1,720,962 research outputs found
Going Beyond Counting First Authors in Author Co-citation Analysis
The present study examines one of the fundamental aspects of author co-citation analysis (ACA) - the way co-citation
counts are defined. Co-citation counting provides the data on which all subsequent statistical analyses and mappings
are based, and we compare ACA results based on two different types of co-citation counting - the traditional type that
only counts the first one among a cited work's authors on the one hand and a non-traditional type that takes into
account the first 5 authors of a cited work on the other hand. Results indicate that the picture produced through this non-traditional author co-citation counting contains more coherent author groups and is therefore considerably clearer. However, this picture represents fewer specialties in the research field being studied than that produced through the traditional first-author co-citation counting when the same number of top-ranked authors is selected and analyzed. Reasons for these effects are discussed
Variations on the Author
“Variations on the Author” discusses two of Eduardo Coutinho’s recent films (Um Dia na Vida, from 2010, and Últimas Conversas, posthumously released in 2015) and their contribution to the general question of documentary authorship. The director’s filmography is characterized by a consistent yet self-effacing form of authorial self-inscription: Coutinho often features as an interviewer that rather than express opinions propels discourses; an interviewer that is good at listening. This mode of self-inscription characterizes him as an author who is not expressive but who is nonetheless markedly present on the screen. In Um Dia na Vida, however, Coutinho is completely absent form the image, while Últimas Conversas, on the contrary, includes a confessional prologue that moves the director from the margins to the center of his films. This article examines the ways in which these works stand out in the filmography of a director who offers new insights into the notion of cinematic authorship
Appropriate Similarity Measures for Author Cocitation Analysis
We provide a number of new insights into the methodological discussion about author cocitation analysis. We first argue that the use of the Pearson correlation for measuring the similarity between authors’ cocitation profiles is not very satisfactory. We then discuss what kind of similarity measures may be used as an alternative to the Pearson correlation. We consider three similarity measures in particular. One is the well-known cosine. The other two similarity measures have not been used before in the bibliometric literature. Finally, we show by means of an example that our findings have a high practical relevance.information science;Pearson correlation;cosine;similarity measure;author cocitation analysis
Between Cointegration and Multicointegration. Modelling Time Series Dynamics by Cumulative Error Correction Models
This paper proposes a cumulative error correction model where the summing weights follow a geometrically decreasing function of prior deviations from equilibrium and are estimated from the data. It is shown that this approach is located in between the traditional error correction model - where no weight is given to deviations from steady state prior to the most recent period - and the error correction model based on the idea of multicointegration. The presented form of accumulation does not change the order of integration of the series, like in the multicointegration approach of Granger and Lee (1989). Based on this model type, the relationship between US private consumption and real disposable income of private households is estimated. The short-run forces setting-off last period's deviations are much smaller than a VEC and a conventional single equation ECM suggests. Furthermore, the proposed model outperforms both others in respect of its forecasting power
The Ease of Trade Imbalances Within the Euro Area After the 2008 Recession
Right from the start of the European currency union, trade imbalances could be observed in the current accounts and trade balances of the euro countries. The business cycle upswing reaching into 2008 and the strong inflow of cheap money led to a strong economic expansion especially in the periphery of the euro area. Traditionally abundant wage increases in these countries persisted. In the more export oriented economies in the core of the euro area, however, hardly any wage increases could be observed due to the lacklustre internal demand. As a consequence, those countries gained further in competitiveness in comparison to the periphery. This led to an increase in foreign trade imbalances. With the sharp drop of economic activity in 2008 and the swift dry-up of cheap financial means this process was interrupted. Since, labour unit costs of Spain, Portugal and Greece evolved much more muted than the average of the euro area. As a result, imports of those countries stagnated while exports increased at the same time which led to a nearly balanced external trade in 2012
The Austrian Business Cycle in the European Context
Dating business cycle turning points is still an important task for economic policy decisions. This study does this for the Austrian economy for the period between 1976 and 2005, using only quarterly national accounts data of Austria, Germany and the euro area. Three different filtering methods are applied: first-order differences, the Hodrick-Prescott filter, and the Baxter-King filter. To all of them, two different methods of determining the business cycle are applied: the ad-hoc determination of the business cycle and a dynamic factor model, taking into account the common variations of Austria, the euro area and the German business cycle movements. The results of both methods are dated by the Bry-Boschan algorithm in order to locate peaks and troughs of the cycle. The results are interpreted and compared to already exiting studies on the euro area and the Austrian business cycle
Direct Versus Indirect Approach in Seasonal Adjustment
With seasonal adjustment one has to decide whether to seasonal adjust an aggregate like GDP directly or to sum up its seasonally adjusted components. This choice is usually driven by subjective motives or practical convenience. In the case of seasonal adjustment with chain-linked data one might feel forced to use the direct approach as components do not even add up to aggregates before the adjustment. This paper presents a guide for practitioners, which recommends a more objective way of decision-making, based on several indicators. It proposes some of these criteria which can facilitate the decision between the direct and the indirect approach. For the case of chain-linked series, where the indirect approach seems not to be feasible because components are not adding up to an aggregate, the paper presents a method how the indirect approach of seasonal adjustment nevertheless can be applied. Finally it deals with a possible balancing process between the results of the direct and the indirect approach and a practical application example is given
Modelling Short-run Money Demand for the USA
Nowadays, modelling long-term money demand is largely unambiguous. There is a vast amount of empirical evidence concerning a cointegrating relationship between money demand, some kind of interest rate and income. In contrast to this, short-run dynamics are still opaque. In the existing literature, the return to steady state is modelled quite differently. Simple error correction models have failed in some cases to explain short-run dynamics adequately. Partial-adjustment models allow for a smooth return to equilibrium as costs for adjusting real money balances lead to a sticky behaviour of actual money. Other authors model the return to steady state in a non-linear error correction form, instead. All these models consider disequilibria by the gap between money demand and its steady state of only the last period, disregarding disequilibria in periods before. Ignoring deviations from steady state occurred further in the past miss to account for money stockpiling activities of economic agents. I use a model where weights for cumulating are geometrically decreasing the more they are located in the past. According to Koyck (1954) such models possess an ARMA (1,1) representation. The combination of the Koyck-model with the error correction approach leads to an ARMAX model which is shown to be capable in some cases to track money demand short-run dynamics better and more parsimony than partial-adjustment models
Dispelling the Myths Behind First-author Citation Counts
We conducted a full-scale evaluative citation analysis study of scholars in the XML research field to explore just how different from each other author rankings resulting from different citation counting methods actually are, and to demonstrate the capability of emerging data and tools on the Web in supporting more realistic citation counting methods. Our results contest some common arguments for the continued
use of first-author citation counts in the evaluation of scholars, such as high correlations between author rankings by first-author citation counts and other citation
counting methods, and high costs of using more realistic citation counting methods that are not well-supported by the ISI databases. It is argued that increasingly available digital full text research papers make it possible for citation analysis studies to go beyond what the ISI databases have directly supported and to employ more
sophisticated methods
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