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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
14
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] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1991 0 0.14 0 0 12 12 35 0 0 0 0 0 0.1
1992 0 0.13 0.14 0 10 22 326 3 3 12 12 1 33.3 3 0.3 0.09
1993 0.05 0.17 0.12 0.05 12 34 24 4 7 22 1 22 1 4 100 2 0.17 0.1
1994 0.09 0.17 0.07 0.06 8 42 26 2 10 22 2 34 2 2 100 0 0.08
1995 0.2 0.22 0.23 0.14 14 56 65 13 23 20 4 42 6 9 69.2 6 0.43 0.13
1996 0.36 0.25 0.27 0.23 15 71 21 19 42 22 8 56 13 13 68.4 1 0.07 0.14
1997 0.17 0.28 0.17 0.17 6 77 18 13 55 29 5 59 10 3 23.1 1 0.17 0.15
1998 0.1 0.31 0.15 0.09 4 81 2 12 67 21 2 55 5 3 25 0 0.18
1999 0.2 0.39 0.51 0.19 15 96 21 40 116 10 2 47 9 26 65 23 1.53 0.25
2000 0 0.54 0.23 0.2 11 107 70 24 141 19 54 11 3 12.5 0 0.24
2001 0.15 0.49 0.23 0.08 4 111 8 25 167 26 4 51 4 2 8 1 0.25 0.27
2002 0.27 0.54 0.25 0.15 9 120 41 29 197 15 4 40 6 9 31 5 0.56 0.31
2003 0.38 0.53 0.39 0.28 12 132 48 52 249 13 5 43 12 23 44.2 3 0.25 0.3
2004 0.33 0.6 0.29 0.27 7 139 17 39 289 21 7 51 14 5 12.8 1 0.14 0.36
2005 0.11 0.6 0.23 0.12 5 144 8 33 322 19 2 43 5 0 0 0.36
2006 0.17 0.59 0.25 0.11 6 150 33 37 359 12 2 37 4 1 2.7 4 0.67 0.34
2007 0.64 0.52 0.32 0.46 1 151 1 49 408 11 7 39 18 1 2 0 0.29
2008 0.14 0.59 0.27 0.16 6 157 3 43 451 7 1 31 5 1 2.3 0 0.29
2009 0.14 0.58 0.2 0.32 2 159 0 32 483 7 1 25 8 2 6.3 0 0.33
2010 0 0.52 0.22 0.15 5 164 66 36 519 8 20 3 0 1 0.2 0.3
2011 1.14 0.61 0.26 0.6 3 167 5 43 562 7 8 20 12 0 1 0.33 0.37
2012 2.5 0.68 0.27 1.24 9 176 76 48 610 8 20 17 21 1 2.1 2 0.22 0.36
2013 0.25 0.67 0.19 0.2 2 178 1 33 643 12 3 25 5 0 0 0.35
2014 0.55 0.67 0.27 0.76 3 181 9 48 691 11 6 21 16 0 0 0.34
2015 0.2 0.66 0.32 1.05 3 184 11 59 750 5 1 22 23 1 1.7 0 0.36
2016 0.33 0.65 0.16 0.35 1 185 0 30 780 6 2 20 7 0 1 1 0.35
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
#YearTitleCited
11992The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13.

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310
22010Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160.

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60
32012The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174.

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43
42000The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105.

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33
51995Transformation of Heath-Jarrow-Morton Models to Markovian Systems. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:53.

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32
62003International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf. In: Working Paper Series. RePEc:uts:wpaper:126.

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29
72006Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147.

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25
81991Determinants of Corporate Capital Structure: Australian Evidence. (1991). Chiarella, Carl ; Ah Boon Sim, ; Pham, Toan ; Tan, Madeleine. In: Working Paper Series. RePEc:uts:wpaper:3.

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22
92002Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Gong, G.. In: Working Paper Series. RePEc:uts:wpaper:120.

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18
10Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42.

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17
112000The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100.

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17
122012A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175.

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16
131997Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques. (1997). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:72.

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16
141993The Sources of Unemployment: A Simple Econometric Analysis. (1993). Valentine, Tom . In: Working Paper Series. RePEc:uts:wpaper:32.

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15
152002Type I Spurious Regression in Econometrics. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:114.

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14
162000An Economic Analysis of the Peter and Dilbert Principles. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:101.

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13
171995The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:54.

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10
182004Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139.

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10
191995Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:47.

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10
201999The Dynamics of the Cobweb when Producers are Risk Averse Learners. (1999). He, Xuezhong ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:90.

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9
212015Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182.

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9
221996A Preference Free Partial Differential Equation for the Term Structure of Interest Rates. (1996). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:63.

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9
232012Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173.

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8
241992Developments in Nonlinear Economic Dynamics: Past, Present and Future. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:14.

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8
252014Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181.

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8
262001Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:111.

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7
272006Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146.

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7
281999Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:95.

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7
292002Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner. In: Working Paper Series. RePEc:uts:wpaper:123.

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7
301999Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:94.

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7
312005A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:143.

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7
321999Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:98.

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7
332005A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:141.

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6
342003Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model. (2003). Flaschel, Peter ; Chiarella, Carl ; Zhu, Peiyuan . In: Working Paper Series. RePEc:uts:wpaper:96.

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6
351999Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:99.

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6
361994The Changing Political Economy of Australian Racism. (1994). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:41.

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6
371999Towards Applied Disequilibrium Growth Theory: I The Starting Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:93.

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6
382011Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2011). Stavrunova, Olena ; Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:167.

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5
392004Basel II and Operational Risk - Overview of Key Concerns. (2004). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:134.

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5
402012The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises. (2012). Baur, Dirk ; Tran, Duy T.. In: Working Paper Series. RePEc:uts:wpaper:172.

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5
411991The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence. (1991). Ah Boon Sim, ; Pham, Toan ; Loria, Simon. In: Working Paper Series. RePEc:uts:wpaper:5.

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5
42Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study. (1992). Skully, Michael ; Chan, Keith ; McColough, D. In: Working Paper Series. RePEc:uts:wpaper:16.

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5
431996Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice. In: Working Paper Series. RePEc:uts:wpaper:61.

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5
441995Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:51.

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5
451991Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:6.

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4
462000Price Flexibility and Debt Dynamics in a High Order AS-AD Model. (2000). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:109.

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4
472003Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation. (2003). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:97.

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4
481995Modelling the Yields on Australian Coupon Paying Bonds. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:50.

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3
492015Modelling the Animal Spirits of Banks Lending Behaviour. (2015). Zhi, Tianhao ; Di Guilmi, Corrado ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:183.

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3
502002Solving the Price-Earnings Puzzle. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:116.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174.

Full description at Econpapers || Download paper

19
21992The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13.

Full description at Econpapers || Download paper

17
32012Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173.

Full description at Econpapers || Download paper

3
42006Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147.

Full description at Econpapers || Download paper

3
51991The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence. (1991). Ah Boon Sim, ; Pham, Toan ; Loria, Simon. In: Working Paper Series. RePEc:uts:wpaper:5.

Full description at Econpapers || Download paper

2
62015Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182.

Full description at Econpapers || Download paper

2
71994Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42.

Full description at Econpapers || Download paper

2
82012A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175.

Full description at Econpapers || Download paper

2
92014Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181.

Full description at Econpapers || Download paper

2
102007Keynesian AD-AS, Quo Vadis?. (2007). Proaño, Christian ; Flaschel, Peter ; Chiarella, Carl ; Proao, Christian R. ; Asada, Toichiro. In: Working Paper Series. RePEc:uts:wpaper:151.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations