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!!

Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
18
Impact Factor
0.16
5 Years IF
0.38
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1992 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.17 0 0 0 0 0 0 0 0 0 0 0.1
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.3 0 0 0 0 0 0 0 0 0 0 0.15
2000 0 0.36 0 0 0 0 0 0 0 0 0 0 0.14
2001 0 0.36 0 0 0 0 0 0 0 0 0 0 0.17
2002 0 0.38 0 0 0 0 0 0 0 0 0 0 0.18
2003 0 0.39 0 0 0 0 0 0 0 0 0 0 0.19
2004 0 0.41 0 0 0 0 0 0 0 0 0 0 0.18
2005 0 0.43 0 0 0 0 0 1 0 0 0 0 0.2
2006 0 0.45 0.25 0 16 16 45 4 5 0 0 4 100 4 0.25 0.19
2007 0.13 0.38 0.09 0.13 6 22 1 2 7 16 2 16 2 0 0 0.17
2008 0.32 0.39 0.23 0.32 22 44 71 10 17 22 7 22 7 4 40 3 0.14 0.17
2009 0.14 0.36 0.19 0.14 20 64 37 10 29 28 4 44 6 4 40 3 0.15 0.17
2010 0.21 0.35 0.23 0.22 79 143 387 33 62 42 9 64 14 5 15.2 18 0.23 0.15
2011 0.46 0.4 0.53 0.39 43 186 120 98 160 99 46 143 56 25 25.5 25 0.58 0.19
2012 0.45 0.44 0.47 0.37 19 205 53 97 257 122 55 170 63 9 9.3 9 0.47 0.2
2013 0.74 0.49 0.82 0.63 33 238 142 195 452 62 46 183 115 30 15.4 24 0.73 0.2
2014 0.87 0.52 0.63 0.48 33 271 172 168 622 52 45 194 93 25 14.9 25 0.76 0.23
2015 0.73 0.52 0.63 0.45 18 289 11 181 805 66 48 207 93 3 1.7 1 0.06 0.23
2016 0.96 0.58 0.49 0.51 37 326 21 159 964 51 49 146 74 4 2.5 4 0.11 0.25
2017 0.2 0.6 0.34 0.42 21 347 2 118 1082 55 11 140 59 2 1.7 0 0.25
2018 0.16 0.68 0.36 0.38 23 370 0 134 1216 58 9 142 54 3 2.2 1 0.04 0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

86
22014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/16.

Full description at Econpapers || Download paper

73
32010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

Full description at Econpapers || Download paper

63
42010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

Full description at Econpapers || Download paper

60
52010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/36.

Full description at Econpapers || Download paper

58
62013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/21.

Full description at Econpapers || Download paper

55
72010What Makes a Great Journal Great in Economics? The Singer Not the Song. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/43.

Full description at Econpapers || Download paper

53
82010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

Full description at Econpapers || Download paper

35
92008China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John ; Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01.

Full description at Econpapers || Download paper

35
102013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/12.

Full description at Econpapers || Download paper

30
112012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/11.

Full description at Econpapers || Download paper

25
122011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:11/05.

Full description at Econpapers || Download paper

22
132014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/19.

Full description at Econpapers || Download paper

22
142013Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:13/08.

Full description at Econpapers || Download paper

20
152011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/12.

Full description at Econpapers || Download paper

19
162010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/16.

Full description at Econpapers || Download paper

18
172011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

Full description at Econpapers || Download paper

18
182011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

Full description at Econpapers || Download paper

18
192010The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Reed, W. ; Webb, Rachel . In: Working Papers in Economics. RePEc:cbt:econwp:10/53.

Full description at Econpapers || Download paper

18
202010A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options. (2010). McAleer, Michael ; Wiphatthanananthakul, Chatayan . In: Working Papers in Economics. RePEc:cbt:econwp:10/15.

Full description at Econpapers || Download paper

15
212013What Do Experts Know About Forecasting Journal Quality? A Comparison with ISI Research Impact in Finance. (2013). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/10.

Full description at Econpapers || Download paper

15
222012Robust Ranking of Journal Quality: An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/05.

Full description at Econpapers || Download paper

14
232010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/27.

Full description at Econpapers || Download paper

14
242006Overconfidence in Forecasts of Own Performance: An Experimental Study. (2006). Friesen, Lana ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:06/09.

