Citations ranking for series: Working Paper / Federal Reserve Bank of Cleveland

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Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Working Paper / Federal Reserve Bank of Cleveland

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

	IF	AIF	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	%SC	CiY	II	AII
1990	0.06	0.08	19	19	9	0.47	24	34	2	50	2	0.11	0.04
1991	0.22	0.08	22	41	22	0.54	176	37	8	50	9	0.41	0.04
1992	0.27	0.09	19	60	24	0.4	78	41	11	45.5	2	0.11	0.05
1993	0.39	0.1	14	74	29	0.39	68	41	16	25	4	0.29	0.04
1994	0.42	0.12	21	95	36	0.38	27	33	14	35.7	3	0.14	0.05
1995	0.26	0.16	20	115	29	0.25	90	35	9	33.3	3	0.15	0.09
1996	0.2	0.19	21	136	41	0.3	90	41	8	87.5	4	0.19	0.09
1997	0.32	0.2	16	152	44	0.29	116	41	13	7.7	1	0.06	0.09
1998	0.41	0.21	22	174	52	0.3	114	37	15	20	2	0.09	0.13
1999	0.45	0.27	16	190	68	0.36	330	38	17	11.8	12	0.75	0.16
2000	1	0.39	17	207	105	0.51	151	38	38	2.6	6	0.35	0.16
2001	1.45	0.37	21	228	137	0.6	659	33	48	8.3	19	0.9	0.17
2002	1.63	0.38	16	244	161	0.66	154	38	62	3.2	11	0.69	0.18
2003	2.59	0.4	20	264	210	0.8	70	37	96	1	3	0.15	0.19
2004	0.92	0.43	17	281	293	1.04	188	36	33	6.1	10	0.59	0.19
2005	1.11	0.45	14	295	330	1.12	54	37	41	7.3			0.24
2006	2.19	0.46	25	320	351	1.1	67	31	68	7.4	7	0.28	0.2
2007	0.82	0.39	24	344	226	0.66	134	39	32	25	5	0.21	0.17
2008	0.73	0.41	14	358	177	0.49	62	49	36	8.3	1	0.07	0.18
2009	0.95	0.37	13	371	147	0.4	38	38	36	8.3	7	0.54	0.18
2010	0.48	0.33	24	395	136	0.34	108	27	13	0	9	0.38	0.16
2011	1.16	0.45	32	427	184	0.43	57	37	43	7	18	0.56	0.23
2012	1	0.46	43	470	152	0.32	41	56	56	12.5	16	0.37	0.24

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

Most cited documents in this series:

Year	Title	Cited
2001	Nominal rigidities and the dynamic effects of a shock to monetary policy. (2001). Evans, Charles ; Eichenbaum, Martin ; Christiano, Lawrence. In: Working Paper. RePEc:fip:fedcwp:0107. Full description at Econpapers \|\| Download paper	456
1999	The Band pass filter. (1999). Fitzgerald, Terry ; Christiano, Lawrence. In: Working Paper. RePEc:fip:fedcwp:9906. Full description at Econpapers \|\| Download paper	150
2001	Timing and real indeterminacy in monetary models. (2001). Fuerst, Timothy ; Carlstrom, Charles. In: Working Paper. RePEc:fip:fedcwp:9910. Full description at Econpapers \|\| Download paper	141
2002	A unified framework for monetary theory and policy analysis. (2002). Wright, Randall ; Lagos, Ricardo. In: Working Paper. RePEc:fip:fedcwp:0211. Full description at Econpapers \|\| Download paper	98
1991	Generational accounts: a meaningful alternative to deficit accounting. (1991). Kotlikoff, Laurence ; Auerbach, Alan ; Gokhale, Jagadeesh . In: Working Paper. RePEc:fip:fedcwp:9103. Full description at Econpapers \|\| Download paper	92
2004	Firm-specific capital, nominal rigidities, and the business cycle. (2004). LindÃ©, Jesper ; Eichenbaum, Martin ; Christiano, Lawrence ; Altig, David ; Linde, Jesper . In: Working Paper. RePEc:fip:fedcwp:0416. Full description at Econpapers \|\| Download paper	90
1999	Taylor rules in a limited participation model. (1999). Gust, Christopher ; Christiano, Lawrence. In: Working Paper. RePEc:fip:fedcwp:9902. Full description at Econpapers \|\| Download paper	72
2000	Forward-looking versus backward-looking Taylor rules. (2000). Fuerst, Timothy ; Carlstrom, Charles. In: Working Paper. RePEc:fip:fedcwp:0009. Full description at Econpapers \|\| Download paper	60
2010	Measuring systemic risk. (2010). PHILIPPON, Thomas ; Pedersen, Lasse ; Acharya, Viral ; Richardson, Matthew . In: Working Paper. RePEc:fip:fedcwp:1002. Full description at Econpapers \|\| Download paper	56
1995	Interest rate rules vs. money growth rules: a welfare comparison in a cash-in-advance economy. (1995). Fuerst, Timothy ; Carlstrom, Charles. In: Working Paper. RePEc:fip:fedcwp:9504. Full description at Econpapers \|\| Download paper	55
1997	Efficient inflation estimation. (1997). Cecchetti, Stephen ; Bryan, Michael F. ; Wiggins, Rodney L.. In: Working Paper. RePEc:fip:fedcwp:9707. Full description at Econpapers \|\| Download paper	54
1987	The structure of the female/male wage differential: is it who you are, what you do, or where you work?. (1987). Groshen, Erica. In: Working Paper. RePEc:fip:fedcwp:8708. Full description at Econpapers \|\| Download paper	51
1991	Tastes and technology in a two-country model of the business cycle: explaining international co-movements. (1991). Tesar, Linda ; Stockman, Alan. In: Working Paper. RePEc:fip:fedcwp:9019. Full description at Econpapers \|\| Download paper	42
1993	Business cycles and aggregate labor-market fluctuations. (1993). Kydland, Finn. In: Working Paper. RePEc:fip:fedcwp:9312. Full description at Econpapers \|\| Download paper	39
2000	The expectations trap hypothesis. (2000). Gust, Christopher ; Christiano, Lawrence. In: Working Paper. RePEc:fip:fedcwp:0004. Full description at Econpapers \|\| Download paper	37
1986	Estimating the contribution of urban public infrastructure to regional growth. (1986). Eberts, Randall. In: Working Paper. RePEc:fip:fedcwp:8610. Full description at Econpapers \|\| Download paper	36
1998	Solving dynamic equilibrium models by a method of undetermined coefficients. (1998). Christiano, Lawrence. In: Working Paper. RePEc:fip:fedcwp:9804. Full description at Econpapers \|\| Download paper	34
1999	A method for taking models to the data. (1999). Ireland, Peter. In: Working Paper. RePEc:fip:fedcwp:9903. Full description at Econpapers \|\| Download paper	33
1999	More on marriage, fertility, and the distribution of income. (1999). Knowles, John ; Guner, Nezih ; Greenwood, Jeremy. In: Working Paper. RePEc:fip:fedcwp:9904. Full description at Econpapers \|\| Download paper	31
1988	Decomposing TFP growth in the presence of cost inefficiency, nonconstant returns to scale, and technological progress. (1988). Bauer, Paul. In: Working Paper. RePEc:fip:fedcwp:8813. Full description at Econpapers \|\| Download paper	28
1992	Social security and Medicare policy from the perspective of generational accounting. (1992). Kotlikoff, Laurence ; Auerbach, Alan ; Gokhale, Jagadeesh . In: Working Paper. RePEc:fip:fedcwp:9206. Full description at Econpapers \|\| Download paper	27
2004	Friedman meets Hosios: efficiency in search models of money. (2004). Shi, Shouyong ; Rocheteau, Guillaume ; Berentsen, Aleksander. In: Working Paper. RePEc:fip:fedcwp:0408. Full description at Econpapers \|\| Download paper	27
2004	The Great Depression and the Friedman-Schwartz hypothesis. (2004). Rostagno, Massimo ; Christiano, Lawrence ; Motto, Roberto . In: Working Paper. RePEc:fip:fedcwp:0318. Full description at Econpapers \|\| Download paper	25
2008	Entry, exit and plant-level dynamics over the business cycle. (2008). Mukoyama, Toshihiko ; Lee, Yoonsoo. In: Working Paper. RePEc:fip:fedcwp:0718. Full description at Econpapers \|\| Download paper	25
2004	The business cycle and the life cycle. (2004). Wright, Randall ; Rupert, Peter ; Rogerson, Richard ; Gomme, Paul. In: Working Paper. RePEc:fip:fedcwp:0404. Full description at Econpapers \|\| Download paper	22
2002	Monetary policy in a financial crisis. (2002). Gust, Christopher ; Christiano, Lawrence ; Roldos, Jorge . In: Working Paper. RePEc:fip:fedcwp:0204. Full description at Econpapers \|\| Download paper	21
1986	Patterns and determinants of inefficiency in state manufacturing. (1986). Husted, Steven ; Beeson, Patricia . In: Working Paper. RePEc:fip:fedcwp:8603. Full description at Econpapers \|\| Download paper	20
2007	Oil and the Great Moderation. (2007). Nakov, Anton ; Pescatori, Andrea . In: Working Paper. RePEc:fip:fedcwp:0717. Full description at Econpapers \|\| Download paper	18
2007	Harming depositors and helping borrowers: the disparate impact of bank consolidation. (2007). Pennacchi, George ; Park, Kwangwoo . In: Working Paper. RePEc:fip:fedcwp:0704. Full description at Econpapers \|\| Download paper	18
2007	Money and capital. (2007). Wright, Randall ; Waller, Christopher ; Aruoba, S. Boragan. In: Working Paper. RePEc:fip:fedcwp:0714. Full description at Econpapers \|\| Download paper	18
2009	A monetary approach to asset liquidity. (2009). Rocheteau, Guillaume. In: Working Paper. RePEc:fip:fedcwp:0901. Full description at Econpapers \|\| Download paper	18
2000	Designing stabilization policy in a monetary union. (2000). Kempf, Hubert ; Cooper, Russell . In: Working Paper. RePEc:fip:fedcwp:0001. Full description at Econpapers \|\| Download paper	17
1997	Identifying inflations grease and sand effects in the labor market. (1997). Schweitzer, Mark ; Groshen, Erica ; MarkE. Schweitzer, . In: Working Paper. RePEc:fip:fedcwp:9705. Full description at Econpapers \|\| Download paper	17
2007	On-the-job search and labor market reallocation. (2007). Tasci, Murat. In: Working Paper. RePEc:fip:fedcwp:0725. Full description at Econpapers \|\| Download paper	17
2010	Interbank tiering and money center banks. (2010). von Peter, Goetz ; CRAIG, BEN R.. In: Working Paper. RePEc:fip:fedcwp:1014. Full description at Econpapers \|\| Download paper	17
1998	Simulating the transmission of wealth inequality via bequests. (1998). Weale, Martin ; Sefton, James ; Kotlikoff, Laurence ; Gokhale, Jagadeesh . In: Working Paper. RePEc:fip:fedcwp:9811. Full description at Econpapers \|\| Download paper	17
2006	Co-movement in sticky price models with durable goods. (2006). Fuerst, Timothy ; Carlstrom, Charles T.. In: Working Paper. RePEc:fip:fedcwp:0614. Full description at Econpapers \|\| Download paper	16
2003	Government intervention in the foreign exchange market. (2003). Humpage, Owen. In: Working Paper. RePEc:fip:fedcwp:0315. Full description at Econpapers \|\| Download paper	16
1998	Measuring the rate of technological progress in structures. (1998). Rupert, Peter ; Greenwood, Jeremy ; Gort, Michael . In: Working Paper. RePEc:fip:fedcwp:9806. Full description at Econpapers \|\| Download paper	16
2003	Investment and interest rate policy: a discrete time analysis. (2003). Fuerst, Timothy ; Carlstrom, Charles T.. In: Working Paper. RePEc:fip:fedcwp:0320. Full description at Econpapers \|\| Download paper	15
2005	Theory, measurement, and calibration of macroeconomic models. (2005). Rupert, Peter ; Gomme, Paul. In: Working Paper. RePEc:fip:fedcwp:0505. Full description at Econpapers \|\| Download paper	15
2003	Inflation and financial market performance: what have we learned in the last ten years. (2003). Champ, Bruce ; Boyd, John . In: Working Paper. RePEc:fip:fedcwp:0317. Full description at Econpapers \|\| Download paper	15
2007	Liquidity in asset markets with search frictions. (2007). Rocheteau, Guillaume ; Lagos, Ricardo. In: Working Paper. RePEc:fip:fedcwp:0706. Full description at Econpapers \|\| Download paper	14
2008	Estimating real and nominal term structures using Treasury yields, inflation, inflation forecasts, and inflation swap rates. (2008). Pennacchi, George ; Haubrich, Joseph ; Ritchken, Peter . In: Working Paper. RePEc:fip:fedcwp:0810. Full description at Econpapers \|\| Download paper	14
1991	Inflation, personal taxes, and real output: a dynamic analysis. (1991). Carlstrom, Charles ; Altig, David. In: Working Paper. RePEc:fip:fedcwp:9102. Full description at Econpapers \|\| Download paper	14
1996	Inflation and financial market performance. (1996). Smith, Bruce ; Levine, Ross ; Boyd, John H.. In: Working Paper. RePEc:fip:fedcwp:9617. Full description at Econpapers \|\| Download paper	13
2001	Learning and the central bank. (2001). Fuerst, Timothy ; Carlstrom, Charles. In: Working Paper. RePEc:fip:fedcwp:0117. Full description at Econpapers \|\| Download paper	13
2011	The effect of foreclosures on nearby housing prices: supply or disamenity?. (2011). Hartley, Daniel. In: Working Paper. RePEc:fip:fedcwp:1011. Full description at Econpapers \|\| Download paper	13
1989	Public infrastructure and regional economic development: a simultaneous equations approach. (1989). Eberts, Randall ; Duffy-Deno, Kevin T.. In: Working Paper. RePEc:fip:fedcwp:8909. Full description at Econpapers \|\| Download paper	12
1993	Loan sales as a response to market-based capital constraints. (1993). Carlstrom, Charles ; Samolyk, Katherine A.. In: Working Paper. RePEc:fip:fedcwp:9313. Full description at Econpapers \|\| Download paper	12

Citing documents used to compute impact factor 56:

Year	Title	See
2012	Fire sales and the financial accelerator. (2012). Cook, David ; Choi, Woon Gyu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:59:y:2012:i:4:p:336-351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Expected inflation and inflation risk premium in the euro area and in the United States. (2012). Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_842_12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Interest rates and the volatility and correlation of commodity prices. (2012). Vigfusson, Robert ; Gruber, Joseph W.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1065. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Extracting Deflation Probability Forecasts from Treasury Yields. (2012). Rudebusch, Glenn ; Lopez, Jose ; Christensen, Jens ; Jens H. E. Christensen, . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2012:q:4:a:2. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Central bank credibility and the persistence of inflation and inflation expectations. (2012). Davis, Jonathan. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:117. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting Inflation and the Inflation Risk Premiums Using Nominal Yields. (2012). . In: Working Papers. RePEc:bca:bocawp:12-37. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pricing TIPS and treasuries with linear regressions. (2012). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Abrahams, Michael . In: Staff Reports. RePEc:fip:fednsr:570. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Distressed sales and liquidity in OTC markets. (2012). Selcuk, Cemil. In: MPRA Paper. RePEc:pra:mprapa:38188. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Disentangling diverse measures: a survey of financial stress indexes. (2012). Owyang, Michael ; Kliesen, Kevin ; Vermann, Katarina E.. In: Review. RePEc:fip:fedlrv:y:2012:i:september:p:369-398:n:v.94no.5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A New Model of Trend Inflation. (2012). Potter, Simon ; Koop, Gary ; Chan, Joshua. In: Working Papers. RePEc:str:wpaper:1202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A new model of trend inflation. (2012). Potter, Simon ; Koop, Gary ; Chan, Joshua. In: MPRA Paper. RePEc:pra:mprapa:39496. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The dynamics of UK and US inflation expectations. (2012). Koop, Gary ; Gefang, Deborah ; Potter, Simon M.. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3120-3133. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Where would the federal funds rate be, if it could be negative?. (2012). Zaman, Saeed ; Tallman, Ellis. In: Economic Commentary. RePEc:fip:fedcec:y:2012:i:oct12:n:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On the Time Inconsistency of Optimal Monetary and Fiscal Policies With Many Consumer Goods. (2012). Gomis-Porqueras, Pedro ; Dominguez, Begoa . In: Monash Economics Working Papers. RePEc:mos:moswps:2012-31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Pledgability and Liquidity. (2012). Wright, Randall ; Venkateswaran, Vaidyanathan . In: 2012 Meeting Papers. RePEc:red:sed012:601. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Choice of Sample Split in Out-of-Sample Forecast Evaluation. (2012). Timmermann, Allan ; Hansen, Peter. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Comparing Predictive Accuracy, Twenty Years Later: A Personal Perspective on the Use and Abuse of Diebold-Mariano Tests. (2012). Diebold, Francis. In: PIER Working Paper Archive. RePEc:pen:papers:12-035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The impact of vacant, tax-delinquent, and foreclosed property on sales prices of neighboring homes. (2012). Whitaker, Stephan ; Fitzpatrick, Thomas J.. In: Working Paper. RePEc:fip:fedcwp:1123. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreclosure externalities: Some new evidence. (2012). Gerardi, Kristopher ; Rosenblatt, Eric ; Yao, Vincent W. ; Willen, Paul S.. In: Working Paper. RePEc:fip:fedawp:2012-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Foreclosure externalities: some new evidence. (2012). Gerardi, Kristopher ; Rosenblatt, Eric ; Yao, Vincent W. ; Willen, Paul S.. In: Public Policy Discussion Paper. RePEc:fip:fedbpp:12-5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Land Bank 2.0: an empirical evaluation. (2012). Whitaker, Stephan. In: Working Paper. RePEc:fip:fedcwp:1230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The boom and bust of U.S. housing prices from various geographic perspectives. (2012). Coughlin, Cletus ; Lopez, David A. ; Cohen, Jeffrey P.. In: Review. RePEc:fip:fedlrv:y:2012:i:september:p:341-368:n:v.94no.5. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimates of the size and source of price declines due to nearby foreclosures: evidence from San Francisco. (2012). Kung, Edward ; Anenberg, Elliot . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-84. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monetary and macroprudential policies. (2012). Neri, Stefano ; Panetta, Fabio ; Angelini, Paolo . In: Working Paper Series. RePEc:ecb:ecbwps:20121449. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Neighborhood dynamics and the distribution of opportunity. (2012). Carroll, Daniel ; Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Within-city variation in urban decline: the case of Detroit. (2012). Hurst, Erik ; Hartley, Daniel ; Guerrieri, Veronica . In: Working Paper. RePEc:fip:fedcwp:1205. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A Spatial Look at Housing Boom and Bust Cycles. (2012). Genesove, David ; Han, Lu. In: NBER Chapters. RePEc:nbr:nberch:12621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Economic restructuring, urban growth, and short-term trading: The spatial dynamics of the Hong Kong housing market, 1992â2008. (2012). Begley, Jaclene ; Monkkonen, Paavo ; Wong, Kelvin . In: Regional Science and Urban Economics. RePEc:eee:regeco:v:42:y:2012:i:3:p:396-406. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Energy footprint of the city: Effects of urban land use and transportation policies. (2012). Yezer, Anthony ; Larson, William ; Liu, Feng . In: Journal of Urban Economics. RePEc:eee:juecon:v:72:y:2012:i:2:p:147-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Countercyclical contingent capital. (2012). Barucci, Emilio ; Del Viva, Luca . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:6:p:1688-1709. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank resilience to systemic shocks and the stability of banking systems: Small is beautiful. (2012). Vallascas, Francesco ; Keasey, Kevin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:6:p:1745-1776. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; oncu, Sabri T. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8927. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How to Calculate Systemic Risk Surcharges. (2012). Pedersen, Lasse H. ; Acharya, Viral V. ; Philippon, Thomas ; Richardson, Matthew . In: NBER Chapters. RePEc:nbr:nberch:12063. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	On dependence consistency of CoVaR and some other systemic risk measures. (2012). Schaanning, Eric ; Mainik, Georg . In: Papers. RePEc:arx:papers:1207.3464. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can Portfolio Diversification increase Systemic Risk? Evidence from the U.S and European Mutual Funds Market. (2012). Scandizzo, Pasquale ; Dicembrino, Claudio. In: CEIS Research Paper. RePEc:rtv:ceisrp:240. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob . In: Discussion Papers. RePEc:zbw:bubdps:162012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme. (2012). Zhou, Chen ; Einmahl, John ; Cai, J. ; Haan, L. F. M. de, ; Einmahl, J. H. J., . In: Discussion Paper. RePEc:dgr:kubcen:2012080. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred . In: Papers. RePEc:arx:papers:1211.4173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:2:p:341-358. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; LÃ³pez-Espinosa, GermÃ¡n ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Panic of 1907. (2012). Tallman, Ellis. In: Working Paper. RePEc:fip:fedcwp:1228. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Some Reflections on the Recent Financial Crisis. (2012). Gorton, Gary B.. In: NBER Working Papers. RePEc:nbr:nberwo:18397. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Community-based well maintenance in rural Haiti. (2012). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	When should children start school?. (2012). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1126. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Structure in the Italian Overnight Loan Market. (2012). Raddant, Matthias. In: Kiel Working Papers. RePEc:kie:kieliw:1772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Finding the core: Network structure in interbank markets. (2012). Lelyveld, Iman ; Daan in 't Veld, ; van Lelyveld, Iman . In: DNB Working Papers. RePEc:dnb:dnbwpp:348. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach. (2012). KubicovÃ¡, Ivana ; Hausenblas, VÃ¡clav ; Kubicova, Ivana ; Lesanovska, Jitka . In: Working Papers. RePEc:cnb:wpaper:2012/14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bank relationships, business cycles, and financial crises. (2012). Hale, Galina. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:2:p:312-325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Interbank lending and the spread of bank failures: A network model of systemic risk. (2012). Krause, Andreas ; Giansante, Simone . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:583-608. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	âToo interconnected to failâ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Identifying the Phillips curve through shifts in volatility. (2012). Kajuth, Florian. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:4:p:975-991. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Stock Market Bubbles and Unemployment. (2012). Wang, Pengfei ; Miao, Jianjun ; Xu, Lifang . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2012-011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Household Finance. An Emerging Field. (2012). Guiso, Luigi ; Sodini, Paolo . In: EIEF Working Papers Series. RePEc:eie:wpaper:1204. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

Year	Title	See
2012	Monetary policy in a downturn: Are financial crises special?. (2012). Gambacorta, Leonardo ; Bech, Morten. In: BIS Working Papers. RePEc:bis:biswps:388. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Winners and Losers in the Global Financial Crisis. (2012). Tengelsen, Ben . In: BYU Macroeconomics and Computational Laboratory Working Paper Series. RePEc:byu:byumcl:201203. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The Great Depression and the Great Recession: What have we Learned?. (2012). Bordo, Michael. In: Working Papers. RePEc:ess:wpaper:id:4924. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Assessing the evidence on neighborhood effects from Moving to Opportunity. (2012). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1122:x:1. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Community-based well maintenance in rural Haiti. (2012). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1201. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Local average neighborhood effects from moving to opportunity. (2012). Aliprantis, Dionissi ; Francisca G.-C. Richter, . In: Working Paper. RePEc:fip:fedcwp:1208. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Neighborhood dynamics and the distribution of opportunity. (2012). Carroll, Daniel ; Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1212. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The relationship between city center density and urban growth or decline. (2012). Hartley, Daniel ; Fee, Kyle . In: Working Paper. RePEc:fip:fedcwp:1213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1218. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1227. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Land Bank 2.0: an empirical evaluation. (2012). Whitaker, Stephan. In: Working Paper. RePEc:fip:fedcwp:1230. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Assessing the evidence on neighborhood effects from moving to opportunity. (2012). Aliprantis, Dionissi . In: Working Paper. RePEc:fip:fedcwp:1233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The effect of local housing ordinances. (2012). Whitaker, Stephan ; Francisca G-C Richter, ; Fitzpatrick, Thomas J ; Nelson, Lisa A.. In: Working Paper. RePEc:fip:fedcwp:1240. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Can Tightness in the Housing Market Help Predict Subsequent Home Price Appreciation? Evidence from the U.S. and the Netherlands. (2012). Larson, William ; Carrillo, Paul ; De Wit, Erik Robert . In: Working Papers. RePEc:gwi:wpaper:2012-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	This Time is Different, Again? The United States Five Years after the Onset of Subprime. (2012). Rogoff, Kenneth ; Reinhart, Carmen. In: MPRA Paper. RePEc:pra:mprapa:51257. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	How Policy Actions Affect Short-term Post-crisis Recovery?. (2012). Jovanovic, Branimir. In: CEIS Research Paper. RePEc:rtv:ceisrp:253. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Oil and US GDP: A Real-Time out-of Sample Examination. (2011). Rothman, Philip ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Out-of-Sample Forecast Tests Robust to the Choice of Window Size. (2011). Rossi, Barbara ; Inoue, Atsushi. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8542. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The structural fragility of financial systems: Analysis and modeling implications for early warning systems. (2011). Oet, Mikhail ; Gramlich, Dieter . In: Journal of Risk Finance. RePEc:eme:jrfpps:v:11:y:2011:i:4:p:270-290. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do bank branches matter anymore?. (2011). Ergungor, Ozgur ; MOULTON, STEPHANIE . In: Economic Commentary. RePEc:fip:fedcec:y:2011:i:aug4:n:2011-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Foreclosure-related vacancy rates. (2011). Whitaker, Stephan. In: Economic Commentary. RePEc:fip:fedcec:y:2011:i:july26:n:2011-12. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	On the coexistence of money and higher-return assets and its social role. (2011). Rocheteau, Guillaume. In: Working Paper. RePEc:fip:fedcwp:1104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Inter-regional home price dynamics through the foreclosure crisis. (2011). Francisca G-C Richter, ; Seo, Youngme . In: Working Paper. RePEc:fip:fedcwp:1119. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A medium scale forecasting model for monetary policy. (2011). Zaman, Saeed ; Beauchemin, Kenneth. In: Working Paper. RePEc:fip:fedcwp:1128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	SAFE: An early warning system for systemic banking risk. (2011). Oet, Mikhail ; Gramlich, Dieter ; Bianco, Timothy ; Ong, Stephen J. ; Eiben, Ryan ; Wang, Jing . In: Working Paper. RePEc:fip:fedcwp:1129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	A Bayesian evaluation of alternative models of trend inflation. (2011). Doh, Taeyoung ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Measuring the level and uncertainty of trend inflation. (2011). Mertens, Elmar. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-42. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The information content of the embedded deflation pption in TIPS. (2011). Grishchenko, Olesya ; Zhang, Jianing ; Vanden, Joel M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Is unemployment helpful in understanding inflation?. (2011). Doh, Taeyoung. In: Economic Review. RePEc:fip:fedker:y:2011:i:qiv:p:5-26:n:v.96no.4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif. In: IMES Discussion Paper Series. RePEc:ime:imedps:11-e-27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Foreclosures, House Prices, and the Real Economy. (2011). Trebbi, Francesco ; Sufi, Amir ; Mian, Atif. In: NBER Working Papers. RePEc:nbr:nberwo:16685. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The role of neighborhood characteristics in mortgage default risk: evidence from New York City. (2011). Haughwout, Andrew ; Gedal, Michael ; Been, Vicki ; Chan, Sewin . In: MPRA Paper. RePEc:pra:mprapa:33941. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Policy Briefings: Are Delays to the Foreclosure Process a Good Thing?. (2011). Calomiris, Charles ; Higgins, Eric . In: Working paper. RePEc:reg:wpaper:641. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Endogenous equilibria in liquid markets with frictions and boundedly rational agents. (2011). tolotti, marco ; Fontini, Fulvio ; Sartori, Elena ; Pra, Paolo Dai . In: Working Papers. RePEc:vnm:wpdman:7. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	Attributing systemic risk to individual institutions. (2010). Tarashev, Nikola ; BORIO, Claudio ; Tsatsaronis, Kostas . In: BIS Working Papers. RePEc:bis:biswps:308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The housing market effects of discrete land use regulations: Evidence from the California coastal boundary zone. (2010). Kahn, Matthew ; Zasloff, Jonathan ; Vaughn, Ryan . In: Journal of Housing Economics. RePEc:eee:jhouse:v:19:y:2010:i:4:p:269-279. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	The Squam Lake Report: Observations from two policy professionals. (2010). Stern, Gary H. ; Feldman, Ron J.. In: Journal of Monetary Economics. RePEc:eee:moneco:v:57:y:2010:i:7:p:903-912. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral ; AnjanV. Thakor, . In: Working Paper. RePEc:fip:fedcwp:1024. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Caught between Scylla and Charybdis? Regulating bank leverage when there is rent seeking and risk shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral. In: Staff Reports. RePEc:fip:fednsr:469. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2010-033. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila . In: NBER Working Papers. RePEc:nbr:nberwo:16223. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	VAR for VaR: measuring systemic risk using multivariate regression quantiles.. (2010). Kim, Tae-Hwan ; White, Halbert ; Manganelli, Simone . In: MPRA Paper. RePEc:pra:mprapa:35372. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2010	Caught Between Scylla and Charybdis? Regulating Bank Leverage When There is Rent Seeking and Risk Shifting. (2010). Thakor, Anjan ; Mehran, Hamid ; Acharya, Viral. In: Working paper. RePEc:reg:wpaper:643. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	A monetary approach to asset liquidity. (2009). Rocheteau, Guillaume. In: Working Paper. RePEc:fip:fedcwp:0901. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno. In: IDEI Working Papers. RePEc:ide:wpaper:20653. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno. In: NBER Working Papers. RePEc:nbr:nberwo:15009. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Decentralized Trading with Private Information. (2009). Tsyvinski, Aleh ; Lorenzoni, Guido ; Golosov, Mikhail. In: NBER Working Papers. RePEc:nbr:nberwo:15513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria. (2009). Aguirregabiria, Victor. In: MPRA Paper. RePEc:pra:mprapa:17805. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	A Method for Implementing Counterfactual Experiments in Models with Multiple Equilibria. (2009). Aguirregabiria, Victor. In: Working Papers. RePEc:tor:tecipa:tecipa-381. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2009	Liquidity Shocks and Order Book Dynamics. (2009). Weill, Pierre-Olivier ; Biais, Bruno. In: TSE Working Papers. RePEc:tse:wpaper:21944. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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