Working Paper Series / Finance Discipline Group, UTS Business School, University of Technology, Sydney
Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
14
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
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1991 | 0 | 0.15 | 0 | 0 | 12 | 12 | 34 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1992 | 0 | 0.13 | 0.14 | 0 | 10 | 22 | 326 | 3 | 3 | 12 | 12 | 1 | 33.3 | 3 | 0.3 | 0.09 | ||
| 1993 | 0.05 | 0.17 | 0.12 | 0.05 | 12 | 34 | 24 | 4 | 7 | 22 | 1 | 22 | 1 | 4 | 100 | 2 | 0.17 | 0.1 |
| 1994 | 0.09 | 0.17 | 0.07 | 0.06 | 8 | 42 | 26 | 2 | 10 | 22 | 2 | 34 | 2 | 2 | 100 | 0 | 0.08 | |
| 1995 | 0.2 | 0.22 | 0.23 | 0.14 | 14 | 56 | 65 | 13 | 23 | 20 | 4 | 42 | 6 | 9 | 69.2 | 6 | 0.43 | 0.13 |
| 1996 | 0.36 | 0.25 | 0.27 | 0.23 | 15 | 71 | 21 | 19 | 42 | 22 | 8 | 56 | 13 | 13 | 68.4 | 1 | 0.07 | 0.14 |
| 1997 | 0.17 | 0.27 | 0.17 | 0.17 | 6 | 77 | 17 | 13 | 55 | 29 | 5 | 59 | 10 | 3 | 23.1 | 1 | 0.17 | 0.15 |
| 1998 | 0.1 | 0.32 | 0.15 | 0.09 | 4 | 81 | 2 | 12 | 67 | 21 | 2 | 55 | 5 | 3 | 25 | 0 | 0.18 | |
| 1999 | 0.2 | 0.39 | 0.51 | 0.19 | 15 | 96 | 21 | 40 | 116 | 10 | 2 | 47 | 9 | 26 | 65 | 23 | 1.53 | 0.26 |
| 2000 | 0 | 0.54 | 0.23 | 0.2 | 11 | 107 | 70 | 24 | 141 | 19 | 54 | 11 | 3 | 12.5 | 0 | 0.25 | ||
| 2001 | 0.15 | 0.49 | 0.23 | 0.08 | 4 | 111 | 8 | 25 | 167 | 26 | 4 | 51 | 4 | 2 | 8 | 1 | 0.25 | 0.28 |
| 2002 | 0.27 | 0.54 | 0.25 | 0.15 | 9 | 120 | 42 | 29 | 197 | 15 | 4 | 40 | 6 | 9 | 31 | 5 | 0.56 | 0.31 |
| 2003 | 0.38 | 0.53 | 0.39 | 0.28 | 12 | 132 | 47 | 52 | 249 | 13 | 5 | 43 | 12 | 23 | 44.2 | 3 | 0.25 | 0.3 |
| 2004 | 0.33 | 0.6 | 0.28 | 0.27 | 7 | 139 | 17 | 38 | 288 | 21 | 7 | 51 | 14 | 5 | 13.2 | 1 | 0.14 | 0.36 |
| 2005 | 0.11 | 0.6 | 0.23 | 0.12 | 5 | 144 | 8 | 33 | 321 | 19 | 2 | 43 | 5 | 0 | 0 | 0.36 | ||
| 2006 | 0.17 | 0.59 | 0.25 | 0.11 | 6 | 150 | 33 | 37 | 358 | 12 | 2 | 37 | 4 | 1 | 2.7 | 4 | 0.67 | 0.34 |
| 2007 | 0.64 | 0.52 | 0.32 | 0.46 | 1 | 151 | 1 | 49 | 407 | 11 | 7 | 39 | 18 | 1 | 2 | 0 | 0.29 | |
| 2008 | 0.14 | 0.59 | 0.27 | 0.16 | 6 | 157 | 3 | 43 | 450 | 7 | 1 | 31 | 5 | 1 | 2.3 | 0 | 0.29 | |
| 2009 | 0.14 | 0.58 | 0.2 | 0.32 | 2 | 159 | 0 | 32 | 482 | 7 | 1 | 25 | 8 | 2 | 6.3 | 0 | 0.33 | |
| 2010 | 0 | 0.52 | 0.21 | 0.15 | 5 | 164 | 66 | 35 | 517 | 8 | 20 | 3 | 0 | 1 | 0.2 | 0.3 | ||
| 2011 | 1.14 | 0.62 | 0.26 | 0.6 | 3 | 167 | 5 | 43 | 560 | 7 | 8 | 20 | 12 | 0 | 1 | 0.33 | 0.37 | |
| 2012 | 2.5 | 0.68 | 0.27 | 1.24 | 9 | 176 | 86 | 48 | 608 | 8 | 20 | 17 | 21 | 1 | 2.1 | 2 | 0.22 | 0.36 |
| 2013 | 0.25 | 0.66 | 0.19 | 0.2 | 2 | 178 | 1 | 33 | 641 | 12 | 3 | 25 | 5 | 0 | 0 | 0.35 | ||
| 2014 | 0.55 | 0.67 | 0.25 | 0.76 | 3 | 181 | 9 | 46 | 687 | 11 | 6 | 21 | 16 | 0 | 0 | 0.34 | ||
| 2015 | 0.2 | 0.65 | 0.32 | 1.05 | 3 | 184 | 11 | 59 | 746 | 5 | 1 | 22 | 23 | 1 | 1.7 | 0 | 0.36 | |
| 2016 | 0.33 | 0.64 | 0.16 | 0.35 | 1 | 185 | 0 | 30 | 776 | 6 | 2 | 20 | 7 | 0 | 1 | 1 | 0.34 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 1992 | The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers || Download paper | 310 |
| 2 | 2010 | Labor Supply and Taxes: A Survey. (2010). Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:160. Full description at Econpapers || Download paper | 60 |
| 3 | 2012 | The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers || Download paper | 52 |
| 4 | 2000 | The Game Academics Play: Editors Versus Authors. (2000). . In: Working Paper Series. RePEc:uts:wpaper:105. Full description at Econpapers || Download paper | 33 |
| 5 | 1995 | Transformation of Heath-Jarrow-Morton Models to Markovian Systems. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:53. Full description at Econpapers || Download paper | 32 |
| 6 | 2003 | International Diversification of Real Estate Assets - Is it Worth It? Evidence from the Literature. (2003). Wilson, Patrick ; Zurbruegg, Ralf. In: Working Paper Series. RePEc:uts:wpaper:126. Full description at Econpapers || Download paper | 28 |
| 7 | 2006 | Keynesian Macrodynamics and the Phillips Curve. An Estimated Baseline Macromodel for the U.S. Economy. (2006). Semmler, Willi ; Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:147. Full description at Econpapers || Download paper | 25 |
| 8 | 1991 | Determinants of Corporate Capital Structure: Australian Evidence. (1991). Chiarella, Carl ; Ah Boon Sim, ; Pham, Toan ; Tan, Madeleine. In: Working Paper Series. RePEc:uts:wpaper:3. Full description at Econpapers || Download paper | 21 |
| 9 | 2002 | Nonlinear Phillips Curves, Complex Dynamics and Monetary Policy in a Keynesian Macro Model. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Gong, G.. In: Working Paper Series. RePEc:uts:wpaper:120. Full description at Econpapers || Download paper | 18 |
| 10 | Are Real Estate and Securities Markets Integrated? Some Australian Evidence. (1994). Wilson, Patrick ; Ta, Guy ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:42. Full description at Econpapers || Download paper | 17 | |
| 11 | 2000 | The Research Output of Academic Economists in Brazil. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:100. Full description at Econpapers || Download paper | 17 |
| 12 | 2012 | A Gold Bubble?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:175. Full description at Econpapers || Download paper | 16 |
| 13 | 1997 | Evaluation of Derivative Security Prices in the Heath-Jarrow-Morton Framework as Path Integrals Using Fast Fourier Transform Techniques. (1997). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:72. Full description at Econpapers || Download paper | 16 |
| 14 | 1993 | The Sources of Unemployment: A Simple Econometric Analysis. (1993). Valentine, Tom . In: Working Paper Series. RePEc:uts:wpaper:32. Full description at Econpapers || Download paper | 15 |
| 15 | 2002 | Type I Spurious Regression in Econometrics. (2002). Chiarella, Carl ; Gao, S.. In: Working Paper Series. RePEc:uts:wpaper:114. Full description at Econpapers || Download paper | 14 |
| 16 | 2000 | An Economic Analysis of the Peter and Dilbert Principles. (2000). Faria, Joao. In: Working Paper Series. RePEc:uts:wpaper:101. Full description at Econpapers || Download paper | 13 |
| 17 | 1995 | The Estimation of the Heath-Jarrow-Morton Model by Use of Kalman Filtering Techniques. (1995). Chiarella, Carl ; Bhar, Ram. In: Working Paper Series. RePEc:uts:wpaper:54. Full description at Econpapers || Download paper | 10 |
| 18 | 2004 | Keynesian Dynamics and the Wage-Price Spiral: A Baseline Disequilibrium Model. (2004). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:139. Full description at Econpapers || Download paper | 10 |
| 19 | 1995 | Using Non-Linear Tests to Examine Integration Between Real Estate and Equity Markets. (1995). Wilson, Patrick ; Okunev, John . In: Working Paper Series. RePEc:uts:wpaper:47. Full description at Econpapers || Download paper | 10 |
| 20 | 2012 | Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers || Download paper | 9 |
| 21 | 1999 | The Dynamics of the Cobweb when Producers are Risk Averse Learners. (1999). He, Xuezhong ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:90. Full description at Econpapers || Download paper | 9 |
| 22 | 2015 | Board Size and Firm Value: Evidence from Australia. (2015). Zhao, Ruoyun (Lucy) ; Tong, Alex ; Rahman, Nahid ; Nguyen, Pascal. In: Working Paper Series. RePEc:uts:wpaper:182. Full description at Econpapers || Download paper | 9 |
