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Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics

Citation Profile [Updated: 2026-03-14 21:09:38]
5 Years H Index
18
Impact Factor (IF)
0.14
5 Years IF
0.15
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
1994 0 0.16 0 0 13 13 48 0 0 0 0 0 0.08
1995 0.15 0.22 0.06 0.15 20 33 72 2 2 13 2 13 2 0 0 0.12
1996 0.09 0.24 0.08 0.09 19 52 131 4 6 33 3 33 3 0 1 0.05 0.14
1997 0.15 0.27 0.14 0.15 14 66 10 9 15 39 6 52 8 0 0 0.15
1998 0.15 0.32 0.07 0.08 18 84 62 6 21 33 5 66 5 0 0 0.18
1999 0.06 0.4 0.13 0.14 14 98 42 13 34 32 2 84 12 7 53.8 0 0.26
2000 0.25 0.55 0.23 0.2 11 109 54 25 59 32 8 85 17 7 28 2 0.18 0.25
2001 0.12 0.48 0.18 0.18 11 120 53 22 81 25 3 76 14 3 13.6 1 0.09 0.27
2002 0.32 0.55 0.28 0.19 21 141 52 36 121 22 7 68 13 12 33.3 2 0.1 0.31
2003 0.13 0.52 0.16 0.15 22 163 83 26 147 32 4 75 11 0 3 0.14 0.3
2004 0.26 0.59 0.27 0.28 27 190 75 51 198 43 11 79 22 10 19.6 6 0.22 0.36
2005 0.31 0.61 0.31 0.33 26 216 124 67 265 49 15 92 30 16 23.9 7 0.27 0.35
2006 0.3 0.58 0.26 0.3 22 238 137 60 326 53 16 107 32 9 15 3 0.14 0.33
2007 0.35 0.51 0.29 0.34 14 252 85 73 399 48 17 118 40 17 23.3 2 0.14 0.29
2008 0.19 0.58 0.2 0.28 9 261 55 52 451 36 7 111 31 2 3.8 4 0.44 0.29
2009 0.26 0.58 0.21 0.3 17 278 62 59 510 23 6 98 29 11 18.6 1 0.06 0.33
2010 0.38 0.53 0.22 0.27 23 301 78 66 576 26 10 88 24 16 24.2 6 0.26 0.3
2011 0.38 0.61 0.24 0.41 26 327 61 80 656 40 15 85 35 7 8.8 8 0.31 0.37
2012 0.33 0.67 0.24 0.31 20 347 47 85 741 49 16 89 28 13 15.3 7 0.35 0.36
2013 0.5 0.65 0.47 0.52 29 376 49 178 919 46 23 95 49 33 18.5 5 0.17 0.34
2014 0.2 0.67 0.26 0.37 30 406 38 106 1025 49 10 115 43 27 25.5 4 0.13 0.34
2015 0.19 0.65 0.19 0.17 21 427 49 79 1104 59 11 128 22 16 20.3 7 0.33 0.36
2016 0.22 0.63 0.12 0.18 20 447 29 54 1158 51 11 126 23 6 11.1 5 0.25 0.34
2017 0.24 0.61 0.13 0.18 22 469 55 61 1219 41 10 120 21 7 11.5 3 0.14 0.34
2018 0.29 0.6 0.13 0.22 24 493 62 63 1282 42 12 122 27 11 17.5 4 0.17 0.34
2019 0.65 0.61 0.2 0.4 33 526 39 106 1388 46 30 117 47 23 21.7 6 0.18 0.35
2020 0.37 0.69 0.17 0.29 46 572 120 96 1484 57 21 120 35 15 15.6 18 0.39 0.73
2021 0.57 0.9 0.19 0.41 24 596 11 113 1597 79 45 145 59 5 4.4 1 0.04 0.37
2022 0.44 0.66 0.14 0.28 14 610 11 85 1682 70 31 149 42 5 5.9 1 0.07 0.21
2023 0.13 0.49 0.09 0.2 22 632 8 57 1739 38 5 141 28 4 7 1 0.05 0.16
2024 0.28 0.52 0.08 0.21 21 653 2 55 1794 36 10 139 29 0 0 0.2
2025 0.14 0.05 0.15 11 664 0 30 1824 43 6 127 19 0 0
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
12006Lee-Carter mortality forecasting: a multi-country comparison of variants and extensions. (2006). Hyndman, Rob ; de Jong, Piet ; Tickle, Leonie ; Booth, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-13.

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71
21995Estimation and Prediction for a Class of Dynamic Nonlinear Statistical Models.. (1995). Snyder, Ralph ; Ord, John ; Koehler, A.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1995-4.

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54
32007Automatic time series forecasting: the forecast package for R.. (2007). Hyndman, Rob ; Khandakar, Yeasmin . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2007-6.

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47
41996Computers and Productivity in France: Some Evidence.. (1996). MAIRESSE, Jacques ; Greenan, Nathalie ; Greenman, N.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-15.

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44
52003A Monte Carlo Investigation of Some Tests for Stochastic Dominance. (2003). Zhang, Xibin ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2003-7.

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40
61996A Comparative Analysis of Different Estimatiors for Dynamic Panel data Models.. (1996). Matyas, Laszlo ; Harris, Mark. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-4.

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36
71996Testing for Structural Change in Cointegrated Regression Models: Some Comparisons and Generalizations.. (1996). Hao, K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-3.

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32
82005Another Look at Measures of Forecast Accuracy. (2005). Hyndman, Rob ; Koehler, Anne B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-13.

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29
91994A Significance Test for Classifying ARMA Models.. (1994). Maharaj, Elizabeth. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1994-18.

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28
102017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Ben Taieb, Souhaib ; Taylor, James W. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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24
111998Nonparametric Estimation and Symmetry Tests for Conditional Density Functions.. (1998). Hyndman, Rob ; Yao, Q.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-17.

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23
121999Does International Trade Synchronize Business Cycles?. (1999). Vahid, Farshid ; Kwark, Noh-Sun ; Anderson, Heather ; Kwark, N.-S., . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1999-8.

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22
132008Density forecasting for long-term peak electricity demand. (2008). Hyndman, Rob ; Fan, Shu. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-6.

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22
142018Meta-learning how to forecast time series. (2018). Talagala, Thiyanga ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-6.

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20
152005Robust forecasting of mortality and fertility rates: a functional data approach. (2005). Hyndman, Rob ; Md. Shahid Ullah, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-2.

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20
162020A Linear Estimator for FactorAugmented Fixed-T Panels with Endogenous Regressors. (2020). Sarafidis, Vasilis ; Juodis, Arturas. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-5.

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19
172001Prediction Intervals for Exponential Smoothing State Space Models.. (2001). Snyder, Ralph ; Ord, John ; Hyndman, Rob ; Koehler, A. B.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2001-11.

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19
182008Rainbow plots, Bagplots and Boxplots for Functional Data. (2008). Shang, Han Lin ; Hyndman, Rob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-9.

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19
192020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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18
202009The tourism forecasting competition. (2009). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2008-10.

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15
212009Forecasting time series with complex seasonal patterns using exponential smoothing. (2009). Hyndman, Rob ; de Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-15.

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14
222018Probabilisitic forecasts in hierarchical time series. (2018). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-11.

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12
232009Efficiency, Technical Change, and Returns to Scale in Large U.S. Banks: Panel Data Evidence from an Output Distance Function Satisfying Theoretical Regularity. (2009). Serletis, Apostolos ; Feng, Guohua. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-5.

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12
242020On the Evaluation of Hierarchical Forecasts. (2020). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-2.

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12
252010What Do the Bingers Drink? Microeconometric Evidence on Negative Externatilities of Alcohol Consumption by Beverage Types. (2010). Zhao, Xueyan ; Srivastava, Preety Pratima. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-1.

