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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
18
Impact Factor
1.35
5 Years IF
1.07
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 1 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 2 0 0 0 0 0.24
2003 0 0.41 0.25 0 4 4 35 1 3 0 0 0 1 0.25 0.24
2004 0.75 0.47 0.46 0.75 22 26 100 12 15 4 3 4 3 4 33.3 9 0.41 0.27
2005 0.69 0.49 0.64 0.69 16 42 113 27 42 26 18 26 18 4 14.8 8 0.5 0.29
2006 0.58 0.48 0.56 0.67 13 55 71 31 73 38 22 42 28 0 3 0.23 0.26
2007 0.76 0.4 0.61 0.6 7 62 35 35 111 29 22 55 33 3 8.6 2 0.29 0.22
2008 0.8 0.45 0.68 0.84 32 94 260 63 175 20 16 62 52 9 14.3 10 0.31 0.23
2009 0.85 0.43 0.65 0.53 30 124 188 78 255 39 33 90 48 22 28.2 20 0.67 0.23
2010 0.84 0.37 0.64 0.7 31 155 147 98 354 62 52 98 69 15 15.3 8 0.26 0.19
2011 0.72 0.47 0.71 0.75 19 174 131 122 478 61 44 113 85 12 9.8 6 0.32 0.25
2012 1 0.5 0.76 0.81 28 202 129 145 631 50 50 119 96 9 6.2 10 0.36 0.26
2013 0.94 0.52 0.73 0.78 26 228 310 164 797 47 44 140 109 10 6.1 32 1.23 0.24
2014 1.37 0.55 0.83 1 18 246 95 202 1000 54 74 134 134 2 1 11 0.61 0.28
2015 1.34 0.54 0.59 0.8 23 269 82 158 1160 44 59 122 98 1 0.6 6 0.26 0.28
2016 1.15 0.58 0.75 1.2 20 289 52 215 1376 41 47 114 137 6 2.8 6 0.3 0.29
2017 0.95 0.6 0.62 1.05 26 315 89 195 1571 43 41 115 121 5 2.6 21 0.81 0.3
2018 1.35 0.62 0.57 1.07 9 324 5 185 1756 46 62 113 121 1 0.5 1 0.11 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations 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
50 most cited documents in this series
#YearTitleCited
12008Combining forecast densities from VARs with uncertain instabilities. (2008). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie. In: Working Paper. RePEc:bno:worpap:2008_01.

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109
22013Economic uncertainty and the effectiveness of monetary policy. (2013). Sola, Sergio ; Natvik, Gisle ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2013_17.

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62
32005The natural real interest rate and the output gap in the euro area: A joint estimation. (2005). Garnier, Julien ; Wilhelmsen, Bjorn-Roger . In: Working Paper. RePEc:bno:worpap:2005_14.

Full description at Econpapers || Download paper

57
42013Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions. (2013). Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2013_14.

Full description at Econpapers || Download paper

47
52013A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2013_06.

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46
62011Foreign exchange market structure, players and evolution. (2011). Rime, Dagfinn ; King, Michael ; Osler, Carol . In: Working Paper. RePEc:bno:worpap:2011_10.

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41
72009Monetary policy and exchange rate overshooting: Dornbusch was right after all. (2009). Bjørnland, Hilde ; Bjornland, Hilde C.. In: Working Paper. RePEc:bno:worpap:2009_09.

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40
82010Interbank overnight interest rates - gains from systemic importance. (2010). Christophersen, Casper ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2010_11.

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33
92008Identifying the interdependence between US monetary policy and the stock market. (2008). Leitemo, Kai ; Bjørnland, Hilde ; Bjornland, Hilde C.. In: Working Paper. RePEc:bno:worpap:2008_04.

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33
102014Identification of financial factors in economic fluctuations. (2014). Sarferaz, Samad ; Ravazzolo, Francesco ; Furlanetto, Francesco. In: Working Paper. RePEc:bno:worpap:2014_09.

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30
112013The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol . In: Working Paper. RePEc:bno:worpap:2013_12.

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28
122011Where it all began: lending of last resort and the Bank of England during the Overend-Gurney panic of 1866. (2011). Ugolini, Stefano ; Flandreau, Marc. In: Working Paper. RePEc:bno:worpap:2011_03.

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25
132013Mismatch shocks and unemployment during the Great Recession. (2013). Groshenny, Nicolas ; Furlanetto, Francesco. In: Working Paper. RePEc:bno:worpap:2013_16.

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25
142004Cross-Border Diversification in Bank Asset Portfolios. (2004). Ostergaard, Charlotte ; Driscoll, John ; Buch, Claudia. In: Working Paper. RePEc:bno:worpap:2004_11.

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23
152009Price adjustments and inflation - evidence from Norwegian consumer price data 1975-2004. (2009). Wulfsberg, Fredrik. In: Working Paper. RePEc:bno:worpap:2009_11.

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20
162003Dealer Behavior and Trading Systems in Foreign Exchange Markets. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal. In: Working Paper. RePEc:bno:worpap:2003_10.

