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  Updated February, 7 2012 333.516 documents processed, 7.301.907 references and 2.961.463 citations

 

 
 

Working Papers

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.050.1817483825050.290.09
19970.190.182175326010.050.09
19980.210.2268438837.5100.380.12
19990.210.262057471000.16
20000.110.3619144465030.160.17
20010.330.35205739137.720.10.17
20020.510.425286392015130.520.19
200310.442191454513.3150.360.2
20041.040.444623067708.6240.520.22
20050.90.4667228887910.1270.40.27
20060.630.48661771137119.7290.440.24
20070.70.4771371339319.4330.430.2
20080.430.446671436217.7110.240.2
20090.470.3667861235813.8190.280.21
 
 
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:fedlwp:2000-001 Learning about monetary policy rules (2002).
Cited: 184 times.

(2) RePEc:fip:fedlwp:2002-023 Is inflation persistence intrinsic in industrial economies? (2003).
Cited: 58 times.

(3) RePEc:fip:fedlwp:2000-028 The practice of central bank intervention: looking under the hood (2000).
Cited: 45 times.

(4) RePEc:fip:fedlwp:2000-010 Perfecting the markets knowledge of monetary policy (2000).
Cited: 45 times.

(5) RePEc:fip:fedlwp:1999-010 Controlling for heterogeneity in gravity models of trade and integration (2004).
Cited: 40 times.

(6) RePEc:fip:fedlwp:1996-006 Is technical analysis in the foreign exchange market profitable? a genetic programming approach (1997).
Cited: 35 times.

(7) RePEc:fip:fedlwp:2002-007 How well do monetary fundamentals forecast exchange rates? (2002).
Cited: 28 times.

(8) RePEc:fip:fedlwp:1995-013 Why do banks disappear? The determinants of U.S. bank failures and acquisitions (1995).
Cited: 26 times.

(9) RePEc:fip:fedlwp:2004-003 Tobins imperfect asset substitution in optimizing general equilibrium (2004).
Cited: 25 times.

(10) RePEc:fip:fedlwp:2000-030 Determinacy, learnability, and monetary policy inertia (2003).
Cited: 23 times.

(11) RePEc:fip:fedlwp:1998-016 Learning and excess volatility (1998).
Cited: 23 times.

(12) RePEc:fip:fedlwp:2005-018 Sticky-price models and the natural rate hypothesis (2005).
Cited: 23 times.

(13) RePEc:fip:fedlwp:1989-006 On the frequency of large stock returns: putting booms and busts into perspective (1988).
Cited: 22 times.

(14) RePEc:fip:fedlwp:2000-018 The temporal pattern of trading rule returns and central bank intervention: intervention does not generate technical trading rule profits (2002).
Cited: 22 times.

(15) RePEc:fip:fedlwp:2003-013 Did the Great Inflation occur despite policymaker commitment to a Taylor rule? (2004).
Cited: 22 times.

(16) RePEc:fip:fedlwp:1999-001 Foreign direct investment in China: a spatial econometric study (1999).
Cited: 21 times.

(17) RePEc:fip:fedlwp:1996-007 Monetary aggregation theory and statistical index numbers (1996).
Cited: 20 times.

(18) RePEc:fip:fedlwp:2005-030 An analysis of recent studies of the effect of foreign exchange intervention (2005).
Cited: 20 times.

(19) RePEc:fip:fedlwp:2000-002 The domestic adjusted monetary base (2000).
Cited: 19 times.

(20) RePEc:fip:fedlwp:2005-034 International asset allocation under regime switching, skew and kurtosis preferences (2006).
Cited: 17 times.

(21) RePEc:fip:fedlwp:1999-008 Gender differences in self-employment (2004).
Cited: 16 times.

(22) RePEc:fip:fedlwp:2002-014 Nonlinearity and the permanent effects of recessions (2003).
Cited: 16 times.

(23) RePEc:fip:fedlwp:2007-006 An estimated DSGE model for the United Kingdom (2007).
Cited: 16 times.

(24) RePEc:fip:fedlwp:2001-021 Can Markov switching models predict excess foreign exchange returns? (2006).
Cited: 16 times.

(25) RePEc:fip:fedlwp:2004-001 The Great Inflation of the seventies: what really happened? (2004).
Cited: 15 times.

