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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Working Paper / Working Paper archive from Norges Bank

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.090000.04
19910.10000.05
19920.090000.05
19930.10000.05
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.290000.15
20000.40000.15
20010.380000.18
20020.410000.2
20030.44424000.2
20040.750.4622664366.750.230.2
20050.580.46165326156.770.440.25
20060.550.4913393821020.150.22
20070.830.4271729244.220.290.19
20080.550.4332952011060.190.19
20090.560.4304639224.5100.330.19
20100.560.3331336235030.10.16
20110.520.519126132050.260.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2003Dealer Behavior and Trading Systems in Foreign Exchange Markets
RePEc:bno:worpap:2003_10 [Citation Analysis]
17
2008Identifying the interdependence between US monetary policy and the stock market
RePEc:bno:worpap:2008_04 [Citation Analysis]
16
2008Combining forecast densities from VARs with uncertain instabilities
RePEc:bno:worpap:2008_01 [Citation Analysis]
14
2004New Perspectives on Capital and Sticky Prices
RePEc:bno:worpap:2004_03 [Citation Analysis]
14
2006Firm-specific capital, nominal rigidities, and the Taylor principle
RePEc:bno:worpap:2006_06 [Citation Analysis]
13
2006Evaluation of macroeconomic models for financial stability analysis
RePEc:bno:worpap:2006_01 [Citation Analysis]
13
2004Cross-Border Diversification in Bank Asset Portfolios
RePEc:bno:worpap:2004_11 [Citation Analysis]
12
2005The natural real interest rate and the output gap in the euro area: A joint estimation
RePEc:bno:worpap:2005_14 [Citation Analysis]
10
2004Liquidity provision in the overnight foreign exchange market
RePEc:bno:worpap:2004_13 [Citation Analysis]
10
2008Combining inflation density forecasts
RePEc:bno:worpap:2008_22 [Citation Analysis]
10
2005Monetary policy predictability in the euro area: An international comparison
RePEc:bno:worpap:2005_07 [Citation Analysis]
9
2009Asymmetric information in the interbank foreign exchange market
RePEc:bno:worpap:2008_25 [Citation Analysis]
9
2010Oil and US GDP: A real-time out-of-sample examination
RePEc:bno:worpap:2010_18 [Citation Analysis]
9
2008Estimating the natural rates in a simple New Keynesian framework
RePEc:bno:worpap:2007_10 [Citation Analysis]
9
2008How does monetary policy respond to exchange rate movements? New international evidence
RePEc:bno:worpap:2008_15 [Citation Analysis]
8
2005Arbitrage in the foreign exchange market: Turning on the microscope
RePEc:bno:worpap:2005_12 [Citation Analysis]
8
2010Investment-specific technology shocks and consumption
RePEc:bno:worpap:2010_30 [Citation Analysis]
7
2004Wage formation under low inflation
RePEc:bno:worpap:2004_14 [Citation Analysis]
7
2005What determines banks’ market power? Akerlof versus Herfindahl
RePEc:bno:worpap:2005_08 [Citation Analysis]
7
2006Forecasting inflation with an uncertain output gap
RePEc:bno:worpap:2006_02 [Citation Analysis]
7
2008Revealing the preferences of the US Federal Reserve
RePEc:bno:worpap:2008_21 [Citation Analysis]
6
2004Downward Nominal Wage Rigidity in Europe
RePEc:bno:worpap:2004_05 [Citation Analysis]
6
2008Does the law of one price hold in international financial markets? Evidence from tick data
RePEc:bno:worpap:2008_19 [Citation Analysis]
6
2009Monetary policy and exchange rate overshooting: Dornbusch was right after all
RePEc:bno:worpap:2009_09 [Citation Analysis]
6
2008The role of house prices in the monetary policy transmission mechanism in the U.S.
RePEc:bno:worpap:2008_24 [Citation Analysis]
6
2008Oil Price Shocks and Stock Market Booms in an Oil Exporting Country
RePEc:bno:worpap:2008_16 [Citation Analysis]
6
2003Volume and Volatility in the FX Market: Does it matter who you are?
RePEc:bno:worpap:2003_07 [Citation Analysis]
5
2004Modelling inflation in the Euro Area
RePEc:bno:worpap:2004_10 [Citation Analysis]
5
2009Price adjustments and inflation - evidence from Norwegian consumer price data 1975-2004
RePEc:bno:worpap:2009_11 [Citation Analysis]
5
2009Does forecast combination improve Norges Bank inflation forecasts?
RePEc:bno:worpap:2009_01 [Citation Analysis]
5
2004Savers, Spenders and Fiscal Policy in a Small Open Economy
RePEc:bno:worpap:2004_18 [Citation Analysis]
5
2007Are real wages rigid downwards?
RePEc:bno:worpap:2007_01 [Citation Analysis]
5
2005Monetary policy and asset prices: To respond or not?
RePEc:bno:worpap:2005_09 [Citation Analysis]
4
2008Liquidity at the Oslo Stock Exchange
RePEc:bno:worpap:2008_09 [Citation Analysis]
4
2010Interbank overnight interest rates - gains from systemic importance
RePEc:bno:worpap:2010_11 [Citation Analysis]
4