Full description at Econpapers || Download paper

14
252011Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

Full description at Econpapers || Download paper

13
262010Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David . In: Working Papers in Economics. RePEc:cbt:econwp:10/56.

Full description at Econpapers || Download paper

13
272011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/32.

Full description at Econpapers || Download paper

13
282010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/03.

Full description at Econpapers || Download paper

11
292014Replications in Economics: A Progress Report. (2014). Reed, W. ; Duvendack, Maren ; Palmer-Jones, Richard W.. In: Working Papers in Economics. RePEc:cbt:econwp:14/26.

Full description at Econpapers || Download paper

11
302011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). McAleer, Michael ; Ishida, Isao ; Oya, Kosuke. In: Working Papers in Economics. RePEc:cbt:econwp:11/11.

Full description at Econpapers || Download paper

10
312013Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism. (2013). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/04.

Full description at Econpapers || Download paper

10
322010Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2010). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: Working Papers in Economics. RePEc:cbt:econwp:10/23.

Full description at Econpapers || Download paper

9
332006Another Look at what to do with Time-series Cross-section Data. (2006). Reed, W. ; Lin, Shu ; Chen, Xiujian . In: Working Papers in Economics. RePEc:cbt:econwp:06/04.

Full description at Econpapers || Download paper

9
342012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/09.

Full description at Econpapers || Download paper

9
352010Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Sung-Po . In: Working Papers in Economics. RePEc:cbt:econwp:10/54.

Full description at Econpapers || Download paper

8
362010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:10/63.

Full description at Econpapers || Download paper

8
372015Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving. (2015). Servátka, Maroš ; Knowles, Stephen. In: Working Papers in Economics. RePEc:cbt:econwp:15/01.

Full description at Econpapers || Download paper

8
382013Status Quo Effects in Fairness Games: Reciprocal Responses to Acts of Commission vs. Acts of Omission. (2013). Vadovic, Radovan ; Servátka, Maroš ; Cox, James. In: Working Papers in Economics. RePEc:cbt:econwp:13/25.

Full description at Econpapers || Download paper

7
392010Piety and Profits: Stock Market Anomaly during the Muslim Holy Month. (2010). Wisniewski, Tomasz ; Etebari, Ahmad ; Bialkowski, Jedrzej . In: Working Papers in Economics. RePEc:cbt:econwp:10/52.

Full description at Econpapers || Download paper

7
402016The Impact of War on Happiness: the Case of Ukraine. (2016). Obrizan, Maksym ; Coupé, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:16/20.

Full description at Econpapers || Download paper

7
412009Innovation in New Zealand: Issues of Firm Size, Local Market Size and Economic Geography. (2009). Oxley, Les ; McCann, Philip ; Shangqin, Hong . In: Working Papers in Economics. RePEc:cbt:econwp:09/04.

Full description at Econpapers || Download paper

7
422008Strategic Use of Trust. (2008). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš. In: Working Papers in Economics. RePEc:cbt:econwp:08/11.

Full description at Econpapers || Download paper

6
432012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:12/12.

Full description at Econpapers || Download paper

6
442010Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2010). McAleer, Michael ; Lim, Christine ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/40.

Full description at Econpapers || Download paper

6
452014Ranking Leading Econometrics Journals Using Citations Data from ISI and RePEc. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/01.

Full description at Econpapers || Download paper

6
462010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/67.

Full description at Econpapers || Download paper

6
472014Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences. (2014). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/08.

Full description at Econpapers || Download paper

5
482014Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Working Papers in Economics. RePEc:cbt:econwp:14/04.

Full description at Econpapers || Download paper

5
492006The Causes of Order Effects in Contingent Valuation Surveys: An Experimental Investigation. (2006). Friesen, Lana ; Clark, Jeremy. In: Working Papers in Economics. RePEc:cbt:econwp:06/06.

Full description at Econpapers || Download paper

5
502008The Empirical Properties of Some Popular Estimators of Long Memory Processes. (2008). Rea, William ; Oxley, Les ; Brown, Jennifer ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:08/13.

Full description at Econpapers || Download paper

5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12014Asymmetry and Leverage in Conditional Volatility Models. (2014). McAleer, Michael. In: Working Papers in Economics. RePEc:cbt:econwp:14/24.

Full description at Econpapers || Download paper

50
22014A One Line Derivation of EGARCH. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/16.

Full description at Econpapers || Download paper

35
32013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:13/21.

Full description at Econpapers || Download paper

22
42010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/19.

Full description at Econpapers || Download paper

18
52010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: Working Papers in Economics. RePEc:cbt:econwp:10/18.

Full description at Econpapers || Download paper

17
62010The PCSE Estimator is Good -- Just Not as Good as You Think. (2010). Reed, W. ; Webb, Rachel . In: Working Papers in Economics. RePEc:cbt:econwp:10/53.

Full description at Econpapers || Download paper

11
72008China’s Energy Economy: Technical Change, Factor Demand and Interfactor/Interfuel Substitution. (2008). Oxley, Les ; Ma, Hengyun ; Gibson, John ; Kim, Bongguen . In: Working Papers in Economics. RePEc:cbt:econwp:08/01.

Full description at Econpapers || Download paper

9
82010Cliometrics and Time Series Econometrics: Some Theory and Applications. (2010). Oxley, Les ; Grreasley, David . In: Working Papers in Economics. RePEc:cbt:econwp:10/56.

Full description at Econpapers || Download paper

9
92010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/27.

Full description at Econpapers || Download paper

8
102016The Impact of War on Happiness: the Case of Ukraine. (2016). Obrizan, Maksym ; Coupé, Tom. In: Working Papers in Economics. RePEc:cbt:econwp:16/20.

Full description at Econpapers || Download paper

7
112014A One Line Derivation of DCC: Application of a Vector Random Coefficient Moving Average Process. (2014). McAleer, Michael ; Hafner, Christian. In: Working Papers in Economics. RePEc:cbt:econwp:14/19.

Full description at Econpapers || Download paper

6
122014Machine news and volatility: The Dow Jones Industrial Average and the TRNA sentiment series. (2014). McAleer, Michael ; Allen, David ; Singh, Abhay K.. In: Working Papers in Economics. RePEc:cbt:econwp:14/04.

Full description at Econpapers || Download paper

5
132013Has the Basel Accord Improved Risk Management During the Global Financial Crisis. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:13/08.

Full description at Econpapers || Download paper

4
142014Replications in Economics: A Progress Report. (2014). Reed, W. ; Duvendack, Maren ; Palmer-Jones, Richard W.. In: Working Papers in Economics. RePEc:cbt:econwp:14/26.

Full description at Econpapers || Download paper

4
152011Words Speak Louder Than Money. (2011). Vadovic, Radovan ; Tucker, Steven ; Servátka, Maroš ; Servatka, Maro . In: Working Papers in Economics. RePEc:cbt:econwp:11/13.

Full description at Econpapers || Download paper

4
162012Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/09.

Full description at Econpapers || Download paper

4
172015Transaction Costs, the Opportunity Cost of Time and Procrastination in Charitable Giving. (2015). Servátka, Maroš ; Knowles, Stephen. In: Working Papers in Economics. RePEc:cbt:econwp:15/01.

Full description at Econpapers || Download paper

4
182011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/12.

Full description at Econpapers || Download paper

4
192010Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2010). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui. In: Working Papers in Economics. RePEc:cbt:econwp:10/66.

Full description at Econpapers || Download paper

3
202010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/03.

Full description at Econpapers || Download paper

3
212011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; PerezAmaral, Teodosio . In: Working Papers in Economics. RePEc:cbt:econwp:11/26.

Full description at Econpapers || Download paper

3
222010Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan. (2010). McAleer, Michael ; Lim, Christine ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/40.

Full description at Econpapers || Download paper

3
232013Coercive Journal Self-citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:13/12.

Full description at Econpapers || Download paper

3
242014Asymmetric Realized Volatility Risk. (2014). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: Working Papers in Economics. RePEc:cbt:econwp:14/20.

Full description at Econpapers || Download paper

3
252010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/13.

Full description at Econpapers || Download paper

3
262010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:10/58.

Full description at Econpapers || Download paper

2
272011Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation. (2011). McAleer, Michael ; Caporin, Massimiliano. In: Working Papers in Economics. RePEc:cbt:econwp:11/23.

Full description at Econpapers || Download paper

2
282015Stock Selection with Principal Component Analysis. (2015). Rea, William ; Yang, Libin . In: Working Papers in Economics. RePEc:cbt:econwp:15/03.

Full description at Econpapers || Download paper

2
292017Replication in Labor Economics. (2017). Reed, W.. In: Working Papers in Economics. RePEc:cbt:econwp:17/06.

