Citation analysis for Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

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Impact Factor

0.59

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		12	12			24	0		0		2 (8.3%)			0.05
1992		0.11		10	22	1	0.05	216	12		12		4 (1.9%)	1	0.1	0.06
1993	0.05	0.14	0.05	12	34	3	0.09	18	22	1	22	1	4 (22.2%)	1	0.08	0.07
1994	0.05	0.12	0.03	8	42	2	0.05	15	22	1	34	1	3 (20%)			0.06
1995	0.2	0.16	0.14	14	56	12	0.21	56	20	4	42	6	13 (23.2%)	6	0.43	0.1
1996	0.32	0.2	0.2	15	71	15	0.21	16	22	7	56	11	4 (25%)	1	0.07	0.09
1997	0.21	0.21	0.19	6	77	14	0.18	12	29	6	59	11	(%)	1	0.17	0.09
1998	0.1	0.22	0.09	4	81	12	0.15	3	21	2	55	5	(%)			0.13
1999	0.2	0.28	0.17	15	96	45	0.47	20	10	2	47	8	6 (30%)	5	0.33	0.16
2000		0.37	0.2	11	107	24	0.22	46	19		54	11	2 (4.3%)			0.14
2001	0.12	0.36	0.06	4	111	20	0.18	6	26	3	51	3	5 (83.3%)	1	0.25	0.17
2002	0.27	0.37	0.13	9	120	28	0.23	31	15	4	40	5	9 (29%)	3	0.33	0.18
2003	0.54	0.4	0.35	12	132	45	0.34	34	13	7	43	15	9 (26.5%)	2	0.17	0.19
2004	0.29	0.42	0.25	7	139	38	0.27	12	21	6	51	13	1 (8.3%)	1	0.14	0.19
2005	0.05	0.43	0.09	5	144	28	0.19	5	19	1	43	4	(%)			0.21
2006	0.25	0.45	0.14	6	150	35	0.23	30	12	3	37	5	5 (16.7%)	4	0.67	0.2
2007	0.55	0.39	0.44	1	151	40	0.26		11	6	39	17	(%)			0.17
2008	0.14	0.39	0.1	6	157	36	0.23	2	7	1	31	3	1 (50%)			0.17
2009	0.14	0.37	0.4	2	159	25	0.16	1	7	1	25	10	(%)			0.18
2010		0.33	0.15	5	164	30	0.18	16	8		20	3	(%)	1	0.2	0.15
2011	0.57	0.41	0.4	3	167	36	0.22	2	7	4	20	8	(%)	1	0.33	0.2
2012	0.88	0.46	0.41	9	176	28	0.16	28	8	7	17	7	1 (3.6%)	2	0.22	0.21
2013	0.25	0.5	0.12	2	178	24	0.13		12	3	25	3	(%)			0.21
2014	0.55	0.54	0.43	3	181	38	0.21		11	6	21	9	(%)			0.26
2015		0.6	0.59	3	184	36	0.2		5		22	13	(%)			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	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	202
2	1995	Transformation of Heath-Jarrow-Morton Models to Markovian Systems. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:53. Full description at Econpapers \|\| Download paper	31
3	2006	Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147. Full description at Econpapers \|\| Download paper	21
4	2000	The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers \|\| Download paper	20
5	2003	International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf . In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers \|\| Download paper	19
6	2010	Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers \|\| Download paper	16
7	1991	Determinants of Corporate Capital Structure: Australian Evidence. (1991). Chiarella, Carl ; Ah Boon Sim, ; Pham, Toan ; Tan, Madeleine. In: Working Paper Series. RePEc:uts:wpaper:3. Full description at Econpapers \|\| Download paper	16
8	2002	Type I Spurious Regression in Econometrics. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:114. Full description at Econpapers \|\| Download paper	12
9	2002	Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Gong, G.. In: Working Paper Series. RePEc:uts:wpaper:120. Full description at Econpapers \|\| Download paper	12
10	1997	Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques. (1997). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:72. Full description at Econpapers \|\| Download paper	12
11	2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	11
12	2000	An Economic Analysis of the Peter and Dilbert Principles. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:101. Full description at Econpapers \|\| Download paper	11
13	2000	The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100. Full description at Econpapers \|\| Download paper	10
14	1993	The Sources of Unemployment: A Simple Econometric Analysis. (1993). Valentine, Tom . In: Working Paper Series. RePEc:uts:wpaper:32. Full description at Econpapers \|\| Download paper	10
15	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	9
16	1999	The Dynamics of the Cobweb when Producers are Risk Averse Learners. (1999). He, Xuezhong ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:90. Full description at Econpapers \|\| Download paper	9
17	1995	Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:47. Full description at Econpapers \|\| Download paper	8
18		Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42. Full description at Econpapers \|\| Download paper	8
19	1995	The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:54. Full description at Econpapers \|\| Download paper	8
20	1996	A Preference Free Partial Differential Equation for the Term Structure of Interest Rates. (1996). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:63. Full description at Econpapers \|\| Download paper	7
21	1999	Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:95. Full description at Econpapers \|\| Download paper	7
22	2006	Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146. Full description at Econpapers \|\| Download paper	7
23	1999	Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:94. Full description at Econpapers \|\| Download paper	7
24	2002	Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner . In: Working Paper Series. RePEc:uts:wpaper:123. Full description at Econpapers \|\| Download paper	6
25	2003	Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model. (2003). Flaschel, Peter ; Chiarella, Carl ; Zhu, Peiyuan . In: Working Paper Series. RePEc:uts:wpaper:96. Full description at Econpapers \|\| Download paper	6
26	1992	Developments in Nonlinear Economic Dynamics: Past, Present and Future. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:14. Full description at Econpapers \|\| Download paper	6
27	1999	Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:99. Full description at Econpapers \|\| Download paper	6
28	2004	Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139. Full description at Econpapers \|\| Download paper	6
29	1999	Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:98. Full description at Econpapers \|\| Download paper	6
30	1999	Towards Applied Disequilibrium Growth Theory: I The Starting Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:93. Full description at Econpapers \|\| Download paper	6
31	1995	Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:51. Full description at Econpapers \|\| Download paper	5
32	2001	Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:111. Full description at Econpapers \|\| Download paper	5
33	1994	The Changing Political Economy of Australian Racism. (1994). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:41. Full description at Econpapers \|\| Download paper	5
34		Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study. (1992). Skully, Michael ; Chan, Keith ; McColough, D. In: Working Paper Series. RePEc:uts:wpaper:16. Full description at Econpapers \|\| Download paper	5
35	2003	Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation. (2003). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:97. Full description at Econpapers \|\| Download paper	4
36	2005	A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:141. Full description at Econpapers \|\| Download paper	4
37	2004	Basel II and Operational Risk - Overview of Key Concerns. (2004). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:134. Full description at Econpapers \|\| Download paper	4
38	1996	Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max . In: Working Paper Series. RePEc:uts:wpaper:61. Full description at Econpapers \|\| Download paper	4
39	1991	Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:6. Full description at Econpapers \|\| Download paper	4
40	2005	A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:143. Full description at Econpapers \|\| Download paper	4
41	2002	Modelling the Value of the S&P 500 - A System Dynamics Perspective. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:115. Full description at Econpapers \|\| Download paper	3
42	2012	The Structure and Degree of Dependence - A Quantile Regression Approach. (2012). Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:170. Full description at Econpapers \|\| Download paper	3
43	1993	Cohesion with Diversity? Immigration and Multiculturalism in Canada and Australia. (1993). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:28. Full description at Econpapers \|\| Download paper	3
44	1995	Modelling the Yields on Australian Coupon Paying Bonds. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:50. Full description at Econpapers \|\| Download paper	3
45	1991	The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence. (1991). Ah Boon Sim, ; Pham, Toan ; Loria, Simon. In: Working Paper Series. RePEc:uts:wpaper:5. Full description at Econpapers \|\| Download paper	3
46	1996	Some Further Theoretical and Empirical Implications Regarding the Relationship between Earnings, Dividends and Stock Prices. (1996). Davidson, Ian ; Chiang, R. ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:60. Full description at Econpapers \|\| Download paper	3
47	1993	Bank Share Prices and Profitability. (1993). Daugaard, Daniel. In: Working Paper Series. RePEc:uts:wpaper:31. Full description at Econpapers \|\| Download paper	3
48	1999	Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:85. Full description at Econpapers \|\| Download paper	3
49	2012	The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises. (2012). Baur, Dirk ; Tran, Duy T.. In: Working Paper Series. RePEc:uts:wpaper:172. Full description at Econpapers \|\| Download paper	3
50	1995	Testing for Nonlinearities in Economic and Financial Time Series. (1995). Stevenson, Max . In: Working Paper Series. RePEc:uts:wpaper:48. Full description at Econpapers \|\| Download paper	3

