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 Updated May, 1 2008 147.392 documents processed, 3.154.300 references and 1.403.701 citations

 

 
 

Federal Reserve Bank of St. Louis / Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.050.1617383825050.290.07
19970.160.172153325010.050.09
19980.210.19263238837.590.350.12
19990.130.29203947600.19
20000.090.392083464020.10.2
20010.330.34203340137.70.18
20020.450.3924159401811.1110.460.2
20030.770.4143104443417.6140.330.21
20040.790.475296675311.3230.440.25
20050.610.4583153955820.7330.40.29
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series 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
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
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
 
Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 

 

Most cited documents in this series:

(1) RePEc:fip:fedlwp:2000-001 Learning about monetary policy rules (2002).
Cited: 106 times.

(2) RePEc:fip:fedlwp:2000-010 Perfecting the markets knowledge of monetary policy (2000).
Cited: 30 times.

(3) RePEc:fip:fedlwp:2002-023 Is inflation persistence intrinsic in industrial economies? (2003).
Cited: 29 times.

(4) RePEc:fip:fedlwp:2002-007 How well do monetary fundamentals forecast exchange rates? (2002).
Cited: 21 times.

(5) RePEc:fip:fedlwp:1996-006 Is technical analysis in the foreign exchange market profitable? a genetic programming approach (1997).
Cited: 18 times.

(6) RePEc:fip:fedlwp:2005-030 An analysis of recent studies of the effect of foreign exchange intervention (2005).
Cited: 18 times.

(7) RePEc:fip:fedlwp:2000-028 The practice of central bank intervention: looking under the hood (2000).
Cited: 15 times.

(8) RePEc:fip:fedlwp:1996-007 Monetary aggregation theory and statistical index numbers (1996).
Cited: 12 times.

(9) RePEc:fip:fedlwp:1999-001 Foreign direct investment in China: a spatial econometric study (1999).
Cited: 12 times.

(10) RePEc:fip:fedlwp:2000-018 The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits (2000).
Cited: 12 times.

(11) RePEc:fip:fedlwp:2003-013 Did the great inflation occur despite policymaker commitment to a Taylor rule? (2004).
Cited: 12 times.

(12) RePEc:fip:fedlwp:1997-012 How costly is sustained low inflation for the U.S. economy? (1998).
Cited: 12 times.

(13) RePEc:fip:fedlwp:1995-013 Why do banks disappear? The determinants of U.S. bank failures and acquisitions (1995).
Cited: 11 times.

(14) RePEc:fip:fedlwp:1997-018 Location determinants of new foreign-owned manufacturing plants (1997).
Cited: 11 times.

(15) RePEc:fip:fedlwp:2000-030 Determinacy, learnability, and monetary policy inertia (2003).
Cited: 10 times.

(16) RePEc:fip:fedlwp:2000-002 The domestic adjusted monetary base (2000).
Cited: 10 times.

(17) RePEc:fip:fedlwp:2005-018 Sticky-price models and the natural rate hypothesis (2005).
Cited: 9 times.

(18) RePEc:fip:fedlwp:2004-002 What explains the varying monetary response to technology shocks in G-7 countries? (2005).
Cited: 9 times.

(19) RePEc:fip:fedlwp:2003-010 The use of long-run restrictions for the identification of technology shocks (2003).
Cited: 8 times.

(20) RePEc:fip:fedlwp:2002-014 Nonlinearity and the permanent effects of recessions (2003).
Cited: 8 times.

(21) RePEc:fip:fedlwp:2000-029 NAFTA and the changing pattern of state exports (2002).
Cited: 8 times.

(22) RePEc:fip:fedlwp:2001-020 What happens when the technology growth trend changes?: transition dynamics, capital growth and the new economy (2001).
Cited: 8 times.

(23) RePEc:fip:fedlwp:1991-004 Learning equilibria (1991).
Cited: 8 times.

(24) RePEc:fip:fedlwp:1999-003 The end of moderate inflation in three transition economies? (1999).
Cited: 8 times.

(25) RePEc:fip:fedlwp:1996-004 A revised measure of the St. Louis adjusted monetary base (1996).
Cited: 8 times.

(26) RePEc:fip:fedlwp:1999-009 What makes a region entrepreneurial? evidence from Britain (1999).
Cited: 8 times.

(27) RePEc:fip:fedlwp:2001-001 Uncovering the risk-return relation in the stock market (2005).
Cited: 8 times.

