Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Working Papers / University of Tasmania, Tasmanian School of Business and Economics

0.4

Impact Factor

0.26

5-Years IF

5

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
20070.3913134002 (50%)0.17
20080.150.390.1551820.111132132 (%)0.17
20090.371191818 (%)0.18
20100.3311305619 (%)0.15
20110.41535612304 (66.7%)0.2
20120.440.460.261449120.24231673592 (8.7%)30.210.21
20130.790.50.422271200.2829191536157 (24.1%)50.230.21
20140.360.540.261384150.184361353141 (25%)0.26
20150.40.60.26993180.19235146517 (%)10.110.3
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
12013Why crude oil prices are high when global activity is weak?. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16298.

Full description at Econpapers || Download paper

10
22012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

8
32013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:17213.

Full description at Econpapers || Download paper

6
42013The industrial impact of monetary shocks during the inflation targeting era in Australia. (2013). Vespignani, Joaquin. In: Working Papers. RePEc:tas:wpaper:15934.

Full description at Econpapers || Download paper

5
52012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030.

Full description at Econpapers || Download paper

5
62011Subset hypotheses testing and instrument exclusion in the linear IV regression. (2011). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:10668.

Full description at Econpapers || Download paper

4
72010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

Full description at Econpapers || Download paper

4
82014The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen J. In: Working Papers. RePEc:tas:wpaper:17833.

Full description at Econpapers || Download paper

3
92012Crude Oil Prices: China’s Influence Over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15728.

Full description at Econpapers || Download paper

3
102012How Firms Innovate: R&D, Non-R&D, and Technology Adoption. (2012). Huang, Can ; Hollanders, Hugo. In: Working Papers. RePEc:tas:wpaper:9854.

Full description at Econpapers || Download paper

3
112013Equity Portfolio Diversification: How Many Stocks are Enough? Evidence from Five Developed Markets. (2013). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17313.

Full description at Econpapers || Download paper

2
122012Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15062.

Full description at Econpapers || Download paper

2
132007Changes in Indonesian Food Consumption Patterns and their Nutritional Implications. (2007). Ray, Ranjan ; Ngwenya, Elkana . In: Working Papers. RePEc:tas:wpaper:2486.

Full description at Econpapers || Download paper

2
142013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: Working Papers. RePEc:tas:wpaper:17027.

Full description at Econpapers || Download paper

2
152015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664.

Full description at Econpapers || Download paper

1
162010From Trade-to-Trade in US Treasuries. (2010). Henry, Ólan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10446.

Full description at Econpapers || Download paper

1
172008Demographic demand systems with application to equivalence scales estimation and inequality analysis: the Australian evidence.. (2008). Ray, Ranjan ; Nicholas, Aaron ; Blacklow, Paul. In: Working Papers. RePEc:tas:wpaper:9289.

Full description at Econpapers || Download paper

1
182013On bootstrap validity for specification tests with weak instruments. (2013). Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:16875.

Full description at Econpapers || Download paper

1
192015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658.

Full description at Econpapers || Download paper

1
202012Identification-robust inference for endogeneity parameters in linear structural models. (2012). Dufour, Jean-Marie ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:15064.

Full description at Econpapers || Download paper

1
212007A Regular Demand System with Commodity-Specific Demographic Effects. (2007). McLaren, Keith ; Blacklow, Paul ; Ham, Roger ; Cooper, Russell . In: Working Papers. RePEc:tas:wpaper:818.

Full description at Econpapers || Download paper

1
222011Do contacts matter in the process of getting a job in Cameroon?. (2011). YOGO, THIERRY ; Doko Tchatoka, Firmin. In: Working Papers. RePEc:tas:wpaper:10652.

Full description at Econpapers || Download paper

1
232014Contagion and banking crisis — internatonal evidence for 2007-2009. (2014). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:18569.

Full description at Econpapers || Download paper

1
242013Broker ID Transparency and Price Impact of Trades: Evidence from the Korean Exchange. (2013). Pham, Thu Phuong. In: Working Papers. RePEc:tas:wpaper:17211.

Full description at Econpapers || Download paper

1
252007The Determinants of the Quantity-Quality Balance in Monopoly. (2007). Sibly, Hugh. In: Working Papers. RePEc:tas:wpaper:2511.

Full description at Econpapers || Download paper

1
262011First home buyers support schemes in Australia. (2011). Wells, Graeme ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10646.

Full description at Econpapers || Download paper

1
272013International 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

1
282013Equity portfolio diversification with high frequency data. (2013). Dungey, Mardi ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17316.

Full description at Econpapers || Download paper

1
292012On the correspondence between data revision and trend-cycle decomposition. (2012). van Norden, Simon ; Tian, Jing ; Jacobs, Jan ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:12975.

