Monash Econometrics and Business Statistics Working Papers

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 0.18 19 70 33 0 0.09 1997 0.03 0.18 14 7 39 1 0 0.09 1998 0.12 0.2 18 15 33 4 0 0.12 1999 0.06 0.26 14 18 32 2 100 0.16 2000 0.22 0.36 11 24 32 7 42.9 1 0.09 0.17 2001 0.16 0.35 11 16 25 4 25 1 0.09 0.17 2002 0.32 0.4 21 15 22 7 85.7 2 0.1 0.19 2003 0.03 0.4 22 21 32 1 0 1 0.05 0.2 2004 0.09 0.44 27 22 43 4 25 6 0.22 0.22 2005 0.16 0.46 26 29 49 8 37.5 6 0.23 0.27 2006 0.21 0.48 22 21 53 11 18.2 3 0.14 0.24 2007 0.21 0.4 14 15 48 10 30 2 0.14 0.2 2008 0.06 0.4 9 3 36 2 0 1 0.11 0.2 2009 0.22 0.36 17 4 23 5 40 1 0.06 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:1996-15 Computers and Productivity in France: Some Evidence. (1996).
Cited: 32 times.

(2) RePEc:msh:ebswps:1995-4 Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models. (1995).
Cited: 30 times.

(3) RePEc:msh:ebswps:1996-4 A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models. (1996).
Cited: 19 times.

(4) RePEc:msh:ebswps:2000-3 Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models. (2000).
Cited: 11 times.

(5) RePEc:msh:ebswps:1999-8 Does International Trade Synchronize Business Cycles? (1999).
Cited: 10 times.

(6) RePEc:msh:ebswps:2003-7 A Monte Carlo Investigation of Some Tests for Stochastic Dominance (2003).
Cited: 10 times.

(7) RePEc:msh:ebswps:1996-3 Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations. (1996).
Cited: 10 times.

(8) RePEc:msh:ebswps:1996-14 Growth Convergence: Some Panel Data Evidence. (1996).
Cited: 9 times.

(9) RePEc:msh:ebswps:1998-17 Nonparametric Estimation and Symmetry Tests for Conditional Density Functions. (1998).
Cited: 7 times.

(10) 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.

(11) RePEc:msh:ebswps:2001-11 Prediction Intervals for Exponential Smoothing State Space Models. (2001).
Cited: 6 times.

(12) RePEc:msh:ebswps:2004-24 Inflation, Financial Development and Endogenous Growth (2004).
Cited: 5 times.

(13) RePEc:msh:ebswps:2006-13 Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions (2006).
Cited: 5 times.

(14) RePEc:msh:ebswps:2001-8 Strategy Similarity and Coordination. (2001).
Cited: 5 times.

(15) RePEc:msh:ebswps:2007-12 Hierarchical forecasts for Australian domestic tourism (2007).
Cited: 5 times.

(16) RePEc:msh:ebswps:2007-2 Effective global regularity and empirical modeling of direct, inverse and mixed demand systems (2007).
Cited: 4 times.

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

(18) RePEc:msh:ebswps:2003-18 Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? (2003).
Cited: 4 times.

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

(20) RePEc:msh:ebswps:2005-13 Another Look at Measures of Forecast Accuracy (2005).
Cited: 4 times.

(21) RePEc:msh:ebswps:2004-27 Value of Expertise For Forecasting Decisions in Conflicts (2004).
Cited: 4 times.

(22) RePEc:msh:ebswps:1997-7 The Kuznets U-Curve Hypothesis: Some Panel Data Evidence. (1997).
Cited: 4 times.

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

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

(25) RePEc:msh:ebswps:1998-13 Lead Time demand for Simple Exponential Smoothing. (1998).
Cited: 3 times.

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

(27) RePEc:msh:ebswps:1999-1 Forecasting Models and Prediction Intervals for the Multiplicative Holt-Winters Method. (1999).
Cited: 3 times.

(28) RePEc:msh:ebswps:2006-22 Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models (2006).
Cited: 3 times.

(29) RePEc:msh:ebswps:2006-11 Half-Life Estimation based on the Bias-Corrected Bootstrap: A Highest Density Region Approach (2006).
Cited: 3 times.

(30) RePEc:msh:ebswps:2001-10 Using R to Teach Econometrics. (2001).
Cited: 3 times.

(31) RePEc:msh:ebswps:1996-9 The Robustness of Estimators for Dynamic Panel Data Models to Misspecification. (1996).
Cited: 3 times.

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

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

(34) RePEc:msh:ebswps:2006-2 A Complete VARMA Modelling Methodology Based on Scalar Components (2006).
Cited: 3 times.

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

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

(37) RePEc:msh:ebswps:1994-2 Testing for Independence or Irrelevent Alternatives: Some Empirical Results. (1994).
Cited: 3 times.

(38) RePEc:msh:ebswps:2005-2 Robust forecasting of mortality and fertility rates: a functional data approach (2005).
Cited: 3 times.

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

(40) RePEc:msh:ebswps:2003-21 The Decline in Income Growth Volatility in the United States: Evidence from Regional Data (2003).
Cited: 3 times.

(41) RePEc:msh:ebswps:2004-14 Modelling Tobacco Consumption with a Zero-Inflated Ordered Probit Model (2004).
Cited: 2 times.

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

(43) RePEc:msh:ebswps:1997-1 Modelling Export Activity in a Multicountry Economic Area : The APEC Case. (1997).
Cited: 2 times.

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

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

(46) RePEc:msh:ebswps:2002-7 The DOGEV Model (2002).
Cited: 2 times.

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

(48) RePEc:msh:ebswps:2007-6 Automatic time series forecasting: the forecast package for R. (2007).
Cited: 2 times.

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

(50) RePEc:msh:ebswps:2006-19 Modelling and forecasting Australian domestic tourism (2006).
Cited: 2 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:fip:fedlwp:2009-054 Are U.S. banks too large? (2009). Working Papers

Recent citations received in: 2008

(1) RePEc:msh:ebswps:2008-3 Testing Conditional Asset Pricing Models: An Emerging Market Perspective (2008). Monash Econometrics and Business Statistics Working Papers

Recent citations received in: 2007

(1) RePEc:msh:ebswps:2007-15 A Comparison of Methods for Forecasting Demand for Slow Moving Car Parts (2007). Monash Econometrics and Business Statistics Working Papers

(2) RePEc:msh:ebswps:2007-9 Optimal combination forecasts for hierarchical time series (2007). Monash Econometrics and Business Statistics Working Papers

Recent citations received in: 2006

(1) RePEc:lev:wrkpap:wp_471 Population Forecasts, Fiscal Policy, and Risk (2006). Economics Working Paper Archive

(2) RePEc:msh:ebswps:2006-2 A Complete VARMA Modelling Methodology Based on Scalar Components (2006). Monash Econometrics and Business Statistics Working Papers

(3) RePEc:msh:ebswps:2006-4 VARMA versus VAR for Macroeconomic Forecasting (2006). Monash Econometrics and Business Statistics Working Papers

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