(28) RePEc:fip:fedlwp:1995-016 Interbank netting agreement and the distribution of bank default risk (1995).
Cited: 7 times.

(29) RePEc:fip:fedlwp:2005-031 Identifying the effects of central bank intervention (2005).
Cited: 7 times.

(30) RePEc:fip:fedlwp:2004-001 The great inflation of the seventies: what really happened? (2004).
Cited: 7 times.

(31) RePEc:fip:fedlwp:2003-027 Inflation targeting: why it works and how to make it work better (2003).
Cited: 7 times.

(32) RePEc:fip:fedlwp:2004-011 Targeting vs. instrument rules for monetary policy (2004).
Cited: 7 times.

(33) RePEc:fip:fedlwp:1993-002 Explaining bank failures: deposit insurance, regulation, and efficiency (1993).
Cited: 7 times.

(34) RePEc:fip:fedlwp:2005-006 Optimal portfolio choice under regime switching, skew and kurtosis preferences (2005).
Cited: 7 times.

(35) RePEc:fip:fedlwp:1997-003 New evidence on returns to scale and product mix among U.S. commercial banks (1997).
Cited: 7 times.

(36) RePEc:fip:fedlwp:1989-006 On the frequency of large stock returns: putting booms and busts into perspective (1988).
Cited: 6 times.

(37) RePEc:fip:fedlwp:2003-021 The empirical failure of the expectations hypothesis of the term structure of bond yields (2005).
Cited: 6 times.

(38) RePEc:fip:fedlwp:2004-016 Learning and structural change in macroeconomic data (2004).
Cited: 6 times.

(39) RePEc:fip:fedlwp:2003-029 Size matters: asymmetric exchange rate pass-through at the industry level (2004).
Cited: 6 times.

(40) RePEc:fip:fedlwp:1999-008 Gender differences in self-employment (2004).
Cited: 6 times.

(41) RePEc:fip:fedlwp:2005-035 Comovement: its not a puzzle (2005).
Cited: 6 times.

(42) RePEc:fip:fedlwp:2004-026 The monetary instrument matters (2005).
Cited: 6 times.

(43) RePEc:fip:fedlwp:2001-021 Can Markov switching models predict excess foreign exchange returns? (2004).
Cited: 6 times.

(44) RePEc:fip:fedlwp:2000-014 Changing technology trends, transition dynamics and growth accounting (2005).
Cited: 6 times.

(45) RePEc:fip:fedlwp:1997-010 Predictability in international asset returns: a reexamination (1999).
Cited: 5 times.

(46) RePEc:fip:fedlwp:1994-014 A model of learning and emulation with artificial adaptive agents (1994).
Cited: 5 times.

(47) RePEc:fip:fedlwp:2005-004 Diamonds are forever, wars are not. Is conflict bad for private firms? (2005).
Cited: 5 times.

(48) RePEc:fip:fedlwp:1999-010 Controlling for heterogeneity in gravity models of trade and integration (2004).
Cited: 5 times.

(49) RePEc:fip:fedlwp:2001-002 Regime switching and monetary policy measurement (2003).
Cited: 5 times.

(50) RePEc:fip:fedlwp:2002-005 Federal funds rate prediction (2004).
Cited: 5 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:boc:bocoec:607 Changes in the Federal Reserve’s Inflation Target: Causes and Consequences (2005). Boston College Department of Economics / Boston College Working Papers in Economics

(2) RePEc:ces:ceswps:_1520 The Impact of FX Central Bank Intervention in a Noise Trading Framework (2005). CESifo GmbH / CESifo Working Paper Series

(3) RePEc:cfs:cfswop:wp200522 Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence (2005). Center for Financial Studies / CFS Working Paper Series

(4) RePEc:dul:wpaper:05-09rs Why do central banks intervene secretly? Preliminary evidence from the Bank of Japan (2005). Université libre de Bruxelles, Department of Applied Economics (DULBEA) / Working Papers DULBEA

(5) RePEc:fam:rpseri:rp132 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? (2005). International Center for Financial Asset Management and Engineering / FAME Research Paper Series

(6) RePEc:fip:fedlrd:y:2005:i:nov:p:3-16:n:v.1no.1 The 2001 recession and the states of the Eighth Federal Reserve District (2005). Regional Economic Development

