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Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston

Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
13
Impact Factor (IF)
0
5 Years IF
0.14
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
2007 0 0.52 0 0 6 6 18 0 0 0 0 0 0.29
2008 0.17 0.59 0.46 0.17 7 13 194 6 6 6 1 6 1 2 33.3 5 0.71 0.29
2009 1.38 0.59 1.22 1.38 5 18 38 20 28 13 18 13 18 2 10 1 0.2 0.33
2010 1.67 0.53 1.28 1.22 7 25 110 30 60 12 20 18 22 1 3.3 8 1.14 0.3
2012 2.43 0.68 1.47 1.76 5 30 44 44 159 7 17 25 44 0 0 0.36
2015 0 0.66 1.44 2 2 32 0 46 288 0 12 24 0 0 0.36
2016 0 0.65 0.81 0.43 4 36 22 29 317 2 7 3 1 3.4 4 1 0.35
2017 0.5 0.62 0.46 0.45 5 41 59 19 336 6 3 11 5 0 4 0.8 0.35
2018 0.78 0.61 0.65 0.64 5 46 27 30 366 9 7 11 7 1 3.3 5 1 0.35
2019 1.3 0.63 0.52 0.94 2 48 2 25 391 10 13 16 15 0 0 0.36
2023 0 0.61 0.4 0.14 2 50 0 20 514 0 7 1 0 0 0.22
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12008Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic. (2008). Fletcher, Jason ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-2.

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123
22017International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2017). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-2.

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54
32008Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”. (2008). Montoriol Garriga, Judit ; Fillat, Jose ; Cohen-Cole, Ethan ; Duygan-Bump, Burcu ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-5.

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45
42010Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system. (2010). Montoriol Garriga, Judit ; Fillat, Jose ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-4.

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28
52010Financing constraints and unemployment: evidence from the Great Recession. (2010). Montoriol Garriga, Judit ; Levkov, Alexey ; Montoriol-Garriga, Judit ; Duygan-Bump, Burcu. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-6.

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26
62012The stability of prime money market mutual funds: sponsor support from 2007 to 2011. (2012). Anadu, Ken E. ; Brady, Steffanie A. ; Cooper, Nathaniel R.. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-3.

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24
72010Risk, returns, and multinational production. (2010). Garetto, Stefania ; Fillat, Jose. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-5.

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23
82016Offshore Production and Business Cycle Dynamics with Heterogeneous Firms. (2016). Zlate, Andrei. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-1.

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17
92009Forgive and forget: who gets credit after bankruptcy and why?. (2009). Montoriol Garriga, Judit ; Cohen-Cole, Ethan ; Duygan-Bump, Burcu ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-2.

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16
102007Model uncertainty and the deterrent effect of capital punishment. (2007). Durlauf, Steven ; Cohen-Cole, Ethan ; Nagin, Daniel ; Fagan, Jeffrey. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-3.

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16
112010Optimal portfolio choice with predictability in house prices and transaction costs. (2010). Vergara-Alert, Carles ; Fillat, Jose ; Corradin, Stefano. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-2.

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14
122010How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. (2010). Suarez, Gustavo ; Rosengren, Eric ; Duygan-Bump, Burcu ; Willen, Paul S. ; Parkinson, Patrick M.. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-3.

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13
132012Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks. (2012). Goetz, Martin. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau12-2.

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13
142018The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Shin, Chae Hee ; Osambela, Emilio ; McCabe, Patrick E ; Kruttli, Mathias S ; Anadu, Kenechukwu E. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-4.

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12
152009Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives. (2009). Cohen-Cole, Ethan ; Morse, Jonathan . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-5.

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11
162008Household bankruptcy decision: the role of social stigma vs. information sharing. (2008). Cohen-Cole, Ethan ; Duygan-Bump, Burcu. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-6.

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10
172008Credit card redlining. (2008). Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-1.

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10
182009A question of liquidity: the great banking run of 2008?. (2009). Montoriol Garriga, Judit ; Sekeris, Evan ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-4.

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9
192018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-3.

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8
202010Fair value accounting: villain or innocent victim?: exploring the links between fair value accounting, bank regulatory capital, and the recent financial crisis. (2010). Shaffer, Sanders . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-1.

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7
212018Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses. (2018). Zlate, Andrei ; Davis, Jonathan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-5.

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5
222017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3.

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5
232016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-4.

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4
242008Household debt repayment behaviour: what role do institutions play?. (2008). Duygan-Bump, Burcu ; Grant, Charles. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-3.

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4
252009Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique. (2009). Prono, Todd. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-3.

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3
262012Evaluating the impact of fair value accounting on financial institutions: implications for accounting standards setting and bank supervision. (2012). Shaffer, Sanders . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau12-1.

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3
272012Knightian uncertainty and interbank lending. (2012). Pritsker, Matthew. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-4.

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3
282008The balance sheet channel. (2008). Martínez García, Enrique ; Cohen-Cole, Ethan ; Martinez-Garcia, Enrique. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-7.

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3
292007Demonstration effects in preventive care. (2007). Cohen-Cole, Ethan ; Banerjee, Ritesh . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-7.

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2
302008GARCH-based identification and estimation of triangular systems. (2008). Prono, Todd. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-4.

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2
312019Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Bohn, James ; Anadu, Kenechukwu E ; Pritsker, Matthew ; Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-2.

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2
322012Bank deregulation and racial inequality in America. (2012). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-5.

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2
332018Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. (2018). Lu, Lina ; Li, QI. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-2.

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2
342016Offshoring, Low-skilled Immigration, and Labor Market Polarization. (2016). Zlate, Andrei ; Mandelman, Federico. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-3.

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2
352015Macroprudential Policy: Case Study from a Tabletop Exercise. (2015). Zlate, Andrei ; Adrian, Tobias ; Yang, Emily ; de Fontnouvelle, Patrick . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa15-1.

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1
362007Unpacking social interactions. (2007). Zanella, Giulio ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-4.

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1
372019Variable Annuities: Underlying Risks and Sensitivities. (2019). Hoover, Nathaniel ; Chahboun, Imad. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-1.

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1
382018Optimal Delegation Under Unknown Bias: The Role of Concavity. (2018). Tanner, Noam. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-1.

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1
392017Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-4.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2017). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-2.

Full description at Econpapers || Download paper

18
22008Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic. (2008). Fletcher, Jason ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-2.

Full description at Econpapers || Download paper

7
32016Offshore Production and Business Cycle Dynamics with Heterogeneous Firms. (2016). Zlate, Andrei. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-1.

Full description at Econpapers || Download paper

7
42012The stability of prime money market mutual funds: sponsor support from 2007 to 2011. (2012). Anadu, Ken E. ; Brady, Steffanie A. ; Cooper, Nathaniel R.. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-3.

Full description at Econpapers || Download paper

4
52016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-4.

Full description at Econpapers || Download paper

2
62010Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system. (2010). Montoriol Garriga, Judit ; Fillat, Jose ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-4.

Full description at Econpapers || Download paper

2
72012Bank deregulation and racial inequality in America. (2012). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-5.

Full description at Econpapers || Download paper

2
82017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3.

Full description at Econpapers || Download paper

2
92018The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Shin, Chae Hee ; Osambela, Emilio ; McCabe, Patrick E ; Kruttli, Mathias S ; Anadu, Kenechukwu E. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-4.

Full description at Econpapers || Download paper

2
102012Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks. (2012). Goetz, Martin. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau12-2.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations