richard ; Meghir, Costas ; Low, Hamish ; Leth-Petersen, Soren. In: Economics Papers. RePEc:nuf:econwp:1910.

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2
172020Short-term forecasting of the Coronavirus Pandemic - 2020-04-27. (2020). Hendry, David ; Castle, Jennifer ; Doornik, Jurgen A. In: Economics Papers. RePEc:nuf:econwp:2006.

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2
182016Complex Decision Making: The Roles of Cognitive Limitations, Cognitive Decline and Ageing. (2016). Thorp, Susan ; Keane, Michael. In: Economics Papers. RePEc:nuf:econwp:1610.

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2
191995Generalized linear autoregressions. (1995). Shephard, Neil. In: Economics Papers. RePEc:nuf:econwp:0008.

Full description at Econpapers || Download paper

2
201998Does 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 ; Crepon, B. ; Branstetter, L.. In: Economics Papers. RePEc:nuf:econwp:142.

Full description at Econpapers || Download paper

2
212005Variation, jumps, market frictions and high frequency data in financial econometrics. (2005). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0516.

Full description at Econpapers || Download paper

2
222001Normal modified stable processes. (2001). Shephard, Neil ; Barndorff-Nielsen, Ole. In: Economics Papers. RePEc:nuf:econwp:0106.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2021
YearCiting document
2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2021.

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