Citation analysis for Working Papers / Office of Financial Research, US Department of the Treasury

Working Papers / Office of Financial Research, US Department of the Treasury

0.57

Impact Factor

1.85

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.37			0				0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.41			0				0		0		(%)			0.18
2005		0.43			0				0		0		(%)			0.21
2006		0.44			0				0		0		(%)			0.19
2007		0.37			0				0		0		(%)			0.17
2008		0.39			0				0		0		(%)			0.17
2009		0.36			0				0		0		(%)			0.17
2010		0.34			0				0		0		(%)			0.15
2011		0.41			0				0		0		(%)			0.2
2012		0.45		3	3			98	0		0		3 (3.1%)			0.21
2013	3	0.5	3	9	12	16	1.33	26	3	9	3	9	2 (7.7%)	3	0.33	0.2
2014	1.25	0.55	1.25	9	21	19	0.9	29	12	15	12	15	1 (3.4%)	3	0.33	0.25
2015	1.11	0.57	2.29	5	26	54	2.08	6	18	20	21	48	(%)	4	0.8	0.26
2016	0.57	0.66	1.85		26	48	1.85		14	8	26	48	(%)			0.34

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

#	Year	Title	Cited
1	2012	A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01. Full description at Econpapers \|\| Download paper	88
2	2014	Shadow Banking: The Money View. (2014). Pozsar, Zoltan . In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers \|\| Download paper	13
3	2012	Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard . In: Working Papers. RePEc:ofr:wpaper:12-03. Full description at Econpapers \|\| Download paper	12
4	2013	The History of Cyclical Macroprudential Policy in the United States. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05. Full description at Econpapers \|\| Download paper	7
5	2014	The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02. Full description at Econpapers \|\| Download paper	6
6	2015	Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02. Full description at Econpapers \|\| Download paper	5
7	2013	Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Yoldas, Emre ; Senyuz, Zeynep ; Akay, Ozgur . In: Working Papers. RePEc:ofr:wpaper:13-03. Full description at Econpapers \|\| Download paper	5
8	2013	How Likely is Contagion in Financial Networks?. (2013). Glasserman, Paul ; Young, Peyton . In: Working Papers. RePEc:ofr:wpaper:13-06. Full description at Econpapers \|\| Download paper	5
9	2014	An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers \|\| Download paper	5
10	2014	A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03. Full description at Econpapers \|\| Download paper	3
11	2014	Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers \|\| Download paper	3
12	2013	Stress Scenario Selection by Empirical Likelihood. (2013). Glasserman, Paul ; Kang, Wanmo . In: Working Papers. RePEc:ofr:wpaper:13-04. Full description at Econpapers \|\| Download paper	3
13	2013	Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-08. Full description at Econpapers \|\| Download paper	2
14	2013	Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill . In: Working Papers. RePEc:ofr:wpaper:13-07. Full description at Econpapers \|\| Download paper	2
15	2013	Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02. Full description at Econpapers \|\| Download paper	2
16	2013	CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul . In: Working Papers. RePEc:ofr:wpaper:13-01. Full description at Econpapers \|\| Download paper	2
17	2015	Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks. (2015). Bookstaber, Richard ; Zhang, Zhizun ; Venkatasubramanian, Venkat ; Luo, YU ; Iyengar, Garud ; Glasserman, Paul . In: Working Papers. RePEc:ofr:wpaper:15-01. Full description at Econpapers \|\| Download paper	1
18	2014	Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo . In: Working Papers. RePEc:ofr:wpaper:14-06. Full description at Econpapers \|\| Download paper	1
19	2013	Common Ground: The Need for a Universal Mortgage Loan Identifier. (2013). McCormick, Matthew ; Calahan, Lynn . In: Working Papers. RePEc:ofr:wpaper:13-09. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01. Full description at Econpapers \|\| Download paper	71
2	2014	Shadow Banking: The Money View. (2014). Pozsar, Zoltan . In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers \|\| Download paper	13
3	2013	The History of Cyclical Macroprudential Policy in the United States. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05. Full description at Econpapers \|\| Download paper	7
4	2012	Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard . In: Working Papers. RePEc:ofr:wpaper:12-03. Full description at Econpapers \|\| Download paper	6
5	2014	An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers \|\| Download paper	5
6	2015	Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02. Full description at Econpapers \|\| Download paper	5
7	2013	Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Yoldas, Emre ; Senyuz, Zeynep ; Akay, Ozgur . In: Working Papers. RePEc:ofr:wpaper:13-03. Full description at Econpapers \|\| Download paper	5
8	2014	The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02. Full description at Econpapers \|\| Download paper	4
9	2014	Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers \|\| Download paper	3
10	2014	A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03. Full description at Econpapers \|\| Download paper	2
11	2013	Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-08. Full description at Econpapers \|\| Download paper	2
12	2013	How Likely is Contagion in Financial Networks?. (2013). Glasserman, Paul ; Young, Peyton . In: Working Papers. RePEc:ofr:wpaper:13-06. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 8:

