Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.121313028000.05
19950.080.16203310.035613100.09
19960.030.19195210.029333100.09
19970.10.2146660.09939400.09
19980.120.21188440.054233400.13
19990.060.271498120.12243221000.16
20000.250.3911109240.224032837.520.180.16
20010.120.3711120170.142725333.310.090.17
20020.360.3821141380.27302287520.10.18
20030.060.422163200.1252322020.090.19
20040.190.4327190440.234143837.560.220.19
20050.240.4526216560.265349122560.230.24
20060.280.4622238520.2250531513.330.140.2
20070.350.3914252640.2523481717.620.140.17
20080.080.419261420.1619363040.440.18
20090.260.3717278400.142023633.310.060.18
20100.350.3323301440.152026944.410.040.16
20110.20.4526327610.19184082570.270.23
20120.240.4620347480.149491233.340.20.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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
%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

 

Most cited documents in this series:

YearTitleCited
1995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, Keith ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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50
1996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

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33
1996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). Matyas, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

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27
2003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). Zhang, Xibin ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

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26
1998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; YAO, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

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18
1994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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17
2000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

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15
2001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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15
1999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

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15
1996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

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14
2002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

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14
2006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; Booth, Heather ; de Jong, Piet ; Tickle, Leonie. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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14
1996Growth Convergence: Some Panel Data Evidence.. (1996). Matyas, Laszlo ; Harris, Mark ; Lee, M. ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

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10
2005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Erbas, Bircan ; Gertig, Dorota M.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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8
2000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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8
2006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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7
2004Value of Expertise For Forecasting Decisions in Conflicts. (2004). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

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7
2005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

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6
2001Strategy Similarity and Coordination.. (2001). Vahid, Farshid ; Sarin, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-8.

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6
1998Lead Time demand for Simple Exponential Smoothing.. (1998). Snyder, Ralph ; Ord, Keith ; Koehler, A. B. ; Sunder, R. D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-13.

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6
2007Effective global regularity and empirical modeling of direct, inverse and mixed demand systems. (2007). McLaren, Keith ; K. K. Gary Wong, ; K. K. Gary Wong, ; K. K. Gary Wong, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-2.

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6
2008Testing Conditional Asset Pricing Models: An Emerging Market Perspective. (2008). Iqbal, Javed ; Galagedera, Don ; Brooks, Robert. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-3.

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6
2006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

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6
2003Diversification Meltdown or the Impact of Fat tails on Conditional Correlation?. (2003). Forbes, Catherine ; Pownall, Rachel ; Kofman, Paul ; Koedijk, Kees . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-18.

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6
2005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, ; Guillén, Osmani ; Osmani Teixeira De Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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6
2009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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6
2006A Complete VARMA Modelling Methodology Based on Scalar Components. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-2.

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6
2007The vector innovation structural time series framework: a simple approach to multivariate forecasting. (2007). Snyder, Ralph ; Hyndman, Rob ; de Silva, Ashton. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-3.

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5
2006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

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5
2005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

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5
2011Estimation in threshold autoregressive models with a stationary and a unit root regime. (2011). GAO, Jiti ; Tjostheim, Dag ; Yin, Jiying . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-21.

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5
2004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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5
2009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; De Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

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5
1998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). Martin, Gael. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

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5
2007Optimal combination forecasts for hierarchical time series. (2007). Hyndman, Rob ; Athanasopoulos, George ; Ahmed, Roman A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-9.

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4
2002A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options. (2002). Zhang, Xibin ; Yu, Jun ; Yang, Zhenlin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-17.

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4
2008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

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4
2000Bayesian Exponential Smoothing.. (2000). Snyder, Ralph ; Forbes, Catherine ; Shami, R. S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-7.

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4
1997The Kuznets U-Curve Hypothesis: Some Panel Data Evidence.. (1997). Matyas, Laszlo ; Konya, Laszlo ; Macquarie, L.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1997-7.

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4
Mixed Model-Based Hazard Estimation.. (2000). Hyndman, Rob ; Wand, M. P. ; Cai, T.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-11.

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4
2003The Decline in Income Growth Volatility in the United States: Evidence from Regional Data. (2003). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-21.

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4
2004Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small.. (2004). Skeels, Christopher ; Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-19.

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4
2009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

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4
2011Semiparametric Estimation in Multivariate Nonstationary Time Series Models. (2011). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-17.

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4
2008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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4
2005Autoregressive Approximation in Nonstandard Situations: The Non-Invertible and Fractionally Integrated Cases.. (2005). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-16.

