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KIER Working Papers / Kyoto University, Institute of Economic Research

0.4

Impact Factor

0.42

5-Years IF

15

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.12000 (%)0.06
19950.160200 (%)0.1
19960.2000 (%)0.09
19970.21000 (%)0.09
19980.220100 (%)0.13
19990.28000 (%)0.16
20000.370100 (%)0.14
20010.360300 (%)0.17
20020.374410.25200 (%)0.18
20030.250.40.25162080.4274141 (%)10.060.19
20040.20.420.22242100.24252042044 (16%)50.230.19
20050.080.430.195160.1254383424 (%)0.21
20060.290.450.21768120.183031951102 (6.7%)20.120.2
20070.270.390.121886110.13372676881 (2.7%)20.110.17
20080.140.390.1718104180.17735582141 (14.3%)0.17
20090.170.370.1927131220.172736684165 (18.5%)20.070.18
20100.070.330.1762193390.219945389159 (4.5%)190.310.15
20110.350.410.2451244820.3415789311423410 (6.4%)160.310.2
20120.540.460.41342781150.417811361176734 (5.1%)110.320.21
20130.860.50.6413191700.53112857319211611 (9.8%)150.370.21
20140.80.540.57313501660.473775602151231 (2.7%)100.320.26
20150.40.60.42183681280.35127229219911 (8.3%)40.220.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

#YearTitleCited
12010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:746.

Full description at Econpapers || Download paper

62
22005Frontiers of the New Economic Geography. (2005). Mori, Tomoya ; Fujita, Masahisa. In: KIER Working Papers. RePEc:kyo:wpaper:604.

Full description at Econpapers || Download paper

48
32010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:714.

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45
42012Robust Ranking of Journal Quality:An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:813.

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40
52011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: KIER Working Papers. RePEc:kyo:wpaper:765.

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40
62011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:756.

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38
72007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). brunello, giorgio ; Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:630.

Full description at Econpapers || Download paper

32
82013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:870.

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31
92011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:781.

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25
102013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:852.

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24
112010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:738.

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24
122010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: KIER Working Papers. RePEc:kyo:wpaper:718.

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20
132013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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20
142011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto. In: KIER Working Papers. RePEc:kyo:wpaper:784.

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19
152010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:720.

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16
162010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:727.

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14
172011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

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13
182006Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James . In: KIER Working Papers. RePEc:kyo:wpaper:620.

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13
192011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:761.

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13
202010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:724.

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12
212014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: KIER Working Papers. RePEc:kyo:wpaper:894.

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12
222003A Forward Projection of the Cross-Country Income Distribution. (2003). Stachurski, John ; Azariadis, Costas. In: KIER Working Papers. RePEc:kyo:wpaper:570.

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11
232003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; Weber, Shlomo . In: KIER Working Papers. RePEc:kyo:wpaper:569.

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11
242006Analysis of the Socioeconomic Difficulties Affecting the Suicide Rate in Japan. (2006). Ogura, Yoshiaki ; Nakamura, Ryota ; Furukawa, Masakazu ; Watanabe, Ryoichi. In: KIER Working Papers. RePEc:kyo:wpaper:626.

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10
252012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:817.

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10
262011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:757.

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9
272004Knowledge Creation as a Square Dance on the Hilbert Cube. (2004). Fujita, Masahisa ; Berliant, Marcus. In: KIER Working Papers. RePEc:kyo:wpaper:580.

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9
282014Constrained Inefficiency and Optimal Taxation with Uninsurable Risks. (2014). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: KIER Working Papers. RePEc:kyo:wpaper:694.

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7
292010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:717.

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7
302011Localized knowledge spillovers and patent citations: A distance-based approach. (2011). Nakajima, Ryo ; Murata, Yasusada ; Tamura, Ryuichi ; Okamoto, Ryosuke . In: KIER Working Papers. RePEc:kyo:wpaper:763.

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7
312010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:715.

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7
322010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:737.

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6
332012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:815.

Full description at Econpapers || Download paper

6
342010Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:723.

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6
352013Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2013). McAleer, Michael ; Asai, Manabu. In: KIER Working Papers. RePEc:kyo:wpaper:840.

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6
362013Procurement Auctions with General Price-Quality Evaluation. (2013). Nakabayashi, Jun ; TSURUOKA, Masanori ; HANAZONO, Makoto . In: KIER Working Papers. RePEc:kyo:wpaper:845.

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6
372011Volatility Spillovers from the Chinese Stock Market to Economic Neighbours. (2011). McAleer, Michael ; Allen, David ; Amram, Ron . In: KIER Working Papers. RePEc:kyo:wpaper:805.

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5
382011Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:767.

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5
392014Is Public Debt Growth-Enhancing or Growth-Reducing?. (2014). Nishida, Keigo ; Kunieda, Takuma ; Arai, Real. In: KIER Working Papers. RePEc:kyo:wpaper:884.

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5
402014Spatial Patterns and Size Distributions of Cities. (2014). Mori, Tomoya ; Hsu, Wen-Tai ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:882.

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5
412009Heterogeneous Impatience in a Continuous-Time Model. (2009). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:665.

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5
422011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). McAleer, Michael ; Ishida, Isao ; Oya, Kosuke . In: KIER Working Papers. RePEc:kyo:wpaper:759.

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5
432012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: KIER Working Papers. RePEc:kyo:wpaper:821.

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5
442013Trade Structure and Belief-Driven Fluctuations in a Global Economy. (2013). Mino, Kazuo ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:841.

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5
452006Monocentric Versus Polycentric Models in Urban Economics. (2006). Mori, Tomoya. In: KIER Working Papers. RePEc:kyo:wpaper:611.

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5
462004A Divergence Statistic for Industrial Localization. (2004). Mori, Tomoya ; Nishikimi, Koji ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:587.

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5
472005Probabilistically Sophisticated Multiple Priors.. (2005). Kajii, Atsushi ; Grant, Simon. In: KIER Working Papers. RePEc:kyo:wpaper:608.

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4
48Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:719.

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4
492015Agglomerations in a multi-region economy: Poly-centric versus mono-centric patterns. (2015). Takayama, Yuki ; Mori, Tomoya ; Akamatsu, Takashi . In: KIER Working Papers. RePEc:kyo:wpaper:929.

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4
502011Global Liquidity Trap. (2011). Teranishi, Yuki ; Sudo, Nao ; Nakajima, Tomoyuki ; Fujiwara, Ippei. In: KIER Working Papers. RePEc:kyo:wpaper:780.

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4

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:870.

Full description at Econpapers || Download paper

30
22011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: KIER Working Papers. RePEc:kyo:wpaper:765.

Full description at Econpapers || Download paper

24
32007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). brunello, giorgio ; Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:630.

Full description at Econpapers || Download paper

23
42010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:746.

Full description at Econpapers || Download paper

20
52012Robust Ranking of Journal Quality:An Application to Economics. (2012). McAleer, Michael ; Maasoumi, Esfandiar ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:813.

Full description at Econpapers || Download paper

20
62013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:852.

Full description at Econpapers || Download paper

19
72010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:714.

Full description at Econpapers || Download paper

15
82010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: KIER Working Papers. RePEc:kyo:wpaper:718.

Full description at Econpapers || Download paper

13
92014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: KIER Working Papers. RePEc:kyo:wpaper:894.

Full description at Econpapers || Download paper

12
102011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:756.

Full description at Econpapers || Download paper

9
112011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:781.

Full description at Econpapers || Download paper

9
122010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:724.

Full description at Econpapers || Download paper

8
132005Frontiers of the New Economic Geography. (2005). Mori, Tomoya ; Fujita, Masahisa. In: KIER Working Papers. RePEc:kyo:wpaper:604.

Full description at Econpapers || Download paper

8
142011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:761.

Full description at Econpapers || Download paper

8
152011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto. In: KIER Working Papers. RePEc:kyo:wpaper:784.

Full description at Econpapers || Download paper

8
162010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:717.

Full description at Econpapers || Download paper

7
172012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:817.

