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KIER Working Papers / Kyoto University, Institute of Economic Research

0.41

Impact Factor

0.38

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 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.170200 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.240100 (%)0.13
19990.3000 (%)0.16
20000.370100 (%)0.14
20010.370300 (%)0.17
20020.374410.25300 (%)0.18
20030.50.40.5162090.45284242 (%)10.060.19
20040.20.410.22242100.24282042044 (14.3%)50.230.18
20050.080.430.1951100.260383424 (%)0.21
20060.290.440.21768120.183031951102 (6.7%)20.120.19
20070.270.370.121886110.13542676881 (1.9%)20.110.17
20080.140.390.1718104180.17735582141 (14.3%)0.17
20090.220.360.2127131250.193036884186 (20%)20.070.17
20100.070.340.1862193400.2120645389169 (4.4%)190.310.15
20110.350.410.2551244840.3417589311423510 (5.7%)160.310.2
20120.540.450.41342781150.418211361176734 (4.9%)110.320.21
20130.860.50.6413191700.53130857319211611 (8.5%)150.370.2
20140.840.550.6313501720.494675632151292 (4.3%)100.320.25
20150.420.570.44183681290.35167230219962 (12.5%)40.220.26
20160.410.660.38253931030.2684920175661 (12.5%)10.040.34
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.

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

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54
32007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). brunello, giorgio ; Ariga, Kenn . In: KIER Working Papers. RePEc:kyo:wpaper:630.

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48
42011Risk Management of Precious Metals. (2011). McAleer, Michael ; Hammoudeh, Shawkat ; Malik, Farooq . In: KIER Working Papers. RePEc:kyo:wpaper:765.

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46
52010Great 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
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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40
72012Robust 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
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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37
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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27
102010Do 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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26
112013Coercive 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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25
122011Risk 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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21
132010Market 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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21
142013Modelling and Simulation: An Overview. (2013). Oxley, Les ; McAleer, Michael ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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20
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
172011Risk 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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14
182014Safe 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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14
192006Representative 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
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.

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13
212012Modelling 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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12
222010Model 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
232003A 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
242003Strategic 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
252006Analysis 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
262010Analyzing 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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9
272011International 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
282013Procurement 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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9
292004Knowledge 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
302014Constrained 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
312011Localized 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
322010Conditional 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
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.

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6
342013Leverage 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
352013Financial 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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6
362010Journal 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
372012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:815.

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6
382010Modelling 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
392014Spatial 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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6
402015Agglomerations 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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5
412013Trade 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
422009Heterogeneous Impatience in a Continuous-Time Model. (2009). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:665.

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5
432004Optimal Auction Design with Discrete Bidding. (2004). Cheng, Harrison . In: KIER Working Papers. RePEc:kyo:wpaper:592.

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5
442014Is 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
452006Monocentric Versus Polycentric Models in Urban Economics. (2006). Mori, Tomoya. In: KIER Working Papers. RePEc:kyo:wpaper:611.

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5
462011Has 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
47Interdependence 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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5
482004A 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
492011Estimating 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
502005Probabilistically Sophisticated Multiple Priors.. (2005). Kajii, Atsushi ; Grant, Simon. In: KIER Working Papers. RePEc:kyo:wpaper:608.

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4

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

#YearTitleCited
12007Does 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

26
22013Ten 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

26
32011Risk 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

20
42014Safe 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

13
52011Risk 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

10
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

9
72005Frontiers of the New Economic Geography. (2005). Mori, Tomoya ; Fujita, Masahisa. In: KIER Working Papers. RePEc:kyo:wpaper:604.

Full description at Econpapers || Download paper

9
82011Risk 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
92010Market 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

8
102012Robust 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

7
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

7
122010What 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

7
132010Model 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

7
142010Great 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

6
152013Procurement 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

6
162011How 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

6
172015Agglomerations 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

5
182013Financial 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.

Full description at Econpapers || Download paper

5
192014Spatial 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
202010Analyzing 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

4
212014TESTING 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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4
222015Education 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
232010Decentralized 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
242016Trade in parts and components across Europe. (2016). Kočenda, Evžen ; Frenscha, Richard ; Kocenda, Evzen ; Hanousekb, Jan . In: KIER Working Papers. RePEc:kyo:wpaper:939.

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3
252014A macroeconomic model of liquidity crises. (2014). Nakajima, Tomoyuki ; Kobayashi, Keiichiro. In: KIER Working Papers. RePEc:kyo:wpaper:876.

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3
262011The 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

3
272004Optimal Auction Design with Discrete Bidding. (2004). Cheng, Harrison . In: KIER Working Papers. RePEc:kyo:wpaper:592.

Full description at Econpapers || Download paper

3
282009Do All Exporters Benefit from Export Boom? -Evidence from Japan. (2009). Hirano, Daisuke ; Yashiro, Naomitsu . In: KIER Working Papers. RePEc:kyo:wpaper:689.

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3
292012Robust 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

3
302012Modelling 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

3
312011Offshore outsourcing and non-production workers: Firm-level relationships disaggregated by skills and suppliers. (2011). Wakasugi, Ryuhei ; Tomiura, Eiichi ; Ito, Banri. In: KIER Working Papers. RePEc:kyo:wpaper:760.