Full description at Econpapers || Download paper

2
302016The Real Exchange Rate in Open-Economy Taylor Rules: A Re-Assessment. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/10.

Full description at Econpapers || Download paper

2
312011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: Working Papers in Economics. RePEc:cbt:econwp:11/05.

Full description at Econpapers || Download paper

2
322010Modeling the Effect of Oil Price on Global Fertilizer Prices. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: Working Papers in Economics. RePEc:cbt:econwp:10/55.

Full description at Econpapers || Download paper

2
332010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates. (2010). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:10/02.

Full description at Econpapers || Download paper

2
342014A Tourism Financial Conditions Index. (2014). McAleer, Michael ; Hsu, Hui-Kuang ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:14/13.

Full description at Econpapers || Download paper

2
352011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/27.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 9
YearTitle
2018A REVIEW OF THE RECENT LITERATURE ON THE INSTITUTIONAL ECONOMICS ANALYSIS OF THE LONG†RUN PERFORMANCE OF NATIONS. (2018). Lee, Cassey ; Lloyd, Peter. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:32:y:2018:i:1:p:1-22.

Full description at Econpapers || Download paper

2018Erratum To “What Drives Health Care Expenditure?—Baumol’s Model of ‘Unbalanced Growth’ Revisited” [J. Health Econ. 27 (2008) 603–623]. (2018). Reed, W. ; Atanda, Akinwande. In: Working Papers in Economics. RePEc:cbt:econwp:18/15.

Full description at Econpapers || Download paper

2018Resource curse? The case of Kern County. (2018). Michieka, Nyakundi M ; Gearhart, Richard S. In: Resources Policy. RePEc:eee:jrpoli:v:59:y:2018:i:c:p:446-459.

Full description at Econpapers || Download paper

2018The real exchange rate in Taylor rules: A Re-Assessment. (2018). Guender, Alfred ; Froyen, Richard T. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:140-151.

Full description at Econpapers || Download paper

2018Communism as the Unhappy Coming. (2018). Djankov, Simeon ; Nikolova, Elena. In: GLO Discussion Paper Series. RePEc:zbw:glodps:192.

Full description at Econpapers || Download paper

2018War and well-being in transition: Evidence from two natural experiments. (2018). Yakovlev, Evgeny ; Gokmen, Gunes. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:3:p:788-799.

Full description at Econpapers || Download paper

2018Quantifying the Gap in Self-Rated Health for Transition Countries Over 1989–2014. (2018). Obrizan, Maksym. In: Comparative Economic Studies. RePEc:pal:compes:v:60:y:2018:i:3:d:10.1057_s41294-018-0067-3.

Full description at Econpapers || Download paper

2018A Primer on the ‘Reproducibility Crisis’ and Ways to Fix It. (2018). Reed, W.. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:2:p:286-300.

Full description at Econpapers || Download paper

2018A Replication of “Bank Competition and Financial Stability: Much Ado About Nothing?” (Journal of Economic Surveys, 2016). (2018). Reed, W. ; Das, Kuntal ; Bandaranayake, Samangi. In: Working Papers in Economics. RePEc:cbt:econwp:18/18.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document
2016The Real Exchange Rate in Open-Economy Taylor Rules: A Re-Assessment. (2016). Guender, Alfred ; Froyen, Richard T. In: Working Papers in Economics. RePEc:cbt:econwp:16/10.

Full description at Econpapers || Download paper

2016Meta-Analysis and Publication Bias: How Well Does the FAT-PET-PEESE Procedure Work?. (2016). Reed, W. ; Alinaghi, Nazila. In: Working Papers in Economics. RePEc:cbt:econwp:16/26.

Full description at Econpapers || Download paper

2016Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Lubian, Diego ; Cappuccio, Nunzio. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21-:d:67747.

Full description at Econpapers || Download paper

2016Unit Root Tests: The Role of the Univariate Models Implied by Multivariate Time Series. (2016). Cappuccio, Nunzio ; Lubian, Diego. In: Econometrics. RePEc:gam:jecnmx:v:4:y:2016:i:2:p:21:d:67747.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015Deadlines, Procrastination, and Inattention in Charitable Giving: A Field Experiment. (2015). Servátka, Maroš ; Knowles, Stephen ; Sullivan, Trudy. In: Working Papers in Economics. RePEc:cbt:econwp:15/06.

Full description at Econpapers || Download paper