Full description at Econpapers || Download paper

5
182010Journal Impact Factor Versus Eigenfactor and Article Influence. (2010). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:737.

Full description at Econpapers || Download paper

5
192012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:815.

Full description at Econpapers || Download paper

5
202011The Rise and Fall of S&P500 Variance Futures. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:795.

Full description at Econpapers || Download paper

5
212013Procurement Auctions with General Price-Quality Evaluation. (2013). Nakabayashi, Jun ; TSURUOKA, Masanori ; HANAZONO, Makoto . In: KIER Working Papers. RePEc:kyo:wpaper:845.

Full description at Econpapers || Download paper

5
222014Spatial Patterns and Size Distributions of Cities. (2014). Mori, Tomoya ; Hsu, Wen-Tai ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:882.

Full description at Econpapers || Download paper

5
232014Is Public Debt Growth-Enhancing or Growth-Reducing?. (2014). Nishida, Keigo ; Kunieda, Takuma ; Arai, Real. In: KIER Working Papers. RePEc:kyo:wpaper:884.

Full description at Econpapers || Download paper

4
242014Constrained Inefficiency and Optimal Taxation with Uninsurable Risks. (2014). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: KIER Working Papers. RePEc:kyo:wpaper:694.

Full description at Econpapers || Download paper

4
252015Agglomerations in a multi-region economy: Poly-centric versus mono-centric patterns. (2015). Takayama, Yuki ; Mori, Tomoya ; Akamatsu, Takashi . In: KIER Working Papers. RePEc:kyo:wpaper:929.

Full description at Econpapers || Download paper

4
262010Optimal taxation and constrained inefficiency in an infinite-horizon economy with incomplete markets. (2010). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: KIER Working Papers. RePEc:kyo:wpaper:745.

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4
272015Education in transition and job mismatch: Evidence from the skills survey in non-EU transition economies. (2015). Kupets, Olga. In: KIER Working Papers. RePEc:kyo:wpaper:915.

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4
282013Trade Structure and Belief-Driven Fluctuations in a Global Economy. (2013). Mino, Kazuo ; Hu, Yunfang . In: KIER Working Papers. RePEc:kyo:wpaper:841.

Full description at Econpapers || Download paper

4
292003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; Weber, Shlomo . In: KIER Working Papers. RePEc:kyo:wpaper:569.

Full description at Econpapers || Download paper

4
302013Recent Developments in Financial Economics and Econometrics:An Overview. (2013). McAleer, Michael ; Chang, Chia-Lin ; Allen, David. In: KIER Working Papers. RePEc:kyo:wpaper:842.

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4
312010Decentralized Market Processes to Stable Job Matchings with Competitive Salaries. (2010). Chen, Bo ; Yang, Zaifu ; Fujishige, Satoru . In: KIER Working Papers. RePEc:kyo:wpaper:749.

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3
322013Leverage and Feedback Effects on Multifactor Wishart Stochastic Volatility for Option Pricing. (2013). McAleer, Michael ; Asai, Manabu. In: KIER Working Papers. RePEc:kyo:wpaper:840.

Full description at Econpapers || Download paper

3
332012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: KIER Working Papers. RePEc:kyo:wpaper:821.

Full description at Econpapers || Download paper

3
342014TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul . In: KIER Working Papers. RePEc:kyo:wpaper:889.

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3
352010Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:719.

Full description at Econpapers || Download paper

3
362013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K ; Mohammad. A. Ashraf, . In: KIER Working Papers. RePEc:kyo:wpaper:843.

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3
372010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:715.

Full description at Econpapers || Download paper

3
382009Internal vs. External Habit Formation in a Growing Economy with Overlapping Generations. (2009). Mino, Kazuo ; Ikefuji, Masako. In: KIER Working Papers. RePEc:kyo:wpaper:676.

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3
392008A Double-Track Auction for Substitutes and Complements. (2008). Sun, Ning ; Yang, Zaifu . In: KIER Working Papers. RePEc:kyo:wpaper:656.

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3
402013Ten Things You Should Know About DCC. (2013). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:854.