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4
1997Modelling Export Activity in a Multicountry Economic Area : The APEC Case.. (1997). Matyas, Laszlo ; Konya, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1997-1.

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4
2006Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models. (2006). Martin, Gael ; Forbes, Catherine ; Strickland, Chris M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-22.

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4
1996Principal Components Analysis of Cointegrated Time Series.. (1996). Harris, David. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-2.

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4
2004Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model. (2004). Zhao, Xueyan ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-14.

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4

Citing documents used to compute impact factor 12:

YearTitleSee
2012Expansion of Lévy Process Functionals and Its Application in Statistical Estimation. (2012). GAO, Jiti ; Dong, Chaohua . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-2.

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[Citation Analysis]
2012Identification, Estimation and Specification in a Class of Semiparametic Time Series Models. (2012). GAO, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-6.

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[Citation Analysis]
2012Identification, Estimation and Specification in a Class of Semi-Linear Time Series Models. (2012). GAO, Jiti. In: MPRA Paper. RePEc:pra:mprapa:39256.

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[Citation Analysis]
2012An Improved Nonparametric Unit-Root Test. (2012). King, Maxwell ; GAO, Jiti. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-16.

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[Citation Analysis]
2012.

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[Citation Analysis]
2012Productivity and efficiency at large and community banks in the US: A Bayesian true random effects stochastic distance frontier analysis. (2012). Feng, Guohua ; Zhang, Xiaohui . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:1883-1895.

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[Citation Analysis]
2012Intermittent demand forecasting for inventory control: A multi-series approach. (2012). Snyder, Ralph ; Ord, Keith ; Beaumont, Adrian . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-15.

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[Citation Analysis]
2012Forecasting the intermittent demand for slow-moving inventories: A modelling approach. (2012). Snyder, Ralph ; Ord, Keith ; Beaumont, Adrian . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:485-496.

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[Citation Analysis]
2012Bayesian Analysis of Weak Form Polynomial Reduced Rank Structures in VEC Models. (2012). Wroblewska, Justyna . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:4:y:2012:i:4:p:253-267.

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[Citation Analysis]
2012Government bond market dynamics and sovereign risk: systemic or idiosyncratic?. (2012). Candelon, Bertrand ; Andreea, Bicu ; Bertrand, Candelon . In: Research Memoranda. RePEc:dgr:umamet:2012032.

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[Citation Analysis]
2012Modeling spike occurrences in electricity spot prices for forecasting. (2012). Eichler, Michael ; Michael, Eichler ; Dennis, Tuerk ; Hans, Manner ; Oliver, Grothe . In: Research Memoranda. RePEc:dgr:umamet:2012029.

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[Citation Analysis]
2012Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions. (2012). Poskitt, Donald ; Zhang, Xibin ; Hu, Shuowen . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:3:p:732-740.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Semiparametric Methods in Nonlinear Time Series Analysis: A Selective Review. (2012). GAO, Jiti ; Saart, Patrick . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-21.

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[Citation Analysis]
2012Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap. (2012). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-8.

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[Citation Analysis]
2012Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes. (2012). Poskitt, Donald ; Martin, Gael ; Grose, Simone D.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-9.

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[Citation Analysis]
2012Risk Management and Financial Derivatives: An Overview. (2012). McAleer, Michael ; Hammoudeh, Shawkat. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1208.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011Coherent Mortality Forecasting The Product-ratio Method with Functional Time Series Models. (2011). Hyndman, Rob ; Yasmeen, Farah ; Booth, Heather . In: Working Papers. RePEc:asb:wpaper:201116.

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[Citation Analysis]
2011Do Experts' SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110135.

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[Citation Analysis]
2011Do Experts' SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011135.

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[Citation Analysis]
2011.

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[Citation Analysis]
2011Bayesian estimation of bandwidths for a nonparametric regression model with a flexible error density. (2011). Zhang, Xibin ; Shang, Han Lin ; King, Maxwell. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-10.

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[Citation Analysis]
2011Uniform Consistency for Nonparametric Estimators in Null Recurrent Time Series. (2011). Li, Degui ; GAO, Jiti ; Tjostheim, Dag . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-13.

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[Citation Analysis]
2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:11/2011.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Adverse events in surgical inpatients: A comparative analysis of public hospitals in Victoria. (2010). Zhao, Xueyan ; Hauck, Katharina ; Jackson, Terri . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-5.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Are U.S. banks too large?. (2009). Wilson, Paul ; Wheelock, David. In: Working Papers. RePEc:fip:fedlwp:2009-054.

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[Citation Analysis]

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.