NCER Working Paper Series / National Centre for Econometric Research
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0
5 Years IF
0
Data available in this
report
[Raw
data] [50 most cited papers]
[50 most relevant papers]
[cites used to compute IF]
[Recent
citations ][Frequent citing
series ] [more data in
EconPapers]
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2001 | 0 | 0.49 | 1 | 0 | 1 | 1 | 0 | 1 | 0 | 0 | 0 | 0 | 0.27 | |||||
| 2006 | 0 | 0.59 | 1.14 | 0 | 6 | 7 | 85 | 6 | 11 | 0 | 1 | 0 | 6 | 1 | 0.34 | |||
| 2007 | 2.33 | 0.52 | 1 | 2.33 | 13 | 20 | 192 | 19 | 31 | 6 | 14 | 6 | 14 | 1 | 5.3 | 5 | 0.38 | 0.29 |
| 2008 | 1.58 | 0.59 | 1.06 | 1.58 | 16 | 36 | 107 | 38 | 69 | 19 | 30 | 19 | 30 | 3 | 7.9 | 6 | 0.38 | 0.29 |
| 2009 | 1.03 | 0.58 | 0.98 | 1.26 | 15 | 51 | 57 | 50 | 119 | 29 | 30 | 35 | 44 | 2 | 4 | 4 | 0.27 | 0.33 |
| 2010 | 0.65 | 0.52 | 0.72 | 0.96 | 17 | 68 | 67 | 49 | 168 | 31 | 20 | 50 | 48 | 0 | 0 | 0.3 | ||
| 2011 | 0.72 | 0.61 | 0.93 | 1.01 | 7 | 75 | 16 | 70 | 238 | 32 | 23 | 67 | 68 | 0 | 0 | 0.37 | ||
| 2012 | 0.17 | 0.68 | 0.45 | 0.51 | 12 | 87 | 90 | 39 | 277 | 24 | 4 | 68 | 35 | 1 | 2.6 | 3 | 0.25 | 0.36 |
| 2013 | 0.63 | 0.67 | 0.6 | 0.51 | 14 | 101 | 23 | 61 | 338 | 19 | 12 | 67 | 34 | 6 | 9.8 | 3 | 0.21 | 0.35 |
| 2014 | 0.69 | 0.67 | 0.71 | 0.6 | 4 | 105 | 2 | 75 | 413 | 26 | 18 | 65 | 39 | 1 | 1.3 | 0 | 0.34 | |
| 2015 | 0.17 | 0.66 | 0.38 | 0.39 | 7 | 112 | 6 | 43 | 456 | 18 | 3 | 54 | 21 | 0 | 2 | 0.29 | 0.36 | |
| 2016 | 0.18 | 0.65 | 0.5 | 0.66 | 6 | 118 | 23 | 59 | 515 | 11 | 2 | 44 | 29 | 1 | 1.7 | 0 | 0.35 | |
| 2017 | 0.46 | 0.62 | 0.33 | 0.33 | 1 | 119 | 0 | 39 | 554 | 13 | 6 | 43 | 14 | 0 | 0 | 0.35 | ||
| 2018 | 0.71 | 0.62 | 0.27 | 0.22 | 2 | 121 | 0 | 33 | 587 | 7 | 5 | 32 | 7 | 0 | 0 | 0.35 | ||
| 2019 | 0 | 0.63 | 0.22 | 0.1 | 1 | 122 | 3 | 27 | 614 | 3 | 20 | 2 | 0 | 0 | 0.37 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations in y to articles published in y-1 plus y-2 |
| %SC: | Percentage of selft citations in y to articles published in y-1 plus y-2 |
| CiY: | Cites in year y to documents published in year y |
| II: | Immediacy Index: CiY / Documents. |
| AII: | Average Immediacy Index for series in RePEc in year y |
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 | 152 |
| 2 | 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 | 66 |
| 3 | 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 | 59 |
| 4 | 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 | 32 |
| 5 | 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 | 30 |
| 6 | 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 | 29 |
| 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 | 21 |
| 8 | 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 | 13 |
| 9 | 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 | 12 |
| 10 | 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 | 10 |
| 11 | 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 | 10 |
| 12 | 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 | 10 |
| 13 | 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 | 9 |
| 14 | 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 | 9 |
| 15 | 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 | 8 |
| 16 | 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 | 8 |
| 17 | 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 |
| 18 | 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 | 8 |
| 19 | 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 | 8 |
| 20 | 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 |
| 21 | 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 | 7 |
| 22 | 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 | 7 |
| 23 | 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 | 7 |
| 24 | 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 | 7 |
| 25 | 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 | 6 |
| 26 | 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 |
| 27 | 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 | 6 |
| 28 | 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 | 5 |
| 29 | 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 | 5 |
| 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 | 5 |
