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  Updated November, 1 2010 270.084 documents processed, 5.971.319 references and 2.485.965 citations

 

 
 

Federal Reserve Bank of San Francisco / Working Paper Series

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.180000.08
19970.180000.09
19980.20000.12
19990.270000.16
20000.370000.19
20010.370000.18
20020.40000.19
20030.410000.2
20040.460000.22
20050.47241000080.330.27
20061.080.547248242611.5420.890.27
20071.550.4334143711105.5150.440.22
20081.480.413352811205.8190.580.22
 
 
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:fedfwp:2006-09 Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden (2006).
Cited: 46 times.

(2) RePEc:fip:fedfwp:2007-03 Marriage and divorce: changes and their driving forces (2007).
Cited: 38 times.

(3) RePEc:fip:fedfwp:2005-04 Modeling bond yields in finance and macroeconomics (2005).
Cited: 36 times.

(4) RePEc:fip:fedfwp:2006-23 Futures prices as risk-adjusted forecasts of monetary policy (2006).
Cited: 27 times.

(5) RePEc:fip:fedfwp:2006-31 Revealing the secrets of the temple: the value of publishing central bank interest rate projections (2006).
Cited: 25 times.

(6) RePEc:fip:fedfwp:2006-04 Market-based measures of monetary policy expectations (2006).
Cited: 20 times.

(7) RePEc:fip:fedfwp:2006-16 The bond yield conundrum from a macro-finance perspective (2006).
Cited: 17 times.

(8) RePEc:fip:fedfwp:2006-35 Incomplete information processing: a solution to the forward discount puzzle (2006).
Cited: 15 times.

(9) RePEc:fip:fedfwp:2007-20 The affine arbitrage-free class of Nelson-Siegel term structure models (2007).
Cited: 13 times.

(10) RePEc:fip:fedfwp:2006-03 Could capital gains smooth a current account rebalancing? (2006).
Cited: 13 times.

(11) RePEc:fip:fedfwp:2005-11 Collateral damage: trade disruption and the economic impact of war (2005).
Cited: 13 times.

(12) RePEc:fip:fedfwp:2007-08 Robust monetary policy with imperfect knowledge (2007).
Cited: 13 times.

(13) RePEc:fip:fedfwp:2006-46 Macroeconomic implications of changes in the term premium (2006).
Cited: 13 times.

(14) RePEc:fip:fedfwp:2006-01 Higher-order perturbation solutions to dynamic, discrete-time rational expectations models (2006).
Cited: 11 times.

(15) RePEc:fip:fedfwp:2007-32 Capital account liberalization: theory, evidence, and speculation (2006).
Cited: 9 times.

(16) RePEc:fip:fedfwp:2009-13 Do central bank liquidity facilities affect interbank lending rates? (2009).
Cited: 9 times.

(17) RePEc:fip:fedfwp:2005-02 On using relative prices to measure capital-specific technological progress (2005).
Cited: 9 times.

(18) RePEc:fip:fedfwp:2007-23 How does competition impact bank risk-taking? (2007).
Cited: 9 times.

(19) RePEc:fip:fedfwp:2006-14 Inflation targeting under imperfect knowledge (2006).
Cited: 9 times.

(20) RePEc:fip:fedfwp:2008-34 Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields (2008).
Cited: 8 times.

(21) RePEc:fip:fedfwp:2006-44 Beyond the classroom: using Title IX to measure the return to high school sports (2006).
Cited: 8 times.

(22) RePEc:fip:fedfwp:2007-01 Wealth effects out of financial and housing wealth: cross country and age group comparisons (2007).
Cited: 7 times.

(23) RePEc:fip:fedfwp:2007-17 Do countries default in “bad times”? (2007).
Cited: 7 times.

(24) RePEc:fip:fedfwp:2006-29 Information and communications technology as a general-purpose technology: evidence from U.S industry data (2006).
Cited: 7 times.

(25) RePEc:fip:fedfwp:2006-24 Endogenous skill bias in technology adoption: city-level evidence from the IT revolution (2006).
Cited: 7 times.

(26) RePEc:fip:fedfwp:2008-04 A black swan in the money market (2008).
Cited: 7 times.

(27) RePEc:fip:fedfwp:2005-26 Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk (2005).
Cited: 6 times.

(28) RePEc:fip:fedfwp:2006-41 Exchange-rate effects on Chinas trade: an interim report (2006).
Cited: 6 times.

(29) RePEc:fip:fedfwp:2007-16 Forecasting recessions: the puzzle of the enduring power of the yield curve (2007).
Cited: 6 times.

(30) RePEc:fip:fedfwp:2007-28 The determinants of household saving in China: a dynamic panel analysis of provincial data (2007).
Cited: 5 times.

(31) RePEc:fip:fedfwp:2005-08 Beggar thy neighbor? the in-state vs. out-of-state impact of state R&D tax credits (2005).
Cited: 5 times.

(32) RePEc:fip:fedfwp:2005-21 Trend breaks, long-run restrictions, and the contractionary effects of technology improvements (2005).
Cited: 5 times.

(33) RePEc:fip:fedfwp:2005-12 The IMF in a world of private capital markets (2005).
Cited: 5 times.

(34) RePEc:fip:fedfwp:2007-24 Convergence and anchoring of yield curves in the Euro area (2007).
Cited: 5 times.

(35) RePEc:fip:fedfwp:2008-15 Sterilization, monetary policy, and global financial integration (2008).
Cited: 5 times.

(36) RePEc:fip:fedfwp:2005-10 Maintenance expenditures and indeterminacy under increasing returns to scale (2005).
Cited: 4 times.

(37) RePEc:fip:fedfwp:2009-04 Unemployment dynamics in the OECD (2009).
Cited: 4 times.

(38) RePEc:fip:fedfwp:2007-12 Relative status and well-being: evidence from U.S. suicide deaths (2007).
Cited: 4 times.

(39) RePEc:fip:fedfwp:2008-07 An arbitrage-free generalized Nelson-Siegel term structure model (2008).
Cited: 4 times.

(40) RePEc:fip:fedfwp:2006-13 Are there productivity spillovers from foreign direct investment in China? (2007).
Cited: 4 times.

(41) RePEc:fip:fedfwp:2006-21 Sovereign debt crises and credit to the private sector (2006).
Cited: 4 times.

(42) RePEc:fip:fedfwp:2006-38 The U.S. current account deficit and the expected share of world output (2006).
Cited: 4 times.

(43) RePEc:fip:fedfwp:2008-27 Why do foreigners invest in the United States? (2008).
Cited: 4 times.

(44) RePEc:fip:fedfwp:2008-25 When bonds matter: home bias in goods and assets (2008).
Cited: 4 times.

(45) RePEc:fip:fedfwp:2007-26 Pricing-to-market, trade costs, and international relative prices (2007).
Cited: 4 times.

(46) RePEc:fip:fedfwp:2006-10 Methods for robust control (2006).
Cited: 4 times.

(47) RePEc:fip:fedfwp:2007-05 Innovations in mortgage markets and increased spending on housing (2007).
Cited: 4 times.

(48) RePEc:fip:fedfwp:2008-01 International financial remoteness and macroeconomic volatility (2007).
Cited: 3 times.

(49) RePEc:fip:fedfwp:2009-23 Heeding Daedalus: Optimal inflation and the zero lower bound (2009).
Cited: 3 times.

(50) RePEc:fip:fedfwp:2006-37 A quantitative analysis of China’s structural transformation (2006).
Cited: 3 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:aah:create:2008-43 Explaining Macroeconomic and Term Structure Dynamics Jointly in a Non-linear DSGE Model (2008). School of Economics and Management, University of Aarhus / CREATES Research Papers

(2) RePEc:acb:camaaa:2008-19 THE FREQUENCY OF PRICE ADJUSTMENT AND NEW KEYNESIAN BUSINESS CYCLE DYNAMICS (2008). Australian National University, Centre for Applied Macroeconomic Analysis / CAMA Working Papers

(3) RePEc:anp:en2008:200807211322560 Giving flexibility to the Nelso-Siegel class of term structure models (2008). ANPEC - Associação Nacional dos Centros de Pósgraduação em Economia [Brazilian Association of Graduate Programs in Economics] / Anais do XXXVI Encontr

(4) RePEc:bis:bisbps:43 Monetary and financial stability implications of capital flows in Latin America and the Caribbean (2008).

