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KIER Working Papers / Kyoto University, Institute of Economic Research

Citation Profile [Updated: 2025-10-23 16:37:32]
5 Years H Index
19
Impact Factor (IF)
0
5 Years IF
0.04
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
2002 0 0.54 0 0 4 4 2 7 0 0 0 0 0.31
2003 0.5 0.53 0.4 0.5 16 20 53 3 15 4 2 4 2 0 1 0.06 0.3
2004 0.2 0.59 0.24 0.2 22 42 33 10 25 20 4 20 4 4 40 6 0.27 0.36
2005 0.21 0.6 0.29 0.21 9 51 106 9 40 38 8 42 9 2 22.2 0 0.36
2006 0.29 0.58 0.22 0.22 17 68 37 15 55 31 9 51 11 1 6.7 4 0.24 0.34
2007 0.38 0.51 0.21 0.19 18 86 108 15 73 26 10 68 13 1 6.7 2 0.11 0.29
2008 0.31 0.59 0.26 0.28 18 104 15 23 100 35 11 82 23 1 4.3 0 0.29
2009 0.31 0.58 0.27 0.31 27 131 50 32 135 36 11 84 26 3 9.4 3 0.11 0.33
2010 0.11 0.52 0.3 0.25 62 193 313 54 192 45 5 89 22 0 28 0.45 0.29
2011 0.34 0.61 0.41 0.27 51 244 220 97 293 89 30 142 38 7 7.2 33 0.65 0.36
2012 0.39 0.67 0.42 0.35 34 278 120 115 410 113 44 176 61 19 16.5 10 0.29 0.36
2013 0.76 0.64 0.6 0.52 41 319 231 190 602 85 65 192 100 16 8.4 16 0.39 0.34
2014 0.79 0.67 0.51 0.49 31 350 121 178 781 75 59 215 105 9 5.1 11 0.35 0.34
2015 0.53 0.65 0.38 0.41 18 368 24 138 919 72 38 219 89 1 0.7 4 0.22 0.36
2016 0.51 0.63 0.32 0.45 25 393 34 126 1045 49 25 175 78 7 5.6 0 0.34
2017 0.42 0.61 0.29 0.46 27 420 186 121 1166 43 18 149 68 6 5 4 0.15 0.34
2018 0.35 0.6 0.24 0.34 24 444 15 105 1271 52 18 142 48 5 4.8 1 0.04 0.34
2019 0.35 0.6 0.23 0.31 13 457 9 104 1375 51 18 125 39 3 2.9 2 0.15 0.35
2020 0.11 0.68 0.19 0.24 33 490 69 94 1470 37 4 107 26 7 7.4 12 0.36 0.72
2021 0.46 0.91 0.2 0.42 19 509 7 102 1572 46 21 122 51 4 3.9 1 0.05 0.37
2022 0.44 0.66 0.19 0.49 19 528 1 101 1673 52 23 116 57 7 6.9 1 0.05 0.21
2023 0.03 0.51 0.13 0.16 11 539 0 72 1745 38 1 108 17 1 1.4 0 0.16
2024 0 0.54 0.12 0.04 9 548 0 67 1812 30 95 4 0 0 0.2
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
12017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

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148
22007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). brunello, giorgio ; Ariga, Kenn. In: KIER Working Papers. RePEc:kyo:wpaper:630.

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101
32005Frontiers of the New Economic Geography. (2005). Mori, Tomoya ; Fujita, Masahisa. In: KIER Working Papers. RePEc:kyo:wpaper:604.

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98
42013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:870.

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85
52011Risk Management of Precious Metals. (2011). Hammoudeh, Shawkat ; Malik, Farooq. In: KIER Working Papers. RePEc:kyo:wpaper:765.

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75
62010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi. In: KIER Working Papers. RePEc:kyo:wpaper:718.

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72
72010What Makes a Great Journal Great in the Sciences? Which Came First, the Chicken or the Egg?. (2010). Oxley, Les ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:746.

