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 2004 0.12 0.47 28 11 43 5 60 6 0.21 0.25 2005 0.12 0.45 25 20 50 6 50 6 0.24 0.29
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).
Cited: 23 times.

(2) RePEc:msh:ebswps:1996-15 Computers and Productivity in France: Some Evidence. (1996).
Cited: 20 times.

(3) RePEc:msh:ebswps:1996-4 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models. (1996).
Cited: 14 times.

(4) RePEc:msh:ebswps:2003-7 A Monte Carlo Investigation of Some Tests for Stochastic Dominance (2003).
Cited: 9 times.

(5) RePEc:msh:ebswps:1996-3 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations. (1996).
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).
Cited: 6 times.

(7) RePEc:msh:ebswps:1999-8 Does International Trade Synchronize Business Cycles? (1999).
Cited: 6 times.

(8) RePEc:msh:ebswps:1996-14 Growth Convergence: Some Panel Data Evidence. (1996).
Cited: 5 times.

(9) RePEc:msh:ebswps:2001-11 Prediction Intervals for Exponential Smoothing State Space Models. (2001).
Cited: 5 times.

(10) RePEc:msh:ebswps:1996-9 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification. (1996).
Cited: 5 times.

(11) RePEc:msh:ebswps:2000-4 Bayesian Soft Target Zones. (2000).
Cited: 4 times.

(12) RePEc:msh:ebswps:2002-18 Estimation of Hyperbolic Diffusion Using MCMC Method (2002).
Cited: 4 times.

(13) RePEc:msh:ebswps:2000-3 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models. (2000).
Cited: 4 times.

(14) RePEc:msh:ebswps:2003-5 Implicit Bayesian Inference Using Option Prices (2003).
Cited: 3 times.

(15) RePEc:msh:ebswps:2005-6 Exponential Smoothing Model Selection for Forecasting (2005).
Cited: 3 times.

(16) RePEc:msh:ebswps:2002-7 The DOGEV Model (2002).
Cited: 3 times.

(17) RePEc:msh:ebswps:2004-8 Modelling the Risk and Return Relation Conditional on Market Volatility and Market Conditions (2004).
Cited: 3 times.

(18) RePEc:msh:ebswps:2000-7 Bayesian Exponential Smoothing. (2000).
Cited: 3 times.

(19) RePEc:msh:ebswps:1999-2 Generalized Additive Modelling of Mixed Distribution Markov Models with Application to Melbournes Rainfall. (1999).
Cited: 3 times.

(20) RePEc:msh:ebswps:2003-18 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? (2003).
Cited: 3 times.

(21) RePEc:msh:ebswps:2002-2 Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices. (2002).
Cited: 3 times.

(22) RePEc:msh:ebswps:2004-19 Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. (2004).
Cited: 3 times.

(23) RePEc:msh:ebswps:2002-17 A Class of Nonlinear Stochastic Volatility Models and Its Implications on Pricing Currency Options (2002).
Cited: 3 times.

(24) RePEc:msh:ebswps:1994-2 Testing for Independence or Irrelevent Alternatives: Some Empirical Results. (1994).
Cited: 2 times.

(25) RePEc:msh:ebswps:2006-4 VARMA versus VAR for Macroeconomic Forecasting (2006).
Cited: 2 times.

(26) RePEc:msh:ebswps:2004-24 Inflation, Financial Development and Endogenous Growth (2004).
Cited: 2 times.

(27) RePEc:msh:ebswps:1998-7 Nonparametric Seemingly Unrelated Regression (1998).
Cited: 2 times.

(28) RePEc:msh:ebswps:1994-6 One Sided Hypothesis Testing in Econometrics: A Survey. (1994).
Cited: 2 times.

(29) RePEc:msh:ebswps:2003-14 Bayesian Analysis of the Stochastic Conditional Duration Model (2003).
Cited: 2 times.

(30) RePEc:msh:ebswps:1998-13 Lead Time demand for Simple Exponential Smoothing. (1998).
Cited: 2 times.

(31) RePEc:msh:ebswps:2003-3 Invertibility Conditions for Exponential Smoothing Models (2003).
Cited: 2 times.

(32) RePEc:msh:ebswps:2005-4 Small Concentration Asymptotics and Instrumental Variables Inference (2005).
Cited: 2 times.

(33) RePEc:msh:ebswps:2000-5 Implicit Bayesian Inference Using Option Prices. (2000).
Cited: 2 times.

(34) RePEc:msh:ebswps:2004-27 Value of Expertise For Forecasting Decisions in Conflicts (2004).
Cited: 2 times.

(35) RePEc:msh:ebswps:2006-2 A Complete VARMA Modelling Methodology Based on Scalar Components (2006).
Cited: 2 times.

(36) RePEc:msh:ebswps:1999-1 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method. (1999).
Cited: 2 times.

(37) RePEc:msh:ebswps:2005-2 Robust forecasting of mortality and fertility rates: a functional data approach (2005).
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).
Cited: 2 times.

(39) RePEc:msh:ebswps:2005-9 Determinants of Sovereign Ratings: A Comparison of Case-Based Reasoning and Ordered Probit Approaches (2005).
Cited: 2 times.

(40) RePEc:msh:ebswps:2005-12 25 Years of IIF Time Series Forecasting: A Selective Review (2005).
Cited: 2 times.

(41) RePEc:msh:ebswps:1999-5 Inter-Regional Migration in Australia: an Applied Economic Analysis. (1999).
Cited: 1 times.

(42) RePEc:msh:ebswps:2002-10 Local Linear Forecasts Using Cubic Smoothing Splines (2002).
Cited: 1 times.

(43) RePEc:msh:ebswps:1998-10 A General Volatility Framework and the Generalised Historical Volatility Estimator. (1998).
Cited: 1 times.

(44) RePEc:msh:ebswps:2000-6 Valid Bayesian Estimation of the Cointegrating Error Correction Model. (2000).
Cited: 1 times.

(45) RePEc:msh:ebswps:1999-12 Predicting how People Play Games: a Simple Dynamic Model of Choice. (1999).
Cited: 1 times.

(46) RePEc:msh:ebswps:2001-7 Capturing the Shape of Business Cycles with Nonlinear Autoregressive Leading Indicator Models. (2001).
Cited: 1 times.

(47) RePEc:msh:ebswps:2003-21 The Decline in Income Growth Volatility in the United States: Evidence from Regional Data (2003).
Cited: 1 times.

(48) RePEc:msh:ebswps:2005-3 Forecasting age-specific breast cancer mortality using functional data models (2005).
Cited: 1 times.

(49) RePEc:msh:ebswps:1997-7 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence. (1997).
Cited: 1 times.

(50) RePEc:msh:ebswps:2002-3 Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand (2002).
Cited: 1 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:cwl:cwldpp:1540 A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation (2005). Cowles Foundation, Yale University / Cowles Foundation Discussion Papers

(2) RePEc:fgv:epgewp:591 The Contagion Effect of Public Debt on Monetary Policy: The Brazilian Experience (2005). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(3) RePEc:fgv:epgewp:597 Special Interests and Political Business Cycles (2005). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(4) RePEc:msh:ebswps:2005-13 Another Look at Measures of Forecast Accuracy (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(5) RePEc:msh:ebswps:2005-5 A Pedants Approach to Exponential Smoothing (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(6) RePEc:msh:ebswps:2005-7 Time Series Forecasting: The Case for the Single Source of Error State Space (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

Latest citations received in: 2004

(1) RePEc:ecm:ausm04:126 Beta Risk and Regime Shift in Market Volatility (2004). Econometric Society / Econometric Society 2004 Australasian Meetings

(2) RePEc:msh:ebswps:2004-23 Inflation, Financial Development and Growth in Transition Countries (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:msh:ebswps:2004-26 Box-Cox Stochastic Volatility Models with Heavy-Tails and Correlated Errors (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(4) RePEc:msh:ebswps:2004-29 Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model (2004). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(5) RePEc:wpa:wuwpfi:0406010 A survey on risk-return analysis (2004). EconWPA / Finance

(6) RePEc:wpa:wuwpfi:0406012 Beta Risk and Regime Shift in Market Volatility (2004). EconWPA / Finance

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

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.