Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.16 19 47 33 0 0.07 1997 0.17 14 3 39 0 0.09 1998 0.12 0.19 18 9 33 4 0 0.12 1999 0.03 0.29 14 14 32 1 100 0.19 2000 0.22 0.39 11 17 32 7 42.9 1 0.09 0.2 2001 0.16 0.34 11 8 25 4 25 1 0.09 0.18 2002 0.27 0.39 21 17 22 6 66.7 2 0.1 0.2 2003 0.22 0.41 22 24 32 7 85.7 4 0.18 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:msh:ebswps:1995-4 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models. (1995). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 23 times.

(2) RePEc:msh:ebswps:1996-15 Computers and Productivity in France: Some Evidence. (1996). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 20 times.

(3) RePEc:msh:ebswps:1996-4 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models. (1996). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 14 times.

(4) RePEc:msh:ebswps:2003-7 A Monte Carlo Investigation of Some Tests for Stochastic Dominance (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 9 times.

(5) RePEc:msh:ebswps:1996-3 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations. (1996). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 6 times.

(6) RePEc:msh:ebswps:2005-15 Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 6 times.

(7) RePEc:msh:ebswps:1999-8 Does International Trade Synchronize Business Cycles? (1999). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 6 times.

(8) RePEc:msh:ebswps:1996-14 Growth Convergence: Some Panel Data Evidence. (1996). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 5 times.

(9) RePEc:msh:ebswps:2001-11 Prediction Intervals for Exponential Smoothing State Space Models. (2001). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 5 times.

(10) RePEc:msh:ebswps:1996-9 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification. (1996). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 5 times.

(11) RePEc:msh:ebswps:2000-4 Bayesian Soft Target Zones. (2000). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 4 times.

(12) RePEc:msh:ebswps:2002-18 Estimation of Hyperbolic Diffusion Using MCMC Method (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 4 times.

(13) RePEc:msh:ebswps:2000-3 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models. (2000). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 4 times.

(14) RePEc:msh:ebswps:2003-5 Implicit Bayesian Inference Using Option Prices (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(15) RePEc:msh:ebswps:2005-6 Exponential Smoothing Model Selection for Forecasting (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(16) RePEc:msh:ebswps:2002-7 The DOGEV Model (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(17) RePEc:msh:ebswps:2004-8 Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(18) RePEc:msh:ebswps:2000-7 Bayesian Exponential Smoothing. (2000). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(19) RePEc:msh:ebswps:1999-2 Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall. (1999). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(20) RePEc:msh:ebswps:2003-18 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(21) RePEc:msh:ebswps:2002-2 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(22) RePEc:msh:ebswps:2004-19 Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(23) RePEc:msh:ebswps:2002-17 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 3 times.

(24) RePEc:msh:ebswps:1994-2 Testing for Independence or Irrelevent Alternatives: Some Empirical Results. (1994). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(25) RePEc:msh:ebswps:2006-4 VARMA versus VAR for Macroeconomic Forecasting (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(26) RePEc:msh:ebswps:2004-24 Inflation, Financial Development and Endogenous Growth (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(27) RePEc:msh:ebswps:1998-7 Nonparametric Seemingly Unrelated Regression (1998). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(28) RePEc:msh:ebswps:1994-6 One Sided Hypothesis Testing in Econometrics: A Survey. (1994). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(29) RePEc:msh:ebswps:2003-14 Bayesian Analysis of the Stochastic Conditional Duration Model (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(30) RePEc:msh:ebswps:1998-13 Lead Time demand for Simple Exponential Smoothing. (1998). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(31) RePEc:msh:ebswps:2003-3 Invertibility Conditions for Exponential Smoothing Models (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(32) RePEc:msh:ebswps:2005-4 Small Concentration Asymptotics and Instrumental Variables Inference (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(33) RePEc:msh:ebswps:2000-5 Implicit Bayesian Inference Using Option Prices. (2000). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(34) RePEc:msh:ebswps:2004-27 Value of Expertise For Forecasting Decisions in Conflicts (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(35) RePEc:msh:ebswps:2006-2 A Complete VARMA Modelling Methodology Based on Scalar Components (2006). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(36) RePEc:msh:ebswps:1999-1 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method. (1999). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(37) RePEc:msh:ebswps:2005-2 Robust forecasting of mortality and fertility rates: a functional data approach (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(38) RePEc:msh:ebswps:1995-12 Marginal Likelihood Based Tests of a Subvector of the Parameter Vector of Linear Regression Disturbances. (1995). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(39) RePEc:msh:ebswps:2005-9 Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(40) RePEc:msh:ebswps:2005-12 25 Years of IIF Time Series Forecasting: A Selective Review (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 2 times.

(41) RePEc:msh:ebswps:1999-5 Inter-Regional Migration in Australia: an Applied Economic Analysis. (1999). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(42) RePEc:msh:ebswps:2002-10 Local Linear Forecasts Using Cubic Smoothing Splines (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(43) RePEc:msh:ebswps:1998-10 A General Volatility Framework and the Generalised Historical Volatility Estimator. (1998). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(44) RePEc:msh:ebswps:2000-6 Valid Bayesian Estimation of the Cointegrating Error Correction Model. (2000). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(45) RePEc:msh:ebswps:1999-12 Predicting how People Play Games: a Simple Dynamic Model of Choice. (1999). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(46) RePEc:msh:ebswps:2001-7 Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. (2001). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(47) RePEc:msh:ebswps:2003-21 The Decline in Income Growth Volatility in the United States: Evidence from Regional Data (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(48) RePEc:msh:ebswps:2005-3 Forecasting age-specific breast cancer mortality using functional data models (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(49) RePEc:msh:ebswps:1997-7 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence. (1997). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

(50) RePEc:msh:ebswps:2002-3 Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:dgr:eureri:30001042 Stress Testing with Students t Dependence (2003). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(2) RePEc:msh:ebswps:2003-17 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:pen:papers:03-010 Firm Turnover in Imperfectly Competitive Markets (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive

(4) RePEc:smu:ecowpa:0509 Evaluating Dominance Ranking of PSID Incomes by various Household Attributes (2003). Southern Methodist University, Department of Economics / Departmental Working Papers

Latest citations received in: 2002

(1) RePEc:cte:wsrepe:ws025414 ESTIMATION METHODS FOR STOCHASTIC VOLATILITY MODELS: A SURVEY (2002). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(2) RePEc:msh:ebswps:2002-12 Cobb-Douglas Utility - Eventually! (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

Latest citations received in: 2001

(1) RePEc:pra:mprapa:15 Extracting, Using and Analysing Cyclical Information (2001). University Library of Munich, Germany / MPRA Paper

Latest citations received in: 2000

(1) RePEc:msh:ebswps:2000-10 A structural Time Series Model with Markov Switching. (2000). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

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.