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12
262002Estimation of Hyperbolic Diffusion Using MCMC Method. (2002). Zhang, Xibin ; Yu, Jun ; Tse, Y. K.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-18.

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12
272000Predicting the Probability of a Recession with Nonlinear Autoregressive Leading Indicator Models.. (2000). Vahid, Farshid ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-3.

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12
281998U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks. (1998). Martin, Gael. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1998-1.

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12
292004Inflation, Financial Development and Endogenous Growth. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-24.

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12
302004Inflation, Financial Development and Growth in Transition Countries. (2004). Harris, Mark ; Gillman, Max. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-23.

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12
312020Celebrating 40 Years of Panel Data Analysis: Past, Present and Future. (2020). Sarafidis, Vasilis ; Wansbeek, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-6.

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11
321996The Robustness of Estimators for Dynamic Panel Data Models to Misspecification.. (1996). Matyas, Laszlo ; Harris, Mark ; Longmire, R. J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-9.

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11
332012Recursive and direct multi-step forecasting: the best of both worlds. (2012). Hyndman, Rob ; Ben Taieb, Souhaib. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-19.

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11
342011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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11
352010Do Jumps Matter? Forecasting Multivariate Realized Volatility allowing for Common Jumps. (2010). Vahid, Farshid ; Liao, Yin ; Anderson, Heather. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-11.

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11
362013Functional Coefficient Nonstationary Regression with Non- and Semi-Parametric Cointegration. (2013). Phillips, Peter ; GAO, Jiti ; Peter C. B. Phillips, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2013-16.

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10
372018Testing for common breaks in a multiple equations system. (2018). Perron, Pierre ; Oka, Tatsushi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-3.

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10
382004Value of Expertise For Forecasting Decisions in Conflicts. (2004). Green, Kesten ; Armstrong, J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2004-27.

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10
392000Bayesian Soft Target Zones.. (2000). Forbes, Catherine ; Kofman, P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2000-4.

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10
402002Cobb-Douglas Utility - Eventually!. (2002). Rimmer, Maureen ; Powell, Alan ; McLaren, Keith. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2002-12.

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10
412006VARMA versus VAR for Macroeconomic Forecasting. (2006). Vahid, Farshid ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-4.

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10
422020Bounding Program Benefits When Participation is Misreported. (2020). Tommasi, Denni ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-24.

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9
432005Forecasting Accuracy and Estimation Uncertainty Using VAR Models with Short- and Long-Term Economic Restrictions: A Monte-Carlo Study. (2005). Issler, João ; Guillén, Osmani ; Athanasopoulos, George ; Osmani Teixeira de Carvalho Guillen, . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-15.

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9
442006Modelling and forecasting Australian domestic tourism. (2006). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-19.

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9
452020The More the Poorer? Resource Sharing and Scale Economies in Large Families. (2020). Wolf, Alexander ; Tommasi, Denni ; Calvi, Rossella ; Penglase, Jacob. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-46.

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9
462006Properties of the Sieve Bootstrap for Fractionally Integrated and Non-Invertible Processes. (2006). Poskitt, Donald. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2006-12.

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9
472010Short-term load forecasting based on a semi-parametric additive model. (2010). Hyndman, Rob ; Fan, Shu. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-17.

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9
482005Forecasting age-specific breast cancer mortality using functional data models. (2005). Hyndman, Rob ; Gertig, Dorota M. ; Erbas, Bircan. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2005-3.

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9
491996Growth Convergence: Some Panel Data Evidence.. (1996). Matyas, Laszlo ; Lee, Xin ; Harris, Mark ; Longmire, R.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:1996-14.

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9
502020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation. (2020). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-26.

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8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine ; Maneesoonthorn, Worapree ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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9
22020On the Evaluation of Hierarchical Forecasts. (2020). Athanasopoulos, George ; Kourentzes, Nikolaos. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-2.

