School of Finance and Economics, University of Technology, Sydney / Working Paper Series

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.09 0.18 15 6 22 2 100 0.08 1997 0.21 0.18 6 4 29 6 16.7 1 0.17 0.09 1998 0.2 4 0 21 0 0.12 1999 0.1 0.27 15 9 10 1 0 0.16 2000 0.37 11 10 19 0 0.19 2001 0.12 0.37 4 6 26 3 0 1 0.25 0.18 2002 0.13 0.4 9 13 15 2 100 0.19 2003 0.46 0.41 12 7 13 6 100 2 0.17 0.2 2004 0.14 0.46 7 2 21 3 33.3 0.22 2005 0.47 5 3 19 0 0.27 2006 0.08 0.5 6 7 12 1 0 2 0.33 0.27 2007 0.18 0.43 1 0 11 2 50 0.22 2008 0.41 6 1 7 0 0.22
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:uts:wpaper:13 The Dynamics of Speculative Behaviour (1992).
Cited: 54 times.

(2) RePEc:uts:wpaper:53 Transformation of Heath-Jarrow-Morton Models to Markovian Systems (1995).
Cited: 26 times.

(3) RePEc:uts:wpaper:90 The Dynamics of the Cobweb when Producers are Risk Averse Learners (1999).
Cited: 8 times.

(4) RePEc:uts:wpaper:123 Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach (2002).
Cited: 6 times.

(5) RePEc:uts:wpaper:120 Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model (2002).
Cited: 6 times.

(6) RePEc:uts:wpaper:47 Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets (1995).
Cited: 5 times.

(7) RePEc:uts:wpaper:72 Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques (1997).
Cited: 4 times.

(8) RePEc:uts:wpaper:101 An Economic Analysis of the Peter and Dilbert Principles (2000).
Cited: 4 times.

(9) RePEc:uts:wpaper:111 Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient (2001).
Cited: 4 times.

(10) RePEc:uts:wpaper:63 A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates (1996).
Cited: 4 times.

(11) RePEc:uts:wpaper:54 The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques (1995).
Cited: 3 times.

(12) RePEc:uts:wpaper:51 Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data (1995).
Cited: 3 times.

(13) RePEc:uts:wpaper:146 Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations (2006).
Cited: 3 times.

(14) RePEc:uts:wpaper:141 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks (2005).
Cited: 3 times.

(15) RePEc:uts:wpaper:32 The Sources of Unemployment: A Simple Econometric Analysis (1993).
Cited: 3 times.

(16) RePEc:uts:wpaper:147 Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy (2006).
Cited: 3 times.

(17) RePEc:uts:wpaper:143 A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks (2005).
Cited: 3 times.

(18) RePEc:uts:wpaper:100 The Research Output of Academic Economists in Brazil (2000).
Cited: 2 times.

(19) RePEc:uts:wpaper:127 Real-Financial Interaction: Implications of Budget Equations and Capital Accumulation (2003).
Cited: 2 times.

(20) RePEc:uts:wpaper:114 Type I Spurious Regression in Econometrics (2002).
Cited: 2 times.

(21) RePEc:uts:wpaper:126 International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature (2003).
Cited: 2 times.

(22) RePEc:uts:wpaper:41 The Changing Political Economy of Australian Racism (1994).
Cited: 2 times.

(23) RePEc:uts:wpaper:105 The Game Academics Play: Editors Versus Authors (2000).
Cited: 2 times.

(24) RePEc:uts:wpaper:14 Developments in Nonlinear Economic Dynamics: Past, Present and Future (1992).
Cited: 2 times.

(25) RePEc:uts:wpaper:6 Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics (1991).
Cited: 2 times.

(26) RePEc:uts:wpaper:134 Basel II and Operational Risk - Overview of Key Concerns (2004).
Cited: 1 times.

(27) RePEc:uts:wpaper:113 Failures in B2C Companies; Two Examples and Lessons for New Players (2001).
Cited: 1 times.

(28) RePEc:uts:wpaper:149 Using Synthetic Data to Measure the Impact of RTGS on Systemic Risk in the Australian Payments System (2006).
Cited: 1 times.

(29) RePEc:uts:wpaper:93 Towards Applied Disequilibrium Growth Theory: I The Starting Model (1999).
Cited: 1 times.

(30) RePEc:uts:wpaper:110 The Effects of Inflation and the Business Cycle on Revisions of Macroeconomic Data (2001).
Cited: 1 times.

(31) RePEc:uts:wpaper:125 Output and the Term Structure of Interest Rates: Ways Out of th Jump-Variable Conundrum (2003).
Cited: 1 times.

(32) RePEc:uts:wpaper:99 Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution (1999).
Cited: 1 times.

(33) RePEc:uts:wpaper:107 Trading in the Australian Foreign Exchange Market (2000).
Cited: 1 times.

(34) RePEc:uts:wpaper:61 Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns (1996).
Cited: 1 times.

(35) RePEc:uts:wpaper:96 Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model (2003).
Cited: 1 times.

(36) RePEc:uts:wpaper:139 Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model (2004).
Cited: 1 times.

(37) RePEc:uts:wpaper:59 Modelling the Equity Risk Premium in the Long Term (1996).
Cited: 1 times.

(38) RePEc:uts:wpaper:155 Follow the Leader: Simulations on a Dynamic Social Network (2008).
Cited: 1 times.

(39) RePEc:uts:wpaper:94 Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model (1999).
Cited: 1 times.

(40) RePEc:uts:wpaper:48 Testing for Nonlinearities in Economic and Financial Time Series (1995).
Cited: 1 times.

(41) RePEc:uts:wpaper:109 Price Flexibility and Debt Dynamics in a High Order AS-AD Model (2000).
Cited: 1 times.

(42) RePEc:uts:wpaper:124 Keynes-Metzler-Goodwin Model Building: The Closed Economy (2003).
Cited: 1 times.

(43) RePEc:uts:wpaper:98 Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions (1999).
Cited: 1 times.

(44) RePEc:uts:wpaper:25 Racism, Ethnicity and Immigration in Canada and Australia (1993).
Cited: 1 times.

(45) RePEc:uts:wpaper:95 Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues (1999).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:imk:wpaper:04-2006 Disequilibrium Macroeconomic Dynamics, Income Distribution and Wage-Price Phillips Curves (2006). IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute / IMK Working Paper

(2) RePEc:uts:wpaper:147 Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy (2006). School of Finance and Economics, University of Technology, Sydney / Working Paper Series

Recent citations received in: 2005

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Source data used to compute the impact factor of RePEc series.