(7) RePEc:fip:fedlrv:y:2005:i:mar:p:93-101:n:v.87no.2,pt.1 The FOMC: preferences, voting, and consensus (2005). Review

(8) RePEc:fip:fedlrv:y:2005:i:nov:p:685-718:n:v.87no.6 An analysis of recent studies of the effect of foreign exchange intervention (2005). Review

(9) RePEc:fip:fedlrv:y:2005:i:nov:p:719-34:n:v.87no.6 Discrete monetary policy changes and changing inflation targets in estimated dynamic stochastic general equilibrium models (2005). Review

(10) RePEc:fip:fedlwp:2003-028 Idiosyncratic volatility, stock market volatility, and expected stock returns (2005). Federal Reserve Bank of St. Louis / Working Papers

(11) RePEc:fip:fedlwp:2004-029 Is foreign exchange delta hedging risk priced? (2005). Federal Reserve Bank of St. Louis / Working Papers

(12) RePEc:fip:fedlwp:2005-002 Strategic asset allocation and consumption decisions under multivariate regime switching (2005). Federal Reserve Bank of St. Louis / Working Papers

(13) RePEc:fip:fedlwp:2005-005 Pessimistic beliefs under rational learning: quantitative implications for the equity premium puzzle (2005). Federal Reserve Bank of St. Louis / Working Papers

(14) RePEc:fip:fedlwp:2005-011 High equity premia and crash fears. Rational foundations (2005). Federal Reserve Bank of St. Louis / Working Papers

(15) RePEc:fip:fedlwp:2005-030 An analysis of recent studies of the effect of foreign exchange intervention (2005). Federal Reserve Bank of St. Louis / Working Papers

(16) RePEc:fip:fedlwp:2005-031 Identifying the effects of central bank intervention (2005). Federal Reserve Bank of St. Louis / Working Papers

(17) RePEc:fip:fedlwp:2005-053 The 2001 recession and the states of the Eighth Federal Reserve District (2005). Federal Reserve Bank of St. Louis / Working Papers

(18) RePEc:fip:fedlwp:2005-054 No smoking at the slot machines: the effect of a smoke-free law on Delaware gaming revenues (2005). Federal Reserve Bank of St. Louis / Working Papers

(19) RePEc:fip:fedlwp:2005-061 Regional disparities in the spatial correlation of state income growth (2005). Federal Reserve Bank of St. Louis / Working Papers

(20) RePEc:fip:fedlwp:2005-062 Recent developments in monetary macroeconomics and U.S. dollar policy (2005). Federal Reserve Bank of St. Louis / Working Papers

(21) RePEc:fip:fedlwp:2005-070 The microstructure of bond market tatonnement (2005). Federal Reserve Bank of St. Louis / Working Papers

(22) RePEc:fip:fedlwp:2005-073 Market timing with aggregate and idiosyncratic stock volatilities (2005). Federal Reserve Bank of St. Louis / Working Papers

(23) RePEc:fip:fedlwp:2005-075 Small caps in international equity portfolios: the effects of variance risk (2005). Federal Reserve Bank of St. Louis / Working Papers

(24) RePEc:fip:fedlwp:2005-076 Inflation and money: a puzzle (2005). Federal Reserve Bank of St. Louis / Working Papers

(25) RePEc:fir:econom:wp2005_15 The Effect of Seasonal Adjustment on the Properties of Business Cycle Regimes (2005). Universita' degli Studi di Firenze, Dipartimento di Statistica G. Parenti / Econometrics Working Papers Archive

(26) RePEc:kud:epruwp:05-07 Daily Effects of Foreign Exchange Intervention: Evidence from Official Bank of Canada Data (2005). Economic Policy Research Unit (EPRU), University of Copenhagen. Department of Economics (formerly Institute of Economics) / EPRU Working Paper Series

(27) RePEc:nbr:nberwo:11130 Trends in Hours, Balanced Growth, and the Role of Technology in the Business Cycle (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(28) RePEc:nbr:nberwo:11736 Stock Returns and Expected Business Conditions: Half a Century of Direct Evidence (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(29) RePEc:nbr:nberwo:11824 Downside Risk (2005). National Bureau of Economic Research, Inc / NBER Working Papers

(30) RePEc:upf:upfgen:829 Trends in Hours, Balanced Growth and the Role of Technology in the Business Cycle (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(31) RePEc:wpa:wuwpfi:0506009 Portfolio Selection with Two-Stage Preferences (2005). EconWPA / Finance

