Citation analysis for NCER Working Paper Series / National Centre for Econometric Research

NCER Working Paper Series / National Centre for Econometric Research

0.38

Impact Factor

0.26

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.11			0				0		0		(%)			0.06
1991		0.1			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.1
1996		0.22			0				0		0		(%)			0.09
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.12
1999		0.3			0				0		0		(%)			0.15
2000		0.36			0				0		0		(%)			0.14
2001		0.36		1	1				0		0		(%)			0.16
2002		0.37			1				1		1		(%)			0.18
2003		0.39			1				1		1		(%)			0.19
2004		0.4			1				0		1		(%)			0.18
2005		0.42			1	2	2		0		1		(%)			0.2
2006		0.45		6	7	3	0.43	27	0		1		1 (3.7%)	2	0.33	0.19
2007	0.83	0.38	0.83	14	21	11	0.52	115	6	5	6	5	1 (%)	5	0.36	0.16
2008	0.7	0.39	0.7	17	38	18	0.47	79	20	14	20	14	2 (2.5%)	3	0.18	0.17
2009	0.71	0.36	0.81	15	53	33	0.62	44	31	22	37	30	1 (2.3%)	3	0.2	0.17
2010	0.59	0.34	0.67	17	70	35	0.5	43	32	19	52	35	(%)			0.15
2011	0.69	0.4	0.88	8	78	61	0.78	17	32	22	69	61	(%)			0.19
2012	0.16	0.44	0.37	12	90	29	0.32	54	25	4	71	26	2 (3.7%)	2	0.17	0.2
2013	0.5	0.49	0.38	14	104	39	0.38	15	20	10	69	26	(%)	1	0.07	0.2
2014	0.62	0.52	0.41	4	108	50	0.46	1	26	16	66	27	(%)			0.23
2015	0.17	0.54	0.33	7	115	29	0.25	1	18	3	55	18	(%)			0.24
2016	0.09	0.6	0.56	6	121	45	0.37	5	11	1	45	25	(%)			0.27
2017	0.38	0.64	0.26	1	122	23	0.19		13	5	43	11	(%)			0.28

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:

#	Year	Title	Cited
1	2007	Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2007-8. Full description at Econpapers \|\| Download paper	90
2	2012	Semi-parametric forecasting of Spikes in Electricity Prices. (2012). Clements, Adam E ; Hurn, Stan ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_5. Full description at Econpapers \|\| Download paper	37
3	2009	Evaluating multivariate volatility forecasts. (2009). Hurn, Stan ; Clements, Adam ; Doolan, Mark ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2009_50. Full description at Econpapers \|\| Download paper	24
4	2008	The mystery of the U-shaped relationship between happiness and age.. (2008). Frijters, Paul ; Beatton, Tony. In: NCER Working Paper Series. RePEc:qut:auncer:2008-15. Full description at Econpapers \|\| Download paper	22
5	2008	Momentum in Australian Stock Returns: An Update. (2008). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2008-12. Full description at Econpapers \|\| Download paper	21
6	2006	Income and Happiness: Evidence, Explanations and Economic Implications. Working paper #5. (2006). Shields, Michael ; Frijters, Paul ; Clark, Andrew. In: NCER Working Paper Series. RePEc:qut:auncer:2006-5. Full description at Econpapers \|\| Download paper	17
7	2010	Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2010_04. Full description at Econpapers \|\| Download paper	17
8	2010	Evaluating Value-at-Risk Models via Quantile Regression. (2010). Smith, Daniel ; Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner. In: NCER Working Paper Series. RePEc:qut:auncer:2010_14. Full description at Econpapers \|\| Download paper	9
9	2012	Why does child labour persist with declining poverty?. (2012). Sarkar, Dipanwita. In: NCER Working Paper Series. RePEc:qut:auncer:2012_7. Full description at Econpapers \|\| Download paper	8
10	2011	Within-subject Intra- and Inter-method consistency of two experimental risk attitude elicitation. (2011). Dulleck, Uwe ; Fell, Jacob ; Fooken, Jonas. In: NCER Working Paper Series. RePEc:qut:auncer:2011_5. Full description at Econpapers \|\| Download paper	8
11	2010	Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16. Full description at Econpapers \|\| Download paper	8
12	2013	The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin. In: NCER Working Paper Series. RePEc:qut:auncer:2013_03. Full description at Econpapers \|\| Download paper	7
13	2013	The dynamics of co-jumps, volatility and correlation. (2013). Liao, Yin ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2013_3. Full description at Econpapers \|\| Download paper	7
14	2008	Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?. (2008). Ulker, Aydogan ; Frijters, Paul. In: NCER Working Paper Series. RePEc:qut:auncer:2008-17. Full description at Econpapers \|\| Download paper	7
15	2008	Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH. (2008). Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-11. Full description at Econpapers \|\| Download paper	7
16	2008	Extending an SVAR Model of the Australian Economy. (2008). pagan, adrian ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-1. Full description at Econpapers \|\| Download paper	6
17	2009	An Econometric Analysis of Some Models for Constructed Binary Time Series. (2009). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2009_39. Full description at Econpapers \|\| Download paper	6
18	2007	Effects of Tax Morale on Tax Compliance: Experimental and Survey Evidence. (2007). Torgler, Benno ; McKee, Michael ; Martinez-Vazquez, Jorge ; Cummings, Ronald G.. In: NCER Working Paper Series. RePEc:qut:auncer:2007-6. Full description at Econpapers \|\| Download paper	6
19	2006	Limited Information Estimation and Evaluation of DSGE Models. Working paper #6. (2006). pagan, adrian ; Fukac, Martin. In: NCER Working Paper Series. RePEc:qut:auncer:2006-6. Full description at Econpapers \|\| Download paper	5
20	2008	The Jump component of S&P 500 volatility and the VIX index. (2008). Clements, Adam ; McClelland, Andrew ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2008-13. Full description at Econpapers \|\| Download paper	5
21	2009	The Economics of Credence Goods: On the Role of Liability, Verifiability, Reputation and Competition. (2009). Sutter, Matthias ; Kerschbamer, Rudolf ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2009_55. Full description at Econpapers \|\| Download paper	5
22	2011	Contracting for Infrastructure Projects as Credence Goods. (2011). Dulleck, Uwe ; Li, Jianpei. In: NCER Working Paper Series. RePEc:qut:auncer:2011_4. Full description at Econpapers \|\| Download paper	4
23	2008	The Devil is in the Detail: Hints for Practical Optimisation. (2008). Hurn, Stan ; Lindsay, K A ; Christensen, T M. In: NCER Working Paper Series. RePEc:qut:auncer:2008-21. Full description at Econpapers \|\| Download paper	4
24	2012	Forecasting increases in the VIX: A time-varying long volatility hedge for equities. (2012). Clements, Adam ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_92. Full description at Econpapers \|\| Download paper	4
25	2007	Are combination forecasts of S&P 500 volatility statistically superior?. (2007). Clements, Adam ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2007-92. Full description at Econpapers \|\| Download paper	4
26	2011	Forecasting Equicorrelation. (2011). Smith, Daniel ; Coleman-Fenn, Christopher ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3. Full description at Econpapers \|\| Download paper	4
27	2007	The Power of Positional Concerns: A Panel Analysis. (2007). Torgler, Benno ; Schmidt, Sascha ; Frey, Bruno. In: NCER Working Paper Series. RePEc:qut:auncer:2007-5. Full description at Econpapers \|\| Download paper	4
28	2007	Imported Equipment, Human Capital and Economic Growth in Developing Countries. (2007). Foster-McGregor, Neil ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2007-91. Full description at Econpapers \|\| Download paper	4
29	2007	Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Pesaran, M ; pagan, adrian ; Hurn, Stan ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2007-1. Full description at Econpapers \|\| Download paper	3
30	2010	Evidence of referees national favouritism in rugby. (2010). Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2010_09. Full description at Econpapers \|\| Download paper	3
31		Macro-Econometric System Modelling @75. (2013). pagan, adrian ; Jacobs, Jan ; Hall, Anthony. In: NCER Working Paper Series. RePEc:qut:auncer:2013_7. Full description at Econpapers \|\| Download paper	3
32	2010	The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). pagan, adrian ; CatÃÂ£o, Luis ; Cato, Luis. In: NCER Working Paper Series. RePEc:qut:auncer:2009_66. Full description at Econpapers \|\| Download paper	3
33	2007	Social Capital And Relative Income Concerns: Evidence From 26 Countries. (2007). Torgler, Benno ; Fischer, Justina A. V.. In: NCER Working Paper Series. RePEc:qut:auncer:2007-94. Full description at Econpapers \|\| Download paper	3