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20
172014Monetary and macroprudential policy with multi-period loans. (2014). Kolasa, Marcin ; Gelain, Paolo ; Brzoza-Brzezina, Michal. In: Working Paper. RePEc:bno:worpap:2014_16.

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19
182010Investment-specific technology shocks and consumption. (2010). Seneca, Martin ; Furlanetto, Francesco. In: Working Paper. RePEc:bno:worpap:2010_30.

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19
192004New Perspectives on Capital and Sticky Prices. (2004). Sveen, Tommy ; Weinke, Lutz. In: Working Paper. RePEc:bno:worpap:2004_03.

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18
202009Asymmetric information in the interbank foreign exchange market. (2009). Rime, Dagfinn ; Osler, Carol ; Bjønnes, Geir ; Bjonnes, Geir H.. In: Working Paper. RePEc:bno:worpap:2008_25.

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18
212013Do central banks respond to exchange rate movements? A Markov-switching structural investigation. (2013). Maih, Junior ; Bjørnland, Hilde ; Alstadheim, Ragna. In: Working Paper. RePEc:bno:worpap:2013_24.

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18
222012Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Working Paper. RePEc:bno:worpap:2012_04.

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18
232009Bagehot for beginners: The making of lending of last resort operations in the mid-19th century. (2009). Ugolini, Stefano ; Flandreau, Marc ; Bignon, Vincent. In: Working Paper. RePEc:bno:worpap:2009_22.

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18
242008Combining inflation density forecasts. (2008). Ravazzolo, Francesco ; Kascha, Christian. In: Working Paper. RePEc:bno:worpap:2008_22.

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18
252006Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; BÃ¥rdsen, Gunnar ; Brdsen, Gunnar ; Lindquist, Kjersti-Gro . In: Working Paper. RePEc:bno:worpap:2006_01.

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17
262015Efficient perturbation methods for solving regime-switching DSGE models. (2015). Maih, Junior. In: Working Paper. RePEc:bno:worpap:2015_01.

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17
272006Firm-specific capital, nominal rigidities, and the Taylor principle. (2006). Sveen, Tommy ; Weinke, Lutz. In: Working Paper. RePEc:bno:worpap:2006_06.

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16
282017Segmented money markets and covered interest parity arbitrage. (2017). Schrimpf, Andreas ; Rime, Dagfinn ; Syrstad, Olav . In: Working Paper. RePEc:bno:worpap:2017_15.

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15
292010Oil and US GDP: A real-time out-of-sample examination. (2010). Rothman, Philip ; Ravazzolo, Francesco. In: Working Paper. RePEc:bno:worpap:2010_18.

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15
302006Price-level determinacy, lower bounds on the nominal interest rate, and liquidity traps. (2006). Henderson, Dale ; Alstadheim, Ragna. In: Working Paper. RePEc:bno:worpap:2006_03.

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15
312008How does monetary policy respond to exchange rate movements? New international evidence. (2008). Halvorsen, Jørn ; Bjørnland, Hilde. In: Working Paper. RePEc:bno:worpap:2008_15.

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14
322012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd. In: Working Paper. RePEc:bno:worpap:2012_09.

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14
332012House prices, credit growth, and excess volatility: Implications for monetary and macroprudential policy. (2012). Mendicino, Caterina ; Lansing, Kevin ; Gelain, Paolo ; KevinJ. Lansing, . In: Working Paper. RePEc:bno:worpap:2012_08.

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13
342013Global and regional business cycles. Shocks and propagations. (2013). Thorsrud, Leif. In: Working Paper. RePEc:bno:worpap:2013_08.

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13
352012What drives oil prices? Emerging versus developed economies. (2012). Thorsrud, Leif ; Bjørnland, Hilde ; Aastveit, Knut Are ; Bjornland, Hilde C.. In: Working Paper. RePEc:bno:worpap:2012_11.

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13
362009Macro modelling with many models. (2009). Vahey, Shaun ; Ravazzolo, Francesco ; Mitchell, James ; ShaunP. Vahey, ; Bache, Ida Wolden . In: Working Paper. RePEc:bno:worpap:2009_15.

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13
372006Forecasting inflation with an uncertain output gap. (2006). Jore, Anne Sofie ; Brubakk, Leif ; Bjørnland, Hilde. In: Working Paper. RePEc:bno:worpap:2006_02.

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13
382011What do we really know about the long-term evolution of central banking? Evidence from the past, insights for the present. (2011). Ugolini, Stefano. In: Working Paper. RePEc:bno:worpap:2011_15.

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12
392015Labor Supply Factors and Economic Fluctuations. (2015). Lepetit, Antoine ; Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2015_07.

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12
402012Measuring sovereign contagion in Europe. (2012). Rigobon, Roberto ; Ravazzolo, Francesco ; Pelizzon, Loriana ; Caporin, Massimiliano. In: Working Paper. RePEc:bno:worpap:2012_05.