| 31 | 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 | 5 |
| 32 | 2012 | Estimating the Parameters of Stochastic Volatility Models using Option Price Data. (2012). McClelland, Andrew ; Hurn, Stan ; Lindsay, Ken . In: NCER Working Paper Series. RePEc:qut:auncer:2012_11. Full description at Econpapers || Download paper | 4 |
| 33 | 2006 | The Econometric Analysis of Constructed Binary Time Series. Working paper #1. (2006). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2006-1. Full description at Econpapers || Download paper | 4 |
| 34 | 2010 | A Cholesky-MIDAS model for predicting stock portfolio volatility. (2010). Clements, Adam ; O'Neill, Robert ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2010_07. Full description at Econpapers || Download paper | 4 |
| 35 | 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 | 4 |
| 36 | 2012 | Estimating the Parameters of Stochastic Volatility Models using Option Price Data. (2012). McClelland, Andrew ; Hurn, Stan ; Lindsay, Ken . In: NCER Working Paper Series. RePEc:qut:auncer:2012_91. Full description at Econpapers || Download paper | 4 |
| 37 | 2010 | The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). pagan, adrian ; Cat̮̣o, Luis ; Cato, Luis. In: NCER Working Paper Series. RePEc:qut:auncer:2009_66. Full description at Econpapers || Download paper | 4 |
| 38 | 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 | 4 | |
| 39 | 2010 | Applying shape and phase restrictions in generalized dynamic categorical models of the business cycle. (2010). Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_05. Full description at Econpapers || Download paper | 4 |
| 40 | 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 |
| 41 | 2019 | A Practical Guide to Harnessing the HAR Volatility Model. (2019). Preve, Daniel ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2019_01. Full description at Econpapers || Download paper | 4 |
| 42 | 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 | 4 |
| 43 | 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 | 4 |
| 44 | 2012 | The Good, the Bad and the Naive: Do fair prices signal good types or do they induce good behaviour?. (2012). Sutter, Matthias ; Kerschbamer, Rudolf ; Johnston, David ; Dulleck, Uwe. In: NCER Working Paper Series. RePEc:qut:auncer:2012_4. Full description at Econpapers || Download paper | 4 |
| 45 | 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 |
| 46 | 2015 | A New Method for Working With Sign Restrictions in SVARs. (2015). pagan, adrian ; Ouliaris, S. In: NCER Working Paper Series. RePEc:qut:auncer:2015_03. Full description at Econpapers || Download paper | 3 |
| 47 | 2016 | An Unintended Consequence of Using Errors in Variables Shocks in DSGE Models?. (2016). pagan, adrian. In: NCER Working Paper Series. RePEc:qut:auncer:2016_05. Full description at Econpapers || Download paper | 3 |
| 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 | 3 |
| 49 | 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 |
| 50 | 2016 | Investigating the Relationship Between DSGE and SVAR Models. (2016). Robinson, Tim ; pagan, adrian. In: NCER Working Paper Series. RePEc:qut:auncer:2016_03. Full description at Econpapers || Download paper | 3 |
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 | 14 |
| 2 | 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 | 6 |
| 3 | 2019 | A Practical Guide to Harnessing the HAR Volatility Model. (2019). Preve, Daniel ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2019_01. Full description at Econpapers || Download paper | 3 |
| 4 | 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 | 3 |
| 5 | 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 | 2 |
| 6 | 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 | 2 |
| 7 | 2015 | A New Method for Working With Sign Restrictions in SVARs. (2015). pagan, adrian ; Ouliaris, S. In: NCER Working Paper Series. RePEc:qut:auncer:2015_03. Full description at Econpapers || Download paper | 2 |
| 8 | 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 | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
Recent citations received in 2019
| Year | Citing document |
|---|
10 most frequent citing series