34	2006	Inventories, Fluctuations and Business Cycles. Working paper #4. (2006). pagan, adrian ; Maccini, Louis. In: NCER Working Paper Series. RePEc:qut:auncer:2006-4. Full description at Econpapers \|\| Download paper	3
35	2006	Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3. (2006). Hurn, Stan ; Clements, Adam ; White, Scott. In: NCER Working Paper Series. RePEc:qut:auncer:2006-3. Full description at Econpapers \|\| Download paper	2
36	2009	The Economics of Discrimination: Evidence from Basketball. (2009). Kahn, Lawrence. In: NCER Working Paper Series. RePEc:qut:auncer:2009_44. Full description at Econpapers \|\| Download paper	2
37	2008	Estimating the Payoffs of Temperature-based Weather Derivatives. (2008). Hurn, Stan ; Clements, Adam ; Lindsay, K A. In: NCER Working Paper Series. RePEc:qut:auncer:2008-22. Full description at Econpapers \|\| Download paper	2
38	2012	Variation in Risk Seeking Behavior in a Natural Experiment on Large Losses Induced by a Natural Disaster. (2012). Torgler, Benno ; Savage, David ; Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2012_6. Full description at Econpapers \|\| Download paper	2
39	2009	Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy. (2009). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2009_65. Full description at Econpapers \|\| Download paper	2
40	2016	Does the 4th Estate Deliver? Towards a More Direct Measure of Political Media Bias. (2016). Thomas, Tobias ; Dulleck, Uwe ; Dewenter, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2016_07. Full description at Econpapers \|\| Download paper	2
41	2008	Buying Online: Sequential Decision Making by Shopbot Visitors. (2008). Winter-Ebmer, Rudolf ; Hackl, Franz ; Dulleck, Uwe ; Weiss, Bernhard . In: NCER Working Paper Series. RePEc:qut:auncer:2008-20. Full description at Econpapers \|\| Download paper	2
42	2008	Inequality Aversion and Performance in and on the Field. (2008). Torgler, Benno ; Schaffner, Markus ; Schmidt, Sascha ; Frey, Bruno ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2008-25. Full description at Econpapers \|\| Download paper	1
43	2009	Inter- market Arbitrage in Sports Betting. (2009). Nuesch, Stephan ; Franck, Egon ; Verbeek, Erwin . In: NCER Working Paper Series. RePEc:qut:auncer:2009_61. Full description at Econpapers \|\| Download paper	1
44	2016	Causal Change Detection in Possibly Integrated Systems: Revisiting the Money-Income Relationship. (2016). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: NCER Working Paper Series. RePEc:qut:auncer:2016_04. Full description at Econpapers \|\| Download paper	1
45	2007	Does implied volatility reflect a wider information set than econometric forecasts?. (2007). Clements, Adam ; Curchin, James ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2007-9. Full description at Econpapers \|\| Download paper	1
46	2008	Early Child Development and Maternal Labor Force Participation: Using Handedness as an Instrument. (2008). Shields, Michael ; Shah, Manisha ; Johnston, David ; Frijters, Paul. In: NCER Working Paper Series. RePEc:qut:auncer:2008-16. Full description at Econpapers \|\| Download paper	1
47	2013	Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables. (2013). pagan, adrian ; Huh, Syeon-seung ; Fisher, Lance A. In: NCER Working Paper Series. RePEc:qut:auncer:2013_9. Full description at Econpapers \|\| Download paper	1
48	2010	Psychological pressure in competitive environments: Evidence from a randomized natural experiment: Comment. (2010). Sutter, Matthias ; Kocher, Martin ; Lenz, Marc V.. In: NCER Working Paper Series. RePEc:qut:auncer:2010_02. Full description at Econpapers \|\| Download paper	1
49	2013	City Relative Price Dynamics in Australia: Are Structural Breaks Important?. (2013). Nath, Hiranya K ; Sarkar, Jayanta. In: NCER Working Paper Series. RePEc:qut:auncer:2013_01. Full description at Econpapers \|\| Download paper	1
50	2009	Forecast performance of implied volatility and the impact of the volatility risk premium. (2009). Coleman-Fenn, Christopher ; Clements, Adam ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2009_58. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2012	Semi-parametric forecasting of Spikes in Electricity Prices. (2012). Clements, Adam E ; Hurn, Stan ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_5. Full description at Econpapers \|\| Download paper	20
2	2007	Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2007-8. Full description at Econpapers \|\| Download paper	14
3	2008	Momentum in Australian Stock Returns: An Update. (2008). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2008-12. Full description at Econpapers \|\| Download paper	5
4	2012	Why does child labour persist with declining poverty?. (2012). Sarkar, Dipanwita. In: NCER Working Paper Series. RePEc:qut:auncer:2012_7. Full description at Econpapers \|\| Download paper	5
5	2010	Evaluating Value-at-Risk Models via Quantile Regression. (2010). Smith, Daniel ; Lima, Luiz ; LINTON, OLIVER ; Gaglianone, Wagner. In: NCER Working Paper Series. RePEc:qut:auncer:2010_14. Full description at Econpapers \|\| Download paper	4
6	2008	The Devil is in the Detail: Hints for Practical Optimisation. (2008). Hurn, Stan ; Lindsay, K A ; Christensen, T M. In: NCER Working Paper Series. RePEc:qut:auncer:2008-21. Full description at Econpapers \|\| Download paper	4
7	2010	Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16. Full description at Econpapers \|\| Download paper	3
8	2013	The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin. In: NCER Working Paper Series. RePEc:qut:auncer:2013_03. Full description at Econpapers \|\| Download paper	2
9	2011	Within-subject Intra- and Inter-method consistency of two experimental risk attitude elicitation. (2011). Dulleck, Uwe ; Fell, Jacob ; Fooken, Jonas. In: NCER Working Paper Series. RePEc:qut:auncer:2011_5. Full description at Econpapers \|\| Download paper	2
10	2009	Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy. (2009). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2009_65. Full description at Econpapers \|\| Download paper	2
11	2010	Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2010_04. Full description at Econpapers \|\| Download paper	2
12	2013	The dynamics of co-jumps, volatility and correlation. (2013). Liao, Yin ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2013_3. Full description at Econpapers \|\| Download paper	2
13	2012	Forecasting increases in the VIX: A time-varying long volatility hedge for equities. (2012). Clements, Adam ; Fuller, Joanne . In: NCER Working Paper Series. RePEc:qut:auncer:2012_92. Full description at Econpapers \|\| Download paper	2
14	2008	Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH. (2008). Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-11. Full description at Econpapers \|\| Download paper	2
15	2016	Does the 4th Estate Deliver? Towards a More Direct Measure of Political Media Bias. (2016). Thomas, Tobias ; Dulleck, Uwe ; Dewenter, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2016_07. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 5:

Year	Title
2017	An Empirical Analysis of Mergers: Efficiency Gains and Impact on Consumer Prices. (2017). Schain, Jan Philip ; Bonnet, CÃÂ©line. In: TSE Working Papers. RePEc:tse:wpaper:31503. Full description at Econpapers \|\| Download paper
2017	Politicians under investigation: The news Medias effect on the likelihood of resignation. (2017). Garz, Marcel ; Sorensen, Jil . In: Journal of Public Economics. RePEc:eee:pubeco:v:153:y:2017:i:c:p:82-91. Full description at Econpapers \|\| Download paper
2017	An empirical investigation of herding in the U.S. stock market. (2017). Clements, Adam ; Shi, Shuping ; Hurn, Stan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192. Full description at Econpapers \|\| Download paper
2017	Dealing with Misspecification in DSGE Models: A Survey. (2017). Paccagnini, Alessia. In: MPRA Paper. RePEc:pra:mprapa:82914. Full description at Econpapers \|\| Download paper
2017	An empirical investigation of herding in the U.S. stock market. (2017). Clements, Adam ; Shi, Shuping ; Hurn, Stan . In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:184-192. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Energy Economics / Elsevier	10
2	Pacific-Basin Finance Journal / Elsevier	6
3	Papers / arXiv.org	6
4	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	5
5	MPRA Paper / University Library of Munich, Germany	5
6	NCER Working Paper Series / National Centre for Econometric Research	5
7	CREATES Research Papers / Department of Economics and Business Economics, Aarhus University	5
8	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	4
9	HSC Research Reports / Hugo Steinhaus Center, Wroclaw University of Technology	4
10	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	4
11	CAMA Working Papers / Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University	4

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.