repec:bno:worpap:2010_29 [Citation Analysis]
4
2007Life-cycle patterns of interest rate markups in small firm finance
RePEc:bno:worpap:2007_04 [Citation Analysis]
4
2007Exchange rate forecasting, order flow and macroeconomic information
RePEc:bno:worpap:2007_02 [Citation Analysis]
4
2009Macro modelling with many models
RePEc:bno:worpap:2009_15 [Citation Analysis]
4
2011Foreign exchange market structure, players and evolution
RePEc:bno:worpap:2011_10 [Citation Analysis]
3
2008The risk components of liquidity
RePEc:bno:worpap:2008_03 [Citation Analysis]
3
2005“Large” vs. “small” players: A closer look at the dynamics of speculative attacks
RePEc:bno:worpap:2005_13 [Citation Analysis]
3
2008Commodity prices, interest rates and the dollar
RePEc:bno:worpap:2008_12 [Citation Analysis]
3
2007What captures liquidity risk? A comparison of trade and order based liquidity factors
RePEc:bno:worpap:2007_03 [Citation Analysis]
3
2005Monetary policy and the illusionary exchange rate puzzle
RePEc:bno:worpap:2005_11 [Citation Analysis]
3

repec:bno:worpap:2006_07 [Citation Analysis]
3
2009Bagehot for beginners: The making of lending of last resort operations in the mid-19th century
RePEc:bno:worpap:2009_22 [Citation Analysis]
3
2005Monetary policy and exchange rate interactions in a small open economy
RePEc:bno:worpap:2005_16 [Citation Analysis]
3
2012Measuring sovereign contagion in Europe
RePEc:bno:worpap:2012_05 [Citation Analysis]
2
2009Evaluating ensemble density combination - forecasting GDP and inflation
RePEc:bno:worpap:2009_19 [Citation Analysis]
2