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45
82012Robust Ranking of Journal Quality:An Application to Economics. (2012). Maasoumi, Esfandiar ; Chang, Chia-Lin ; McAleer, Michael. In: KIER Working Papers. RePEc:kyo:wpaper:813.

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41
92010Great Expectatrics: Great Papers, Great Journals, Great Econometrics. (2010). Oxley, Les ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:714.

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37
102010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:717.

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36
112014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke. In: KIER Working Papers. RePEc:kyo:wpaper:894.

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35
122011How are Journal Impact, Prestige and Article Influence Related? An Application to Neuroscience. (2011). Oxley, Les ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:756.

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34
132010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:738.

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34
142020Corporate Ownership and Managerial Turnover in China and Eastern Europe: A Comparative Meta-Analysis. (2020). Mizobata, Satoshi ; Iwasaki, Ichiro ; Ma, Xinxin. In: KIER Working Papers. RePEc:kyo:wpaper:1034.

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34
152013Coercive Journal Self Citations, Impact Factor, Journal Influence and Article Influence. (2013). Oxley, Les ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:852.

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33
162012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, Michael. In: KIER Working Papers. RePEc:kyo:wpaper:817.

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30
172011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures. (2011). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Casarin, Roberto ; Perez-Amaral, Teodosio. In: KIER Working Papers. RePEc:kyo:wpaper:784.

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24
182011Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures. (2011). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Perez-Amaral, Teodosio. In: KIER Working Papers. RePEc:kyo:wpaper:761.

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23
192011Citations and Impact of ISI Tourism and Hospitality Journals. (2011). Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:781.

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20
202003Strategic Immigration Policies and Welfare in Heterogeneous Countries. (2003). Fujita, Masahisa ; Weber, Shlomo. In: KIER Working Papers. RePEc:kyo:wpaper:569.

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19
212013Modelling and Simulation: An Overview. (2013). Oxley, Les ; Chan, Felix. In: KIER Working Papers. RePEc:kyo:wpaper:865.

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19
222003A Forward Projection of the Cross-Country Income Distribution. (2003). Stachurski, John ; Azariadis, Costas. In: KIER Working Papers. RePEc:kyo:wpaper:570.

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16
232010How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan. (2010). Franses, Philip Hans ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:720.

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16
242013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Mohammad. A. Ashraf, ; Singh, Abhay K. In: KIER Working Papers. RePEc:kyo:wpaper:843.

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16
252013Trade Structure and Belief-Driven Fluctuations in a Global Economy. (2013). Mino, Kazuo ; Hu, Yunfang. In: KIER Working Papers. RePEc:kyo:wpaper:841.

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15
262006Representative Consumers Risk Aversion and Efficient Risk-Sharing Rules. (2006). Kuzmics, Christoph ; Hara, Chiaki ; Huang, James. In: KIER Working Papers. RePEc:kyo:wpaper:620.

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15
272010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:715.

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14
282013Procurement Auctions with General Price-Quality Evaluation. (2013). Nakabayashi, Jun ; Hanazono, Makoto ; TSURUOKA, Masanori . In: KIER Working Papers. RePEc:kyo:wpaper:845.

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14
292014Spatial Patterns and Size Distributions of Cities. (2014). Mori, Tomoya ; Hsu, Wen-Tai ; Smith, Tony E.. In: KIER Working Papers. RePEc:kyo:wpaper:882.

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13
302010Model Selection and Testing of Conditional and Stochastic Volatility Models. (2010). Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:724.

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13
312017The Optimum Quantity of Debt for Japan. (2017). Takahashi, Shuhei ; Nakajima, Tomoyuki. In: KIER Working Papers. RePEc:kyo:wpaper:964.

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13
322004Knowledge Creation as a Square Dance on the Hilbert Cube. (2004). Fujita, Masahisa ; Berliant, Marcus. In: KIER Working Papers. RePEc:kyo:wpaper:580.