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5
32017Coherent Probabilistic Forecasts for Hierarchical Time Series. (2017). Hyndman, Rob ; Ben Taieb, Souhaib ; Taylor, James W. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2017-3.

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5
42023Forecast Reconciliation: A Review. (2023). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-8.

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3
52018Meta-learning how to forecast time series. (2018). Talagala, Thiyanga ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-6.

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3
62012Recursive and direct multi-step forecasting: the best of both worlds. (2012). Hyndman, Rob ; Ben Taieb, Souhaib. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-19.

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3
72021Interactive Effects Panel Data Models with General Factors and Regressors. (2021). Westerlund, Joakim ; Su, Liangjun ; Yang, Yanrong ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-23.

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2
82020Bounding Program Benefits When Participation is Misreported. (2020). Tommasi, Denni ; Zhang, Lina. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-24.

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2
92010Automatic forecasting with a modified exponential smoothing state space framework. (2010). de Livera, Alysha M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-10.

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2
102010Forecasting Compositional Time Series with Exponential Smoothing Methods. (2010). Snyder, Ralph ; Ord, John ; Koehler, Anne B. ; Beaumont, Adrian . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2010-20.

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2
112020Investor-herding and risk-profiles: A State-Space Model-based Assessment. (2020). Brooks, Robert ; Nath, Harminder B. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-9.

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2
122023Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering. (2023). Mattera, Raffaele ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-17.

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2
132022Variational Bayes in State Space Models: Inferential and Predictive Accuracy. (2022). Loaiza Maya, Rubén ; Loaiza-Maya, Ruben ; Martin, Gael M ; Frazier, David T. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-1.

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2
142021On Time-Varying VAR models: Estimation, Testing and Impulse Response Analysis. (2021). Peng, Bin ; GAO, Jiti ; Yan, Yayi. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2021-17.

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2
152020Probabilistic Forecast Reconciliation: Properties, Evaluation and Score Optimisation. (2020). Panagiotelis, Anastasios ; Hyndman, Rob ; Athanasopoulos, George ; Gamakumara, Puwasala. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-26.

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2
Citing documents used to compute impact factor: 6
YearTitle
2025Sequential Scoring Rule Evaluation for Forecast Method Selection. (2025). Poskitt, Donald ; Frazier, David T. In: Papers. RePEc:arx:papers:2505.09090.

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2025Unified carbon emissions and market prices forecasts of the power grid. (2025). Kvasnica, Michal ; Klauo, Martin ; Koht, Roman. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pc:s030626192401910x.

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2025Optimal allocations with distortion risk measures and mixed risk attitudes. (2025). Ghossoub, Mario ; Wang, Ruodu ; Ren, Qinghua. In: Papers. RePEc:arx:papers:2510.18236.

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2025Inference in High-Dimensional Panel Models: Two-Way Dependence and Unobserved Heterogeneity. (2025). Chen, Kaicheng. In: Papers. RePEc:arx:papers:2504.18772.

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2025Three-dimensional heterogeneous panel data models with multi-level interactive fixed effects. (2025). Su, Liangjun ; Jin, Sainan ; Lu, Xun. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000119.

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2025Constructing hierarchical time series through clustering: Is there an optimal way for forecasting?. (2025). Panagiotelis, Anastasios ; Zhang, Bohan. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1022-1036.

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Recent citations
Recent citations received in 2024
YearCiting document

Recent citations received in 2023
YearCiting document
2023Improving out-of-sample Forecasts of Stock Price Indexes with Forecast Reconciliation and Clustering. (2023). Mattera, Raffaele ; Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-17.

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Recent citations received in 2022
YearCiting document
2022A Nonparametric Panel Model for Climate Data with Seasonal and Spatial Variation. (2022). LINTON, OLIVER ; Gao, Jiti ; Peng, Bin. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2022-9.

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