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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

NCER Working Paper Series / National Centre for Econometric Research

0.5

Impact Factor

0.26

5-Years IF

6

5-Years H index

[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 IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.430200 (%)0.22
20060.456620.3317001 (5.9%)20.330.19
20070.670.380.671420100.59264641 (1.1%)50.360.17
20080.60.380.61737160.4345201220122 (4.4%)30.180.17
20090.520.350.541552230.4437311637201 (2.7%)30.20.17
20100.470.320.61769310.452632155231 (%)0.15
20110.590.410.77877530.69732196953 (%)0.2
20120.160.460.371289280.312025471262 (10%)20.170.21
20130.40.490.314103330.3272086921 (%)10.070.22
20140.50.560.264107310.2926136617 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in 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: 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:

[Click on heading to sort table]

YearTitleCited
2007Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). . In: NCER Working Paper Series. RePEc:qut:auncer:2007-8.

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72
2009Evaluating multivariate volatility forecasts. (2009). Doolan, Mark ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_50.

Full description at Econpapers || Download paper

20
2008The mystery of the U-shaped relationship between happiness and age.. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-15.

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18
2012Semi-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

14
2010Sign Restrictions in Structural Vector Autoregressions: A Critical Review. (2010). Pagan, Adrian ; Fry, Renee . In: NCER Working Paper Series. RePEc:qut:auncer:2010_04.

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13
2006Income and Happiness: Evidence, Explanations and Economic Implications. Working paper #5. (2006). . In: NCER Working Paper Series. RePEc:qut:auncer:2006-5.

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7
2009An Econometric Analysis of Some Models for Constructed Binary Time Series. (2009). . In: NCER Working Paper Series. RePEc:qut:auncer:2009_39.

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6
2008Momentum in Australian Stock Returns: An Update. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-12.

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6
2009The Economics of Credence Goods: On the Role of Liability, Verifiability, Reputation and Competition. (2009). Kerschbamer, Rudolf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_55.

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5
2008Unobservable Shocks as Carriers of Contagion: A Dynamic Analysis Using Identified Structural GARCH. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-11.

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5
2006Limited Information Estimation and Evaluation of DSGE Models. Working paper #6. (2006). . In: NCER Working Paper Series. RePEc:qut:auncer:2006-6.

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5
2010Evaluating Value-at-Risk Models via Quantile Regression. (2010). Linton, Oliver ; Gaglianone, Wagner Piazza . In: NCER Working Paper Series. RePEc:qut:auncer:2010_14.

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5
2007Imported Equipment, Human Capital and Economic Growth in Developing Countries. (2007). Foster, Neil . In: NCER Working Paper Series. RePEc:qut:auncer:2007-91.

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4
2008Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-17.

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4
2010Can We Predict Recessions?. (2010). Harding, Don . In: NCER Working Paper Series. RePEc:qut:auncer:2010_16.

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4
2013The dynamics of co-jumps, volatility and correlation. (2013). . In: NCER Working Paper Series. RePEc:qut:auncer:2013_3.

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4
2013The 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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4
2007Effects of Tax Morale on Tax Compliance: Experimental and Survey Evidence. (2007). Cummings, Ronald G.. In: NCER Working Paper Series. RePEc:qut:auncer:2007-6.

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4
2007The Power of Positional Concerns: A Panel Analysis. (2007). . In: NCER Working Paper Series. RePEc:qut:auncer:2007-5.

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4
2011Within-subject Intra- and Inter-method consistency of two experimental risk attitude elicitation. (2011). Fell, Jacob ; Dulleck, Uwe ; Fooken, Jonas . In: NCER Working Paper Series. RePEc:qut:auncer:2011_5.

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4
2008The Jump component of S&P 500 volatility and the VIX index. (2008). McClelland, Andrew ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2008-13.

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4
2007Social Capital And Relative Income Concerns: Evidence From 26 Countries. (2007). . In: NCER Working Paper Series. RePEc:qut:auncer:2007-94.

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

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3
2007Are combination forecasts of S&P 500 volatility statistically superior?. (2007). Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2007-92.

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3
2011Forecasting Equicorrelation. (2011). Clements, Adam E ; Smith, Daniel R ; Coleman-Fenn, Christopher A. In: NCER Working Paper Series. RePEc:qut:auncer:2011_3.

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

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2
2012Why does child labour persist with declining poverty?. (2012). . In: NCER Working Paper Series. RePEc:qut:auncer:2012_7.

