Citation analysis for Working Papers / University of Sydney Business School, Discipline of Business Analytics

Working Papers / University of Sydney Business School, Discipline of Business Analytics

0.07

Impact Factor

0.03

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			0				0		0		(%)			0.16
2002		0.37			0				0		0		(%)			0.18
2003		0.39			0				0		0		(%)			0.19
2004		0.4			0				0		0		(%)			0.18
2005		0.42			0				0		0		(%)			0.2
2006		0.45			0				0		0		(%)			0.19
2007		0.38			0				0		0		(%)			0.16
2008		0.39			0				0		0		(%)			0.17
2009		0.36		5	5			2	0		0		(%)			0.17
2010	0.2	0.34	0.2	6	11	1	0.09		5	1	5	1	(%)			0.15
2011		0.4		23	34	5	0.15	10	11		11		(%)	3	0.13	0.19
2012		0.44		11	45			3	29		34		(%)			0.2
2013	0.06	0.49	0.04	7	52	2	0.04	3	34	2	45	2	(%)			0.2
2014	0.11	0.52	0.1	7	59	5	0.08	5	18	2	52	5	(%)			0.23
2015	0.14	0.54	0.06	8	67	5	0.07	6	14	2	54	3	(%)	1	0.13	0.24
2016	0.47	0.6	0.16	7	74	9	0.12	1	15	7	56	9	1 (100%)			0.27
2017	0.07	0.64	0.03	3	77	1	0.01	4	15	1	40	1	(%)			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	2017	Endogenous Environmental Variables In Stochastic Frontier Models. (2017). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine . In: Working Papers. RePEc:syb:wpbsba:2123/16763. Full description at Econpapers \|\| Download paper	4
2	2011	Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Lin, Edward ; Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Edward M. H., ; Lee, Wcw, . In: Working Papers. RePEc:syb:wpbsba:2123/8156. Full description at Econpapers \|\| Download paper	3
3	2014	Confidence Levels for CVaR Risk Measures and Minimax Limits. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943*. Full description at Econpapers \|\| Download paper	3
4	2015	Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Amsler, Christine ; Schmidt, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/12755. Full description at Econpapers \|\| Download paper	3
5	2012	Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets. (2012). Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Liou-Yan . In: Working Papers. RePEc:syb:wpbsba:2123/8169. Full description at Econpapers \|\| Download paper	3
6	2011	Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2011). Cathy WS Chen, ; Wcw Lee, ; Gerlach, Richard ; Edward MH Lin, . In: Working Papers. RePEc:syb:wpbsba:03/2011. Full description at Econpapers \|\| Download paper	2
7	2011	Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: Working Papers. RePEc:syb:wpbsba:2123/8167. Full description at Econpapers \|\| Download paper	2
8	2011	Australian Residential Housing Market & Hedonic Construction of House Price Indices for Metropolitan. (2011). Knight, Eva ; Cottet, Remy . In: Working Papers. RePEc:syb:wpbsba:2123/8155. Full description at Econpapers \|\| Download paper	2
9	2009	Mixed strategies in discriminatory divisible-good auctions. (2009). Holmberg, PÃÂ¤r ; Philpott, A. B. ; Anderson, E. J.. In: Working Papers. RePEc:syb:wpbsba:2123/8162. Full description at Econpapers \|\| Download paper	2
10	2013	Two-Sample Nonparametric Estimation of Intergenerational Income Mobili ty. (2013). Prokhorov, Artem ; Murtazashvili, Irina ; Liu, DI. In: Working Papers. RePEc:syb:wpbsba:2123/9293. Full description at Econpapers \|\| Download paper	2
11	2011	Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2011). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8158. Full description at Econpapers \|\| Download paper	2
12	2014	Semi-parametric Expected Shortfall Forecasting. (2014). Chen, Cathy W. S. ; Chen, Cathy W. S., ; Gerlach, Richard. In: Working Papers. RePEc:syb:wpbsba:2123/10457. Full description at Econpapers \|\| Download paper	2
13	2015	Generalized Information Matrix Tests for Copulas. (2015). Prokhorov, Artem ; Zhu, Yajing ; Schepsmeier, Ulf . In: Working Papers. RePEc:syb:wpbsba:2123/13798. Full description at Econpapers \|\| Download paper	1
14	2015	GEL Estimation for Heavy-Tailed GARCH Models with Robust Empirical Likelihood Inference. (2015). Prokhorov, Artem ; Hill, Jonathan B. In: Working Papers. RePEc:syb:wpbsba:2123/13795. Full description at Econpapers \|\| Download paper	1
15	2016	Block-Wise Pseudo-Marginal Metropolis-Hastings. (2016). , ; Villani, M ; Kohn, R ; Quiroz, M. In: Working Papers. RePEc:syb:wpbsba:2123/14595. Full description at Econpapers \|\| Download paper	1
16	2013	Practical considerations for optimal weights in density forecast combi nation. (2013). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/8932. Full description at Econpapers \|\| Download paper	1
17	2011	Supply Function Equilibria Always Exist. (2011). Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/8157. Full description at Econpapers \|\| Download paper	1
18	2015	Fat tails and copulas: limits of diversification revisited. (2015). Prokhorov, Artem ; Ibragimov, Rustam. In: Working Papers. RePEc:syb:wpbsba:2123/13799. 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	2017	Endogenous Environmental Variables In Stochastic Frontier Models. (2017). Prokhorov, Artem ; Schmidt, Peter ; Amsler, Christine . In: Working Papers. RePEc:syb:wpbsba:2123/16763. Full description at Econpapers \|\| Download paper	4
2	2014	Confidence Levels for CVaR Risk Measures and Minimax Limits. (2014). Zhang, Dali ; Xu, Huifu ; Anderson, Edward. In: Working Papers. RePEc:syb:wpbsba:2123/9943*. Full description at Econpapers \|\| Download paper	3
3	2012	Bayesian Semi-parametric Expected Shortfall Forecasting in Financial M arkets. (2012). Chen, Cathy W. S. ; Chen, Cathy W. S, ; Gerlach, Richard ; Lin, Liou-Yan . In: Working Papers. RePEc:syb:wpbsba:2123/8169. Full description at Econpapers \|\| Download paper	2
4	2015	Endogeneity in Stochastic Frontier Models. (2015). Prokhorov, Artem ; Amsler, Christine ; Schmidt, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/12755. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 1:

Year	Title
2017	Random Effects Models with Deep Neural Network Basis Functions: Methodology and Computation. (2017). Kohn, Robert ; Tran, Minh-Ngoc ; Nott, David ; Nguyen, Nghia. In: Working Papers. RePEc:syb:wpbsba:2123/17877. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document

Recent citations received in 2015

Year	Citing document
2015	Endogeneity in stochastic frontier models: Copula approach without external instruments. (2015). Tsionas, Mike ; Tran, Kien. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:85-88. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	1
2	The North American Journal of Economics and Finance / Elsevier	1
3	Computational Statistics / Springer	1
4	Utilities Policy / Elsevier	1
5	Journal of Financial Econometrics / Society for Financial Econometrics	1
6	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	1
7	Journal of Empirical Finance / Elsevier	1
8	Borradores de Economia / Banco de la Republica de Colombia	1
9	International Journal of Forecasting / Elsevier	1
10	Working Paper Series / Research Institute of Industrial Economics	1
11	Journal of Economic Theory / Elsevier	1

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.