Citation analysis for NCER Working Paper Series / National Centre for Econometric Research

NCER Working Paper Series / National Centre for Econometric Research

0.11

Impact Factor

0.29

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12			0				0		0		(%)			0.06
1995		0.16			0				0		0		(%)			0.1
1996		0.2			0				0		0		(%)			0.09
1997		0.21			0				0		0		(%)			0.09
1998		0.22			0				0		0		(%)			0.13
1999		0.28			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.36		1	1				0		0		(%)			0.17
2002		0.37			1				1		1		(%)			0.18
2003		0.4			1				1		1		(%)			0.19
2004		0.42			1				0		1		(%)			0.19
2005		0.43			1	2	2		0		1		(%)			0.21
2006		0.45		6	7	2	0.29	22	0		1		1 (4.5%)	2	0.33	0.2
2007	0.67	0.39	0.67	14	21	10	0.48	102	6	4	6	4	1 (1%)	5	0.36	0.17
2008	0.65	0.39	0.65	17	38	18	0.47	59	20	13	20	13	3 (5.1%)	4	0.24	0.17
2009	0.58	0.37	0.7	15	53	29	0.55	39	31	18	37	26	1 (2.6%)	3	0.2	0.18
2010	0.56	0.33	0.65	17	70	34	0.49	32	32	18	52	34	(%)			0.15
2011	0.63	0.41	0.8	8	78	55	0.71	10	32	20	69	55	(%)			0.2
2012	0.2	0.46	0.39	12	90	30	0.33	36	25	5	71	28	2 (5.6%)	2	0.17	0.21
2013	0.5	0.5	0.36	14	104	37	0.36	11	20	10	69	25	(%)	1	0.07	0.21
2014	0.58	0.54	0.3	4	108	39	0.36	1	26	15	66	20	(%)			0.26
2015	0.11	0.6	0.29	7	115	26	0.23		18	2	55	16	(%)			0.3