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2
2007Econometric Analysis of Structural Systems with Permanent and Transitory Shocks. Working paper #7. (2007). Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2007-1.

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2
2010The Credit Channel and Monetary Transmission in Brazil and Chile: A Structured VAR Approach. (2010). Pagan, Adrian ; Cato, Luis . In: NCER Working Paper Series. RePEc:qut:auncer:2009_66.

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2
2008Extending an SVAR Model of the Australian Economy. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-1.

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2
2009The Economics of Discrimination: Evidence from Basketball. (2009). . In: NCER Working Paper Series. RePEc:qut:auncer:2009_44.

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2
2012Forecasting 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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2
2008Estimating the Payoffs of Temperature-based Weather Derivatives. (2008). Lindsay, K A. In: NCER Working Paper Series. RePEc:qut:auncer:2008-22.

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2
2009Timeless Perspective Policymaking: When is Discretion Superior?. (2009). . In: NCER Working Paper Series. RePEc:qut:auncer:2009_38.

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1
2010Psychological pressure in competitive environments: Evidence from a randomized natural experiment: Comment. (2010). Lenz, Marc V. ; Sutter, Matthias ; Kocher, Martin G.. In: NCER Working Paper Series. RePEc:qut:auncer:2010_02.

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1
2008Are optimistic expectations keeping the Chinese happy?. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-26.

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1
2012Variation in Risk Seeking Behavior in a Natural Experiment on Large Losses Induced by a Natural Disaster. (2012). Savage, David ; Page, Lionel . In: NCER Working Paper Series. RePEc:qut:auncer:2012_6.

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1
2008Early Child Development and Maternal Labor Force Participation: Using Handedness as an Instrument. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-16.

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1
2008Inequality Aversion and Performance in and on the Field. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-25.

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1
2009Structural Macro-Econometric Modelling in a Policy Environment. (2009). Pagan, Adrian ; Fukac, Martin . In: NCER Working Paper Series. RePEc:qut:auncer:2009_63.

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1
2010Applying 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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1
2009Inter-market Arbitrage in Sports Betting. (2009). Franck, Egon ; Nuesch, Stephan ; Verbeek, Erwin . In: NCER Working Paper Series. RePEc:qut:auncer:2009_61.

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1
2013Econometric Issues when Modelling with a Mixture of I(1) and I(0) Variables. (2013). Pagan, Adrian ; Huh, Syeon-seung ; Fisher, Lance A. In: NCER Working Paper Series. RePEc:qut:auncer:2013_9.

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1
2012Selecting forecasting models for portfolio allocation. (2012). Clements, Adam E ; Hurn, Stan ; Becker, Ralf ; Doolan, Mark . In: NCER Working Paper Series. RePEc:qut:auncer:2012_8.

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1
2008Buying Online: Sequential Decision Making by Shopbot Visitors. (2008). Weiss, Bernhard . In: NCER Working Paper Series. RePEc:qut:auncer:2008-20.

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1
2009A nonparametric approach to forecasting realized volatility. (2009). Clements, Adam ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_56.

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1
2007Teaching an Old Dog New Tricks: Improved Estimation of the Parameters of Stochastic Differential Equations by Numerical Solution of the Fokker-Planck Equation. (2007). Jeisman, J. ; Lindsay, K.. In: NCER Working Paper Series. RePEc:qut:auncer:2007-3.

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1
Macro-Econometric System Modelling @75. (2013). Pagan, Adrian ; Hall, Tony ; Jacobs, Jan . In: NCER Working Paper Series. RePEc:qut:auncer:2013_7.

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1

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2007Some Issues in Using Sign Restrictions for Identifying Structural VARs. (2007). . In: NCER Working Paper Series. RePEc:qut:auncer:2007-8.

Full description at Econpapers || Download paper

21
2012Semi-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

12
2013The dynamics of co-jumps, volatility and correlation. (2013). Clements, Adam ; Liao, Yin . In: NCER Working Paper Series. RePEc:qut:auncer:2013_03.

Full description at Econpapers || Download paper

4
2011Within-subject Intra- and Inter-method consistency of two experimental risk attitude elicitation. (2011). Fell, Jacob ; Dulleck, Uwe ; Fooken, Jonas . In: NCER Working Paper Series. RePEc:qut:auncer:2011_5.

