Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Raw data:  

IF 
AIF 
DOC 
CIT 
D2Y 
C2Y 
SC(%) 
CiY 
II 
AII 
1996   0.16  19  47  33   0    0.07 
1997   0.17  14  3  39   0    0.09 
1998  0.12  0.19  18  9  33  4  0    0.12 
1999  0.03  0.29  14  14  32  1  100    0.19 
2000  0.22  0.39  11  17  32  7  42.9  1  0.09  0.2 
2001  0.16  0.34  11  8  25  4  25  1  0.09  0.18 
2002  0.27  0.39  21  17  22  6  66.7  2  0.1  0.2 
2003  0.22  0.41  22  24  32  7  85.7  4  0.18  0.21 
2004  0.12  0.47  28  11  43  5  60  6  0.21  0.25 
 

Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 
Most cited documents in this series: (1) RePEc:msh:ebswps:19954 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models. (1995). Cited: 23 times. (2) RePEc:msh:ebswps:199615 Computers and Productivity in France: Some Evidence. (1996). Cited: 20 times. (3) RePEc:msh:ebswps:19964 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models. (1996). Cited: 14 times. (4) RePEc:msh:ebswps:20037 A Monte Carlo Investigation of Some Tests for Stochastic Dominance (2003). Cited: 9 times. (5) RePEc:msh:ebswps:19963 Testing for Structural Change in Cointegrated Regression Models: Some
Comparisons and Generalizations. (1996). Cited: 6 times. (6) RePEc:msh:ebswps:200515 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short and LongTerm Economic Restrictions: A MonteCarlo Study (2005). Cited: 6 times. (7) RePEc:msh:ebswps:19998 Does International Trade Synchronize Business Cycles? (1999). Cited: 6 times. (8) RePEc:msh:ebswps:199614 Growth Convergence: Some Panel Data Evidence. (1996). Cited: 5 times. (9) RePEc:msh:ebswps:200111 Prediction Intervals for Exponential Smoothing State Space Models. (2001). Cited: 5 times. (10) RePEc:msh:ebswps:19969 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification. (1996). Cited: 5 times. (11) RePEc:msh:ebswps:20004 Bayesian Soft Target Zones. (2000). Cited: 4 times. (12) RePEc:msh:ebswps:200218 Estimation of Hyperbolic Diffusion Using MCMC Method (2002). Cited: 4 times. (13) RePEc:msh:ebswps:20003 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading
Indicator Models. (2000). Cited: 4 times. (14) RePEc:msh:ebswps:20035 Implicit Bayesian Inference Using Option Prices (2003). Cited: 3 times. (15) RePEc:msh:ebswps:20056 Exponential Smoothing Model Selection for Forecasting (2005). Cited: 3 times. (16) RePEc:msh:ebswps:20027 The DOGEV Model (2002). Cited: 3 times. (17) RePEc:msh:ebswps:20048 Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions (2004). Cited: 3 times. (18) RePEc:msh:ebswps:20007 Bayesian Exponential Smoothing. (2000). Cited: 3 times. (19) RePEc:msh:ebswps:19992 Generalized Additive Modelling of Mixed Distribution Markov Models with
Application to Melbournes Rainfall. (1999). Cited: 3 times. (20) RePEc:msh:ebswps:200318 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? (2003). Cited: 3 times. (21) RePEc:msh:ebswps:20022 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. (2002). Cited: 3 times. (22) RePEc:msh:ebswps:200419 Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. (2004). Cited: 3 times. (23) RePEc:msh:ebswps:200217 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002). Cited: 3 times. (24) RePEc:msh:ebswps:19942 Testing for Independence or Irrelevent Alternatives: Some Empirical Results. (1994). Cited: 2 times. (25) RePEc:msh:ebswps:20064 VARMA versus VAR for Macroeconomic Forecasting (2006). Cited: 2 times. (26) RePEc:msh:ebswps:200424 Inflation, Financial Development and Endogenous Growth (2004). Cited: 2 times. (27) RePEc:msh:ebswps:19987 Nonparametric Seemingly Unrelated Regression (1998). Cited: 2 times. (28) RePEc:msh:ebswps:19946 One Sided Hypothesis Testing in Econometrics: A Survey. (1994). Cited: 2 times. (29) RePEc:msh:ebswps:200314 Bayesian Analysis of the Stochastic Conditional Duration Model (2003). Cited: 2 times. (30) RePEc:msh:ebswps:199813 Lead Time demand for Simple Exponential Smoothing. (1998). Cited: 2 times. (31) RePEc:msh:ebswps:20033 Invertibility Conditions for Exponential Smoothing Models (2003). Cited: 2 times. (32) RePEc:msh:ebswps:20054 Small Concentration Asymptotics and Instrumental Variables Inference (2005). Cited: 2 times. (33) RePEc:msh:ebswps:20005 Implicit Bayesian Inference Using Option Prices. (2000). Cited: 2 times. (34) RePEc:msh:ebswps:200427 Value of Expertise For Forecasting Decisions in Conflicts (2004). Cited: 2 times. (35) RePEc:msh:ebswps:20062 A Complete VARMA Modelling Methodology Based on Scalar Components (2006). Cited: 2 times. (36) RePEc:msh:ebswps:19991 Forecasting Models and Prediction Intervals for the Multiplicative HoltWinters