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2
322010IV 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
332015A revealed preference theory of monotone choice and strategic complementarity. (2015). Quah, John ; John K.-H. Quah, ; Shirai, Koji . In: KIER Working Papers. RePEc:kyo:wpaper:914.

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2
342013Recent 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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2
352011Ranking Multivariate GARCH Models by Problem Dimension:An Empirical Evaluation. (2011). McAleer, Michael ; Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:778.

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2
362013Profiteering 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
372003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; Weber, Shlomo . In: KIER Working Papers. RePEc:kyo:wpaper:569.

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2
382014Asymptotic Efficiency in Factor Models and Dynamic Panel Data Models. (2014). Okui, Ryo ; Iwakura, Haruo . In: KIER Working Papers. RePEc:kyo:wpaper:887.

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2
392012Evaluating 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

2
402010Interdependence 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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2
412012The Volatility-Return Relationship:Insights from Linear and Non-Linear Quantile Regressions. (2012). Powell, Robert ; McAleer, Michael ; Allen, David ; Singh, Abhay K ; Thomas, Lyn ; Taylor, James . In: KIER Working Papers. RePEc:kyo:wpaper:831.

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2
422016The Effectiveness of Consumption Taxes and Transfers as Insurance against Idiosyncratic Risk. (2016). Takahashi, Shuhei ; Nakajima, Tomoyuki . In: KIER Working Papers. RePEc:kyo:wpaper:933.

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2
432014Is 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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2
442010Modeling 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
452010Do 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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2
462009Internal 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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2

Citing documents used to compute impact factor 20:

YearTitle
2016Beyond urban form: How Masahisa Fujita shapes us. (2016). Berliant, Marcus ; Mori, Tomoya . In: MPRA Paper. RePEc:pra:mprapa:69100.

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2016Beyond Urban Form: How Masahisa Fujita Shapes Us. (2016). Berliant, Marcus ; Mori, Tomoya . In: KIER Working Papers. RePEc:kyo:wpaper:932.

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2016Beyond urban form: How Masahisa Fujita shapes us. (2016). Berliant, Marcus ; Mori, Tomoya . In: MPRA Paper. RePEc:pra:mprapa:70844.

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2016Gender Dimensions of Inequality in the Countries of Central Asia, South Caucasus, and Western CIS. (2016). Khitarishvili, Tamar. In: Economics Working Paper Archive. RePEc:lev:wrkpap:wp_858.

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2016Education-job mismatch in Ukraine: Too many people with tertiary education or too many jobs for low-skilled?. (2016). Kupets, Olga. In: Journal of Comparative Economics. RePEc:eee:jcecon:v:44:y:2016:i:1:p:125-147.

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2016Nonparametric analysis of random utility models. (2016). Stoye, Jörg ; Kitamura, Yuichi. In: CeMMAP working papers. RePEc:ifs:cemmap:27/16.

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2016Nonparametric Analysis of Random Utility Models. (2016). Stoye, Jörg ; Kitamura, Yuichi. In: Papers. RePEc:arx:papers:1606.04819.

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2016DECLINING TRENDS IN THE REAL INTEREST RATE AND INFLATION: THE ROLE OF AGING. (2016). Fujita, Shigeru ; Fujiwara, Ippei. In: Working Papers. RePEc:fip:fedpwp:16-29.

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2016Rational land and housing bubbles in infinite-horizon economies. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16027.

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2016Asset bubbles and efficiency in a generalized two-sector model. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16029.

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2016Rational land and housing bubbles in infinite-horizon economies. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01314609.

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2016Asset bubbles and efficiency in a generalized two-sector model. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01316876.

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2016Asset bubbles and efficiency in a generalized two-sector model. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Documents de recherche. RePEc:eve:wpaper:16-04.

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2016Rational land and housing bubbles in infinite-horizon economies. (2016). le Van, Cuong ; Pham, Ngoc-Sang ; Bosi, Stefano . In: Post-Print. RePEc:hal:journl:halshs-01314609.

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2016Asset bubbles and efficiency in a generalized two-sector model. (2016). Bosi, Stefano ; Pham, Ngoc-Sang ; le Van, Cuong . In: Post-Print. RePEc:hal:journl:halshs-01316876.

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2016Robust bubbles with mild penalties for default. (2016). Bidian, Florin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:65:y:2016:i:c:p:141-153.

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2016Beyond urban form: How Masahisa Fujita shapes us. (2016). Berliant, Marcus ; Mori, Tomoya . In: MPRA Paper. RePEc:pra:mprapa:69100.

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2016Beyond urban form: How Masahisa Fujita shapes us. (2016). Berliant, Marcus ; Mori, Tomoya . In: MPRA Paper. RePEc:pra:mprapa:70844.

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2016Improved GMM estimation of panel VAR models. (2016). . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:240-264.

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2016A simple test for moment inequality models with an application to English auctions. (2016). Aradillas-Lopez, Andres ; Quint, Daniel ; Gandhi, Amit . In: Journal of Econometrics. RePEc:eee:econom:v:194:y:2016:i:1:p:96-115.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Approval mechanism to solve prisoners dilemma: Comparison with Varians compensation mechanism. (2016). Saijo, Tatsuyoshi ; Okano, Yoshitaka ; Yamakawa, Takafumi ; Masuda, Takehito . In: Working Papers. RePEc:kch:wpaper:sdes-2016-15.

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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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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1st 2017. Contact: CitEc Team