This paper considers the research productivity of New Zealand based economics departments over the period 2000 to 2006. It examines journal based research output across departments and individuals using six output measures. We show that Otago and Canterbury performed consistently well over the...

The paper analyses academic journal quality and impact using quality weighted citations that are based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A recently developed Index of Citations Quality (ICQ), based on quality weighted citations, is used to analyse...

New Zealand’s academic research assessment scheme, the Performance Based Research Fund (PBRF), was launched in 2002 with the stated objective of increasing research quality in the nation’s universities. Evaluation rounds were conducted in 2003, 2006 and 2012. In this paper, we employ 22...

In this paper we compare the rate of citation-capture across the social sciences and sciences, with particular attention paid to economics and its border disciplines generally located in Schools of Business. We also explore citation time-flow differences between a number of leading journals in...

Asian governments intervene in the world rice market to protect domestic consumers. Whether consumers are nutritionally vulnerable depends on the elasticity of calories with respect to rice prices. Common demand models applied to household survey and market price data ignore quality substitution...

The paper is concerned with ranking academic journal quality and research impact in Finance, based on the widely-used Thomson Reuters ISI Web of Science citations database. The paper analyses the 89 leading international journals in the ISI category of “Business – Finance” using...

The paper analyses academic journal quality and research impact using quality weighted citations versus total citations, based on the widely-used Thomson Reuters ISI Web of Science citations database (ISI). A new Index of Citations Quality (ICQ) is presented, based on quality weighted citations....

The paper focuses on the robustness of rankings of academic journal quality and research impact of 10 leading econometrics journals taken from the Thomson Reuters ISI Web of Science (ISI) Category of Economics, using citations data from ISI and the highly accessible Research Papers in Economics...

During the last 15 years, several Multivariate GARCH (MGARCH) models have appeared in the literature. Recent research has begun to examine MGARCH specifications in terms of their out-of-sample forecasting performance. We provide an empirical comparison of alternative MGARCH models, namely BEKK,...

Standard error corrections for clustered samples impose untested restrictions on spatial correlations. Our example shows these are too conservative, compared with a spatial error model that exploits information on exact locations of observations, causing inference errors when cluster corrections...