Federal Reserve Bank of New York / Research Paper

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.14 0.16 37 147 49 7 28.6 3 0.08 0.07 1997 0.3 0.17 40 131 66 20 35 5 0.13 0.09 1998 0.3 0.19 22 156 77 23 8.7 8 0.36 0.12 1999 0.97 0.29 0 62 60 0 0.19 2000 1.27 0.39 0 22 28 0 0.2 2001 0.34 0 0 0 0.18 2002 0.39 0 0 0 0.2 2003 0.41 0 0 0 0.21 2004 0.47 0 0 0 0.25
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:fip:fednrp:9706 What moves the bond market? (1997).
Cited: 53 times.

(2) RePEc:fip:fednrp:9608 Determinants and impacts of sovereign credit ratings (1996).
Cited: 43 times.

(3) RePEc:fip:fednrp:9609 Predicting U.S. recessions: financial variables as leading indicators (1996).
Cited: 40 times.

(4) RePEc:fip:fednrp:9818 Does exchange rate stability increase trade and capital flows? (1998).
Cited: 33 times.

(5) RePEc:fip:fednrp:9806 Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty (1998).
Cited: 29 times.

(6) RePEc:fip:fednrp:9822 Paper tigers? A model of the Asian crisis (1998).
Cited: 26 times.

(7) RePEc:fip:fednrp:9812 Can VARs describe monetary policy? (1998).
Cited: 17 times.

(8) RePEc:fip:fednrp:9526 The term structure of interest rates and its role in monetary policy for the European Central Bank (1995).
Cited: 17 times.

(9) RePEc:fip:fednrp:9723 Is there an inflation puzzle? (1997).
Cited: 15 times.

(10) RePEc:fip:fednrp:9308 The measurement of efficiency in life insurance estimates of a mixed normal-gamma error model (1993).
Cited: 15 times.

(11) RePEc:fip:fednrp:9615 Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis (1996).
Cited: 13 times.

(12) RePEc:fip:fednrp:9522 Modeling volatility dynamics (1995).
Cited: 13 times.

(13) RePEc:fip:fednrp:9819 The rise and decline(?) of U.S. internal labor markets (1998).
Cited: 12 times.

(14) RePEc:fip:fednrp:9525 Forecast evaluation and combination (1995).
Cited: 11 times.

(15) RePEc:fip:fednrp:9714 Some comparative evidence on the effectiveness of inflation targeting (1997).
Cited: 11 times.

(16) RePEc:fip:fednrp:9324 What moves the discount on country equity funds? (1993).
Cited: 9 times.

(17) RePEc:fip:fednrp:9820 Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares (1998).
Cited: 9 times.

(18) RePEc:fip:fednrp:9734 Cross-country comparisons of industry total factor productivity: theory and evidence (1997).
Cited: 9 times.

(19) RePEc:fip:fednrp:9620 Do banks follow their customers abroad? (1996).
Cited: 8 times.

(20) RePEc:fip:fednrp:9807 Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan (1998).
Cited: 8 times.

(21) RePEc:fip:fednrp:9711 Split ratings and the pricing of credit risk (1997).
Cited: 7 times.

(22) RePEc:fip:fednrp:9524 Evaluating the predictive accuracy of volatility models (1995).
Cited: 6 times.

(23) RePEc:fip:fednrp:9709 Agency problems and risk taking at banks (1997).
Cited: 6 times.

(24) RePEc:fip:fednrp:9604 American employer salary surveys and labor economics research: issues and contributions (1996).
Cited: 6 times.

(25) RePEc:fip:fednrp:9808 Risksharing within the United States: what have financial markets and fiscal federalism accomplished? (1998).
Cited: 5 times.

(26) RePEc:fip:fednrp:9025 Understanding international differences in leverage trends (1990).
Cited: 5 times.

(27) RePEc:fip:fednrp:9633 Price formation and liquidity in the U.S. treasuries market: evidence from intraday patterns around announcements (1996).
Cited: 5 times.

(28) RePEc:fip:fednrp:9702 Option value of credit lines as an explanation of high credit card rates (1997).
Cited: 5 times.

(29) RePEc:fip:fednrp:9411 Mortgage security hedging and the yield curve (1994).
Cited: 5 times.

(30) RePEc:fip:fednrp:9209 Tests of mean-variance efficiency of international equity markets (1992).
Cited: 5 times.

(31) RePEc:fip:fednrp:9724 Rational herding and the spatial clustering of bank branches: an empirical analysis (1997).
Cited: 4 times.

(32) RePEc:fip:fednrp:9127 Privatizing social security: the Chilean case (1991).
Cited: 4 times.

(33) RePEc:fip:fednrp:9111 Noise trading and the effectiveness of sterilized foreign exchange intervention (1991).
Cited: 4 times.

(34) RePEc:fip:fednrp:9739 Aggregate supply and demand shocks: a natural rate approach. (1997).
Cited: 4 times.

(35) RePEc:fip:fednrp:8811 Interest rate swaps: an alternative explanation (1988).
Cited: 4 times.

(36) RePEc:fip:fednrp:9636 Consumer sentiment and household expenditure: reevaluating the forecasting equations (1996).
Cited: 4 times.

(37) RePEc:fip:fednrp:9805 Judging the risk of banks: what makes banks opaque? (1998).
Cited: 4 times.

(38) RePEc:fip:fednrp:9301 Mean reversion in EMS exchange rates (1993).
Cited: 3 times.

(39) RePEc:fip:fednrp:9632 Franchise value, ownership structure, and risk at savings institutions (1996).
Cited: 3 times.

(40) RePEc:fip:fednrp:9717 Why do interest rates predict macro outcomes?: A unified theory of inflation, output, interest and policy (1997).
Cited: 3 times.

(41) RePEc:fip:fednrp:9513 The finance-growth nexus: evidence from bank branch deregulation (1995).
Cited: 3 times.

(42) RePEc:fip:fednrp:9637 Inflation risk in the U.S. yield curve: the usefulness of indexed bonds (1996).
Cited: 3 times.

(43) RePEc:fip:fednrp:8703 Identification of a linear system from inexact data: a three variable example (1987).
Cited: 3 times.

(44) RePEc:fip:fednrp:9506 Diversification, size, and risk at bank holding companies (1995).
Cited: 3 times.

(45) RePEc:fip:fednrp:9635 Foreign investment fluctuations and emerging market stock returns: the case of Mexico (1996).
Cited: 3 times.

(46) RePEc:fip:fednrp:9815 Risk and the democratization of credit cards (1998).
Cited: 3 times.

(47) RePEc:fip:fednrp:9011 A panel study of the effects of leverage on investment and employment (1990).
Cited: 3 times.

(48) RePEc:fip:fednrp:8918 Inflation expectations surveys as predictors of inflation and behavior in financial and labor markets (1989).
Cited: 3 times.

(49) RePEc:fip:fednrp:9622 Effects of household creditworthiness on mortgage refinancings (1996).
Cited: 3 times.

(50) RePEc:fip:fednrp:9103 Bank failure contagion in historical perspective (1991).
Cited: 3 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004

Latest citations received in: 2003

Latest citations received in: 2002

Latest citations received in: 2001

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.