| 23 | 1996 | A Preference Free Partial Differential Equation for the Term Structure of Interest Rates. (1996). El-Hassan, Nadima ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:63. Full description at Econpapers || Download paper | 9 |
| 24 | 1992 | Developments in Nonlinear Economic Dynamics: Past, Present and Future. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:14. Full description at Econpapers || Download paper | 8 |
| 25 | 2014 | Does a Nearby Murder Affect Housing Prices and Rents? The Case of Sydney. (2014). Lee, Adrian ; Klimova, Anastasia. In: Working Paper Series. RePEc:uts:wpaper:181. Full description at Econpapers || Download paper | 8 |
| 26 | 2006 | Keynesian Disequilibrium Dynamics: Convergence, Roads to Instability and the Emergence of Complex Business Fluctuations. (2006). Flaschel, Peter ; Chen, Pu ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:146. Full description at Econpapers || Download paper | 7 |
| 27 | 2001 | Real-Financial Interaction: A Reconsideration of the Blanchard Model with a State-of-Market Dependent Reaction Coefficient. (2001). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:111. Full description at Econpapers || Download paper | 7 |
| 28 | 2002 | Stability Analysis of a High-Dimensional Macrodynamic Model of Real-Financial Interaction: A Cascade of Matrices Approach. (2002). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Franke, Reiner. In: Working Paper Series. RePEc:uts:wpaper:123. Full description at Econpapers || Download paper | 7 |
| 29 | 1999 | Towards Applied Disequilibrium Growth Theory: III Basic Partial Feedback Structures and Stability Issues. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:95. Full description at Econpapers || Download paper | 7 |
| 30 | 1999 | Towards Applied Disequilibrium Growth Theory: II Intensive Form and Steady State Analysis of the Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:94. Full description at Econpapers || Download paper | 7 |
| 31 | 2005 | A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:143. Full description at Econpapers || Download paper | 7 |
| 32 | 1999 | Towards Applied Disequilibrium Growth Theory: VI Substitution, Money-Holdings, Wealth-Effects and Further Extensions. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:98. Full description at Econpapers || Download paper | 7 |
| 33 | 2005 | A Test of the Strategic Effect of Basel II Operational Risk Requirements on Banks. (2005). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:141. Full description at Econpapers || Download paper | 6 |
| 34 | 2003 | Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model. (2003). Flaschel, Peter ; Chiarella, Carl ; Zhu, Peiyuan . In: Working Paper Series. RePEc:uts:wpaper:96. Full description at Econpapers || Download paper | 6 |
| 35 | 1999 | Towards Applied Disequilibrium Growth Theory: VII Intensive Form and Steady State Calculation in the Case of Substitution. (1999). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl ; Koper, C. ; Groh, G.. In: Working Paper Series. RePEc:uts:wpaper:99. Full description at Econpapers || Download paper | 6 |
| 36 | 1994 | The Changing Political Economy of Australian Racism. (1994). Collins, Jock. In: Working Paper Series. RePEc:uts:wpaper:41. Full description at Econpapers || Download paper | 6 |
| 37 | 1999 | Towards Applied Disequilibrium Growth Theory: I The Starting Model. (1999). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:93. Full description at Econpapers || Download paper | 6 |
| 38 | 2011 | Adverse Selection, Moral Hazard and the Demand for Medigap Insurance. (2011). Stavrunova, Olena ; Keane, Michael. In: Working Paper Series. RePEc:uts:wpaper:167. Full description at Econpapers || Download paper | 5 |