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

#	Year	Title	Cited
1	1992	The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers \|\| Download paper	35
2	2012	The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers \|\| Download paper	9
3	2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper	7
4	2003	International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf . In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers \|\| Download paper	6
5	2010	Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers \|\| Download paper	3
6	2012	The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises. (2012). Baur, Dirk ; Tran, Duy T.. In: Working Paper Series. RePEc:uts:wpaper:172. Full description at Econpapers \|\| Download paper	3
7	2006	Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147. Full description at Econpapers \|\| Download paper	3
8	1994	Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42. Full description at Econpapers \|\| Download paper	2
9	2000	The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers \|\| Download paper	2
10	2012	Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers \|\| Download paper	2
11	2006	Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2012

Year	Citing document
2012	Do Bubbles occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models.. (2012). lucey, brian ; O'Connor, Fergal A.. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp418. Full description at Econpapers \|\| Download paper
2012	A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney	6
2	IMK Working Paper / IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute	3
3	Metroeconomica / Wiley Blackwell	2
4	FRB Atlanta Working Paper / Federal Reserve Bank of Atlanta	2
5	Journal of Economic Behavior & Organization / Elsevier	2
6	MAGKS Papers on Economics / Philipps-UniversitÃ¤t Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)	2
7		1
8	Cambridge Journal of Economics / Oxford University Press	1
9	IFS Working Papers / Institute for Fiscal Studies	1
10	Czech Economic Review / Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies	1
11		1

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.