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NCER Working Paper Series / National Centre for Econometric Research


0.38

Impact Factor

0.26

5-Years IF

8

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.361100 (%)0.16
20020.37111 (%)0.18
20030.39111 (%)0.19
20040.4101 (%)0.18
20050.4212201 (%)0.2
20060.456730.4327011 (3.7%)20.330.19
20070.830.380.831421110.5211565651 (%)50.360.16
20080.70.390.71738180.4779201420142 (2.5%)30.180.17
20090.710.360.811553330.6244312237301 (2.3%)30.20.17
20100.590.340.671770350.54332195235 (%)0.15
20110.690.40.88878610.781732226961 (%)0.19
20120.160.440.371290290.325425471262 (3.7%)20.170.2
20130.50.490.3814104390.381520106926 (%)10.070.2
20140.620.520.414108500.46126166627 (%)0.23
20150.170.540.337115290.2511835518 (%)0.24
20160.090.60.566121450.3751114525 (%)0.27
20170.380.640.261122230.191354311 (%)0.28
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
12007Some 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.

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90
22012Semi-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

37
32009Evaluating multivariate volatility forecasts. (2009). Hurn, Stan ; Clements, Adam ; Doolan, Mark ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2009_50.

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24
42008The 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.

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22
52008Momentum in Australian Stock Returns: An Update. (2008). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2008-12.

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21
62006Income 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.

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17
72010Sign 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

17
82010Evaluating 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

9
92012Why 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

8
102011Within-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

8
112010Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16.

Full description at Econpapers || Download paper

8
122013The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin. In: NCER Working Paper Series. RePEc:qut:auncer:2013_03.

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7
132013The dynamics of co-jumps, volatility and correlation. (2013). Liao, Yin ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2013_3.

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7
142008Robustness 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.

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7
152008Unobservable 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

7
162008Extending an SVAR Model of the Australian Economy. (2008). pagan, adrian ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-1.

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6
172009An 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.

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6
182007Effects 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.

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6
192006Limited 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.

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5
202008The 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.

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5
212009The Economics of Credence Goods: On the Role of Liability, Verifiability, Reputation and Competition. (2009). Sutter, Matthias ; Kerschbamer, Rudolf ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2009_55.

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5
222011Contracting for Infrastructure Projects as Credence Goods. (2011). Dulleck, Uwe ; Li, Jianpei. In: NCER Working Paper Series. RePEc:qut:auncer:2011_4.

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4
232008The Devil is in the Detail: Hints for Practical Optimisation. (2008). Hurn, Stan ; Lindsay, K A ; Christensen, T M. In: NCER Working Paper Series. RePEc:qut:auncer:2008-21.

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4
242012Forecasting 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.

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4
252007Are combination forecasts of S&P 500 volatility statistically superior?. (2007). Clements, Adam ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2007-92.

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4
262011Forecasting Equicorrelation. (2011). Smith, Daniel ; Coleman-Fenn, Christopher ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3.

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4
272007The Power of Positional Concerns: A Panel Analysis. (2007). Torgler, Benno ; Schmidt, Sascha ; Frey, Bruno. In: NCER Working Paper Series. RePEc:qut:auncer:2007-5.

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4
282007Imported 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.

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4
292007Econometric 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.

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3
302010Evidence of referees national favouritism in rugby. (2010). Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2010_09.

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3
31Macro-Econometric System Modelling @75. (2013). pagan, adrian ; Jacobs, Jan ; Hall, Anthony. In: NCER Working Paper Series. RePEc:qut:auncer:2013_7.

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3
322010The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). pagan, adrian ; Catão, Luis ; Cato, Luis. In: NCER Working Paper Series. RePEc:qut:auncer:2009_66.

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3
332007Social 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.

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3
342006Inventories, Fluctuations and Business Cycles. Working paper #4. (2006). pagan, adrian ; Maccini, Louis. In: NCER Working Paper Series. RePEc:qut:auncer:2006-4.

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3
352006Estimating 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.

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2
362009The Economics of Discrimination: Evidence from Basketball. (2009). Kahn, Lawrence. In: NCER Working Paper Series. RePEc:qut:auncer:2009_44.

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2
372008Estimating 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.

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2
382012Variation 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.

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2
392009Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy. (2009). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2009_65.

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2
402016Does the 4th Estate Deliver? Towards a More Direct Measure of Political Media Bias. (2016). Thomas, Tobias ; Dulleck, Uwe ; Dewenter, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2016_07.

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2
412008Buying 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.

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2
422008Inequality 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.

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1
432009Inter- market Arbitrage in Sports Betting. (2009). Nuesch, Stephan ; Franck, Egon ; Verbeek, Erwin . In: NCER Working Paper Series. RePEc:qut:auncer:2009_61.

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1
442016Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: NCER Working Paper Series. RePEc:qut:auncer:2016_04.

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1
452007Does 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.

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1
462008Early 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.

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1
472013Econometric 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.

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1
482010Psychological 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.

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1
492013City 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.

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1
502009Forecast 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.

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1

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


#YearTitleCited
12012Semi-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

20
22007Some 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

14
32008Momentum 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
42012Why 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

5
52010Evaluating 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

4
62008The Devil is in the Detail: Hints for Practical Optimisation. (2008). Hurn, Stan ; Lindsay, K A ; Christensen, T M. In: NCER Working Paper Series. RePEc:qut:auncer:2008-21.

Full description at Econpapers || Download paper

4
72010Can 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
82013The 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

2
92011Within-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

2
102009Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy. (2009). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2009_65.

Full description at Econpapers || Download paper

2
112010Sign 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

2
122013The 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

2
132012Forecasting 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
142008Unobservable 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

2
152016Does the 4th Estate Deliver? Towards a More Direct Measure of Political Media Bias. (2016). Thomas, Tobias ; Dulleck, Uwe ; Dewenter, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2016_07.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 5:


YearTitle
2017An Empirical Analysis of Mergers: Efficiency Gains and Impact on Consumer Prices. (2017). Schain, Jan Philip ; Bonnet, Céline. In: TSE Working Papers. RePEc:tse:wpaper:31503.

Full description at Econpapers || Download paper

2017Politicians under investigation: The news Medias effect on the likelihood of resignation. (2017). Garz, Marcel ; Sorensen, Jil . In: Journal of Public Economics. RePEc:eee:pubeco:v:153:y:2017:i:c:p:82-91.

Full description at Econpapers || Download paper

2017An empirical investigation of herding in the U.S. stock market. (2017). Clements, Adam ; Shi, Shuping ; Hurn, Stan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192.

Full description at Econpapers || Download paper

2017Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914.

Full description at Econpapers || Download paper

2017An empirical investigation of herding in the U.S. stock market. (2017). Clements, Adam ; Shi, Shuping ; Hurn, Stan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

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, 2th 2018. Contact: CitEc Team