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12
332006Analysis of the Socioeconomic Difficulties Affecting the Suicide Rate in Japan. (2006). Ogura, Yoshiaki ; Nakamura, Ryota ; Watanabe, Ryoichi ; Furukawa, Masakazu. In: KIER Working Papers. RePEc:kyo:wpaper:626.

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12
342010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). Khamkaew, Thanchanok ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:708.

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11
352009Do All Exporters Benefit from Export Boom? -Evidence from Japan. (2009). Yashiro, Naomitsu ; Hirano, Daisuke. In: KIER Working Papers. RePEc:kyo:wpaper:689.

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11
362011Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX. (2011). Ishida, Isao ; Oya, Kosuke. In: KIER Working Papers. RePEc:kyo:wpaper:759.

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11
372014Aging and Deflation from a Fiscal Perspective. (2014). Ueda, Kozo ; Katagiri, Mitsuru ; Konishi, Hideki. In: KIER Working Papers. RePEc:kyo:wpaper:905.

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11
382011International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord. (2011). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio. In: KIER Working Papers. RePEc:kyo:wpaper:757.

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11
392011Localized knowledge spillovers and patent citations: A distance-based approach. (2011). Nakajima, Ryo ; Murata, Yasusada ; Tamura, Ryuichi ; Okamoto, Ryosuke . In: KIER Working Papers. RePEc:kyo:wpaper:763.

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10
402012Robust Ranking of Multivariate GARCH Models by Problem Dimension. (2012). Caporin, Massimiliano ; McAleer, Michael. In: KIER Working Papers. RePEc:kyo:wpaper:815.

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10
412010GFC-Robust Risk Management Strategies under the Basel Accord. (2010). Pérez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio. In: KIER Working Papers. RePEc:kyo:wpaper:727.

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9
422014TESTING FOR A GENERAL CLASS OF FUNCTIONAL INEQUALITIES. (2014). Whang, Yoon-Jae ; Lee, Sokbae (Simon) ; Song, Kyungchul. In: KIER Working Papers. RePEc:kyo:wpaper:889.

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9
432020Bank Survival in Central and Eastern Europe. (2020). Kočenda, Evžen ; Iwasaki, Ichiro ; Kocenda, Evzen. In: KIER Working Papers. RePEc:kyo:wpaper:1022.

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9
442014Panel Data Analysis with Heterogeneous Dynamics. (2014). Yanagi, Takahide ; Okui, Ryo. In: KIER Working Papers. RePEc:kyo:wpaper:906.

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9
452014Is Public Debt Growth-Enhancing or Growth-Reducing?. (2014). Nishida, Keigo ; Kunieda, Takuma ; Arai, Real. In: KIER Working Papers. RePEc:kyo:wpaper:884.

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8
462009Firm Heterogeneity and Different Modes of Internationalization: Evidence from Japanese Firms. (2009). Wakasugi, Ryuhei ; Tanaka, Ayumu. In: KIER Working Papers. RePEc:kyo:wpaper:681.

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8
472003Repeated Games with Observation Costs. (2003). Sekiguchi, Tadashi ; Miyagawa, Eiichi ; Miyahara, Yasuyuki. In: KIER Working Papers. RePEc:kyo:wpaper:565.

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8
482009Heterogeneous Impatience in a Continuous-Time Model. (2009). Hara, Chiaki. In: KIER Working Papers. RePEc:kyo:wpaper:665.

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7
492015Education in transition and job mismatch: Evidence from the skills survey in non-EU transition economies. (2015). Kupets, Olga. In: KIER Working Papers. RePEc:kyo:wpaper:915.

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7
502017Spatial Scale of Agglomeration and Dispersion: Theoretical Foundations and Empirical Implications. (2017). Takayama, Yuki ; Osawa, Minoru ; Mori, Tomoya ; Akamatsu, Takashi. In: KIER Working Papers. RePEc:kyo:wpaper:974.

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7
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef. In: KIER Working Papers. RePEc:kyo:wpaper:956.

