Journal

Name:
Journal Of Business And Economic Statistics web
Rankings:
Points Position
CEF.UP+NIPE (average of all rankings) (2012) 48.88 26/501
ABS (2010) 75.0 85/288
Australian RC (2010) 100.0 39/479
Axarloglou and Theoharakis (2003) 7.5 38/94
Carlos III (2010) 37.5 34/153
CNRS (2008) 60.0 137/336
Combes and Linnemer (2003) 67.0 16/253
Engemann and Wall (2009) 12.05 18/65
Ideas discounted recursive impact factor (2012) 21.51 29/396
ISI, JCR SSE, Article Influence Score (2010) 23.99 25/316
ISI, JCR SSE, Impact Factor (2010) 22.78 82/388
Kalaitzidakis et al (2010) 6.92 30/196
Kodrzycki and Yu (2006) 17.95 25/177
Lubrano et al (2003) 60.0 37/211
Qualis (2008) 100.0 20/200
Ritzberger (2008) 17.66 18/153
Schneider and Ursprung (2008) 80.0 31/278
Source Normalized Impact per Paper (SNIP) (2011) 25.69 40/476
Tinbergen Institute (2011) 50.0 23/119
Count 1.0 95/632
SJR (2016) 2.57 51/470
Articles 10:

Maximum-Entropy Prior Uncertainty and Correlation of Statistical Economic Data
João F. D. Rodrigues
vol. 34, 2016, p. 357-367.

Booms, Busts, and Normal Times in the Housing Market.
Luca Agnello, Vitor Castro, Ricardo Sousa
vol. 33, 2015, p. 25-45.

Empirical Analysis of Affine versus Nonaffine Variance Specifications in Jump-Diffusion Models for Equity Indices
Katja Ignatieva, Paulo Rodrigues, Norman Seeger
vol. 33, 2015, p. 68-75.

Conditional Correlation Models of Autoregressive Conditional Heteroscedasticity With Nonstationary GARCH Equations.
Cristina Amado, Timo Teräsvirta
vol. 32, 2014, p. 69-87.

Local and Global Rank Tests for Multivariate Varying-Coefficient Models
Stephen Donald, Natércia Fortuna, Vladas Pipiras
vol. 29, 2011, p. 295-306.

A Note on Common Cycles, Common Trends, and Convergence
Vasco M. Carvalho, Andrew Harvey, Thomas Trimbur
vol. 25, 2007, p. 12-20.

Second-Order Filter Distribution Approximations for Financial Time Series with Extreme Outliers
Jim Smith, António Santos
vol. 24, 2006, p. 329-337.

Tracking the Business Cycle of the Euro Area: A Multivariate Model-Based Bandpass Filter
João Valle e Azevedo, Jan Koopman, António Rua
vol. 24, 2006, p. 278-290.

Influence Diagnostics and Estimation Algorithms for Powell's SCLS
João Santos Silva
vol. 19, 2001, p. 55-62.

Nonlinearities and Nonstationarities in Stock Returns
Pedro Lima
vol. 16, 1998, p. 227-236.

Back