Method. (1999). Cited: 2 times. (37) RePEc:msh:ebswps:20052 Robust forecasting of mortality and fertility rates: a functional data approach (2005). Cited: 2 times. (38) RePEc:msh:ebswps:199512 Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of
Linear Regression Disturbances. (1995). Cited: 2 times. (39) RePEc:msh:ebswps:20059 Determinants of Sovereign Ratings: A Comparison of CaseBased Reasoning and Ordered Probit Approaches (2005). Cited: 2 times. (40) RePEc:msh:ebswps:200512 25 Years of IIF Time Series Forecasting: A Selective Review (2005). Cited: 2 times. (41) RePEc:msh:ebswps:19995 InterRegional Migration in Australia: an Applied Economic Analysis. (1999). Cited: 1 times. (42) RePEc:msh:ebswps:200210 Local Linear Forecasts Using Cubic Smoothing Splines (2002). Cited: 1 times. (43) RePEc:msh:ebswps:199810 A General Volatility Framework and the Generalised Historical Volatility
Estimator. (1998). Cited: 1 times. (44) RePEc:msh:ebswps:20006 Valid Bayesian Estimation of the Cointegrating Error Correction Model. (2000). Cited: 1 times. (45) RePEc:msh:ebswps:199912 Predicting how People Play Games: a Simple Dynamic Model of Choice. (1999). Cited: 1 times. (46) RePEc:msh:ebswps:20017 Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading
Indicator Models. (2001). Cited: 1 times. (47) RePEc:msh:ebswps:200321 The Decline in Income Growth Volatility in the United States: Evidence from Regional Data (2003). Cited: 1 times. (48) RePEc:msh:ebswps:20053 Forecasting agespecific breast cancer mortality using functional data models (2005). Cited: 1 times. (49) RePEc:msh:ebswps:19977 The Kuznets UCurve Hypothesis: Some Panel Data Evidence. (1997). Cited: 1 times. (50) RePEc:msh:ebswps:20023 Exponential Smoothing for Inventory Control: Means and Variances of LeadTime Demand (2002). Cited: 1 times. Latest citations received in:  2004  2003  2002  2001 Latest citations received in: 2004 (1) RePEc:ecm:ausm04:126 Beta Risk and Regime Shift in Market Volatility (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (2) RePEc:msh:ebswps:200423 Inflation, Financial Development and Growth in Transition Countries (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (3) RePEc:msh:ebswps:200426 BoxCox Stochastic Volatility Models with HeavyTails and Correlated Errors (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (4) RePEc:msh:ebswps:200429 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (5) RePEc:wpa:wuwpfi:0406010 A survey on riskreturn analysis (2004). EconWPA / Finance (6) RePEc:wpa:wuwpfi:0406012 Beta Risk and Regime Shift in Market Volatility (2004). EconWPA / Finance Latest citations received in: 2003 (1) RePEc:dgr:eureri:30001042 Stress Testing with Students t Dependence (2003). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (2) RePEc:msh:ebswps:200317 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (3) RePEc:pen:papers:03010 Firm Turnover in Imperfectly Competitive Markets (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (4) RePEc:smu:ecowpa:0509 Evaluating Dominance Ranking of PSID Incomes by various Household Attributes (2003). Southern Methodist University, Department of Economics / Departmental Working Papers Latest citations received in: 2002 (1) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers (2) RePEc:msh:ebswps:200212 CobbDouglas Utility  Eventually! (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers Latest citations received in: 2001 (1) RePEc:pra:mprapa:15 Extracting, Using and Analysing Cyclical Information (2001). University Library of Munich, Germany / MPRA Paper Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series.