Full description at Econpapers || Download paper

61
22020Corporate Ownership and Managerial Turnover in China and Eastern Europe: A Comparative Meta-Analysis. (2020). Mizobata, Satoshi ; Iwasaki, Ichiro ; Ma, Xinxin. In: KIER Working Papers. RePEc:kyo:wpaper:1034.

Full description at Econpapers || Download paper

14
32007Does Secondary School Tracking Affect Performance? Evidence from IALS. (2007). brunello, giorgio ; Ariga, Kenn. In: KIER Working Papers. RePEc:kyo:wpaper:630.

Full description at Econpapers || Download paper

11
42014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke. In: KIER Working Papers. RePEc:kyo:wpaper:894.

Full description at Econpapers || Download paper

9
52011Risk Management of Precious Metals. (2011). Hammoudeh, Shawkat ; Malik, Farooq. In: KIER Working Papers. RePEc:kyo:wpaper:765.

Full description at Econpapers || Download paper

7
62017The Optimum Quantity of Debt for Japan. (2017). Takahashi, Shuhei ; Nakajima, Tomoyuki. In: KIER Working Papers. RePEc:kyo:wpaper:964.

Full description at Econpapers || Download paper

6
72005Frontiers of the New Economic Geography. (2005). Mori, Tomoya ; Fujita, Masahisa. In: KIER Working Papers. RePEc:kyo:wpaper:604.

Full description at Econpapers || Download paper

6
82010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin. In: KIER Working Papers. RePEc:kyo:wpaper:717.

Full description at Econpapers || Download paper

6
92013Ten Things You Should Know About the Dynamic Conditional Correlation Representation. (2013). Caporin, Massimiliano. In: KIER Working Papers. RePEc:kyo:wpaper:870.

Full description at Econpapers || Download paper

4
102020Asset Bubbles, Unemployment, and Financial Market Frictions. (2020). Shibata, Akihisa ; Kunieda, Takuma ; Hashimoto, Ken-ichi. In: KIER Working Papers. RePEc:kyo:wpaper:1037.

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4
112013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Mohammad. A. Ashraf, ; Singh, Abhay K. In: KIER Working Papers. RePEc:kyo:wpaper:843.

Full description at Econpapers || Download paper

3
122012Modelling Long Memory Volatility in Agricultural Commodity Futures Return. (2012). Tansuchat, Roengchai ; Chang, Chia-Lin ; McAleer, Michael. In: KIER Working Papers. RePEc:kyo:wpaper:817.

Full description at Econpapers || Download paper

3
132019Path-Dependency of Economic Transition: An Analytical Review. (2019). Mizobata, Satoshi ; Horie, Norio. In: KIER Working Papers. RePEc:kyo:wpaper:1014.

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3
142010Market Efficiency of Oil Spot and Futures: A Mean-Variance and Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi. In: KIER Working Papers. RePEc:kyo:wpaper:718.

Full description at Econpapers || Download paper

3
152020Can child allowances improve fertility in a gender discrimination economy?. (2020). Wang, Ruiting. In: KIER Working Papers. RePEc:kyo:wpaper:1021.

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2
162018Firm-Level Labor Demand for and Macroeconomic Increases in Non-Regular Workers in Japan. (2018). Lechevalier, Sebastien ; Goto, Yasuo ; Teruyama, Hiroshi. In: KIER Working Papers. RePEc:kyo:wpaper:994.

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2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2022
YearCiting document
2022A Simple Axiomatization of Neo-Additive Choquet Expected Utility Theory on a Finite State Space. (2022). Miyagishima, Kaname ; Asano, Takao ; Kojima, Hiroyuki. In: KIER Working Papers. RePEc:kyo:wpaper:1080.

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Recent citations received in 2021
YearCiting document
2021The Mid-Life Dip in Well-Being: A Critique. (2021). Graham, Carol ; Blanchflower, David. In: GLO Discussion Paper Series. RePEc:zbw:glodps:923.

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