(32) RePEc:wpa:wuwpio:0511016 Status Quo Effects in Bargaining: An Empirical Analysis of OPEC (2005). EconWPA / Industrial Organization

(33) RePEc:wpa:wuwpma:0512006 Technology Shocks and UK Business Cycles (2005). EconWPA / Macroeconomics

Latest citations received in: 2004

(1) RePEc:cir:cirwor:2004s-16 The Informational Content of Over-the-Counter Currency Options (2004). CIRANO / CIRANO Working Papers

(2) RePEc:cmf:wpaper:wp2004_0422 ECONOMIC AND REGULATORY CAPITAL. WHAT IS THE DIFFERENCE? (2004). CEMFI / Working Papers

(3) RePEc:ecm:nasm04:26 Cointegration and Regime-Switching Risk Premia in the US Term Structure of Interest Rates (2004). Econometric Society / Econometric Society 2004 North American Summer Meetings

(4) RePEc:fip:fedfpr:y:2004:i:mar:x:9 Permanent and transitory policy shocks in an empirical macro model with asymmetric information (2004). Proceedings

(5) RePEc:fip:fedgfe:2004-05 The effects of the 1986 and 1993 tax reforms on self-employment (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(6) RePEc:fip:fedgfe:2004-57 Quantitative monetary easing and risk in financial asset markets (2004). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(7) RePEc:fip:fedgif:799 The great inflation of the 1970s (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(8) RePEc:fip:fedgif:804 The decline of activist stabilization policy: natural rate misperceptions, learning, and expectations (2004). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(9) RePEc:fip:fedlwp:2003-011 Business cycle phases in U.S. states (2004). Federal Reserve Bank of St. Louis / Working Papers

(10) RePEc:fip:fedlwp:2004-001 The great inflation of the seventies: what really happened? (2004). Federal Reserve Bank of St. Louis / Working Papers

(11) RePEc:fip:fedlwp:2004-008 Monetary policy neglect and the great inflation in Canada, Australia, and New Zealand (2004). Federal Reserve Bank of St. Louis / Working Papers

(12) RePEc:fip:fedlwp:2004-013 A dynamic factor analysis of the response of U. S. interest rates to news (2004). Federal Reserve Bank of St. Louis / Working Papers

(13) RePEc:fip:fedlwp:2004-016 Learning and structural change in macroeconomic data (2004). Federal Reserve Bank of St. Louis / Working Papers

(14) RePEc:fip:fedlwp:2004-030 Non-Markovian regime switching with endogenous states and time-varying state strengths (2004). Federal Reserve Bank of St. Louis / Working Papers

(15) RePEc:hhs:rbnkwp:0174 State Dependent Pricing and Exchange Rate Pass-Through (2004). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(16) RePEc:ide:wpaper:2173 The New Keynesian Model with Imperfect Information and Learning (2004). Institut d'Économie Industrielle (IDEI), Toulouse / IDEI Working Papers

(17) RePEc:imf:imfwpa:04/16 Foreign Exchange Market Volatility in EU Accession Countries in the Run-up to Euro Adoption: Weathering Uncharted Waters (2004). International Monetary Fund / IMF Working Papers

(18) RePEc:iza:izadps:dp1134 What a Difference a Y Makes: Female and Male Nascent Entrepreneurs in Germany (2004). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(19) RePEc:sce:scecf4:144 The Decline of Activist Stabilization Policy: Natural Rate Misperceptions, Learning, and Expectations (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(20) RePEc:sce:scecf4:146 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(21) RePEc:sce:scecf4:176 Does Central Bank Transparency Matter for Economic Stability (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(22) RePEc:sce:scecf4:53 Cointegration and Regime-Switching Risk Premia in the U.S. Term Structure of Interest Rates (2004). Society for Computational Economics / Computing in Economics and Finance 2004

(23) RePEc:wpa:wuwpif:0409002 A Dynamic Model of Endogenous Exchange Rate Pass-Through (2004). EconWPA / International Finance

Latest citations received in: 2003

(1) RePEc:bon:bonedp:bgse21_2003 Monetary Policy in Europe: Evidence from Time-Varying Taylor Rules (2003). University of Bonn, Germany / Bonn Econ Discussion Papers