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12
412010Resolving the financial crisis: are we heeding the lessons from the Nordics?. (2010). von Peter, Goetz ; Vale, Bent ; BORIO, Claudio. In: Working Paper. RePEc:bno:worpap:2010_17.

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12
422017Disability benefits, consumption insurance, and household labor supply. (2017). Mogstad, Magne ; Autor, David ; Setzler, Bradley ; Kostol, Andreas Ravndal . In: Working Paper. RePEc:bno:worpap:2017_16.

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12
432012Matching efficiency and business cycle fluctuations. (2012). Groshenny, Nicolas ; Furlanetto, Francesco. In: Working Paper. RePEc:bno:worpap:2012_07.

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11
442009Real-Time Inflation Forecasting in a Changing World. (2009). Ravazzolo, Francesco ; Paap, Richard ; Groen, Jan ; Jan J. J. Groen, . In: Working Paper. RePEc:bno:worpap:2009_16.

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11
452003Volume and Volatility in the FX Market: Does it matter who you are?. (2003). Rime, Dagfinn ; Bjønnes, Geir ; Haakon O. Aa. Solheim, ; Bjonnes, Geir Hoidal. In: Working Paper. RePEc:bno:worpap:2003_07.

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11
462005Monetary policy and exchange rate interactions in a small open economy. (2005). Bjørnland, Hilde. In: Working Paper. RePEc:bno:worpap:2005_16.

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11
472004Liquidity provision in the overnight foreign exchange market. (2004). Rime, Dagfinn ; Bjønnes, Geir ; Bjonnes, Geir Hoidal ; Haakon O. Aa. Solheim, . In: Working Paper. RePEc:bno:worpap:2004_13.

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11
482008Liquidity at the Oslo Stock Exchange. (2008). Skjeltorp, Johannes ; Ødegaard, Bernt ; Næs, Randi ; Nas, Randi . In: Working Paper. RePEc:bno:worpap:2008_09.

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11
492013House prices, expectations, and time-varying fundamentals. (2013). Lansing, Kevin ; Gelain, Paolo ; KevinJ. Lansing, . In: Working Paper. RePEc:bno:worpap:2013_05.

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11
502007Exchange rate forecasting, order flow and macroeconomic information. (2007). Sojli, Elvira ; Sarno, Lucio ; Rime, Dagfinn. In: Working Paper. RePEc:bno:worpap:2007_02.

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11
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013Economic uncertainty and the effectiveness of monetary policy. (2013). Sola, Sergio ; Natvik, Gisle ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2013_17.

Full description at Econpapers || Download paper

29
22013Underidentified SVAR models: A framework for combining short and long-run restrictions with sign-restrictions. (2013). Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2013_14.

Full description at Econpapers || Download paper

20
32013A survey of econometric methods for mixed-frequency data. (2013). Marcellino, Massimiliano ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2013_06.

Full description at Econpapers || Download paper

17
42017Segmented money markets and covered interest parity arbitrage. (2017). Schrimpf, Andreas ; Rime, Dagfinn ; Syrstad, Olav . In: Working Paper. RePEc:bno:worpap:2017_15.

Full description at Econpapers || Download paper

15
52008Combining forecast densities from VARs with uncertain instabilities. (2008). Vahey, Shaun ; Mitchell, James ; Jore, Anne Sofie. In: Working Paper. RePEc:bno:worpap:2008_01.

Full description at Econpapers || Download paper

15
62014Identification of financial factors in economic fluctuations. (2014). Sarferaz, Samad ; Ravazzolo, Francesco ; Furlanetto, Francesco. In: Working Paper. RePEc:bno:worpap:2014_09.

Full description at Econpapers || Download paper

14
72013The market microstructure approach to foreign exchange - Looking back and looking forward. (2013). Rime, Dagfinn ; King, Michael ; Osler, Carol . In: Working Paper. RePEc:bno:worpap:2013_12.

Full description at Econpapers || Download paper

12
82017Disability benefits, consumption insurance, and household labor supply. (2017). Mogstad, Magne ; Autor, David ; Setzler, Bradley ; Kostol, Andreas Ravndal . In: Working Paper. RePEc:bno:worpap:2017_16.

Full description at Econpapers || Download paper

11
92015Efficient perturbation methods for solving regime-switching DSGE models. (2015). Maih, Junior. In: Working Paper. RePEc:bno:worpap:2015_01.

Full description at Econpapers || Download paper

10
102015Labor Supply Factors and Economic Fluctuations. (2015). Lepetit, Antoine ; Furlanetto, Francesco ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2015_07.

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10
112017Fire sales, indirect contagion and systemic stress testing. (2017). Cont, Rama ; Schaanning, Eric . In: Working Paper. RePEc:bno:worpap:2017_02.

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10
122009Monetary policy and exchange rate overshooting: Dornbusch was right after all. (2009). Bjørnland, Hilde ; Bjornland, Hilde C.. In: Working Paper. RePEc:bno:worpap:2009_09.

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9
132012Does information sharing reduce the role of collateral as a screening device?. (2012). Stacescu, Bogdan ; Karapetyan, Artashes. In: Working Paper. RePEc:bno:worpap:2012_19.

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9
142016Immigration and the macroeconomy: some new empirical evidence. (2016). Furlanetto, Francesco ; Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2016_18.

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9
152017Supply Flexibility in the Shale Patch: Evidence from North Dakota. (2017). Bjørnland, Hilde ; Rohrer, Maximilian ; Nordvik, Frode Martin . In: Working Paper. RePEc:bno:worpap:2017_09.

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9
162013Mismatch shocks and unemployment during the Great Recession. (2013). Groshenny, Nicolas ; Furlanetto, Francesco. In: Working Paper. RePEc:bno:worpap:2013_16.

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9
172011Foreign exchange market structure, players and evolution. (2011). Rime, Dagfinn ; King, Michael ; Osler, Carol . In: Working Paper. RePEc:bno:worpap:2011_10.

Full description at Econpapers || Download paper

8
182015A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Paper. RePEc:bno:worpap:2015_06.

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7
192017Forward guidance through interest rate projections: does it work?. (2017). ter Ellen, Saskia ; Brubakk, Leif ; Xu, Hong. In: Working Paper. RePEc:bno:worpap:2017_06.

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7
202013Do central banks respond to exchange rate movements? A Markov-switching structural investigation. (2013). Maih, Junior ; Bjørnland, Hilde ; Alstadheim, Ragna. In: Working Paper. RePEc:bno:worpap:2013_24.

Full description at Econpapers || Download paper

7
212014Monetary and macroprudential policy with multi-period loans. (2014). Kolasa, Marcin ; Gelain, Paolo ; Brzoza-Brzezina, Michal. In: Working Paper. RePEc:bno:worpap:2014_16.

Full description at Econpapers || Download paper

7
222014House prices, credit and the effect of monetary policy in Norway: Evidence from Structural VAR Models. (2014). Robstad, Orjan. In: Working Paper. RePEc:bno:worpap:2014_05.

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7
232005The natural real interest rate and the output gap in the euro area: A joint estimation. (2005). Garnier, Julien ; Wilhelmsen, Bjorn-Roger . In: Working Paper. RePEc:bno:worpap:2005_14.

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7
242016Implementing the zero lower bound in an estimated regime-switching DSGE model. (2016). Maih, Junior ; Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2016_03.

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6
252017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Paper. RePEc:bno:worpap:2017_17.

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6
262017Components of uncertainty. (2017). Larsen, Vegard. In: Working Paper. RePEc:bno:worpap:2017_05.

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6
272012Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Working Paper. RePEc:bno:worpap:2012_04.

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6
282016Liquidity Management and Central Bank Strength: Bank of England Operations Reloaded, 1889-1910. (2016). Ugolini, Stefano. In: Working Paper. RePEc:bno:worpap:2016_10.

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5
292016Oil and macroeconomic (in)stability. (2016). Maih, Junior ; Larsen, Vegard ; Bjørnland, Hilde. In: Working Paper. RePEc:bno:worpap:2016_12.

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5
302010Resolving the financial crisis: are we heeding the lessons from the Nordics?. (2010). von Peter, Goetz ; Vale, Bent ; BORIO, Claudio. In: Working Paper. RePEc:bno:worpap:2010_17.

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5
312016Business cycles in an oil economy: Lessons from Norway. (2016). Larsen, Vegard ; Bergholt, Drago. In: Working Paper. RePEc:bno:worpap:2016_16.

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5
322017Comparing behavioural heterogeneity across asset classes. (2017). ter Ellen, Saskia ; Hommes, Cars. In: Working Paper. RePEc:bno:worpap:2017_12.

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4
332016Nowcasting using news topics. Big Data versus big bank. (2016). Thorsrud, Leif. In: Working Paper. RePEc:bno:worpap:2016_20.

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4
342012Oil price density forecasts: exploring the linkages with stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Paper. RePEc:bno:worpap:2012_24.

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4
352009Bagehot for beginners: The making of lending of last resort operations in the mid-19th century. (2009). Ugolini, Stefano ; Flandreau, Marc ; Bignon, Vincent. In: Working Paper. RePEc:bno:worpap:2009_22.

Full description at Econpapers || Download paper

4
362011Where it all began: lending of last resort and the Bank of England during the Overend-Gurney panic of 1866. (2011). Ugolini, Stefano ; Flandreau, Marc. In: Working Paper. RePEc:bno:worpap:2011_03.

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4
372016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Paper. RePEc:bno:worpap:2016_21.

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4
382010Term structure forecasting using macro factors and forecast combination. (2010). van Dijk, Dick ; Ravazzolo, Francesco ; De Pooter, Michiel. In: Working Paper. RePEc:bno:worpap:2010_01.

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4
392015Notes on the Underground: Monetary Policy in Resource-Rich Economies. (2015). Seneca, Martin ; Ferrero, Andrea. In: Working Paper. RePEc:bno:worpap:2015_02.