(5) RePEc:bis:biswps:269 Monetary policy implementation: Misconceptions and their consequences (2008). Bank for International Settlements / BIS Working Papers

(6) RePEc:cep:cepdps:dp0901 Service Traders in the UK (2008). Centre for Economic Performance, LSE / CEP Discussion Papers

(7) RePEc:fip:fedfel:y:2008:i:sep26:n:2008-30 The EMU effect on the currency denomination of international bonds (2008). FRBSF Economic Letter

(8) RePEc:fip:fedfwp:2008-20 Who drove the boom in euro-denominated bond issues? (2008). Federal Reserve Bank of San Francisco / Working Paper Series

(9) RePEc:fip:fedfwp:2008-32 Navigating the trilemma: capital flows and monetary policy in China (2008). Federal Reserve Bank of San Francisco / Working Paper Series

(10) RePEc:fip:fedfwp:2008-34 Inflation expectations and risk premiums in an arbitrage-free model of nominal and real bond yields (2008). Federal Reserve Bank of San Francisco / Working Paper Series

(11) RePEc:fip:fedgif:935 How long can the unsustainable U.S. current account deficit be sustained? (2008). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(12) RePEc:fip:fedgif:950 Assessing the potential for further foreign demand for U.S. assets: Has financing U.S. current account deficits made foreign investors overweight in U.S. securities? (2008). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(13) RePEc:fip:fednsr:357 The Federal Home Loan Bank System: the lender of next-to-last resort? (2008). Federal Reserve Bank of New York / Staff Reports

(14) RePEc:iis:dispap:iiisdp272 EMU and Financial Integration (2008). IIIS / The Institute for International Integration Studies Discussion Paper Series

(15) RePEc:ime:imemes:v:26:y:2008:p:37-48 The Mayekawa Lecture: The Way Back to Stability and Growth in the Global Economy (2008). Monetary and Economic Studies

(16) RePEc:nbr:nberwo:14134 Crisis and Responses: the Federal Reserve and the Financial Crisis of 2007-2008 (2008). National Bureau of Economic Research, Inc / NBER Working Papers

(17) RePEc:nbr:nberwo:14463 An Arbitrage-Free Generalized Nelson-Siegel Term Structure Model (2008). National Bureau of Economic Research, Inc / NBER Working Papers

(18) RePEc:nbr:nberwo:14533 Assessing the Emerging Global Financial Architecture: Measuring the Trilemmas Configurations over Time (2008). National Bureau of Economic Research, Inc / NBER Working Papers

(19) RePEc:qut:auncer:2008-18 The Frequency of Price Adjustment and New Keynesian Business Cycle Dynamics (2008). National Centre for Econometric Research / NCER Working Paper Series

Recent citations received in: 2007

(1) RePEc:bde:wpaper:0709 Modeling the distribution of credit losses with observable and latent factors (2007). Banco de Espana / Banco de Espana Working Papers

(2) RePEc:cpr:ceprdp:6035 Optimal external debt and default (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(3) RePEc:cpr:ceprdp:6396 The Enfranchisement of Women and the Welfare State (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(4) RePEc:cpr:ceprdp:6536 Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States? (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(5) RePEc:fgv:epgewp:657 The Role of No-Arbitrage on Forecasting: Lessons from a Parametric Term Structure Model (2007). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(6) RePEc:fip:fedfel:y:2007:i:jul27:n:2007-22 Regional economic conditions and community bank performance (2007). FRBSF Economic Letter

(7) RePEc:fip:fedfel:y:2007:i:oct26:n:2007-32 Asset price bubbles (2007). FRBSF Economic Letter

(8) RePEc:fip:fedfwp:2007-09 Model uncertainty and monetary policy (2007). Federal Reserve Bank of San Francisco / Working Paper Series

(9) RePEc:hhs:bofrdp:2007_032 Expectations, learning and monetary policy: an overview of recent research (2007). Bank of Finland / Research Discussion Papers

(10) RePEc:isc:wpaper:ercwp2008 The Dynamics of Learning in Optimal Monetary Policy (2007). ISCTE, UNIDE, Economics Research Centre / Working Papers

(11) RePEc:iza:izadps:dp2715 The American Family and Family Economics (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(12) RePEc:iza:izadps:dp2922 The Enfranchisement of Women and the Welfare State (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(13) RePEc:iza:izadps:dp2929 Heterogeneity in Real Wage Cyclicality (2007). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(14) RePEc:nbr:nberwo:12908 The American Family and Family Economics (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(15) RePEc:pra:mprapa:5114 A structural investigation of third-currency shocks to bilateral exchange rates (2007). University Library of Munich, Germany / MPRA Paper

Recent citations received in: 2006

(1) RePEc:bol:bodewp:573 Optimal Opportunistic Monetary Policy in A New-Keynesian Model (2006). Dipartimento Scienze Economiche, Universita' di Bologna / Working Papers

(2) RePEc:bpj:bejmac:v:topics.6:y:2006:i:3:n:3 How Would an Appreciation of the Renminbi Affect the U.S. Trade Deficit with China? (2006). The B.E. Journal of Macroeconomics

(3) RePEc:chb:bcchwp:396 Monetary Policy Under Inflation Targeting: An Introduction (2006). Central Bank of Chile / Working Papers Central Bank of Chile

(4) RePEc:chb:bcchwp:400 Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere (2006). Central Bank of Chile / Working Papers Central Bank of Chile

(5) RePEc:cpr:ceprdp:5578 Prediction Markets in Theory and Practice (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(6) RePEc:cpr:ceprdp:5598 Asymmetric Information in the Stock Market: Economic News and Co-movement (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(7) RePEc:cpr:ceprdp:5770 Predictability in Financial Markets: What Do Survey Expectations Tell Us? (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(8) RePEc:cpr:ceprdp:5808 Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(9) RePEc:cpr:ceprdp:5883 The Returns to Currency Speculation (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(10) RePEc:cwm:wpaper:31 Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy (2006). Department of Economics, College of William and Mary / Working Papers

(11) RePEc:fip:fedcwp:0618 Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide (2006). Federal Reserve Bank of Cleveland / Working Paper

(12) RePEc:fip:fedfel:y:2006:i:aug25:n:2006-21 New uses for new macro derivatives (2006). FRBSF Economic Letter

(13) RePEc:fip:fedfel:y:2006:i:mar17:n:2006-05 Enhancing Fed credibility (2006). FRBSF Economic Letter

(14) RePEc:fip:fedfel:y:2006:i:oct20:n:2006-28 Did quantitative easing by the Bank of Japan work? (2006). FRBSF Economic Letter

(15) RePEc:fip:fedfer:y:2006:p:31-45 Current account adjustment with high financial integration: a scenario analysis (2006). Economic Review

(16) RePEc:fip:fedfsp:y:2006:i:mar.13 Enhancing Fed credibility (2006). Speech

(17) RePEc:fip:fedfwp:2006-04 Market-based measures of monetary policy expectations (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(18) RePEc:fip:fedfwp:2006-09 Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(19) RePEc:fip:fedfwp:2006-16 The bond yield conundrum from a macro-finance perspective (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(20) RePEc:fip:fedfwp:2006-23 Futures prices as risk-adjusted forecasts of monetary policy (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(21) RePEc:fip:fedfwp:2006-31 Revealing the secrets of the temple: the value of publishing central bank interest rate projections (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(22) RePEc:fip:fedfwp:2006-34 Computer use and the U.S. wage distribution, 1984-2003 (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(23) RePEc:fip:fedfwp:2006-46 Macroeconomic implications of changes in the term premium (2006). Federal Reserve Bank of San Francisco / Working Paper Series