| 39 | 2004 | Basel II and Operational Risk - Overview of Key Concerns. (2004). Currie, Carolyn. In: Working Paper Series. RePEc:uts:wpaper:134. Full description at Econpapers || Download paper | 5 |
| 40 | 2012 | The Long-run Relationship of Gold and Silver and the Influence of Bubbles and Financial Crises. (2012). Baur, Dirk ; Tran, Duy T.. In: Working Paper Series. RePEc:uts:wpaper:172. Full description at Econpapers || Download paper | 5 |
| 41 | 1991 | The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence. (1991). Ah Boon Sim, ; Pham, Toan ; Loria, Simon. In: Working Paper Series. RePEc:uts:wpaper:5. Full description at Econpapers || Download paper | 5 |
| 42 | Australian Tax Changes and Dividend Reinvestment Announcement Effects: A Pre- and Post-Imputation Study. (1992). Skully, Michael ; Chan, Keith ; McColough, D. In: Working Paper Series. RePEc:uts:wpaper:16. Full description at Econpapers || Download paper | 5 | |
| 43 | 1996 | Testing for Evidence of Nonlinear Structure in Australian Real Estate Market Returns. (1996). Newell, Graham ; Stevenson, Max ; Peat, Maurice. In: Working Paper Series. RePEc:uts:wpaper:61. Full description at Econpapers || Download paper | 5 |
| 44 | 1995 | Fitting Parsimonious Yield Curve Models to Australian Coupon Bond Data. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:51. Full description at Econpapers || Download paper | 5 |
| 45 | 1991 | Monetary and Fiscal Policy Under Nonlinear Exchange Rate Dynamics. (1991). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:6. Full description at Econpapers || Download paper | 4 |
| 46 | 2000 | Price Flexibility and Debt Dynamics in a High Order AS-AD Model. (2000). Semmler, Willi ; Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:109. Full description at Econpapers || Download paper | 4 |
| 47 | 2003 | Towards Applied Disequilibrium Growth Theory: V Housing Investment Cycles, Private Debt Accumulation and Deflation. (2003). Flaschel, Peter ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:97. Full description at Econpapers || Download paper | 4 |
| 48 | 1995 | Modelling the Yields on Australian Coupon Paying Bonds. (1995). Hunt, Ben . In: Working Paper Series. RePEc:uts:wpaper:50. Full description at Econpapers || Download paper | 3 |
| 49 | 2015 | Modelling the Animal Spirits of Banks Lending Behaviour. (2015). Zhi, Tianhao ; Di Guilmi, Corrado ; Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:183. Full description at Econpapers || Download paper | 3 |
| 50 | 1995 | A Dynamic Analysis of Cournot Duopoly in Imperfectly Competitive Product and Factor Markets. (1995). Chiarella, Carl ; Okuguchi, Koji. In: Working Paper Series. RePEc:uts:wpaper:43. Full description at Econpapers || Download paper | 3 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2012 | The Destruction of a Safe Haven Asset?. (2012). Glover, Kristoffer ; Baur, Dirk. In: Working Paper Series. RePEc:uts:wpaper:174. Full description at Econpapers || Download paper | 19 |
| 2 | 1992 | The Dynamics of Speculative Behaviour. (1992). Chiarella, Carl. In: Working Paper Series. RePEc:uts:wpaper:13. Full description at Econpapers || Download paper | 11 |
| 3 | 2012 | Safe Haven Assets and Investor Behavior Under Uncertainty. (2012). McDermott, Thomas ; Baur, Dirk ; Thomas K. J. McDermott, . In: Working Paper Series. RePEc:uts:wpaper:173. Full description at Econpapers || Download paper | 3 |
| 4 | 1991 | The Performance of a Stock Index Futures Based Portfolio Insurance Scheme: Australian Evidence. (1991). Ah Boon Sim, ; Pham, Toan ; Loria, Simon. In: Working Paper Series. RePEc:uts:wpaper:5. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series