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Working Papers / University of Sydney Business School, Discipline of Business Analytics

0.07

Impact Factor

0.02

5-Years IF

2

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.16000 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.22000 (%)0.13
19990.28000 (%)0.16
20000.37000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.42000 (%)0.19
20050.43000 (%)0.21
20060.45000 (%)0.2
20070.39000 (%)0.17
20080.39000 (%)0.17
20090.3755200 (%)0.18
20100.20.330.261110.095151 (%)0.15
20110.41233450.1591111 (%)30.130.2
20120.46114512934 (%)0.21
20130.030.50.0275210.023341451 (%)0.21
20140.110.540.175950.082182525 (%)0.26
20150.070.60.0286730.044141541 (%)10.130.3
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:

#YearTitleCited
12011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Lin, Edward ; Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Edward M. H., ; Lee, Wcw, . In: Working Papers. RePEc:syb:wpbsba:2123/8156.

Full description at Econpapers || Download paper

3
22011Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Cathy WS Chen, ; Wcw Lee, ; Gerlach, Richard ; Edward MH Lin, . In: Working Papers. RePEc:syb:wpbsba:03/2011.

Full description at Econpapers || Download paper

2
32011Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Working Papers. RePEc:syb:wpbsba:2123/8167.

Full description at Econpapers || Download paper

2
42014Confidence Levels for CVaR Risk Measures and Minimax Limits*. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943.

Full description at Econpapers || Download paper

2
52009Mixed strategies in discriminatory divisible-good auctions. (2009). Holmberg, Pär ; Philpott, A. B. ; Anderson, E. J.. In: Working Papers. RePEc:syb:wpbsba:2123/8162.

Full description at Econpapers || Download paper

2
62013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty. (2013). Prokhorov, Artem ; Murtazashvili, Irina ; Liu, DI. In: Working Papers. RePEc:syb:wpbsba:2123/9293.

Full description at Econpapers || Download paper

2
72011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8158.

Full description at Econpapers || Download paper

2
82015Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine . In: Working Papers. RePEc:syb:wpbsba:2123/12755.

Full description at Econpapers || Download paper

2
92011Australian Residential Housing Market & Hedonic Construction of House Price Indices for Metropolitan. (2011). Knight, Eva ; Cottet, Remy . In: Working Papers. RePEc:syb:wpbsba:2123/8155.

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1
102015Fat tails and copulas: limits of diversification revisited. (2015). Prokhorov, Artem ; Mo, Jingyuan ; Ibragimov, Rustam . In: Working Papers. RePEc:syb:wpbsba:2123/13799.

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1
112015Generalized Information Matrix Tests for Copulas. (2015). Prokhorov, Artem ; Zhu, Yajing ; Schepsmeier, Ulf . In: Working Papers. RePEc:syb:wpbsba:2123/13798.

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1
122013Practical considerations for optimal weights in density forecast combi nation. (2013). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8932.

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1
132011Supply Function Equilibria Always Exist. (2011). Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/8157.

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1
142012Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets. (2012). Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Liou-Yan . In: Working Papers. RePEc:syb:wpbsba:2123/8169.

Full description at Econpapers || Download paper

1

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

#YearTitleCited
12015Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine . In: Working Papers. RePEc:syb:wpbsba:2123/12755.

Full description at Econpapers || Download paper

2
22011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8158.

Full description at Econpapers || Download paper

2
32011Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Working Papers. RePEc:syb:wpbsba:2123/8167.

Full description at Econpapers || Download paper

2
42014Confidence Levels for CVaR Risk Measures and Minimax Limits*. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943.

Full description at Econpapers || Download paper

2
52013Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty. (2013). Prokhorov, Artem ; Murtazashvili, Irina ; Liu, DI. In: Working Papers. RePEc:syb:wpbsba:2123/9293.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 1:

YearTitle
2015Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations. (2015). Vasnev, Andrey. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:769-781.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Endogeneity in stochastic frontier models: Copula approach without external instruments. (2015). Tsionas, Mike ; Tran, Kien. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:85-88.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document

Recent citations received in 2013
YearCiting document

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team