Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.081212015000.04
19920.09102210.0515212010.10.05
19930.112340132200.04
19940.1284210.02102200.05
19950.050.16145680.1450201050.360.09
19960.180.191571100.1411224750.09
19970.170.2677120.1682952010.170.09
19980.21481100.1222100.13
19990.20.271596370.3920102040.270.16
20000.3911107210.2331900.16
20010.120.374111180.166263010.250.17
20020.270.389120240.2221545030.330.18
20030.460.412132380.292213610020.170.19
20040.240.437139330.24102154010.140.19
20050.050.455144280.19419100.24
20060.170.466150330.2225122040.670.2
20070.550.391151350.23011616.70.17
20080.140.416157270.172711000.18
20090.140.372159190.121711000.18
20100.335164260.167800.16
20110.430.453167300.18173010.330.23
20120.50.469176160.09484010.110.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
1992The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13.

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143
1995Transformation of Heath-Jarrow-Morton Models to Markovian Systems. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:53.

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30
2006Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147.

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16
2000The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105.

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15
1993The Sources of Unemployment: A Simple Econometric Analysis. (1993). Valentine, Tom. In: Working Paper Series. RePEc:uts:wpaper:32.

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10
1999The Dynamics of the Cobweb when Producers are Risk Averse Learners. (1999). He, Xuezhong ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:90.

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10
2003International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf . In: Working Paper Series. RePEc:uts:wpaper:126.

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10
2002Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Gong, G.. In: Working Paper Series. RePEc:uts:wpaper:120.

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9
1997Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques. (1997). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:72.

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8
1991Determinants of Corporate Capital Structure: Australian Evidence. (1991). Chiarella, Carl ; Ah Boon Sim, ; Pham, Toan ; Tan, Madeleine. In: Working Paper Series. RePEc:uts:wpaper:3.

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8
1995Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:47.

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8
2000An Economic Analysis of the Peter and Dilbert Principles. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:101.

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8
2010Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160.

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7
1995The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:54.

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7
2000The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100.

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6
1999Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:95.

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6
1999Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:94.

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6
1996A Preference Free Partial Differential Equation for the Term Stucture of Interest Rates. (1996). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:63.

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6
2002Type I Spurious Regression in Econometrics. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:114.

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6
2002Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner . In: Working Paper Series. RePEc:uts:wpaper:123.

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6
1992Developments in Nonlinear Economic Dynamics: Past, Present and Future. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:14.

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5
2006Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146.

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5
1999Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:98.

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5
2004Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139.

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5
1999Towards Applied Disequilibrium Growth Theory: I The Starting Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:93.

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5
Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42.

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5
2003Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model. (2003). Flaschel, Peter ; Chiarella, Carl ; Zhu, Peiyuan . In: Working Paper Series. RePEc:uts:wpaper:96.

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5
2001Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:111.

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5
1991Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:6.

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4
1999Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:99.

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4
1995Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:51.

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4
2003Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation. (2003). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:97.

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4
2005A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:141.

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4
2000Price Flexibility and Debt Dynamics in a High Order AS-AD Model. (2000). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:109.

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3
2002Modelling the Value of the S&P 500 - A System Dynamics Perspective. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:115.

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3
1995Testing for Nonlinearities in Economic and Financial Time Series. (1995). Peat, Maurice ; Stevenson, Max . In: Working Paper Series. RePEc:uts:wpaper:48.

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3
1996Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice . In: Working Paper Series. RePEc:uts:wpaper:61.

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3
2005A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:143.

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3
Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study. (1992). Chan, Keith ; McColough, D. In: Working Paper Series. RePEc:uts:wpaper:16.

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3
2004Basel II and Operational Risk - Overview of Key Concerns. (2004). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:134.

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3
1994The Changing Political Economy of Australian Racism. (1994). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:41.

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3
2002Solving the Price-Earnings Puzzle. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:116.

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2
2012The Structure and Degree of Dependence - A Quantile Regression Approach. (2012). Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:170.

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2
1996Modelling the Equity Risk Premium in the Long Term. (1996). Davidson, Ian ; Tahir, M. ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:59.

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2
1999Disequilibrium Growth Theory: Foundations, Synthesis, Perspectives. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:85.

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2
2003Keynes-Metzler-Goodwin Model Building: The Closed Economy. (2003). Flaschel, Peter ; Chiarella, Carl ; Asada, T.. In: Working Paper Series. RePEc:uts:wpaper:124.

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2
1994Yield Curve as a Cointegrated System: Evidence from Australian Treasury Securities. (1994). Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:35.

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2
2006Tutorial Attendance and Grade Achievement. (2006). Tse, Harry ; Hutcheson, Tiffany. In: Working Paper Series. RePEc:uts:wpaper:145.

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2
2004Continuous Time Model Estimation. (2004). Chiarella, Carl ; Gao, Shenhuai. In: Working Paper Series. RePEc:uts:wpaper:138.

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2
1995Modelling the Yields on Australian Coupon Paying Bonds. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:50.

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2

Citing documents used to compute impact factor 4:

YearTitleSee
2012Past and future of the labor force in emerging Asian economies. (2012). Kim, Jinyoung. In: Japan and the World Economy. RePEc:eee:japwor:v:24:y:2012:i:2:p:87-100.

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[Citation Analysis]
2012Theoretical and Practical Arguments for Modeling Labor Supply as a Choice among Latent Jobs. (2012). Jia, Zhiyang ; Dagsvik, John K. ; Kornstad, Tom ; Thoresen, Thor Olav . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3708.

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[Citation Analysis]
2012Bayesian estimation of NOEM models: identification and inference in small samples. (2012). Wynne, Mark ; Vilan, Diego ; Martínez García, Enrique ; Martinez-Garcia, Enrique . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:105.

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[Citation Analysis]
2012Lifetime inequality and redistribution. (2012). Brewer, Mike ; Shaw, Jonathan ; Dias, Monica Costa . In: IFS Working Papers. RePEc:ifs:ifsewp:12/23.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee

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.