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NCER Working Paper Series / National Centre for Econometric Research

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
9
Impact Factor
0.33
5 Years IF
0.35
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
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.44 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 1 1 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 1 0 0 1 1 0 0 0.23
2003 0 0.42 0 0 0 1 0 0 1 1 0 0 0.24
2004 0 0.47 0 0 0 1 0 0 0 1 0 0 0.27
2005 0 0.49 2 0 0 1 0 2 0 1 0 0 0.29
2006 0 0.47 0.86 0 6 7 50 4 8 0 1 0 4 0.67 0.27
2007 2 0.39 0.9 2 13 20 132 17 26 6 12 6 12 0 5 0.38 0.22
2008 0.79 0.46 0.58 0.79 16 36 94 21 47 19 15 19 15 2 9.5 6 0.38 0.23
2009 0.76 0.43 0.71 0.91 15 51 46 36 83 29 22 35 32 2 5.6 3 0.2 0.22
2010 0.58 0.37 0.54 0.72 17 68 45 37 120 31 18 50 36 0 0 0.19
2011 0.69 0.46 0.84 0.93 7 75 16 63 183 32 22 67 62 0 0 0.25
2012 0.13 0.5 0.32 0.35 12 87 68 28 211 24 3 68 24 1 3.6 3 0.25 0.25
2013 0.53 0.5 0.41 0.39 14 101 19 41 252 19 10 67 26 1 2.4 1 0.07 0.24
2014 0.65 0.53 0.55 0.48 4 105 0 58 310 26 17 65 31 1 1.7 0 0.27
2015 0.17 0.53 0.28 0.31 7 112 1 31 341 18 3 54 17 0 1 0.14 0.27
2016 0.09 0.54 0.4 0.59 6 118 17 47 388 11 1 44 26 1 2.1 0 0.27
2017 0.31 0.54 0.24 0.26 1 119 0 29 417 13 4 43 11 0 0 0.27
2018 0.43 0.53 0.22 0.16 2 121 0 27 444 7 3 32 5 0 0 0.26
2019 0 0.55 0.16 0.1 1 122 3 19 463 3 20 2 0 0 0.32
2020 0.33 0.63 0.13 0.35 0 122 0 16 479 3 1 17 6 0 0 0.58
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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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101
22012Semi-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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46
32006Income 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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41
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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26
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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22
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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18
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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11
92010Can We Predict Recessions?. (2010). pagan, adrian ; Harding, Don. In: NCER Working Paper Series. RePEc:qut:auncer:2010_16.

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9
102012Why 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
112007Effects 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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8
122007Are 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
132016Causal 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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8
142011Within-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
152013The 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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7
162008Unobservable 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
172013The 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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7
182010Evaluating 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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7
192008Extending 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
202009An 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
212016Does 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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6
222010Evidence of referees national favouritism in rugby. (2010). Page, Lionel. In: NCER Working Paper Series. RePEc:qut:auncer:2010_09.

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5
232006Limited 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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5
242009The 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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5
252019A 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
262010The 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
272011Contracting 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
282008The 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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4
292012Forecasting 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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4
302008The 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
312011Forecasting Equicorrelation. (2011). Smith, Daniel ; Coleman-Fenn, Christopher ; Clements, Adam. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3.

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4
322007Imported 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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4
332008Estimating 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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3
342012Variation 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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3
352007Econometric 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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3
362007Social 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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3
37Testing the Profitability of Technical Analysis as a Portfolio Selection Strategy. (2009). Pavlov, Vlad ; Hurn, Stan. In: NCER Working Paper Series. RePEc:qut:auncer:2009_65.

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3
382012A Spatial Econometric Analysis of the Effect of Vertical Restraints and Branding on Retail Gasoline Pricing. (2012). Rambaldi, Alicia ; McDonald, Stuart ; Hurn, Stan ; Hogg, Stephen . In: NCER Working Paper Series. RePEc:qut:auncer:2012_9.

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3
39Macro-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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3
402012The 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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3
412007The 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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3
422006Inventories, 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
432013On the Benefits of Equicorrelation for Portfolio Allocation. (2013). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2013_92.

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3
442006Estimating Stochastic Volatility Models Using a Discrete Non-linear Filter. Working paper #3. (2006). Hurn, Stan ; Clements, Adam ; White, Scott. In: NCER Working Paper Series. RePEc:qut:auncer:2006-3.

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2
452008Buying Online: Sequential Decision Making by Shopbot Visitors. (2008). Winter-Ebmer, Rudolf ; Hackl, Franz ; Dulleck, Uwe ; Weiss, Bernhard . In: NCER Working Paper Series. RePEc:qut:auncer:2008-20.

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2
462016An 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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2
472009The Economics of Discrimination: Evidence from Basketball. (2009). Kahn, Lawrence. In: NCER Working Paper Series. RePEc:qut:auncer:2009_44.

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2
482016Investigating 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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2
492013City Relative Price Dynamics in Australia: Are Structural Breaks Important?. (2013). Nath, Hiranya K ; Sarkar, Jayanta. In: NCER Working Paper Series. RePEc:qut:auncer:2013_01.

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1
502009Forecast performance of implied volatility and the impact of the volatility risk premium. (2009). Coleman-Fenn, Christopher ; Clements, Adam ; Becker, Ralf. In: NCER Working Paper Series. RePEc:qut:auncer:2009_58.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Causal 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

7
22012Semi-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

7
32008Momentum 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

4
42019A 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
52007Some 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

4
62006Income 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

4
72016Does 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

4
82009Evaluating 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

3
92012The 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

2
102010Evidence 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

2
Citing documents used to compute impact factor: 1
YearTitle
2020Holidays, weekends and range-based volatility. (2020). Pardo, Angel ; Diaz-Mendoza, Ana-Carmen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819303110.

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Recent citations
Recent citations received in 2019
YearCiting document