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2
412014A macroeconomic model of liquidity crises. (2014). Nakajima, Tomoyuki ; Kobayashi, Keiichiro. In: KIER Working Papers. RePEc:kyo:wpaper:876.

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2
422012Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for USA and China. (2012). Wong, Wing-Keung ; McAleer, Michael ; Li, Hua ; Bai, Zhidong . In: KIER Working Papers. RePEc:kyo:wpaper:820.

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2
432010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: KIER Working Papers. RePEc:kyo:wpaper:727.

Full description at Econpapers || Download paper

2
442015Time-Varying Wage Risk, Incomplete Markets, and Business Cycles. (2015). Takahashi, Shuhei. In: KIER Working Papers. RePEc:kyo:wpaper:912.

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2
452010Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:723.

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2
462010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:708.

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2
472011GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies. (2011). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; PerezAmaral, Teodosio ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: KIER Working Papers. RePEc:kyo:wpaper:782.

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2
482013Profiteering from the Dot-com Bubble, Sub-Prime Crisis and Asian Financial Crisis. (2013). Wong, Wing-Keung ; McAleer, Michael ; Suen, John . In: KIER Working Papers. RePEc:kyo:wpaper:869.

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2
492013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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2
502010Modeling the Effect of Oil Price on Global Fertilizer Prices. (2010). McAleer, Michael ; Chang, Chia-Lin ; Chen, Chi-Chung . In: KIER Working Papers. RePEc:kyo:wpaper:722.

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2

Citing documents used to compute impact factor 29:

YearTitle
2015.

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2015The safety trap – the financial market and macroeconomic consequences of the scarcity of safe assets. (2015). Horvath, Daniel ; Szini, Robert . In: Financial and Economic Review. RePEc:mnb:finrev:v:14:y:2015:i:1:p:111-138.

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2015Asset bubbles and bailouts. (2015). Inaba, Masaru ; Hirano, Tomohiro ; Yanagawa, Noriyuki . In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:s:p:s71-s89.

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2015On the spatial scale of industrial agglomerations. (2015). Mori, Tomoya ; Smith, Tony E. In: Journal of Urban Economics. RePEc:eee:juecon:v:89:y:2015:i:c:p:1-20.

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2015US city size distribution revisited: Theory and empirical evidence. (2015). Ramos, Arturo ; Sanz-Gracia, Fernando . In: MPRA Paper. RePEc:pra:mprapa:64051.

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2015Public Debt Overhang and Economic Growth. (2015). Kobayashi, Keiichiro. In: Public Policy Review. RePEc:mof:journl:ppr028b.

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2015Robust Forecast Comparison. (2015). Swanson, Norman ; Jin, Sainan. In: Departmental Working Papers. RePEc:rut:rutres:201502.

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2015An improved bootstrap test of density ratio ordering. (2015). Beare, Brendan ; Shi, Xiaoxia . In: MPRA Paper. RePEc:pra:mprapa:74772.

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2015The 2012 Eurozone Crisis and the ECB’s OMT Program: A Debt-Overhang Banking and Sovereign Crisis Interpretation The 2012 Eurozone Crisis and the ECB’s OMT Program: A Debt-Overhang Banking and Sove. (2015). Occhino, Filippo. In: Working Paper. RePEc:fip:fedcwp:1509.

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2015The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets. (2015). Karfakis, Costas . In: Empirica. RePEc:kap:empiri:v:42:y:2015:i:4:p:795-811.

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2015Toward optimal model averaging in regression models with time series errors. (2015). Cheng, Tzu-Chang F ; Yu, Shu-Hui ; Ing, Ching-Kang . In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:321-334.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1501.

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2015Quality Weighted Citations versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150005.

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2015Bibliometric Rankings of Journals based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150044.

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2015Quality Weighted Citations Versus Total Citations in the Sciences and Social Sciences, with an Application to Finance and Accounting. (2015). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78067.

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2015Bibliometric Rankings of Journals Based on the Thomson Reuters Citations Database. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1515.