Full description at Econpapers || Download paper

1

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

#YearTitleCited
12013Why crude oil prices are high when global activity is weak?. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16298.

Full description at Econpapers || Download paper

10
22013Equity Market Contagion during the Global Financial Crisis: Evidence from the World’s Eight Largest Economies. (2013). Gajurel, Dinesh ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:17213.

Full description at Econpapers || Download paper

5
32014The sectorial impact of commodity price shocks in Australia. (2014). Vespignani, Joaquin ; Knop, Stephen J. In: Working Papers. RePEc:tas:wpaper:17833.

Full description at Econpapers || Download paper

3
42012Ranking systemically important financial institutions. (2012). Luciani, Matteo ; Dungey, Mardi ; Veredas, David . In: Working Papers. RePEc:tas:wpaper:15473.

Full description at Econpapers || Download paper

3
52013The industrial impact of monetary shocks during the inflation targeting era in Australia. (2013). Vespignani, Joaquin. In: Working Papers. RePEc:tas:wpaper:15934.

Full description at Econpapers || Download paper

3
62012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030.

Full description at Econpapers || Download paper

2
72010Detecting Contagion with Correlation: Volatility and Timing Matter. (2010). YALAMA, Abdullah ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:10447.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 14:

YearTitle
2015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658.

Full description at Econpapers || Download paper

2015Exchange rate movements and the Australian economy. (2015). Rees, Daniel ; Manalo, Josef ; Perera, Dilhan . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:53-62.

Full description at Econpapers || Download paper

2015Terms of Trade Shocks and Investment in Commodity-Exporting Economies. (2015). Kirchner, Markus ; Yany, Andres . In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v22c05pp135-193.

Full description at Econpapers || Download paper

2015Exchange rate movements and the Australian economy. (2015). Rees, Daniel ; Manalo, Josef ; Perera, Dilhan . In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:53-62.

Full description at Econpapers || Download paper

2015Volatility Transmission and Dynamic Correlation Analysis between Developed and Emerging European Stock Markets during Sovereign Debt Crisis. (2015). Tuna, Gulcay ; Bein, Murad A.. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:2:p:61-80.

Full description at Econpapers || Download paper

2015Financial stress transmission in EMU sovereign bond market volatility: A connectedness analysis. (2015). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Working Papers. RePEc:aee:wpaper:1502.

Full description at Econpapers || Download paper

2015Time-varying regional and global integration and contagion: Evidence from style portfolios. (2015). Hyde, Stuart ; Cho, Sungjun ; Nguyen, Ngoc . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:109-131.

Full description at Econpapers || Download paper

2015US monetary policy and sectoral commodity prices. (2015). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:57:y:2015:i:c:p:61-85.

Full description at Econpapers || Download paper

2015A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: CAMA Working Papers. RePEc:een:camaaa:2015-13.

Full description at Econpapers || Download paper

2015A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0030.

Full description at Econpapers || Download paper

2015Geopolitical Tensions, OPEC News, and Oil Price: A Granger Causality Analysis. (2015). Medel, Carlos A.. In: MPRA Paper. RePEc:pra:mprapa:65667.

Full description at Econpapers || Download paper

2015A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:244.

Full description at Econpapers || Download paper

2015Oil prices and global factor macroeconomic variables. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:22665.

Full description at Econpapers || Download paper

2015OPEC and non-OPEC oil production and the global economy. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:364-378.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

Full description at Econpapers || Download paper

Recent citations received in 2014
YearCiting document

Recent citations received in 2013
YearCiting document
2013Chinese Resource Demand and the Natural Resource Supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: CAMA Working Papers. RePEc:een:camaaa:2013-54.

Full description at Econpapers || Download paper

2013Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49324.

Full description at Econpapers || Download paper

2013Chinese resource demand and the natural resource supplier. (2013). Fry-McKibbin, Renee ; Dungey, Mardi ; Linehan, Verity . In: Working Papers. RePEc:tas:wpaper:17027.

Full description at Econpapers || Download paper

2013International 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

2013What Australian investors need to know to diversity their portfolios. (2013). Tapon, Francis ; Alexeev, Vitali. In: Working Papers. RePEc:tas:wpaper:17314.

Full description at Econpapers || Download paper

Recent citations received in 2012
YearCiting document
2012Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:44049.

Full description at Econpapers || Download paper

2012Crude Oil Prices and Liquidity, the BRIC and G3 countries. (2012). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:15727.

Full description at Econpapers || Download paper

2012Process innovation objectives and management complementarities: patterns, drivers, co-adoption and performance effects. (2012). Boronat-Moll, Carles ; Hervas-Oliver, Jose-Luis ; Sempere-Ripoll, Francisca . In: MERIT Working Papers. RePEc:unm:unumer:2012051.

Full description at Econpapers || Download 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.

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