Full description at Econpapers || Download paper

4
2009Evaluating multivariate volatility forecasts. (2009). Doolan, Mark ; Becker, Ralf . In: NCER Working Paper Series. RePEc:qut:auncer:2009_50.

Full description at Econpapers || Download paper

4
2008Robustness in Health Research: Do differences in health measures, techniques, and time frame matter?. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-17.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

3
2013The dynamics of co-jumps, volatility and correlation. (2013). . In: NCER Working Paper Series. RePEc:qut:auncer:2013_3.

Full description at Econpapers || Download paper

3
2008The mystery of the U-shaped relationship between happiness and age.. (2008). . In: NCER Working Paper Series. RePEc:qut:auncer:2008-15.

Full description at Econpapers || Download paper

2
2012Forecasting 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.

Full description at Econpapers || Download paper

2
2009The Economics of Discrimination: Evidence from Basketball. (2009). . In: NCER Working Paper Series. RePEc:qut:auncer:2009_44.

Full description at Econpapers || Download paper

2
2012Why does child labour persist with declining poverty?. (2012). . In: NCER Working Paper Series. RePEc:qut:auncer:2012_7.

Full description at Econpapers || Download paper

2
2010Evaluating Value-at-Risk Models via Quantile Regression. (2010). Linton, Oliver ; Gaglianone, Wagner Piazza . In: NCER Working Paper Series. RePEc:qut:auncer:2010_14.

Full description at Econpapers || Download paper

2
2007Imported Equipment, Human Capital and Economic Growth in Developing Countries. (2007). Foster, Neil . In: NCER Working Paper Series. RePEc:qut:auncer:2007-91.

Full description at Econpapers || Download paper

2
2010Can We Predict Recessions?. (2010). Harding, Don . In: NCER Working Paper Series. RePEc:qut:auncer:2010_16.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 13:

[Click on heading to sort table]

YearTitleSee
2014Multi-jumps. (2014). Kolokolov, Aleksey ; Reno, Roberto ; Caporin, Massimiliano . In: MPRA Paper. RePEc:pra:mprapa:58175.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes. (2014). and Philip Hans Franses, ; Gresnigt, Francine ; Kole, Erik . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140067.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Modeling and predicting the CBOE market volatility index. (2014). Medeiros, Marcelo C. ; Scharth, Marcel ; Fernandes, Marcelo . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:1-10.

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[Citation Analysis]
2014Efficient Modeling and Forecasting of the Electricity Spot Price. (2014). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1402.7027.

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[Citation Analysis]
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Hurn, A. S. ; Terasvirta, Timo ; Silvennoinen, Annastiina . In: CREATES Research Papers. RePEc:aah:create:2014-09.

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[Citation Analysis]
2014A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Silvennoinen, Annastiina ; Terasvirta, Timo ; Hurn, A S. In: NCER Working Paper Series. RePEc:qut:auncer:2014_01.

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[Citation Analysis]
2014Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1411.

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[Citation Analysis]
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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[Citation Analysis]
2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The Effects of Wind Generation Capacity on Electricity Prices and Generation Costs: a Monte Carlo Analysis. (2014). Curtis, John . In: Papers. RePEc:esr:wpaper:wp494.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Component estimation for electricity prices: Procedures and comparisons. (2014). Nan, Fany ; Lisi, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:143-159.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Child Work and Schooling in Pakistan— To What Extent Poverty and Other Demographic and Parental Background Matter?. (2014). Hina, Hafsa ; Nazir, Saman ; Qureshi, Madeeha Gohar . In: PIDE-Working Papers. RePEc:pid:wpaper:2014:105.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Child Labour, human capital formation and size of landholding: short run and long run analysis. (2014). Chakraborty, Bidisha . In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00487.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

[Click on heading to sort table]

YearTitleSee
2013International Transmissions to Australia: The Roles of the US and Euro Area. (2013). Osborne, Denise . In: Working Papers. RePEc:tas:wpaper:17208.

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[Citation Analysis]

Recent citations received in: 2012

[Click on heading to sort table]

YearTitleSee
2012Modeling spike occurrences in electricity spot prices for forecasting. (2012). Oliver, Grothe ; Dennis, Tuerk ; Hans, Manner . In: Research Memorandum. RePEc:unm:umamet:2012029.

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[Citation Analysis]
2012Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Dennis, Tuerk . In: Research Memorandum. RePEc:unm:umamet:2012036.

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[Citation Analysis]

Recent citations received in: 2011

[Click on heading to sort table]

YearTitleSee

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.