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2015Probabilistic procurement auctions. (2015). Schweinzer, Paul ; Giebe, Thomas. In: Review of Economic Design. RePEc:spr:reecde:v:19:y:2015:i:1:p:25-46.

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2015Optimal design of scoring auctions with multidimensional quality. (2015). Nishimura, Takeshi . In: Review of Economic Design. RePEc:spr:reecde:v:19:y:2015:i:2:p:117-143.

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2015Modelling a latent daily Tourism Financial Conditions Index. (2015). Chang, Chia-Lin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:113-126.

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2015Investor response to public news, sentiment and institutional trading in emerging markets: A review. (2015). Kutan, Ali ; Brzeszczynski, Janusz ; Brzeszczyski, Janusz . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:338-352.

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2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1508.

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2015Volatility Spillovers between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Chang, Chia-Lin. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150077.

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2015Volatility Spillovers Between Energy and Agricultural Markets: A Critical Appraisal of Theory and Practice. (2015). McAleer, Michael ; Li, Yong ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:78349.

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2015An Empirical Study of the Dynamic Correlation of Japanese Stock Returns.. (2015). Isogai, Takashi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e07.

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2015ALRIGHT: Asymmetric LaRge-scale (I)GARCH with Hetero-Tails. (2015). Paolella, Marc S ; Polak, Pawe . In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:282-297.

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2015Forecasting Value-at-Risk using block structure multivariate stochastic volatility models. (2015). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: International Review of Economics & Finance. RePEc:eee:reveco:v:40:y:2015:i:c:p:40-50.

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2015Behavioural, Financial, and Health & Medical Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Econometric Institute Research Papers. RePEc:ems:eureir:78718.

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2015Behavioural, Financial, and Health & Medical Economics: A Connection. (2015). Wong, Wing-Keung ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1514.

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2015A Dynamic Agency Theory of Investment and Managerial Replacement. (2015). Osano, Hiroshi ; Hori, Keiichi . In: KIER Working Papers. RePEc:kyo:wpaper:921.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Skill mismatch and overeducation in transition economies. (2015). Kupets, Olga. In: IZA World of Labor. RePEc:iza:izawol:journl:y:2015:n:224.

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2015Harris and Wilson (1978) Model Revisited: The Spatial Period-doubling Cascade in an Urban Retail Model. (2015). Takayama, Yuki ; Osawa, Minoru ; Akamatsu, Takashi . In: MPRA Paper. RePEc:pra:mprapa:67974.

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2015New Look at Uncertainty Shocks: Imperfect Information and Misallocation. (2015). Senga, Tatsuro. In: 2015 Meeting Papers. RePEc:red:sed015:1373.

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2015Skills Gaps and the Path to Successful Skills Development. (2015). Group, World Bank . In: World Bank Other Operational Studies. RePEc:wbk:wboper:22487.

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Recent citations received in 2014
YearCiting document
2014Optimal taxation and debt with uninsurable risks to human capital accumulation. (2014). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: CIGS Working Paper Series. RePEc:cnn:wpaper:14-007e.

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2014City age and city size. (2014). Suedekum, Jens ; Giesen, Kristian. In: European Economic Review. RePEc:eee:eecrev:v:71:y:2014:i:c:p:193-208.

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2014Introduction to economic theory of bubbles. (2014). Miao, Jianjun. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:53:y:2014:i:c:p:130-136.

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2014Public Debt Overhang in the Heterogeneous Agent Model. (2014). Kobayashi, Keiichiro ; Keiichiro, Kobayashi . In: Discussion papers. RePEc:eti:dpaper:14044.

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2014Optimal taxation and debt with uninsurable risks to human capital accumulation. (2014). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: Economics Working Papers. RePEc:eui:euiwps:eco2014/08.

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2014Debt-Overhang Banking Crises. (2014). Occhino, Filippo. In: Working Paper. RePEc:fip:fedcwp:1425.

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2014Optimal taxation and debt with uninsurable risks to human capital accumulation. (2014). Nakajima, Tomoyuki ; Kajii, Atsushi ; Gottardi, Piero. In: KIER Working Papers. RePEc:kyo:wpaper:897.

