Example of Quantitative Economics format
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Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format
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Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format Example of Quantitative Economics format
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open access Open Access

Quantitative Economics — Template for authors

Publisher: Wiley
Categories Rank Trend in last 3 yrs
Economics and Econometrics #185 of 661 down down by 45 ranks
journal-quality-icon Journal quality:
Good
calendar-icon Last 4 years overview: 156 Published Papers | 474 Citations
indexed-in-icon Indexed in: Scopus
last-updated-icon Last updated: 19/07/2020
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Related Journals

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Taylor and Francis

Quality:  
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CiteRatio: 4.8
SJR: 0.942
SNIP: 1.435
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Taylor and Francis

Quality:  
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CiteRatio: 5.9
SJR: 5.062
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CiteRatio: 2.0
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open access Open Access
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Taylor and Francis

Quality:  
High
CiteRatio: 3.6
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Journal Performance & Insights

Impact Factor

CiteRatio

Determines the importance of a journal by taking a measure of frequency with which the average article in a journal has been cited in a particular year.

A measure of average citations received per peer-reviewed paper published in the journal.

1.271

19% from 2018

Impact factor for Quantitative Economics from 2016 - 2019
Year Value
2019 1.271
2018 1.561
2017 1.42
2016 1.614
graph view Graph view
table view Table view

3.0

20% from 2019

CiteRatio for Quantitative Economics from 2016 - 2020
Year Value
2020 3.0
2019 2.5
2018 2.3
2017 2.8
2016 2.5
graph view Graph view
table view Table view

insights Insights

  • Impact factor of this journal has decreased by 19% in last year.
  • This journal’s impact factor is in the top 10 percentile category.

insights Insights

  • CiteRatio of this journal has increased by 20% in last years.
  • This journal’s CiteRatio is in the top 10 percentile category.

SCImago Journal Rank (SJR)

Source Normalized Impact per Paper (SNIP)

Measures weighted citations received by the journal. Citation weighting depends on the categories and prestige of the citing journal.

Measures actual citations received relative to citations expected for the journal's category.

4.062

2% from 2019

SJR for Quantitative Economics from 2016 - 2020
Year Value
2020 4.062
2019 4.126
2018 5.177
2017 4.618
2016 3.837
graph view Graph view
table view Table view

1.795

16% from 2019

SNIP for Quantitative Economics from 2016 - 2020
Year Value
2020 1.795
2019 1.543
2018 1.538
2017 1.824
2016 1.599
graph view Graph view
table view Table view

insights Insights

  • SJR of this journal has decreased by 2% in last years.
  • This journal’s SJR is in the top 10 percentile category.

insights Insights

  • SNIP of this journal has increased by 16% in last years.
  • This journal’s SNIP is in the top 10 percentile category.

Quantitative Economics

Guideline source: View

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Wiley

Quantitative Economics

Quantitative Economics, an Econometric Society journal, is an open access journal, freely available online.... Read More

Economics and Econometrics

Economics, Econometrics and Finance

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Last updated on
19 Jul 2020
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ISSN
1759-7323
i
Impact Factor
High - 1.919
i
Open Access
Yes
i
Sherpa RoMEO Archiving Policy
Green faq
i
Plagiarism Check
Available via Turnitin
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Endnote Style
Download Available
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Bibliography Name
apa
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Citation Type
Numbered
[25]
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Bibliography Example
Beenakker, C.W.J. (2006) Specular andreev reflection in graphene.Phys. Rev. Lett., 97 (6), 067 007. URL 10.1103/PhysRevLett.97.067007.

Top papers written in this journal

open accessOpen access Journal Article DOI: 10.3982/QE99
Are the responses of the U.S. economy asymmetric in energy price increases and decreases
Lutz Kilian1, Robert J. Vigfusson2
01 Nov 2011 - Quantitative Economics

Abstract:

How much does real gross domestic product (GDP) respond to unanticipated changes in the real price of oil? Commonly used censored oil price vector autoregressive models suggest a substantial decline in real GDP in response to unexpected increases in the real price of oil, yet no response to unexpected declines. We show that t... How much does real gross domestic product (GDP) respond to unanticipated changes in the real price of oil? Commonly used censored oil price vector autoregressive models suggest a substantial decline in real GDP in response to unexpected increases in the real price of oil, yet no response to unexpected declines. We show that these estimates are invalid. Based on a structural model that encompasses both symmetric and asymmetric models as special cases, correctly computed impulse responses are of roughly the same magnitude in either direction, consistent with formal tests for symmetric responses. We discuss implications for theoretical models and for policy responses to energy price shocks. read more read less

Topics:

Real gross domestic product (54%)54% related to the paper, Vector autoregression (52%)52% related to the paper
View PDF
501 Citations
open accessOpen access Journal Article DOI: 10.3982/QE82
Dating the timeline of financial bubbles during the subprime crisis
Peter C.B. Phillips1, Jun Yu1
01 Nov 2011 - Quantitative Economics

Abstract:

A new recursive regression methodology is introduced to analyze the bubble characteristics of various financial time series during the subprime crisis. The methods modify a technique proposed in Phillips, Wu, and Yu (2011) and provide a technology for identifying bubble behavior with consistent dating of their origination and... A new recursive regression methodology is introduced to analyze the bubble characteristics of various financial time series during the subprime crisis. The methods modify a technique proposed in Phillips, Wu, and Yu (2011) and provide a technology for identifying bubble behavior with consistent dating of their origination and collapse. The tests serve as an early warning diagnostic of bubble activity and a new procedure is introduced for testing bubble migration across markets. Three relevant financial series are investigated, including a financial asset price (a house price index), a commodity price (the crude oil price), and one bond price (the spread between Baa and Aaa). Statistically significant bubble characteristics are found in all of these series. The empirical estimates of the origination and collapse dates suggest a migration mechanism among the financial variables. A bubble emerged in the real estate market in February 2002. After the subprime crisis erupted in 2007, the phenomenon migrated selectively into the commodity market and the bond market, creating bubbles which subsequently burst at the end of 2008, just as the effects on the real economy and economic growth became manifest. Our empirical estimates of the origination and collapse dates and tests of migration across markets match well with the general dateline of the crisis put forward in the recent study by Caballero, Farhi, and Gourinchas (2008a). read more read less

Topics:

Economic bubble (62%)62% related to the paper, Bond market (53%)53% related to the paper, House price index (52%)52% related to the paper, Bond valuation (52%)52% related to the paper, Financial asset (52%)52% related to the paper
View PDF
360 Citations
open accessOpen access Journal Article DOI: 10.3982/QE8
Analyzing social experiments as implemented: A reexamination of the evidence from the HighScope Perry Preschool Program
James J. Heckman1, Seong Hyeok Moon2, Rodrigo Pinto2, Peter A. Savelyev2, Adam Yavitz2
25 Jul 2010 - Quantitative Economics

Abstract:

Social experiments are powerful sources of information about the effectiveness of interventions. In practice, initial randomization plans are almost always compromised. Multiple hypotheses are frequently tested. “Significant” effects are often reported with p-values that do not account for preliminary screening from a large c... Social experiments are powerful sources of information about the effectiveness of interventions. In practice, initial randomization plans are almost always compromised. Multiple hypotheses are frequently tested. “Significant” effects are often reported with p-values that do not account for preliminary screening from a large candidate pool of possible effects. This paper develops tools for analyzing data from experiments as they are actually implemented. We apply these tools to analyze the influential HighScope Perry Preschool Program. The Perry program was a social experiment that provided preschool education and home visits to disadvantaged children during their preschool years. It was evaluated by the method of random assignment. Both treatments and controls have been followed from age 3 through age 40. Previous analyses of the Perry data assume that the planned randomization protocol was implemented. In fact, as in many social experiments, the intended randomization protocol was compromised. Accounting for compromised randomization, multiple-hypothesis testing, and small sample sizes, we find statistically significant and economically important program effects for both males and females. We also examine the representativeness of the Perry study. read more read less

Topics:

Random assignment (52%)52% related to the paper
View PDF
222 Citations
open accessOpen access Journal Article DOI: 10.3982/QE243
Estimating Ambiguity Aversion in a Portfolio Choice Experiment
David S. Ahn1, Syngjoo Choi2, Douglas Gale3, Shachar Kariv1
01 Jul 2014 - Quantitative Economics

Abstract:

We report a laboratory experiment that enables us to estimate four prominent models of ambiguity aversion — Subjective Expected Utility (SEU), Maxmin Expected Utility (MEU), Recursive Expected Utility (REU), and α-Maxmin Expected Utility (α-MEU) — at the level of the individual subject. We employ graphical representations of ... We report a laboratory experiment that enables us to estimate four prominent models of ambiguity aversion — Subjective Expected Utility (SEU), Maxmin Expected Utility (MEU), Recursive Expected Utility (REU), and α-Maxmin Expected Utility (α-MEU) — at the level of the individual subject. We employ graphical representations of three-dimensional budget sets over bundles of Arrow securities, one of which promises a unit payoff with a known probability and two with unknown (ambiguous) probabilities. The sample exhibits considerable heterogeneity in preferences, as captured through parameter estimates. Nonetheless, there exists a strong tendency to equate the demands for the securities that pay off in the ambiguous states. This feature is more easily accommodated by the α-MEU model than by the REU model. read more read less

Topics:

Subjective expected utility (63%)63% related to the paper, Expected utility hypothesis (62%)62% related to the paper, Ambiguity aversion (61%)61% related to the paper, Risk aversion (psychology) (59%)59% related to the paper
View PDF
220 Citations
open accessOpen access Journal Article DOI: 10.3982/QE9
Fragile beliefs and the price of uncertainty
Lars Peter Hansen1, Thomas J. Sargent2
01 Jul 2010 - Quantitative Economics

Abstract:

A representative consumer uses Bayes’ law to learn about parameters of several models and to construct probabilities with which to perform ongoing model averaging The arrival of signals induces the consumer to alter his posterior distribution over models and parameters The consumer’s specification doubts induce him to slant p... A representative consumer uses Bayes’ law to learn about parameters of several models and to construct probabilities with which to perform ongoing model averaging The arrival of signals induces the consumer to alter his posterior distribution over models and parameters The consumer’s specification doubts induce him to slant probabilities pessimistically The pessimistic probabilities tilt toward a model that puts long-run risks into consumption growth That contributes a countercyclical history-dependent component to prices of risk Keywords Learning, Bayes’ law, robustness, risk sensitivity, pessimism, prices of risk JEL classification C11, C44, C72, E44, G12 read more read less

Topics:

Economic model (52%)52% related to the paper, Bayes' theorem (51%)51% related to the paper
View PDF
209 Citations
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Quantitative Economics format uses apa citation style.

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Frequently asked questions

1. Can I write Quantitative Economics in LaTeX?

Absolutely not! Our tool has been designed to help you focus on writing. You can write your entire paper as per the Quantitative Economics guidelines and auto format it.

2. Do you follow the Quantitative Economics guidelines?

Yes, the template is compliant with the Quantitative Economics guidelines. Our experts at SciSpace ensure that. If there are any changes to the journal's guidelines, we'll change our algorithm accordingly.

3. Can I cite my article in multiple styles in Quantitative Economics?

Of course! We support all the top citation styles, such as APA style, MLA style, Vancouver style, Harvard style, and Chicago style. For example, when you write your paper and hit autoformat, our system will automatically update your article as per the Quantitative Economics citation style.

4. Can I use the Quantitative Economics templates for free?

Sign up for our free trial, and you'll be able to use all our features for seven days. You'll see how helpful they are and how inexpensive they are compared to other options, Especially for Quantitative Economics.

5. Can I use a manuscript in Quantitative Economics that I have written in MS Word?

Yes. You can choose the right template, copy-paste the contents from the word document, and click on auto-format. Once you're done, you'll have a publish-ready paper Quantitative Economics that you can download at the end.

6. How long does it usually take you to format my papers in Quantitative Economics?

It only takes a matter of seconds to edit your manuscript. Besides that, our intuitive editor saves you from writing and formatting it in Quantitative Economics.

7. Where can I find the template for the Quantitative Economics?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Quantitative Economics's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

8. Can I reformat my paper to fit the Quantitative Economics's guidelines?

Of course! You can do this using our intuitive editor. It's very easy. If you need help, our support team is always ready to assist you.

9. Quantitative Economics an online tool or is there a desktop version?

SciSpace's Quantitative Economics is currently available as an online tool. We're developing a desktop version, too. You can request (or upvote) any features that you think would be helpful for you and other researchers in the "feature request" section of your account once you've signed up with us.

10. I cannot find my template in your gallery. Can you create it for me like Quantitative Economics?

Sure. You can request any template and we'll have it setup within a few days. You can find the request box in Journal Gallery on the right side bar under the heading, "Couldn't find the format you were looking for like Quantitative Economics?”

11. What is the output that I would get after using Quantitative Economics?

After writing your paper autoformatting in Quantitative Economics, you can download it in multiple formats, viz., PDF, Docx, and LaTeX.

12. Is Quantitative Economics's impact factor high enough that I should try publishing my article there?

To be honest, the answer is no. The impact factor is one of the many elements that determine the quality of a journal. Few of these factors include review board, rejection rates, frequency of inclusion in indexes, and Eigenfactor. You need to assess all these factors before you make your final call.

13. What is Sherpa RoMEO Archiving Policy for Quantitative Economics?

SHERPA/RoMEO Database

We extracted this data from Sherpa Romeo to help researchers understand the access level of this journal in accordance with the Sherpa Romeo Archiving Policy for Quantitative Economics. The table below indicates the level of access a journal has as per Sherpa Romeo's archiving policy.

RoMEO Colour Archiving policy
Green Can archive pre-print and post-print or publisher's version/PDF
Blue Can archive post-print (ie final draft post-refereeing) or publisher's version/PDF
Yellow Can archive pre-print (ie pre-refereeing)
White Archiving not formally supported
FYI:
  1. Pre-prints as being the version of the paper before peer review and
  2. Post-prints as being the version of the paper after peer-review, with revisions having been made.

14. What are the most common citation types In Quantitative Economics?

The 5 most common citation types in order of usage for Quantitative Economics are:.

S. No. Citation Style Type
1. Author Year
2. Numbered
3. Numbered (Superscripted)
4. Author Year (Cited Pages)
5. Footnote

15. How do I submit my article to the Quantitative Economics?

It is possible to find the Word template for any journal on Google. However, why use a template when you can write your entire manuscript on SciSpace , auto format it as per Quantitative Economics's guidelines and download the same in Word, PDF and LaTeX formats? Give us a try!.

16. Can I download Quantitative Economics in Endnote format?

Yes, SciSpace provides this functionality. After signing up, you would need to import your existing references from Word or Bib file to SciSpace. Then SciSpace would allow you to download your references in Quantitative Economics Endnote style according to Elsevier guidelines.

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