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NCER Working Paper Series / National Centre for Econometric Research

Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
11
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
2001 0 0.49 1 0 1 1 0 1 0 0 0 0 0.28
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 20 193 19 31 6 14 6 14 1 5.3 5 0.38 0.29
2008 1.58 0.59 1.06 1.58 16 36 108 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 58 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 0.62 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 11 86 96 39 277 24 4 68 35 1 2.6 3 0.27 0.36
2013 0.67 0.66 0.6 0.52 14 100 23 60 337 18 12 66 34 6 10 3 0.21 0.35
2014 0.72 0.67 0.7 0.61 4 104 2 73 410 25 18 64 39 1 1.4 0 0.34
2015 0.17 0.65 0.36 0.36 7 111 7 40 450 18 3 53 19 0 2 0.29 0.36
2016 0.18 0.64 0.5 0.67 6 117 24 59 509 11 2 43 29 1 1.7 0 0.34
2017 0.46 0.62 0.33 0.33 1 118 0 39 548 13 6 42 14 0 0 0.35
2018 0.57 0.61 0.27 0.19 2 120 0 32 580 7 4 32 6 0 0 0.34
2019 0 0.62 0.22 0.1 1 121 3 27 607 3 20 2 0 0 0.36
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
12007Some 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.

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152
22006Income 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.

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66
32012Semi-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.

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65
42008Momentum in Australian Stock Returns: An Update. (2008). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2008-12.

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32
52009Evaluating multivariate volatility forecasts. (2009). Hurn, Stan ; Clements, Adam ; Doolan, Mark ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2009_50.

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30
62008The 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.

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29
72010Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). pagan, adrian ; Fry-McKibbin, Renee. In: NCER Working Paper Series. RePEc:qut:auncer:2010_04.

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21
82008Robustness 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.

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13
92010Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16.

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12
102007Effects 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.

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11
112016Causal 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.

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11
122010Evaluating 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.

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10
132006Limited 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.

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9
142012Why does child labour persist with declining poverty?. (2012). Sarkar, Dipanwita. In: NCER Working Paper Series. RePEc:qut:auncer:2012_7.

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9
152007Are combination forecasts of S&P 500 volatility statistically superior?. (2007). Clements, Adam ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2007-92.

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8
162009The Economics of Discrimination: Evidence from Basketball. (2009). Kahn, Lawrence. In: NCER Working Paper Series. RePEc:qut:auncer:2009_44.

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8
172013The dynamics of co-jumps, volatility and correlation. (2013). Liao, Yin ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2013_3.

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8
182011Within-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.

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8
192013The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin. In: NCER Working Paper Series. RePEc:qut:auncer:2013_03.

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8
202016Does 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.

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8
212008Unobservable 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.

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7
222007The Power of Positional Concerns: A Panel Analysis. (2007). Torgler, Benno ; Schmidt, Sascha ; Frey, Bruno. In: NCER Working Paper Series. RePEc:qut:auncer:2007-5.

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7
232008Extending an SVAR Model of the Australian Economy. (2008). pagan, adrian ; Dungey, Mardi. In: NCER Working Paper Series. RePEc:qut:auncer:2008-1.

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7
242008The 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.

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7
252009The 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.

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7
262012Variation 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.

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6
272009An 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.

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6
282012Forecasting 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.

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5
292007Imported 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.

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5
302007Social 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.

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5
312010Evidence of referees national favouritism in rugby. (2010). Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2010_09.

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5
322012Estimating 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.

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4
332006The 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.

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4
342010A 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.

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4
352008Estimating 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.

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4
362012Estimating 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.

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4
372010The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). pagan, adrian ; Catão, Luis ; Cato, Luis. In: NCER Working Paper Series. RePEc:qut:auncer:2009_66.

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4
38Macro-Econometric System Modelling @75. (2013). pagan, adrian ; Jacobs, Jan ; Hall, Anthony. In: NCER Working Paper Series. RePEc:qut:auncer:2013_7.

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4
392010Applying 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.

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4
402008The 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.

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4
412011Contracting for Infrastructure Projects as Credence Goods. (2011). Dulleck, Uwe ; Li, Jianpei. In: NCER Working Paper Series. RePEc:qut:auncer:2011_4.

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4
422019A Practical Guide to Harnessing the HAR Volatility Model. (2019). Preve, Daniel ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2019_01.

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4
432007Econometric 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.

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4
442012The 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.

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4
452011Forecasting Equicorrelation. (2011). Smith, Daniel ; Coleman-Fenn, Christopher ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3.

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4
462015A New Method for Working With Sign Restrictions in SVARs. (2015). pagan, adrian ; Ouliaris, S. In: NCER Working Paper Series. RePEc:qut:auncer:2015_03.

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3
472016An Unintended Consequence of Using Errors in Variables Shocks in DSGE Models?. (2016). pagan, adrian. In: NCER Working Paper Series. RePEc:qut:auncer:2016_05.

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3
482010Psychological 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.

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3
492006Inventories, Fluctuations and Business Cycles. Working paper #4. (2006). pagan, adrian ; Maccini, Louis. In: NCER Working Paper Series. RePEc:qut:auncer:2006-4.

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3
502016Investigating the Relationship Between DSGE and SVAR Models. (2016). Robinson, Tim ; pagan, adrian. In: NCER Working Paper Series. RePEc:qut:auncer:2016_03.

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3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Semi-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

17
22007Some 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
32009The 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
42006Income 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

2
52007Effects 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

2
62016Causal 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:
YearTitle
Recent citations