Year	Title
2016	Evaluating the information in the Federal Reserve stress tests. (2016). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Staff Reports. RePEc:fip:fednsr:744. Full description at Econpapers \|\| Download paper
2016	The application of visual analytics to financial stability monitoring. (2016). Varga, Margaret ; Flood, Mark D ; Lemieux, Victoria L ; William, B L. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:180-197. Full description at Econpapers \|\| Download paper
2016	Risk-based capital requirements and optimal liquidation in a stress scenario. (2016). Braouezec, Yann ; Wagalath, Lakshithe . In: Working Papers. RePEc:ies:wpaper:f201601. Full description at Econpapers \|\| Download paper
2016	How the interbank market becomes systemically dangerous: an agent-based network model of financial distress propagation. (2016). Serri, Matteo ; Cimini, Giulio ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1611.04311. Full description at Econpapers \|\| Download paper
2016	Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach. (2016). Sakiyama, Toshiyuki ; Yamada, Tetsuya . In: IMES Discussion Paper Series. RePEc:ime:imedps:16-e-13. Full description at Econpapers \|\| Download paper
2016	Shadow banking, financial regulation and animal spirits: An ACE approach. (2016). Krug, Sebastian ; Wohltmann, Hans-Werner . In: Economics Working Papers. RePEc:zbw:cauewp:201608. Full description at Econpapers \|\| Download paper
2016	Shadow banking: some considerations for measurements purposes. (2016). Agresti, Anna Maria . In: IFC Bulletins chapters. RePEc:bis:bisifc:41-31. Full description at Econpapers \|\| Download paper
2016	Traditional banks, shadow banks and the US credit boom: Credit origination versus financing. (2016). Unger, Robert. In: Discussion Papers. RePEc:zbw:bubdps:112016. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	United States; Financial Sector Assessment Program-Stress Testing-Technical Notes. (2015). International Monetary Fund. Monetary, ; Capital Markets Department, ; International Monetary Fund. Monetary, . In: IMF Staff Country Reports. RePEc:imf:imfscr:15/173. Full description at Econpapers \|\| Download paper
2015	March Madness in Wall Street; (What) Does the Market Learn from Stress Tests?. (2015). Igan, Deniz ; Fernandes, Marcelo ; Pinheiro, Marcelo . In: IMF Working Papers. RePEc:imf:imfwpa:15/271. Full description at Econpapers \|\| Download paper
2015	March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Working Papers. RePEc:qmw:qmwecw:wp771. Full description at Econpapers \|\| Download paper
2015	Network science: a useful tool in economics and finance. (2015). Kenett, Dror ; Havlin, Shlomo . In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:14:y:2015:i:2:p:155-167. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Visual Tools and Narratives: New Ways to Improve Financial Literacy. (2014). Samek, Anya ; Lusardi, Annamaria ; Kapteyn, Arie ; Glinert, Lewis ; Hung, Angela ; Heinberg, Aileen . In: Framed Field Experiments. RePEc:feb:framed:00429. Full description at Econpapers \|\| Download paper
2014	Visual Tools and Narratives: New Ways to Improve Financial Literacy. (2014). Samek, Anya ; Lusardi, Annamaria ; Kapteyn, Arie ; Heinberg, Aileen ; Glinert, Lewis ; SavikhinSamek, Anya ; Hung, Angela . In: NBER Working Papers. RePEc:nbr:nberwo:20229. Full description at Econpapers \|\| Download paper
2014	An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Measuring capital adequacy supervisory stress tests in a Basel world. (2013). Wall, Larry. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-15. Full description at Econpapers \|\| Download paper
2013	Office of Financial Research 2013 Annual Report. (2013). . In: Reports. RePEc:ofr:report:13-2. Full description at Econpapers \|\| Download paper
2013	Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill . In: Working Papers. RePEc:ofr:wpaper:13-07. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#		Series	Cites

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.