(24) RePEc:fip:fedgif:872 The monetary origins of asymmetric information in international equity markets (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(25) RePEc:fip:fedgif:885 Of nutters and doves (2006). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(26) RePEc:fip:fedlrv:y:2006:i:mar:p:133-144:n:v.88no.2 Macroeconomic news and real interest rates (2006). Review

(27) RePEc:fip:fedlrv:y:2006:i:nov:p:543-562:n:v.88no.6 What are the odds? option-based forecasts of FOMC target changes (2006). Review

(28) RePEc:fip:fedpwp:06-5 Bayesian analysis of DSGE models (2006). Federal Reserve Bank of Philadelphia / Working Papers

(29) RePEc:hhs:sunrpe:2006_0008 Optimal Opportunistic Monetary Policy in a New-Keynesian Model (2006). Stockholm University, Department of Economics / Research Papers in Economics

(30) RePEc:hhs:uunewp:2006_009 Measuring Expectations (2006). Uppsala University, Department of Economics / Working Paper Series

(31) RePEc:igi:igierp:316 Monetary Policy in a Small Open Economy with a Preference for Robustness (2006). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers

(32) RePEc:ijc:ijcjou:y:2006:q:4:a:3 State-Dependent Stock Market Reactions to Monetary Policy (2006). International Journal of Central Banking

(33) RePEc:ijc:ijcjou:y:2006:q:4:a:4 Monetary Policy Inertia: Fact or Fiction? (2006). International Journal of Central Banking

(34) RePEc:imf:imfwpa:06/278 Implementing Inflation Targeting: Institutional Arrangements, Target Design, and Communications (2006). International Monetary Fund / IMF Working Papers

(35) RePEc:iza:izadps:dp2186 The Economics of College Sports: Cartel Behavior vs. Amateurism (2006). Institute for the Study of Labor (IZA) / IZA Discussion Papers

(36) RePEc:kof:wpskof:06-135 The Impact of ECB Communication on Financial Market Expectations (2006). Swiss Institute for Business Cycle Research (KOF), Swiss Federal Institute of Technology Zurich (ETH), / Working papers

(37) RePEc:nbr:nberwo:12083 Prediction Markets in Theory and Practice (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(38) RePEc:nbr:nberwo:12219 Are Valuation Effects Desirable from a Global Perspective? (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(39) RePEc:nbr:nberwo:12638 Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(40) RePEc:nbr:nberwo:12728 Is Home Bias in Assets Related to Home Bias in Goods? (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(41) RePEc:nbr:nberwo:12751 Party Influence in Congress and the Economy (2006). National Bureau of Economic Research, Inc / NBER Working Papers

(42) RePEc:szg:worpap:0604 Predictability in Financial Markets: What Do Survey Expectations Tell Us? (2006). Swiss National Bank, Study Center Gerzensee / Working Papers

Recent citations received in: 2005

(1) RePEc:chk:cuhkdc:00017 Equilibrium Correlation of Asset Price and Return (2005). Chinese University of Hong Kong, Department of Economics / Discussion Papers

(2) RePEc:chk:cuhked:_175 Equilibrium Correlation of Asset Price and Return (2005). Chinese University of Hong Kong, Department of Economics / Departmental Working Papers

(3) RePEc:fip:fedfel:y:2005:i:jun3:n:2005-11 Are state R&D tax credits constitutional? an economic perspective (2005). FRBSF Economic Letter

(4) RePEc:fip:fedgif:840 International capital flows and U.S. interest rates (2005). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(5) RePEc:hhs:iuiwop:0656 Human Capital, Rent Seeking, and a Transition from Stagnation to Growth (2005). The Research Institute of Industrial Economics / IUI Working Paper Series

(6) RePEc:igi:igierp:289 Indeterminacy, Underground Activities and Tax Evasion (2005). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers

(7) RePEc:iis:dispap:iiisdp103 International Capital Flows and U.S. Interest Rates (2005). IIIS / The Institute for International Integration Studies Discussion Paper Series

(8) RePEc:wpa:wuwpma:0503001 A learning hypothesis of the term structure of interest rates (2005). EconWPA / Macroeconomics

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.

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