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2014Welfare Analysis of Dynamic Voluntary Advertising in Covered Markets. (2014). Kamei, Keita ; Tenryu, Yohei . In: MPRA Paper. RePEc:pra:mprapa:60694.

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2014Constrained Efficiency in a Risky Human Capital Model. (2014). Park, Yena . In: RCER Working Papers. RePEc:roc:rocher:585.

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2014Public versus Private Provision of Liquidity: Is There a Trade-Off?. (2014). Winter, Christoph ; Röhrs, Sigrid ; Rohrs, Sigrid . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100419.

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Recent citations received in 2013
YearCiting document
2013Modeling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Working Papers in Economics. RePEc:cbt:econwp:13/18.

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2013Probabilistic Procurement Auctions. (2013). Schweinzer, Paul ; Giebe, Thomas. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4320.

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2013On the Stationarity of Dynamic Conditional Correlation Models. (2013). Malongo, Hassan ; Fermanian, Jean-David . In: Working Papers. RePEc:crs:wpaper:2013-26.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Econometric Institute Research Papers. RePEc:ems:eureir:40237.

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2013A Fractionally Integrated Wishart Stochastic Volatility Model. (2013). McAleer, Michael ; Asai, Manabu. In: KIER Working Papers. RePEc:kyo:wpaper:848.

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2013Competition and the Bad News Principle in a Real Options Framework. (2013). Nishide, Katsumasa ; Yagi, Kyoko . In: KIER Working Papers. RePEc:kyo:wpaper:860.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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2013Time Preference and Income Convergence in a Dynamic Heckscher-Ohlin Model. (2013). Mino, Kazuo ; Kazuo　Mino, ; Taketo　Kawagishi, . In: KIER Working Papers. RePEc:kyo:wpaper:880.

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2013Free and open source software underpinning the european forest data centre. (2013). de Rigo, Daniele ; Camia, Andrea ; San-Miguel-Ayanz, Jesús, ; Corti, Paolo ; Di Leo, Margherita ; Aseretto, Dario Rodriguez ; McInerney, Daniel . In: MPRA Paper. RePEc:pra:mprapa:44121.

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2013The Role of the Private Sector under Insecure Property Rights. (2013). Tenryu, Yohei . In: MPRA Paper. RePEc:pra:mprapa:50727.

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2013A Fractionally Integrated Wishart Stochastic Volatility Model. (2013). McAleer, Michael ; Asai, Manabu. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130025.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130069.

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2013A Fractionally Integrated Wishart Stochastic Volatility Model. (2013). McAleer, Michael ; Asai, Manabu. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1307.

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2013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1316.

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2013.

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Recent citations received in 2012
YearCiting document
2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:12/13.

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2012Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:2:p:207-218.

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2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:32529.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:37619.

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2012Ranking Journal Quality by Harmonic Mean of Ranks:An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:819.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:822.

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2012Macroeconomic Impact of Population Aging in Japan: A Perspective from an Overlapping Generations Model. (2012). Sudo, Nao ; Muto, Ichiro. In: MPRA Paper. RePEc:pra:mprapa:42550.

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2012Endogenous Timing of Moves in Bertrand-Edgeworth Triopolies. (2012). Tasnádi, Attila ; Tasnadi, Attila . In: MPRA Paper. RePEc:pra:mprapa:47610.

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2012A Strategy to Improve the Survey of Professional Forecasters (SPF) Predictions Using Bias-Corrected-Accelerated (BCA) Bootstrap Forecast Intervals. (2012). Bratu, Mihaela . In: International Journal of Synergy and Research. RePEc:tkp:ijsrsy:v:1:y:2012:i:2:p:45-59.

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2012Ranking Journal Quality by Harmonic Mean of Ranks: An Application to ISI Statistics & Probability. (2012). McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1212.

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2012Journal Impact Factor, Eigenfactor, Journal Influence and Article Influence. (2012). Oxley, Les ; McAleer, Michael ; Chang, Chia-Lin. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1215.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team