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4
402015Using low frequency information for predicting high frequency variables. (2015). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: Working Paper. RePEc:bno:worpap:2015_13.

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4
412015Leaning Against the Credit Cycle. (2015). Natvik, Gisle ; Lansing, Kevin ; Gelain, Paolo ; KevinJ. Lansing, . In: Working Paper. RePEc:bno:worpap:2015_04.

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4
422015Sigma point filters for dynamic nonlinear regime switching models. (2015). Maih, Junior ; Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2015_10.

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3
432017Has the Fed responded to house and stock prices? A time-varying analysis. (2017). Furlanetto, Francesco ; Aastveit, Knut Are ; Loria, Francesca . In: Working Paper. RePEc:bno:worpap:2017_01.

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3
442017Pension reform disabled. (2017). Galaasen, Sigurd. In: Working Paper. RePEc:bno:worpap:2017_20.

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3
452017The R package MitISEM: Efficient and robust simulation procedures for Bayesian inference. (2017). van Dijk, Herman ; Opschoor, Anne ; Hoogerheide, Lennart ; Grassi, Stefano ; Basturk, Nalan . In: Working Paper. RePEc:bno:worpap:2017_10.

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3
462010Interbank overnight interest rates - gains from systemic importance. (2010). Christophersen, Casper ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2010_11.

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472013Solving second and third-order approximations to DSGE models: A recursive Sylvester equation solution. (2013). Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2013_18.

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482018Dutch disease dynamics reconsidered. (2018). Torvik, Ragnar ; Thorsrud, Leif ; Bjørnland, Hilde ; Bjornland, Hilde C. In: Working Paper. RePEc:bno:worpap:2018_01.

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492014Bubbles and crises: The role of house prices and credit. (2014). Anundsen, Andre ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank. In: Working Paper. RePEc:bno:worpap:2014_14.

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502015Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach. (2015). Natvik, Gisle ; Lansing, Kevin ; Gelain, Paolo ; KevinJ. Lansing, . In: Working Paper. RePEc:bno:worpap:2015_11.

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Citing documents used to compute impact factor: 62
YearTitle
2018Dynamic Clearing and Contagion in Financial Networks. (2018). Feinstein, Zachary ; Bernstein, Alex ; Banerjee, Tathagata. In: Papers. RePEc:arx:papers:1801.02091.

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2018Cascading Losses in Reinsurance Networks. (2018). Minca, Andreea ; Klages-Mundt, Ariah. In: Papers. RePEc:arx:papers:1805.12222.

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2018Systemic Greeks: Measuring risk in financial networks. (2018). Stobbe, Julian ; Bertschinger, Nils. In: Papers. RePEc:arx:papers:1810.11849.

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2018A heterogeneous agent model of asset price dynamics with two time delays. (2018). Guerrini, Luca ; Szidarovszky, Ferenc ; Matsumoto, Akio. In: Decisions in Economics and Finance. RePEc:spr:decfin:v:41:y:2018:i:2:d:10.1007_s10203-018-0223-2.

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2018Health, Longevity and Pension Reform. (2018). Wallenius, Johanna ; Markussen, Simen ; Laun, Tobias ; Vigtel, Trond Christian. In: Working Paper Series. RePEc:hhs:uunewp:2018_009.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2018Text Mining-based Economic Activity Estimation. (2018). Yakovleva, Ksenia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:26-41.

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2018Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy. (2018). Fritsche, Ulrich ; Puckelwald, Johannes . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201804.

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2018Maschinelles Lernen in der ökonomischen Forschung. (2018). Wohlrabe, Klaus ; Stöckli, Marc ; Schüller, Simone ; Stockli, Marc ; Schuller, Simone ; Huber, Matthias. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:71:y:2018:i:07:p:50-53.

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2018Media based sentiment indices as an alternative measure of consumer confidence. (2018). Reid, Monique ; Odendaal, Nicolaas Johannes. In: Working Papers. RePEc:sza:wpaper:wpapers310.

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2018Rethinking financial stability. (2018). Kapadia, Sujit ; Hinterschweiger, Marc ; HALDANE, ANDREW ; Aikman, David. In: Bank of England working papers. RePEc:boe:boeewp:0712.

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2018Measuring the propagation of financial distress with Granger-causality tail risk networks. (2018). Trapin, Luca ; Pirino, Davide ; Lillo, Fabrizio ; Corsi, Fulvio. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36.

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2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

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2018Review of the Bank of Russia – IMF Workshop Recent Developments in Macroprudential Stress Testing. (2018). Danilova, Elizaveta ; Shevchuk, Ivan ; Rumyantsev, Evgeny . In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:60-83.

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2018Housing prices and mortgage credit in Luxembourg. (2018). Filipe, Sara Ferreira. In: BCL working papers. RePEc:bcl:bclwop:bclwp117.