(2) RePEc:cfs:cfswop:wp200341 Permanent and Transitory Policy Shocks in an Empirical Macro Model with Asymmetric Information (2003). Center for Financial Studies / CFS Working Paper Series

(3) RePEc:fip:fedkrw:rwp03-09 Permanent and transitory policy shocks in an empirical macro model with asymmetric information (2003). Federal Reserve Bank of Kansas City / Research Working Paper

(4) RePEc:fip:fedlrv:y:2003:i:mar:p:47-61:n:v.85no.2 Identifying business cycle turning points in real time (2003). Review

(5) RePEc:fip:fedlwp:2002-008 On the out-of-sample predictability of stock market returns (2003). Federal Reserve Bank of St. Louis / Working Papers

(6) RePEc:fip:fedlwp:2002-025 Business cycle detrending of macroeconomic data via a latent business cycle index (2003). Federal Reserve Bank of St. Louis / Working Papers

(7) RePEc:fip:fedlwp:2003-027 Inflation targeting: why it works and how to make it work better (2003). Federal Reserve Bank of St. Louis / Working Papers

(8) RePEc:fip:fedlwp:2003-033 Testing the expectations hypothesis: some new evidence for Japan (2003). Federal Reserve Bank of St. Louis / Working Papers

(9) RePEc:imf:imfwpa:03/208 The Term Structure of Interest Rates and Monetary Policy During A Zero-Interest-Rate Period (2003). International Monetary Fund / IMF Working Papers

(10) RePEc:nbr:nberwo:9927 Uncovering the Risk-Return Relation in the Stock Market (2003). National Bureau of Economic Research, Inc / NBER Working Papers

(11) RePEc:ore:uoecwp:2003-29 Comment on Imperfect Knowledge, Inflation Expectations and Monetary Policy by Athanasios Orphanides and John C. Williams (2003). University of Oregon Economics Department / University of Oregon Economics Department Working Papers

(12) RePEc:sce:scecf3:92 Alternative Sources of the Lag Dynamics of Inflation (2003). Society for Computational Economics / Computing in Economics and Finance 2003

(13) RePEc:uwo:uwowop:20036 What Was Lost with IS-LM (2003). University of Western Ontario, Department of Economics / UWO Department of Economics Working Papers

(14) RePEc:uwo:uwowop:20037 Monetary Policy without Money: Hamlet without the Ghost (2003). University of Western Ontario, Department of Economics / UWO Department of Economics Working Papers

Latest citations received in: 2002

(1) RePEc:eti:dpaper:02011 An Econometric Analysis of Trade Diversion under NAFTA (2002). Research Institute of Economy, Trade and Industry (RIETI) / Discussion papers

(2) RePEc:fip:fedbwp:02-8 Job creation, job destruction, and international competition: job flows and trade: the case of NAFTA (2002). Federal Reserve Bank of Boston / Working Papers

(3) RePEc:fip:fedder:y:2002:n:v.1no.6 Using the Purchasing Managers Index to assess the economys strength and the likely direction of monetary policy (2002). Economic and Financial Policy Review

(4) RePEc:fip:fedlrv:y:2002:i:sep:p:25-36:n:v.84no.5 Has Japan been left out in the cold by regional integration? (2002). Review

(5) RePEc:fip:fedlrv:y:2002:i:sep:p:75-86:n:v.84no.5 Stock market returns, volatility, and future output (2002). Review

(6) RePEc:fip:fedlwp:2000-017 NAFTA and the geography of North American trade (2002). Federal Reserve Bank of St. Louis / Working Papers

(7) RePEc:fip:fedlwp:2002-027 Mergers and acquisitions in Germany (2002). Federal Reserve Bank of St. Louis / Working Papers

(8) RePEc:han:dpaper:dp-266 Markov Switching Regimes in a Monetary Exchange Rate Model (2002). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(9) RePEc:hit:hituec:a431 An Econometric Analysis of Trade Diversion under NAFTA (2002). Institute of Economic Research, Hitotsubashi University / Discussion Paper Series

(10) RePEc:jhu:papers:456 Computing Sunspots in Linear Rational Expectations Models (2002). The Johns Hopkins University,Department of Economics / Economics Working Paper Archive

(11) RePEc:sce:scecf2:214 Testing for Indeterminacy in Linear Rational Expectations Models (2002). Society for Computational Economics / Computing in Economics and Finance 2002

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.

©2008 Jose Manuel Barrueco | mail: barrueco@uv.es