Citing documents used to compute impact factor 32:
YearTitleSee
2011Policy analysis in real time using IMFs monetary model
RePEc:eee:ecmode:v:28:y:2011:i:4:p:1696-1709
[Citation Analysis]
2011Is this bank ill? The diagnosis of doctor TARGET2
RePEc:dnb:dnbwpp:316
[Citation Analysis]
2011Combining liquidity usage and interest rates on overnight loans: an oversight indicator
RePEc:hhs:bofrdp:2011_023
[Citation Analysis]
2011Fiscal stimulus and the role of wage rigidity
RePEc:eee:dyncon:v:35:y:2011:i:4:p:512-527
[Citation Analysis]
2011Forecasting the price of oil
RePEc:fip:fedgif:1022
[Citation Analysis]
2011Forecasting the Price of Oil
RePEc:bca:bocawp:11-15
[Citation Analysis]
2011Real-Time Forecasts of the Real Price of Oil
RePEc:bca:bocawp:11-16
[Citation Analysis]
2011Real-Time Forecasts of the Real Price of Oil
RePEc:cpr:ceprdp:8414
[Citation Analysis]
2011Forecasting the Price of Oil
RePEc:cpr:ceprdp:8388
[Citation Analysis]
2011Combining VAR and DSGE forecast densities
RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670
[Citation Analysis]
2011Investment Shocks and the Relative Price of Investment
RePEc:red:issued:09-248
[Citation Analysis]
2011Investment shocks and the comovement problem
RePEc:eee:dyncon:v:35:y:2011:i:1:p:115-130
[Citation Analysis]
2011Bayesian Combinations of Stock Price Predictions with an Application to the Amsterdam Exchange Index
RePEc:dgr:uvatin:20110082
[Citation Analysis]
2011Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures
RePEc:cbt:econwp:11/26
[Citation Analysis]
2011Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests
RePEc:cnb:wpaper:2011/10
[Citation Analysis]
2011Identification of credit supply shocks in a Bayesian SVAR model of the Hungarian economy
RePEc:mnb:wpaper:2011/7
[Citation Analysis]
2011Transmission of macro-liquidity shocks to liquidity-sorted stock portfolios’ returns: The role of the financial crisis
RePEc:gla:glaewp:2011_22
[Citation Analysis]
2011The Promise and Performance of the Federal Reserve as Lender of Last Resort 1914-1933
RePEc:nbr:nberwo:16763
[Citation Analysis]
2011Time- or State-Dependence? An Analysis of Inflation Dynamics using German Business Survey Data
RePEc:lmu:muenec:12170
[Citation Analysis]
2011The Distribution of the Size of Price Changes
RePEc:rbp:wpaper:2011-011
[Citation Analysis]
2011Price Rigidity in Europe and the US: A Comparative Analysis Using Scanner Data
RePEc:red:sed011:524
[Citation Analysis]
2011Real-time inflation forecast densities from ensemble Phillips curves
RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87
[Citation Analysis]
2011Of Religion and Redemption: Evidence from Default on Islamic Loans
RePEc:cpr:ceprdp:8504
[Citation Analysis]
2011Evaluating density forecasts: model combination strategies versus the RBNZ
RePEc:nzb:nzbdps:2011/03
[Citation Analysis]
2011The accuracy of a forecast targeting central bank
RePEc:zbw:ifweej:201115
[Citation Analysis]
2011Nowcasting GDP in Real-Time: A Density Combination Approach
RePEc:bny:wpaper:0003
[Citation Analysis]
2011Combination Schemes for Turning Point Predictions
RePEc:dgr:uvatin:20110123
[Citation Analysis]
2011Forecasting house price inflation: a model combination approach
RePEc:nzb:nzbdps:2011/07
[Citation Analysis]
2011The Real Exchange Rate, Real Interest Rates, and the Risk Premium
RePEc:hkm:wpaper:272011
[Citation Analysis]
2011Effects of monetary policy on the $/£ exchange rate. Is there a delayed overshooting puzzle?
RePEc:ukc:ukcedp:1124
[Citation Analysis]
2011Monetary policy and the exchange rate: Evaluation of VAR models
RePEc:eee:jimfin:v:30:y:2011:i:7:p:1358-1374
[Citation Analysis]
2011The evolution of credit in Chile
RePEc:bis:bisbpc:52-07
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Currency Momentum Strategies
RePEc:bis:biswps:366
[Citation Analysis]
2011New perspectives on depreciation shocks as a source of business cycle fluctuations
RePEc:bno:worpap:2011_02
[Citation Analysis]
2011Human Development in Africa: A Long-Run Perspective
RePEc:hes:wpaper:0008
[Citation Analysis]
2011A Tale of Two Oceans: Market Integration Over the High Seas, 1800-1940.
RePEc:hes:wpaper:0011
[Citation Analysis]
2011How much you know matters: A note on the exchange rate disconnect puzzle
RePEc:pra:mprapa:32772
[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Investment shocks and business cycles
RePEc:eee:moneco:v:57:y:2010:i:2:p:132-145
[Citation Analysis]
2010Density-Conditional Forecasts in Dynamic Multivariate Models
RePEc:hhs:rbnkwp:0247
[Citation Analysis]
2010Nonlinearities and the Macroeconomic Effects of Oil Prices
RePEc:nbr:nberwo:16186
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Real-time Inflation Forecast Densities from Ensemble Phillips Curves
RePEc:bbk:bbkefp:0910
[Citation Analysis]
2009Real and Nominal Frictions within the Firm: How Lumpy Investment Matters for Price Adjustment
RePEc:bca:bocawp:09-36
[Citation Analysis]
2009Private information, stock markets, and exchange rates
RePEc:bis:biswps:271
[Citation Analysis]
2009Do Re-election Probabilities Influence Public Investment?
RePEc:ces:ceswps:_2709
[Citation Analysis]
2009Trader see, trader do: How do (small) FX traders react to large counterparties trades?
RePEc:han:dpaper:dp-415
[Citation Analysis]
2009Do re-election probabilities influence public investment?
RePEc:ieb:wpaper:2009/12/doc2009-36
[Citation Analysis]
2009The use of statistical forecasting models at the Reserve Bank of New Zealand
RePEc:nzb:nzbbul:june2009:3
[Citation Analysis]
2009VAR forecasting using Bayesian variable selection
RePEc:pra:mprapa:21124
[Citation Analysis]
2009Approximate Aggregation in Heterogeneous-Agent Models
RePEc:red:sed009:733
[Citation Analysis]
2009Financial intermediation and the role of price discrimination in a two-tier market
RePEc:zbw:bubdp1:7582
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008The influence of temperature on spike probability in day-ahead power prices
RePEc:eee:eneeco:v:30:y:2008:i:5:p:2697-2704
[Citation Analysis]
2008The Feds reaction to the stock market during the great depression: Fact or artefact?
RePEc:eee:exehis:v:45:y:2008:i:2:p:164-184
[Citation Analysis]
2008Do Macroeconomic Variables Forecast Changes in Liquidity? An Out-of-sample Study on the Order-driven Stock Markets in Scandinavia
RePEc:hhs:vxcafo:2009_010
[Citation Analysis]
2008Learning about the Interdependence between the Macroeconomy and the Stock Market
RePEc:irv:wpaper:070819
[Citation Analysis]
2008Imperfect information, macroeconomic dynamics and the yield curve : an encompassing macro-finance model
RePEc:nbb:reswpp:200810-19
[Citation Analysis]
2008Macro-finance VARs and bond risk premia: a caveat
RePEc:pra:mprapa:11585
[Citation Analysis]

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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