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2018Monetary policy and structural changes in Colombia, 1990-2016: A Markov Switching approach. (2018). Cadavid-Sánchez, Sebastián ; Sanchez, Sebastian Cadavid. In: Documentos CEDE. RePEc:col:000089:016970.

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2018Targeting Long-term Rates in a Model with Financial Frictions and Regime Switching. (2018). Bolaos, Alberto Ortiz ; Rodriguez, Gerardo Kattan ; Cadavid-Sanchez, Sebastian. In: Investigación Conjunta-Joint Research. RePEc:cml:incocp:5en-6.

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2018The Historical Evolution of Central Banking. (2018). Ugolini, Stefano. In: Post-Print. RePEc:hal:journl:hal-01887004.

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2018Frosted glass or raised eyebrow? Testing the Bank of England’s discount window policies during the crisis of 1847. (2018). Thomas, Ryland ; Bholat, David ; Kang, Miao ; Anson, Michael ; Rieder, Kilian. In: Working Papers. RePEc:ehs:wpaper:18020.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain exchange rate behaviour? A nonlinear econometric investigation. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: MPRA Paper. RePEc:pra:mprapa:83894.

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2018Can competition for and in the market co-exist in terms of delivering cost efficient services? Evidence from open access train operators and their franchised counterparts in Britain. (2018). Wheat, Phill ; Rasmussen, Torris. In: Transportation Research Part A: Policy and Practice. RePEc:eee:transa:v:113:y:2018:i:c:p:114-124.

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2018Can the interaction between a single long-term attractor and heterogeneous trading explain the exchange rate conundrum?. (2018). Cifarelli, Giulio ; Paladino, Giovanna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:46:y:2018:i:c:p:313-323.

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2018A new particle filtering approach to estimate stochastic volatility models with Markov-switching. (2018). Karamé, Frédéric ; Karame, Frederic. In: Econometrics and Statistics. RePEc:eee:ecosta:v:8:y:2018:i:c:p:204-230.

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2018The stochastic lower bound. (2018). Masolo, Riccardo M. ; Winant, Pablo . In: Bank of England working papers. RePEc:boe:boeewp:0754.

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2018Immigration and Government Spending in OECD Countries. (2018). d'Albis, Hippolyte ; Coulibaly, Dramane ; Boubtane, Ekrame. In: PSE Working Papers. RePEc:hal:psewpa:hal-01852411.

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2018Economic Migration and Business Cycles in a Small Open Economy with Matching Frictions. (2018). Lozej, Matija. In: Research Technical Papers. RePEc:cbi:wpaper:8/rt/18.

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2018Common business cycles and volatilities in US states and MSAs: The role of economic uncertainty. (2018). Wohar, Mark ; GUPTA, RANGAN ; Risse, Marian ; Ma, Jun. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:317-337.

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2018A machine learning approach to identifying different types of uncertainty. (2018). Yung, Julieta ; Saltzman, Bennett. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:58-62.

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2018The economic effects of U.S. presidential tax communication: Evidence from a correlated topic model. (2018). Dybowski, T P ; Adammer, P. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:511-525.

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2018How Do Central Bank Projections and Forward Guidance Influence Private-Sector Forecasts?. (2018). Sutherland, Christopher ; Jain, Monica. In: Staff Working Papers. RePEc:bca:bocawp:18-2.

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2018Quantitative or qualitative forward guidance: Does it matter?. (2018). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gunda-Alexandra. In: BIS Working Papers. RePEc:bis:biswps:742.

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2018The impact of monetary policy on household borrowing - a high-frequency IV identification. (2018). Sandstrom, Maria. In: Working Paper Series. RePEc:hhs:rbnkwp:0351.

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2018Quantitative or Qualitative Forward Guidance: Does it Matter?. (2018). Moessner, Richhild ; Karagedikli, Ozer ; Detmers, Gunda-Alexandra. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7314.

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2018Fear of Forward Guidance. (2018). Isakov, Alex ; Gorlinsky, Oleg ; Grishin, Petr. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:84-106.

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2018Sharing a ride on the commodities roller coaster: Common factors in business cycles of emerging economies. (2018). Rodriguez, Diego ; Gonzalez, Andres ; Fernandez, Andres. In: Journal of International Economics. RePEc:eee:inecon:v:111:y:2018:i:c:p:99-121.

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2018U.S. shale producers: a case of dynamic risk management?. (2018). Ferriani, Fabrizio ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:88279.

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2018Futures risk premia in the era of shale oil. (2018). Natoli, Filippo ; Ferriani, Fabrizio ; Zeni, Federica ; Veronese, Giovanni. In: MPRA Paper. RePEc:pra:mprapa:89097.

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2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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2018Oil and the economy: evolution not revolution. (2018). Yucel, Mine. In: Business Economics. RePEc:pal:buseco:v:53:y:2018:i:4:d:10.1057_s11369-018-0098-9.

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2018About the fear of reputational loss: Social trading and the disposition effect. (2018). Pelster, Matthias ; Hofmann, Annette. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:94:y:2018:i:c:p:75-88.

