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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Working Papers Series / Central Bank of Brazil, Research Department

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.090000.04
19910.10000.05
19920.090000.05
19930.10000.05
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.290000.15
20000.491510020.220.15
200110.3824719911.130.130.18
20021.030.4128106333438.2100.360.2
20030.630.4419140523348.570.370.2
20040.450.46118472128.610.090.2
20050.730.4692930229.110.110.25
20060.80.492847201681.3100.360.22
20070.410.42293137158040.140.19
20080.30.43187571700.19
20090.090.42512474030.120.19
20100.050.333016432010.030.16
20110.250.53324551435.760.180.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2000The Pass-through from Depreciation to Inflation: A Panel Study
RePEc:bcb:wpaper:5 [Citation Analysis]
95
2003Inflation Targeting in Emerging Market Economies
RePEc:bcb:wpaper:76 [Citation Analysis]
82
2000Estimating Exchange Market Pressure and Intervention Activity
RePEc:bcb:wpaper:9 [Citation Analysis]
40
2000Monetary Policy and Banking Supervision Functions on the Central Bank
RePEc:bcb:wpaper:2 [Citation Analysis]
38
2003Medium-Size Macroeconomic Model for the Brazilian Economy
RePEc:bcb:wpaper:64 [Citation Analysis]
34
2003Inflation Targeting in Brazil: Constructing Credibility under Exchange Rate Volatility
RePEc:bcb:wpaper:77 [Citation Analysis]
32
2001Evaluation of the Central Bank of Brazil Structural Models Inflation Forecasts in an Inflation Targeting Framework
RePEc:bcb:wpaper:16 [Citation Analysis]
32
2002Can Emerging Markets Float? Should They Inflation Target?
RePEc:bcb:wpaper:36 [Citation Analysis]
30
2005Targets and Inflation Dynamics
RePEc:bcb:wpaper:100 [Citation Analysis]
24
2002Modelo Estrutural com Setor Externo: Endogenização do Prêmio de Risco e do Câmbio
RePEc:bcb:wpaper:42 [Citation Analysis]
23
2000Implementing Inflation Targeting in Brazil
RePEc:bcb:wpaper:1 [Citation Analysis]
20
2006The Recent Brazilian Disinflation Process and Costs
RePEc:bcb:wpaper:109 [Citation Analysis]
20
2000Leading Indicators of Inflation for Brazil
RePEc:bcb:wpaper:7 [Citation Analysis]
18
2002Macroeconomic Coordination and Inflation Targeting in a Two-Country Model
RePEc:bcb:wpaper:50 [Citation Analysis]
17
2005Finance and the Business Cycle: a Kalman Filter Approach with Markov Switching
RePEc:bcb:wpaper:97 [Citation Analysis]
17
2002Inflation Targeting in Brazil: Lessons and Challenges
RePEc:bcb:wpaper:53 [Citation Analysis]
15
2006The Inequality Channel of Monetary Transmission
RePEc:bcb:wpaper:114 [Citation Analysis]
11
2011Capital Requirements and Business Cycles with Credit Market Imperfections
RePEc:bcb:wpaper:231 [Citation Analysis]
10
2001A Simple Model for Inflation Targeting in Brazil
RePEc:bcb:wpaper:18 [Citation Analysis]
9
2006Nonlinear Mechanisms of the Exchange Rate Pass-Through: a Phillips curve model with threshold for Brazil
RePEc:bcb:wpaper:122 [Citation Analysis]
8
2002The Determinants of Bank Interest Spread in Brazil
RePEc:bcb:wpaper:46 [Citation Analysis]
7
2001A Test of Competition in Brazilian Banking
RePEc:bcb:wpaper:12 [Citation Analysis]
7
2007The role of banks in the Brazilian Interbank Market: Does bank type matter?
RePEc:bcb:wpaper:130 [Citation Analysis]
6
2007Brazil: taming inflation expectations
RePEc:bcb:wpaper:129 [Citation Analysis]
6
2006Demand for Bank Services and Market Power in Brazilian Banking
RePEc:bcb:wpaper:107 [Citation Analysis]
6
2012Sudden Floods, Prudential Regulation and Stability in an Open Economy
RePEc:bcb:wpaper:267 [Citation Analysis]
6
2002Generalized Hyperbolic Distributions and Brazilian Data
RePEc:bcb:wpaper:52 [Citation Analysis]
6
2011Macro Stress Testing of Credit Risk Focused on the Tails
RePEc:bcb:wpaper:241 [Citation Analysis]
5
2011The Accuracy of Perturbation Methods to Solve Small Open Economy Models
RePEc:bcb:wpaper:262 [Citation Analysis]
4
2001Testing the Expectations Hypothesis in the Brazilian Term Structure of Interest Rates
RePEc:bcb:wpaper:30 [Citation Analysis]
4
2012A Sticky-Dispersed Information Phillips Curve: a model with partial and delayed information
RePEc:bcb:wpaper:276 [Citation Analysis]
4
2001A Note on the Efficient Estimation of Inflation in Brazil
RePEc:bcb:wpaper:11 [Citation Analysis]
4
2011SAMBA: Stochastic Analytical Model with a Bayesian Approach
RePEc:bcb:wpaper:239 [Citation Analysis]
4
2003r-filters: a Hodrick-Prescott Filter Generalization
RePEc:bcb:wpaper:69 [Citation Analysis]
4
2011Capital Regulation, Monetary Policy and Financial Stability
RePEc:bcb:wpaper:237 [Citation Analysis]
4
2010Determinants of Bank Efficiency: the case of Brazil
RePEc:bcb:wpaper:210 [Citation Analysis]
4
2001Monetary Policy and Inflation in Brazil (1975-2000): a VAR Estimation
RePEc:bcb:wpaper:33 [Citation Analysis]
4
2005Steady State Analysis of an Open Economy General Equilibrium Model for Brazil
RePEc:bcb:wpaper:92 [Citation Analysis]
4
2001Is it Worth Tracking Dollar/Real Implied Volatility?
RePEc:bcb:wpaper:15 [Citation Analysis]
3
2001Inflation Targeting in Brazil: Shocks, Backward-Looking Prices, and IMF Conditionality
RePEc:bcb:wpaper:24 [Citation Analysis]
3
2007Does Curvature Enhance Forecasting?
RePEc:bcb:wpaper:155 [Citation Analysis]
3
2002Causality and Cointegration in Stock Markets: The Case of Latin America
RePEc:bcb:wpaper:56 [Citation Analysis]
3
2006Forecasting Interest Rates: an application for Brazil
RePEc:bcb:wpaper:120 [Citation Analysis]
3
2009Are Interest Rate Options Important for the Assessment of Interest Rate Risk?
RePEc:bcb:wpaper:179 [Citation Analysis]
3
2006Comparing equilibrium real interest rates: different approaches to measure Brazilian rates
RePEc:bcb:wpaper:101 [Citation Analysis]
3
2003Real Balances in the Utility Function: Evidence for Brazil
RePEc:bcb:wpaper:68 [Citation Analysis]
3
2009Evolution of Bank Efficiency in Brazil: A DEA Approach
RePEc:bcb:wpaper:200 [Citation Analysis]
3
2004Does Inflation Targeting Reduce Inflation? An Analysis for the OECD Industrial Countries
RePEc:bcb:wpaper:83 [Citation Analysis]
3
2007Price Rigidity in Brazil: Evidence from CPI Micro Data
RePEc:bcb:wpaper:143 [Citation Analysis]
3
2007A Probabilistic Approach for Assessing the Significance of Contextual Variables in Nonparametric Frontier Models: an Application for Brazilian Banks
RePEc:bcb:wpaper:150 [Citation Analysis]
3

Citing documents used to compute impact factor 14:
YearTitleSee
2011Heterogeneity, correlations and financial contagion
RePEc:arx:papers:1109.1213
[Citation Analysis]
2011El canal del crédito bancario en el Perú: Evidencia y mecanismo de transmisión
RePEc:rbp:esteco:ree-22-04
[Citation Analysis]
2011Profit, Cost and Scale Efficiency for Latin American Banks: Concentration-Performance Relationship
RePEc:bcb:wpaper:244
[Citation Analysis]
2011The effects of loan portfolio concentration on Brazilian banks return and risk
RePEc:eee:jbfina:v:35:y:2011:i:11:p:3065-3076
[Citation Analysis]
2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks
RePEc:bcb:wpaper:249
[Citation Analysis]
2011The Self-insurance Role of International Reserves and the 2008-2010 Crisis
RePEc:bcb:wpaper:256
[Citation Analysis]
2011The Impact of Monetary Policy on the Exchange Rate: puzzling evidence from three emerging economies
RePEc:bcb:wpaper:259
[Citation Analysis]
2011On Brazil’s Term Structure: Stylized Facts and Analysis of Macroeconomic Interactions
RePEc:imf:imfwpa:11/113
[Citation Analysis]
2011Forecasting With Many Predictors. An Empirical Comparison
RePEc:col:000094:007996
[Citation Analysis]
2011Globalization, financial allocation efficiency and regional economic dynamics: asymmetric panel evidence from Africa
RePEc:pra:mprapa:33901
[Citation Analysis]
2011Bank Efficiency and Default in Brazil: Causality Tests
RePEc:bcb:wpaper:253
[Citation Analysis]
2011Market- and Book-Based Models of Probability of Default for Developing Macroprudential Policy Tools
RePEc:bcl:bclwop:bclwp065
[Citation Analysis]
2011Estimating monetary policy reaction functions for emerging market economies: The case of Brazil
RePEc:eee:ecmode:v:28:y:2011:i:4:p:1730-1738
[Citation Analysis]
2011EFFICIENT INTEREST RATECURVE ESTIMATION AND FORECASTING IN BRAZIL
RePEc:anp:en2009:133
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Capital Regulation, Monetary Policy and Financial Stability
RePEc:bcb:wpaper:237
[Citation Analysis]
2011Directed Clustering Coefficient as a Measure of Systemic Risk in Complex Banking Networks
RePEc:bcb:wpaper:249
[Citation Analysis]
2011Macroprudential Regulation and the Monetary Transmission Mechanism
RePEc:bcb:wpaper:254
[Citation Analysis]
2011Capital Regulation, Monetary Policy and Financial Stability
RePEc:man:cgbcrp:154
[Citation Analysis]
2011La formulación de políticas desde una perspectiva macroprudencial en economías emergentes
RePEc:rbp:esteco:ree-22-02
[Citation Analysis]
2011How Complementary Are Prudential Regulation and Monetary Policy?
RePEc:wbk:prmecp:ep60
[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010VARs, Cointegration and Common Cycle Restrictions
RePEc:msh:ebswps:2010-14
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Extended Black term structure models
RePEc:eee:finana:v:18:y:2009:i:5:p:232-238
[Citation Analysis]
2009Bond risk premia and realized jump risk
RePEc:eee:jbfina:v:33:y:2009:i:12:p:2333-2345
[Citation Analysis]
2009Estimating Default Frequencies and Macrofinancial Linkages in the Mexican Banking Sector
RePEc:imf:imfwpa:09/109
[Citation Analysis]

Recent citations received in: 2008

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.

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