(26) RePEc:fip:fedlwp:2003-010 The use of long-run restrictions for the identification of technology shocks (2003).
Cited: 15 times.

(27) RePEc:fip:fedlwp:1997-012 How costly is sustained low inflation for the U.S. economy? (1998).
Cited: 14 times.

(28) RePEc:fip:fedlwp:1989-001 Tests of rational expectations in a stark setting (1989).
Cited: 14 times.

(29) RePEc:fip:fedlwp:2003-029 Size matters: asymmetric exchange rate pass-through at the industry level (2004).
Cited: 13 times.

(30) RePEc:fip:fedlwp:1993-002 Explaining bank failures: deposit insurance, regulation, and efficiency (1993).
Cited: 13 times.

(31) RePEc:fip:fedlwp:2003-021 The empirical failure of the expectations hypothesis of the term structure of bond yields (2005).
Cited: 12 times.

(32) RePEc:fip:fedlwp:2001-020 What happens when the technology growth trend changes?: transition dynamics, capital growth and the new economy (2001).
Cited: 12 times.

(33) RePEc:fip:fedlwp:2005-031 Identifying the effects of U.S. intervention on the levels of exchange rates (2006).
Cited: 12 times.

(34) RePEc:fip:fedlwp:2004-002 What explains the varying monetary response to technology shocks in G-7 countries? (2005).
Cited: 12 times.

(35) RePEc:fip:fedlwp:2003-017 A leisurely reading of the life-cycle consumption data (2006).
Cited: 12 times.

(36) RePEc:fip:fedlwp:2004-016 Learning and structural change in macroeconomic data (2004).
Cited: 12 times.

(37) RePEc:fip:fedlwp:1998-009 The Federal Reserves operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect (1998).
Cited: 12 times.

(38) RePEc:fip:fedlwp:2006-042 The termination of subprime hybrid and fixed rate mortgages (2006).
Cited: 11 times.

(39) RePEc:fip:fedlwp:2006-046 The adaptive markets hypothesis: evidence from the foreign exchange market (2007).
Cited: 11 times.

(40) RePEc:fip:fedlwp:1999-009 What makes a region entrepreneurial? evidence from Britain (1999).
Cited: 11 times.

(41) repec:fip:fedlwp:2006-031 ().
Cited: 10 times.

(42) RePEc:fip:fedlwp:2000-014 Changing technology trends, transition dynamics and growth accounting (2005).
Cited: 10 times.

(43) RePEc:fip:fedlwp:2004-011 Targeting vs. instrument rules for monetary policy (2004).
Cited: 10 times.

(44) RePEc:fip:fedlwp:2004-026 The monetary instrument matters (2005).
Cited: 10 times.

(45) RePEc:fip:fedlwp:2005-035 Comovement: its not a puzzle (2005).
Cited: 10 times.

(46) RePEc:fip:fedlwp:1991-004 Learning equilibria (1991).
Cited: 10 times.

(47) RePEc:fip:fedlwp:2003-027 Inflation targeting: why it works and how to make it work better (2003).
Cited: 10 times.

(48) RePEc:fip:fedlwp:1997-018 Location determinants of new foreign-owned manufacturing plants (1997).
Cited: 10 times.

(49) RePEc:fip:fedlwp:2002-019 Entrepreneurship and the policy environment (2004).
Cited: 9 times.

(50) RePEc:fip:fedlwp:2006-004 Aggregate shocks and labor market fluctuations (2006).
Cited: 9 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:bis:bisbps:48 An assessment of financial sector rescue programmes (2009). BIS Papers

(2) RePEc:col:000094:005935 Central Bank Economic Research: Output, Demand, Productivity, and Relevance (2009). BORRADORES DE ECONOMIA

(3) RePEc:fip:fedcwp:0901 A monetary approach to asset liquidity (2009). Working Paper

(4) RePEc:fip:fedlrv:y:2009:i:jan:p:1-12:n:v.91no.1 Three funerals and a wedding (2009). Review

(5) RePEc:fip:fedlwp:2009-007 Is housing the business cycle? evidence from U.S. cities (2009). Working Papers

(6) RePEc:fip:fedlwp:2009-021 Foreign aid as counterterrorism policy (2009). Working Papers

(7) RePEc:fip:fedlwp:2009-032 Optimal stabilization policy with endogenous firm entry (2009). Working Papers

(8) RePEc:fip:fedlwp:2009-033 Price level targeting and stabilization policy (2009). Working Papers

(9) RePEc:fip:fedlwp:2009-047 Indirect taxation and the welfare effects of altruism on the optimal fiscal policy (2009). Working Papers

(10) RePEc:fip:fedpwp:09-8 Sticky prices versus monetary frictions: an estimation of policy trade-offs (2009). Working Papers

(11) RePEc:nbr:nberwo:14870 Sticky Prices Versus Monetary Frictions: An Estimation of Policy Trade-offs (2009). NBER Working Papers

(12) RePEc:ner:ifwkie:info:hdl:10419/32956 Weltwirtschaft expandiert wieder. (2009). Open Access publications from Kiel Institute for the World Economy

(13) RePEc:nlv:wpaper:0919 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Mode (2009). Working Papers

(14) RePEc:pen:papers:09-040 “On the ‘Hot Potato Effect’ of Inflation: Intensive versus Extensive Margins” (2009). PIER Working Paper Archive

(15) RePEc:pra:mprapa:14977 Does Lumy Investment Matter for Business Cycles? (2009). MPRA Paper

(16) RePEc:pra:mprapa:19489 Inflation Volatility: An Asian Perspective (2009). MPRA Paper

(17) RePEc:uct:uconnp:2009-19 Monetary Policy and Housing Sector Dynamics in a Large-Scale Bayesian Vector Autoregressive Model (2009). Working papers

(18) RePEc:ums:papers:2009-13 The Bonus-Driven “Rainmaker” Financial Firm: How These Firms Enrich Top Employees, Destroy Shareholder Value and Create Systemic Financial Instability (2009). Working Papers

(19) RePEc:vir:virpap:374 Financial Structure, Informality and Development (2009). Virginia Economics Online Papers

Recent citations received in: 2008

(1) RePEc:cpr:ceprdp:7080 The Regulation of Entry: A Survey (2008). CEPR Discussion Papers

(2) RePEc:fip:fedlrv:y:2008:i:jul:p:301-306:n:v.90no.4 Commentary on Optimal monetary policy under uncertainty: a Markov jump-linear-quadratic approach (2008). Review

(3) RePEc:fip:fedlwp:2008-011 Monetary policy: why money matters and interest rates dont (2008). Working Papers

(4) RePEc:fip:fedlwp:2008-022 Enlargement and common external tariff in a political-economic model of customs union (2008). Working Papers

(5) RePEc:fip:fedlwp:2008-036 Wheres the smoking gun? a study of underwriting standards for US subprime mortgages (2008). Working Papers

(6) RePEc:fip:fedlwp:2008-039 Did prepayments sustain the subprime market? (2008). Working Papers

(7) RePEc:fip:fedlwp:2008-042 Do European capital flows comove? (2008). Working Papers

(8) RePEc:fip:fedlwp:2008-046 Mexicos integration into NAFTA markets: a view from sectoral real exchange rates (2008). Working Papers

(9) RePEc:imf:imfwpa:08/123 Mexicos Integration into NAFTA Markets: A View from Sectoral Real Exchange Rates and Transaction Costs (2008). IMF Working Papers

(10) RePEc:nbr:nberwo:14284 Bayesian Averaging, Prediction and Nonnested Model Selection (2008). NBER Working Papers

(11) RePEc:ner:ifwkie:info:hdl:10419/28829 Weltwirtschaft im Abschwung. (2008). Open Access publications from Kiel Institute for the World Economy

Recent citations received in: 2007

(1) RePEc:acb:camaaa:2007-25 EMPIRICAL EVIDENCE ON JUMPS IN THE TERM STRUCTURE OF THE US TREASURY MARKET (2007). CAMA Working Papers

(2) RePEc:aea:jeclit:v:45:y:2007:i:4:p:936-972 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2007). Journal of Economic Literature

(3) RePEc:bar:bedcje:2007179 Cost-Based Models of Economic Growth (2007). Working Papers in Economics

(4) RePEc:bfr:banfra:184 Does Money Matter for the Identification of Monetary Policy Shocks: A DSGE Perspective. (2007). Working papers

(5) RePEc:cdf:wpaper:2007/14 Money Velocity in an Endogenous Growth Business Cycle with Credit Shocks (2007). Cardiff Economics Working Papers

(6) RePEc:cpr:ceprdp:6506 Knowing What Others Know: Coordination Motives in Information Acquisition (2007). CEPR Discussion Papers

(7) RePEc:dgr:eureri:1765010891 The Economic Value of Fundamental and Technical Information in Emerging Currency Markets (2007). Research Paper

(8) RePEc:dgr:uvatin:20070028 Predicting the Term Structure of Interest Rates: Incorporating Parameter Uncertainty, Model Uncertainty and Macroeconomic Information (2007). Tinbergen Institute Discussion Papers

(9) RePEc:duk:dukeec:07-04 Information Criteria for Impulse Response Function Matching Estimation of DSGE Models (2007). Working Papers

(10) RePEc:dul:wpaper:07-03rs Talks, financial operations or both? Generalizing central banks FX reaction functions (2007). DULBEA Working Papers

(11) RePEc:fip:fedawp:2007-21 Accounting for changes in the homeownership rate (2007). Working Paper

(12) RePEc:fip:fedawp:2007-25 Equilibrium mortgage choice and housing tenure decisions with refinancing (2007). Working Paper

(13) RePEc:fip:fedlwp:2006-025 The price puzzle and indeterminacy in an estimated DSGE model (2007). Working Papers

(14) RePEc:fip:fedlwp:2006-029 What tames the Celtic tiger? portfolio implications from a multivariate Markov switching model (2007). Working Papers

(15) RePEc:fip:fedlwp:2006-045 Central bank authorities’ beliefs about foreign exchange intervention (2007). Working Papers

(16) RePEc:fip:fedlwp:2006-056 The economic performance of cities: a Markov-switching approach (2007). Working Papers

(17) RePEc:fip:fedlwp:2007-009 A model of near-rational exuberance (2007). Working Papers

(18) RePEc:fip:fedlwp:2007-025 Monetary policy and natural disasters in a DSGE model: how should the Fed have responded to Hurricane Katrina? (2007). Working Papers

(19) RePEc:fip:fedlwp:2007-030 Managing international portfolios with small capitalization stocks (2007). Working Papers

(20) RePEc:fip:fedlwp:2007-033 Incomplete information and self-fulfilling prophecies (2007). Working Papers

(21) RePEc:fip:fedlwp:2007-034 Accounting for changes in the homeownership rate (2007). Working Papers

(22) RePEc:fip:fedlwp:2007-041 Optimal response to a transitory demographic shock in Social Security financing (2007). Working Papers

(23) RePEc:fip:fedlwp:2007-049 Equilibrium mortgage choice and housing tenure decisions with refinancing (2007). Working Papers

(24) RePEc:fip:fedlwp:2007-052 The microstructure of the U.S. treasury market (2007). Working Papers

(25) RePEc:fip:fedpwp:07-11 The long and large decline in state employment growth volatility (2007). Working Papers

(26) RePEc:hhs:bofrdp:2007_032 Expectations, learning and monetary policy: an overview of recent research (2007). Research Discussion Papers

(27) RePEc:ijf:ijfiec:v:12:y:2007:i:2:p:225-247 Option prices, exchange market intervention, and the higher moment expectations channel: a users guide (2007). International Journal of Finance & Economics

(28) RePEc:isc:wpaper:ercwp2008 The Dynamics of Learning in Optimal Monetary Policy (2007). Working Papers

(29) RePEc:kie:kieliw:1320 A Simple Model of Outsourcing with Cournot Competition (2007). Kiel Working Papers

(30) RePEc:pra:mprapa:10787 A new Test of Uncovered Interest Rate Parity: Evidence from Turkey (2007). MPRA Paper

(31) RePEc:pra:mprapa:2512 Predicting the term structure of interest rates incorporating parameter uncertainty, model uncertainty and macroeconomic information (2007). MPRA Paper

(32) RePEc:wfo:wpaper:y:2007:i:290 The Interaction Between the Aggregate Behaviour of Technical Trading Systems and Stock Price Dynamics (2007). WIFO Working Papers

(33) RePEc:zbw:bubdp1:6648 Simple interest rate rules with a role for money (2007). Discussion Paper Series 1: Economic Studies