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2018A laboratory experiment on the heuristic switching model. (2018). Tuinstra, Jan ; Chernulich, Aleksei ; Anufriev, Mikhail. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:91:y:2018:i:c:p:21-42.

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2018Changes in cropland area in the United States and the role of CRP. (2018). Hendricks, Nathan P ; Er, Emrah. In: Food Policy. RePEc:eee:jfpoli:v:75:y:2018:i:c:p:15-23.

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2018Breakdown of covered interest parity: mystery or myth?. (2018). Wong, Alfred ; Zhang, Jiayue. In: BIS Papers chapters. RePEc:bis:bisbpc:96-08.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7124.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Discussion Papers. RePEc:cfm:wpaper:1816.

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2018Central Bank Swap Lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: Bank of England working papers. RePEc:boe:boeewp:0741.

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2018The Covered Interest Parity Puzzle and the Evolution of the Japan Premium. (2018). Stenfors, Alexis. In: Working Papers in Economics & Finance. RePEc:pbs:ecofin:2018-10.

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2018Central Bank Swap Lines. (2018). Bahaj, Saleem ; Reis, Ricardo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13003.

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2018Central bank swap lines. (2018). Reis, Ricardo ; Bahaj, Saleem. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:90374.

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2018Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:20.

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2018FORWARD BIAS, UNCOVERED INTEREST PARITY AND RELATED PUZZLES. (2018). Pippenger, John . In: University of California at Santa Barbara, Economics Working Paper Series. RePEc:cdl:ucsbec:qt1778z416.

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2018Stock Market Returns and Consumption. (2018). Majlesi, Kaveh ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: IZA Discussion Papers. RePEc:iza:izadps:dp11357.

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2018Earnings responses to disability benefit cuts. (2018). O'Donnell, Owen ; McAleer, Michael ; Gielen, Anne ; Garcia-Gomez, Pilar ; Chang, Chia-Lin ; Mandico, Silvia Garcia. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180023.

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2018Stock Market Returns and Consumption. (2018). Majlesi, Kaveh ; Kermani, Amir ; di Maggio, Marco ; Dimaggio, Marco . In: Working Papers. RePEc:hhs:lunewp:2018_001.

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2018Earnings Responses to Disability Benefit Cuts. (2018). O'Donnell, Owen ; Gielen, Anne ; Garcia-Gomez, Pilar ; Mandico, Silvia Garcia. In: IZA Discussion Papers. RePEc:iza:izadps:dp11410.

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2018Immigrant Responses to Social Insurance Generosity. (2018). Røed, Knut ; Bratsberg, Bernt ; Roed, Knut ; Raaum, Oddbjorn. In: IZA Discussion Papers. RePEc:iza:izadps:dp11482.

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2018Job Displacement, Family Dynamics and Spousal Labor Supply. (2018). Weber, Andrea ; Schmieder, Julia ; Halla, Martin. In: IZA Discussion Papers. RePEc:iza:izadps:dp11752.

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2018Job Displacement, Family Dynamic, and Spousal Labor Supply. (2018). Weber, Andrea ; Schmieder, Julia ; Halla, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13247.

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2018Job Displacement, Family Dynamics and Spousal Labor Supply. (2018). Weber, Andrea ; Schmieder, Julia ; Halla, Martin. In: Economics working papers. RePEc:jku:econwp:2018_16.

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2018Reliably Computing Nonlinear Dynamic Stochastic Model Solutions: An Algorithm with Error Formulas. (2018). Anderson, Gary S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-70.

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2018Credit risk transfer, informed markets, and securitization. (2018). wachter, susan. In: Economic Policy Review. RePEc:fip:fednep:00057.

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2018“Much Ado about Nothing”? The Effect of Print Media Tone on Stock Indices. (2018). Schreiber, Ben Z ; Saadon, Yossi ; Rosenboim, Mosi. In: Bank of Israel Working Papers. RePEc:boi:wpaper:2018.10.

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Recent citations
Recent citations received in 2018

YearCiting document
2018The Shale Oil Boom and the U.S. Economy: Spillovers and Time-Varying Effects. (2018). Bjørnland, Hilde ; Zhulanova, Julia ; Bjornland, Hilde C. In: Working Papers. RePEc:bny:wpaper:0066.

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Recent citations received in 2017

YearCiting document
2017An indifference approach to the cost of capital constraints: KVA and beyond. (2017). Pallavicini, Andrea ; Brigo, Damiano ; Francischello, Marco. In: Papers. RePEc:arx:papers:1708.05319.

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2017Network models of financial systemic risk: A review. (2017). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1710.11512.

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2017Economic History Goes Digital: Topic Modeling the Journal of Economic History. (2017). Wehrheim, Lino. In: Working Papers. RePEc:bav:wpaper:177_wehrheim.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: BCAM Working Papers. RePEc:bbk:bbkcam:1707.

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2017Heterogeneous beliefs and asset price dynamics: a survey of recent evidence. (2017). Verschoor, Willem ; ter Ellen, Saskia. In: Working Paper. RePEc:bno:worpap:2017_22.

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2017Asset returns, news topics, and media effects. (2017). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0054.

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2017News, Noise and Oil Price Swings. (2017). Moretti, Laura ; Gambetti, Luca. In: Research Technical Papers. RePEc:cbi:wpaper:12/rt/17.

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2017Posterior Means and Precisions of the Coefficients in Linear Models with Highly Collinear Regressors. (2017). Smith, Ronald ; Pesaran, M. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6785.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James D. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6835.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Baumeister, Christiane ; Hamilton, James. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12532.

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2017Liquidity in FX spot and forward markets. (2017). Sushko, Vladyslav ; Krohn, Ingomar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2017_019.

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2017Endogenous Regime Switching Near the Zero Lower Bound. (2017). Lansing, Kevin. In: Working Paper Series. RePEc:fip:fedfwp:2017-24.

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2017Seeking price and macroeconomic stabilisation in the euro area: The role of house prices and stock prices. (2017). Sosvilla-Rivero, Simon ; Shah, Imran Hussain. In: IREA Working Papers. RePEc:ira:wpaper:201710.

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2017The Role of Caseworkers in Unemployment Insurance: Evidence from Unplanned Absences. (2017). Schiprowski, Amelie. In: IZA Discussion Papers. RePEc:iza:izadps:dp11040.

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2017Understanding the Effects of Income and Child Care Subsidies on Childrens Academic Achievement. (2017). Rodriguez, Jorge. In: 2017 Papers. RePEc:jmp:jm2017:pro1077.

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2017Funding Value Adjustments. (2017). Duffie, Darrell ; Song, Yang ; Andersen, Leif. In: NBER Working Papers. RePEc:nbr:nberwo:23680.

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2017Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks. (2017). Hamilton, James ; Baumeister, Christiane. In: NBER Working Papers. RePEc:nbr:nberwo:24167.

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2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

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2017Testing the interest parity condition with Irving Fishers example of Indian rupee and sterling bonds in the London financial market (1869 - 1906). (2017). Herger, Nils. In: Working Papers. RePEc:szg:worpap:1704.

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2017Vulnerable asset management? The case of mutual funds. (2017). Fricke, Christoph. In: Discussion Papers. RePEc:zbw:bubdps:322017.

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2017Für eine zukunftsorientierte Wirtschaftspolitik. Jahresgutachten 2017/18. (2017). . In: Annual Economic Reports / Jahresgutachten. RePEc:zbw:svrwjg:201718.

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Recent citations received in 2016

YearCiting document
2016A quantitative case for leaning against the wind. (2016). Rungcharoenkitkul, Phurichai ; Filardo, Andrew. In: BIS Working Papers. RePEc:bis:biswps:594.

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2016Joint prediction bands for macroeconomic risk management. (2016). Maih, Junior ; Binning, Andrew ; Akram, Qaisar. In: Working Paper. RePEc:bno:worpap:2016_07.

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2016Forecast uncertainty in the neighborhood of the effective lower bound: How much asymmetry should we expect?. (2016). Maih, Junior ; Binning, Andrew. In: Working Paper. RePEc:bno:worpap:2016_13.

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2016Joint Prediction Bands for Macroeconomic Risk Management. (2016). Maih, Junior ; Binning, Andrew ; Akram, Qaisar. In: Working Papers. RePEc:bny:wpaper:0045.

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2016Optimal Growth Through Product Innovation. (2016). Lentz, Rasmus ; Mortensen, Dale. In: Review of Economic Dynamics. RePEc:red:issued:14-321.

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2016Estimating DSGE models with Zero Interest Rate Policy. (2016). Robinson, Tim ; Morley, James ; Kulish, Mariano. In: Discussion Papers. RePEc:swe:wpaper:2014-32b.

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Recent citations received in 2015

YearCiting document
2015Sigma Point Filters For Dynamic Nonlinear Regime Switching Models. (2015). Maih, Junior ; Binning, Andrew. In: Working Papers. RePEc:bny:wpaper:0032.

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2015House price dynamics: Fundamentals and expectations. (2015). Kozicki, Sharon ; Granziera, Eleonora. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:60:y:2015:i:c:p:152-165.

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2015Explaining the Boom-Bust Cycle in the U.S. Housing Market: A Reverse-Engineering Approach. (2015). Natvik, Gisle ; Lansing, Kevin ; Gelain, Paolo. In: Working Paper Series. RePEc:fip:fedfwp:2015-02.

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2015What Broke First? Characterizing Sources of Structural Change Prior to the Great Recession. (2015). Hull, Isaiah. In: Working Paper Series. RePEc:hhs:rbnkwp:0301.

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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Journal of Statistical Software. RePEc:jss:jstsof:v:068:i03.

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2015Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox. (2015). van Dijk, Herman ; Ravazzolo, Francesco ; Grassi, Stefano ; Casarin, Roberto. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130055.

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