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

#	Year	Title	Cited
1	2007	Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2007-8. Full description at Econpapers \|\| Download paper	79
2	2012	Semi-parametric forecasting of Spikes in Electricity Prices. (2012). Clements, Adam E ; Hurn, Stan ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_5. Full description at Econpapers \|\| Download paper	23
3	2009	Evaluating multivariate volatility forecasts. (2009). Hurn, Stan ; Clements, Adam ; Doolan, Mark ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_50. Full description at Econpapers \|\| Download paper	20
4	2008	The mystery of the U-shaped relationship between happiness and age.. (2008). Frijters, Paul ; Beatton, Tony. In: NCER Working Paper Series. RePEc:qut:auncer:2008-15. Full description at Econpapers \|\| Download paper	19
5	2008	Momentum in Australian Stock Returns: An Update. (2008). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2008-12. Full description at Econpapers \|\| Download paper	18
6	2010	Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2010_04. Full description at Econpapers \|\| Download paper	15
7	2006	Income and Happiness: Evidence, Explanations and Economic Implications. Working paper #5. (2006). Shields, Michael ; Frijters, Paul ; Clark, Andrew. In: NCER Working Paper Series. RePEc:qut:auncer:2006-5. Full description at Econpapers \|\| Download paper	12
8	2010	Evaluating Value-at-Risk Models via Quantile Regression. (2010). Smith, Daniel ; Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner. In: NCER Working Paper Series. RePEc:qut:auncer:2010_14. Full description at Econpapers \|\| Download paper	6
9	2009	An Econometric Analysis of Some Models for Constructed Binary Time Series. (2009). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2009_39. Full description at Econpapers \|\| Download paper	6
10	2013	The dynamics of co-jumps, volatility and correlation. (2013). Liao, Yin ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2013_3. Full description at Econpapers \|\| Download paper	6
11	2013	The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin . In: NCER Working Paper Series. RePEc:qut:auncer:2013_03. Full description at Econpapers \|\| Download paper	6
12	2012	Why does child labour persist with declining poverty?. (2012). Sarkar, Dipanwita. In: NCER Working Paper Series. RePEc:qut:auncer:2012_7. Full description at Econpapers \|\| Download paper	6
13	2010	Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16. Full description at Econpapers \|\| Download paper	5
14	2006	Limited Information Estimation and Evaluation of DSGE Models. Working paper #6. (2006). pagan, adrian ; Fukac, Martin. In: NCER Working Paper Series. RePEc:qut:auncer:2006-6. Full description at Econpapers \|\| Download paper	5
15	2007	Effects of Tax Morale on Tax Compliance: Experimental and Survey Evidence. (2007). Torgler, Benno ; McKee, Michael ; Martinez-Vazquez, Jorge ; Cummings, Ronald G.. In: NCER Working Paper Series. RePEc:qut:auncer:2007-6. Full description at Econpapers \|\| Download paper	5
16	2011	Within-subject Intra- and Inter-method consistency of two experimental risk attitude elicitation. (2011). Dulleck, Uwe ; Fell, Jacob ; Fooken, Jonas . In: NCER Working Paper Series. RePEc:qut:auncer:2011_5. Full description at Econpapers \|\| Download paper	5
17	2008	Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?. (2008). Ulker, Aydogan ; Frijters, Paul. In: NCER Working Paper Series. RePEc:qut:auncer:2008-17. Full description at Econpapers \|\| Download paper	5
18	2009	The Economics of Credence Goods: On the Role of Liability, Verifiability, Reputation and Competition. (2009). Sutter, Matthias ; Dulleck, Uwe ; Kerschbamer, Rudolf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_55. Full description at Econpapers \|\| Download paper	5
19	2008	Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH. (2008). Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-11. Full description at Econpapers \|\| Download paper	5
20	2011	Forecasting Equicorrelation. (2011). Smith, Daniel ; Coleman-Fenn, Christopher ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3. Full description at Econpapers \|\| Download paper	4
21	2008	The Jump component of S&P 500 volatility and the VIX index. (2008). Clements, Adam ; McClelland, Andrew ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2008-13. Full description at Econpapers \|\| Download paper	4
22	2007	The Power of Positional Concerns: A Panel Analysis. (2007). Torgler, Benno ; Schmidt, Sascha ; Frey, Bruno. In: NCER Working Paper Series. RePEc:qut:auncer:2007-5. Full description at Econpapers \|\| Download paper	4
23	2007	Imported Equipment, Human Capital and Economic Growth in Developing Countries. (2007). Foster-McGregor, Neil ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2007-91. Full description at Econpapers \|\| Download paper	4
24	2007	Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Pesaran, M ; pagan, adrian ; Hurn, Stan ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2007-1. Full description at Econpapers \|\| Download paper	3
25	2012	Forecasting increases in the VIX: A time-varying long volatility hedge for equities. (2012). Clements, Adam ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_92. Full description at Econpapers \|\| Download paper	3
26	2007	Social Capital And Relative Income Concerns: Evidence From 26 Countries. (2007). Torgler, Benno ; Fischer, Justina A. V.. In: NCER Working Paper Series. RePEc:qut:auncer:2007-94. Full description at Econpapers \|\| Download paper	3
27	2007	Are combination forecasts of S&P 500 volatility statistically superior?. (2007). Clements, Adam ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2007-92. Full description at Econpapers \|\| Download paper	3
28	2006	Inventories, Fluctuations and Business Cycles. Working paper #4. (2006). pagan, adrian ; Maccini, Louis. In: NCER Working Paper Series. RePEc:qut:auncer:2006-4. Full description at Econpapers \|\| Download paper	3
29	2006	Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3. (2006). Hurn, Stan ; Clements, Adam ; White, Scott. In: NCER Working Paper Series. RePEc:qut:auncer:2006-3. Full description at Econpapers \|\| Download paper	2
30	2008	Extending an SVAR Model of the Australian Economy. (2008). pagan, adrian ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-1. Full description at Econpapers \|\| Download paper	2
31	2012	Variation in Risk Seeking Behavior in a Natural Experiment on Large Losses Induced by a Natural Disaster. (2012). Torgler, Benno ; Savage, David ; Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2012_6. Full description at Econpapers \|\| Download paper	2
32	2009	The Economics of Discrimination: Evidence from Basketball. (2009). Kahn, Lawrence. In: NCER Working Paper Series. RePEc:qut:auncer:2009_44. Full description at Econpapers \|\| Download paper	2
33	2008	Estimating the Payoffs of Temperature-based Weather Derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A. In: NCER Working Paper Series. RePEc:qut:auncer:2008-22. Full description at Econpapers \|\| Download paper	2
34	2010	The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). pagan, adrian ; CatÃÂ£o, Luis ; Cato, Luis . In: NCER Working Paper Series. RePEc:qut:auncer:2009_66. Full description at Econpapers \|\| Download paper	2
35	2010	Evidence of referees national favouritism in rugby. (2010). Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2010_09. Full description at Econpapers \|\| Download paper	2
36	2008	Are optimistic expectations keeping the Chinese happy?. (2008). Meng, Xin ; Liu, Amy ; Frijters, Paul. In: NCER Working Paper Series. RePEc:qut:auncer:2008-26. Full description at Econpapers \|\| Download paper	1
37	2013	Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables. (2013). pagan, adrian ; Huh, Syeon-seung ; Fisher, Lance A. In: NCER Working Paper Series. RePEc:qut:auncer:2013_9. Full description at Econpapers \|\| Download paper	1
38	2009	Structural Macro-Econometric Modelling in a Policy Environment. (2009). pagan, adrian ; Fukac, Martin. In: NCER Working Paper Series. RePEc:qut:auncer:2009_63. Full description at Econpapers \|\| Download paper	1
39	2007	Does implied volatility reflect a wider information set than econometric forecasts?. (2007). Clements, Adam ; Curchin, James ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2007-9. Full description at Econpapers \|\| Download paper	1
40	2008	Early Child Development and Maternal Labor Force Participation: Using Handedness as an Instrument. (2008). Shields, Michael ; Shah, Manisha ; Johnston, David ; Frijters, Paul. In: NCER Working Paper Series. RePEc:qut:auncer:2008-16. Full description at Econpapers \|\| Download paper	1
41	2013	City Relative Price Dynamics in Australia: Are Structural Breaks Important?. (2013). Nath, Hiranya K ; Sarkar, Jayanta . In: NCER Working Paper Series. RePEc:qut:auncer:2013_01. Full description at Econpapers \|\| Download paper	1
42	2008	Inequality Aversion and Performance in and on the Field. (2008). Torgler, Benno ; Schaffner, Markus ; Schmidt, Sascha ; Frey, Bruno ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2008-25. Full description at Econpapers \|\| Download paper	1
43		Macro-Econometric System Modelling @75. (2013). pagan, adrian ; Jacobs, Jan ; Hall, Anthony. In: NCER Working Paper Series. RePEc:qut:auncer:2013_7. Full description at Econpapers \|\| Download paper	1
44	2009	Inter- market Arbitrage in Sports Betting. (2009). Nuesch, Stephan ; Franck, Egon ; Verbeek, Erwin . In: NCER Working Paper Series. RePEc:qut:auncer:2009_61. Full description at Econpapers \|\| Download paper	1
45	2010	Psychological pressure in competitive environments: Evidence from a randomized natural experiment: Comment. (2010). Sutter, Matthias ; Kocher, Martin ; Lenz, Marc V.. In: NCER Working Paper Series. RePEc:qut:auncer:2010_02. Full description at Econpapers \|\| Download paper	1
46	2013	Issues in Estimating New Keynesian Phillips Curves in the Presence of Unknown Structural Change. (2013). pagan, adrian ; Kulish, Mariano. In: NCER Working Paper Series. RePEc:qut:auncer:2013_6. Full description at Econpapers \|\| Download paper	1
47	2009	Forecast performance of implied volatility and the impact of the volatility risk premium. (2009). Coleman-Fenn, Christopher ; Clements, Adam ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_58. Full description at Econpapers \|\| Download paper	1
48	2012	A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing. (2012). Rambaldi, Alicia ; McDonald, Stuart ; Hurn, Stan ; Hogg, Stephen . In: NCER Working Paper Series. RePEc:qut:auncer:2012_9. Full description at Econpapers \|\| Download paper	1
49	2011	Econometric Analysis and Prediction of Recurrent Events. (2011). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2011_6. Full description at Econpapers \|\| Download paper	1
50	2008	Buying Online: Sequential Decision Making by Shopbot Visitors. (2008). Winter-Ebmer, Rudolf ; Hackl, Franz ; Dulleck, Uwe ; Weiss, Bernhard . In: NCER Working Paper Series. RePEc:qut:auncer:2008-20. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	Semi-parametric forecasting of Spikes in Electricity Prices. (2012). Clements, Adam E ; Hurn, Stan ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_5. Full description at Econpapers \|\| Download paper	19
2	2007	Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2007-8. Full description at Econpapers \|\| Download paper	18
3	2013	The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin . In: NCER Working Paper Series. RePEc:qut:auncer:2013_03. Full description at Econpapers \|\| Download paper	6
4	2012	Why does child labour persist with declining poverty?. (2012). Sarkar, Dipanwita. In: NCER Working Paper Series. RePEc:qut:auncer:2012_7. Full description at Econpapers \|\| Download paper	6
5	2013	The dynamics of co-jumps, volatility and correlation. (2013). Liao, Yin ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2013_3. Full description at Econpapers \|\| Download paper	5
6	2008	Momentum in Australian Stock Returns: An Update. (2008). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2008-12. Full description at Econpapers \|\| Download paper	5
7	2010	Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16. Full description at Econpapers \|\| Download paper	3
8	2011	Forecasting Equicorrelation. (2011). Smith, Daniel ; Coleman-Fenn, Christopher ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3. Full description at Econpapers \|\| Download paper	3
9	2010	Evaluating Value-at-Risk Models via Quantile Regression. (2010). Smith, Daniel ; Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner. In: NCER Working Paper Series. RePEc:qut:auncer:2010_14. Full description at Econpapers \|\| Download paper	3
10	2008	Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?. (2008). Ulker, Aydogan ; Frijters, Paul. In: NCER Working Paper Series. RePEc:qut:auncer:2008-17. Full description at Econpapers \|\| Download paper	3
11	2012	Variation in Risk Seeking Behavior in a Natural Experiment on Large Losses Induced by a Natural Disaster. (2012). Torgler, Benno ; Savage, David ; Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2012_6. Full description at Econpapers \|\| Download paper	2
12	2012	Forecasting increases in the VIX: A time-varying long volatility hedge for equities. (2012). Clements, Adam ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_92. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 2:

Year	Title
2015	A common jump factor stochastic volatility model. (2015). Laurini, MÃÂ¡rcio ; Mauad, Roberto Baltieri . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10. Full description at Econpapers \|\| Download paper
2015	Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes. (2015). Kole, Erik ; Franses, Philip Hans ; Gresnigt, Francine . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:56:y:2015:i:c:p:123-139. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2013

Year	Citing document
2013	International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Raghavan, Mala ; Dungey, Mardi ; Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Modeling spike occurrences in electricity spot prices for forecasting. (2012). Eichler, Michael ; Oliver, Grothe ; Dennis, Tuerk ; Hans, Manner . In: Research Memorandum. RePEc:unm:umamet:2012029. Full description at Econpapers \|\| Download paper
2012	Youth crime and education expansion. (2012). Machin, Stephen ; Marie, Olivier ; Eichler, Michael ; Dennis, Tuerk . In: Research Memorandum. RePEc:unm:umamet:2012036. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	MPRA Paper / University Library of Munich, Germany	8
2	NCER Working Paper Series / National Centre for Econometric Research	6
3	Pacific-Basin Finance Journal / Elsevier	6
4	Working Papers / HAL	6
5	IZA Discussion Papers / Institute for the Study of Labor (IZA)	6
6	Working Paper Series / European Central Bank	5
7	Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium / Ghent University, Faculty of Economics and Business Administration	5
8	Journal of International Money and Finance / Elsevier	4
9	Econometica Working Papers / Econometica	4
10	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	4
11	Working Papers / Faculty of Economics and Statistics, University of Innsbruck	4

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.