Recent citations received in: 2006

(1) RePEc:ces:ceswps:_1766 Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate: A Simultaneous Equations Approach Using Realized Volatility (2006). CESifo Working Paper Series

(2) RePEc:cpr:ceprdp:5614 Simulating Stock Returns Under Switching Regimes - A New Test of Market Efficiency (2006). CEPR Discussion Papers

(3) RePEc:dul:wpaper:06-03rs Do interactions between political authorities and central banks influence FX interventions? Evidence from Japan (2006). DULBEA Working Papers

(4) RePEc:ebg:iesewp:d-0620 Estudio de la tasa de cambio dólar euro (2006). IESE Research Papers

(5) RePEc:ecb:ecbwps:20060667 The behaviour of the real exchange rate: evidence from regression quantiles. (2006). Working Paper Series

(6) RePEc:eee:jbfina:v:30:y:2006:i:8:p:2257-2279 On the short-term predictability of exchange rates: A BVAR time-varying parameters approach (2006). Journal of Banking & Finance

(7) RePEc:ehu:dfaeii:200508 The Relationship between Risk and Expected Return in Europe. (2006). DFAEII Working Papers

(8) RePEc:eui:euiwps:eco2006/42 Strategic Wage Bargaining, Labor Market Volatility, and Persistence (2006).

(9) RePEc:fip:fedfwp:2006-15 Time-varying U.S. inflation dynamics and the New-Keynesian Phillips curve (2006). Working Paper Series

(10) RePEc:fip:fedlwp:2004-027 Aggregate idiosyncratic volatility in G7 countries (2006). Working Papers

(11) RePEc:fip:fedlwp:2005-025 Idiosyncratic volatility, economic fundamentals, and foreign exchange rates (2006). Working Papers

(12) RePEc:fip:fedlwp:2006-006 Investigating the intertemporal risk-return relation in international stock markets with the component GARCH model (2006). Working Papers

(13) RePEc:fip:fedlwp:2006-019 Understanding stock return predictability (2006). Working Papers

(14) RePEc:fip:fedlwp:2006-022 Predatory lending laws and the cost of credit (2006). Working Papers

(15) RePEc:fip:fedlwp:2006-036 The relation between time-series and cross-sectional effects of idiosyncratic variance on stock returns in G7 countries (2006). Working Papers

(16) RePEc:fip:fedlwp:2006-047 Does aggregate relative risk aversion change countercyclically over time? evidence from the stock market (2006). Working Papers

(17) RePEc:fip:fedlwp:2006-053 Regional business cycle phases in Japan (2006). Working Papers

(18) RePEc:han:dpaper:dp-352 The Obstinate Passion of Foreign Exchange Professionals: Technical Analysis (2006). Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hannover

(19) RePEc:nbr:nberwo:12341 Consumption Over the Life Cycle: The Role of Annuities (2006). NBER Working Papers

(20) RePEc:nbr:nberwo:12605 Sticky Information in General Equilibrium (2006). NBER Working Papers

(21) RePEc:nya:albaec:06-01 Consumption Over Life Cycle: How Different is Housing? (2006). Discussion Papers

(22) RePEc:pra:mprapa:157 How Law Affects Lending (2006). MPRA Paper

(23) RePEc:sce:scecfa:488 Time-Varying U.S. Inflation Dynamics and the New Keynesian Phillips Curve (2006). Computing in Economics and Finance 2006

(24) RePEc:ste:nystbu:06-16 Institutions and Bank Behavior (2006).

(25) RePEc:trf:wpaper:182 Acquisition versus greenfield: The impact of the mode of foreign bank entry on information and bank lending rates (2006). Discussion Papers

(26) RePEc:uct:uconnp:2006-19 Interbank Markets under Currency Boards (2006). Working papers

(27) RePEc:udt:wpecon:2006-04 Contemporaneous Threshold Autoregressive Models: Estimation, Testing and Forecasting (2006). Department of Economics Working Papers

(28) RePEc:wrk:warwec:769 The Obstinate Passion of Foreign Exchange Professionals : Technical Analysis (2006). The Warwick Economics Research Paper Series (TWERPS)

(29) RePEc:zbw:bubdp1:5170 How good are dynamic factor models at forecasting output and inflation? A meta-analytic approach (2006). Discussion Paper Series 1: Economic Studies

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.

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