Citation analysis for Research Paper / Federal Reserve Bank of New York

Research Paper / Federal Reserve Bank of New York

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Impact Factor

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5-Years IF

5-Years H index

[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	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990	0.02	0.11	0.01	36	36	5	0.14	34	46	1	68	1	(%)	2	0.06	0.06
1991	0.09	0.1	0.06	32	68	7	0.1	83	56	5	104	6	1 (1.2%)	1	0.03	0.04
1992	0.1	0.1	0.08	24	92	10	0.11	26	68	7	123	10	4 (15.4%)			0.05
1993	0.05	0.13	0.06	33	125	10	0.08	127	56	3	138	8	2 (1.6%)	2	0.06	0.06
1994	0.09	0.14	0.08	20	145	15	0.1	30	57	5	145	12	2 (6.7%)			0.06
1995	0.17	0.17	0.14	29	174	35	0.2	163	53	9	145	21	10 (6.1%)	6	0.21	0.1
1996	0.31	0.22	0.22	37	211	48	0.23	536	49	15	138	30	7 (1.3%)	6	0.16	0.09
1997	0.48	0.22	0.34	40	251	83	0.33	415	66	32	143	49	1 (%)	7	0.18	0.09
1998	0.44	0.24	0.35	22	273	81	0.3	346	77	34	159	56	(%)	8	0.36	0.12
1999	1.31	0.3	0.72		273	129	0.47		62	81	148	107	(%)			0.15
2000	1.91	0.36	0.81		273	130	0.48		22	42	128	104	(%)			0.14
2001		0.36	0.63		273	90	0.33		0		99	62	(%)			0.16
2002		0.37	0.66		273	90	0.33		0		62	41	(%)			0.18
2003		0.39	0.86		273	90	0.33		0		22	19	(%)			0.19
2004		0.4			273	114	0.42		0		0		(%)			0.18
2005		0.42			273	85	0.31		0		0		(%)			0.2
2006		0.45			273	105	0.38		0		0		(%)			0.19
2007		0.38			273	73	0.27		0		0		(%)			0.16
2008		0.39			273	81	0.3		0		0		(%)			0.17
2009		0.36			273	76	0.28		0		0		(%)			0.17
2010		0.34			273	72	0.26		0		0		(%)			0.15
2011		0.4			273	69	0.25		0		0		(%)			0.19
2012		0.44			273	54	0.2		0		0		(%)			0.2
2013		0.49			273	55	0.2		0		0		(%)			0.2
2014		0.52			273	60	0.22		0		0		(%)			0.23
2015		0.54			273	47	0.17		0		0		(%)			0.24
2016		0.6			273	72	0.26		0		0		(%)			0.27
2017		0.64			273	34	0.12		0		0		(%)			0.28

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published 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
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:	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:

#	Year	Title	Cited
1	1996	Determinants and impacts of sovereign credit ratings. (1996). Packer, Frank ; Cantor, Richard. In: Research Paper. RePEc:fip:fednrp:9608. Full description at Econpapers \|\| Download paper	320
2	1997	What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael. In: Research Paper. RePEc:fip:fednrp:9706. Full description at Econpapers \|\| Download paper	136
3	1993	The measurement of efficiency in life insurance estimates of a mixed normal-gamma error model. (1993). Yuengert, Andrew M.. In: Research Paper. RePEc:fip:fednrp:9308. Full description at Econpapers \|\| Download paper	74
4	1998	Paper tigers? A model of the Asian crisis. (1998). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo. In: Research Paper. RePEc:fip:fednrp:9822. Full description at Econpapers \|\| Download paper	59
5	1997	Do better schools matter? Parental valuation of elementary education. (1997). Black, Sandra. In: Research Paper. RePEc:fip:fednrp:9729. Full description at Econpapers \|\| Download paper	58
6	1998	Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Research Paper. RePEc:fip:fednrp:9820. Full description at Econpapers \|\| Download paper	58
7	1996	Do banks follow their customers abroad?. (1996). Seth, Rama ; Nolle, Daniel E.. In: Research Paper. RePEc:fip:fednrp:9620. Full description at Econpapers \|\| Download paper	53
8	1998	Rethinking the role of NAIRU in monetary policy: implications of model formulation and uncertainty. (1998). Mishkin, Frederic ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9806. Full description at Econpapers \|\| Download paper	49
9	1998	Does exchange rate stability increase trade and capital flows?. (1998). van Wincoop, Eric ; Bacchetta, Philippe. In: Research Paper. RePEc:fip:fednrp:9818. Full description at Econpapers \|\| Download paper	46
10	1995	The term structure of interest rates and its role in monetary policy for the European Central Bank. (1995). Mishkin, Frederic ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9526. Full description at Econpapers \|\| Download paper	41
11	1996	Predicting U.S. recessions: financial variables as leading indicators. (1996). Mishkin, Frederic ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9609. Full description at Econpapers \|\| Download paper	39
12	1995	Modeling volatility dynamics. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9522. Full description at Econpapers \|\| Download paper	39
13	1995	Forecast evaluation and combination. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9525. Full description at Econpapers \|\| Download paper	36
14	1997	Split ratings and the pricing of credit risk. (1997). Packer, Frank ; Cantor, Richard ; Cole, Kevin. In: Research Paper. RePEc:fip:fednrp:9711. Full description at Econpapers \|\| Download paper	32
15	1997	Is there an inflation puzzle?. (1997). Rich, Robert ; Lown, Cara S.. In: Research Paper. RePEc:fip:fednrp:9723. Full description at Econpapers \|\| Download paper	30
16	1996	Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis. (1996). Wickens, Michael ; Uctum, Merih. In: Research Paper. RePEc:fip:fednrp:9615. Full description at Econpapers \|\| Download paper	28
17	1997	Agency problems and risk taking at banks. (1997). Saidenberg, Marc R. ; Demsetz, Rebecca S. ; Strahan, Philip E.. In: Research Paper. RePEc:fip:fednrp:9709. Full description at Econpapers \|\| Download paper	27
18	1989	The term structure as a predictor of real economic activity. (1989). HARDOUVELIS, GIKAS ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:8907. Full description at Econpapers \|\| Download paper	27
19	1991	Bank failure contagion in historical perspective. (1991). Park, Sangkyun . In: Research Paper. RePEc:fip:fednrp:9103. Full description at Econpapers \|\| Download paper	25
20	1998	Can VARs describe monetary policy?. (1998). Kuttner, Kenneth ; Evans, Charles. In: Research Paper. RePEc:fip:fednrp:9812. Full description at Econpapers \|\| Download paper	24
21	1998	Methods for evaluating value-at-risk estimates. (1998). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9802. Full description at Econpapers \|\| Download paper	21
22	1998	Risksharing within the United States: what have financial markets and fiscal federalism accomplished?. (1998). van Wincoop, Eric ; Athanasoulis, Stafano. In: Research Paper. RePEc:fip:fednrp:9808. Full description at Econpapers \|\| Download paper	20
23	1989	Regulatory standards, noncompliance and enforcement. (1989). Kambhu, John . In: Research Paper. RePEc:fip:fednrp:8902. Full description at Econpapers \|\| Download paper	18
24	1997	Some comparative evidence on the effectiveness of inflation targeting. (1997). Posen, Adam ; Laubach, Thomas. In: Research Paper. RePEc:fip:fednrp:9714. Full description at Econpapers \|\| Download paper	18
25	1997	Cross-country comparisons of industry total factor productivity: theory and evidence. (1997). Harrigan, James. In: Research Paper. RePEc:fip:fednrp:9734. Full description at Econpapers \|\| Download paper	17
26	1998	The rise and decline(?) of U.S. internal labor markets. (1998). Levine, David ; Groshen, Erica. In: Research Paper. RePEc:fip:fednrp:9819. Full description at Econpapers \|\| Download paper	16
27	1993	What moves the discount on country equity funds?. (1993). La Porta, Rafael ; HARDOUVELIS, GIKAS ; Wizman, Thierry A.. In: Research Paper. RePEc:fip:fednrp:9324. Full description at Econpapers \|\| Download paper	15
28	1998	What inventory behavior tells us about business cycles. (1998). Kahn, James ; Bils, Mark. In: Research Paper. RePEc:fip:fednrp:9817. Full description at Econpapers \|\| Download paper	14
29	1997	The growth of world trade. (1997). Yi, Kei-Mu ; Ishii, Jun. In: Research Paper. RePEc:fip:fednrp:9718. Full description at Econpapers \|\| Download paper	14
30	1988	Interest rate swaps: an alternative explanation. (1988). Estrella, Arturo ; Silver, Andrew ; Arak, Marcelle ; Goodman, Laurie . In: Research Paper. RePEc:fip:fednrp:8811. Full description at Econpapers \|\| Download paper	13
31	1996	Inflation risk in the U.S. yield curve: the usefulness of indexed bonds. (1996). Remolona, Eli ; Gong, Frank F.. In: Research Paper. RePEc:fip:fednrp:9637. Full description at Econpapers \|\| Download paper	12
32	1991	The political and institutional independence of U.S. monetary policy. (1991). Howe, Howard ; Akhtar, M. A.. In: Research Paper. RePEc:fip:fednrp:9110. Full description at Econpapers \|\| Download paper	11
33	1989	Endogenous exchange rate regime switches. (1989). Gabriel S. P. de Kock, ; Grilli, Vittorio . In: Research Paper. RePEc:fip:fednrp:8915. Full description at Econpapers \|\| Download paper	11
34	1988	A revenue-restricted cost study of 100 large banks. (1988). Shaffer, Sherrill. In: Research Paper. RePEc:fip:fednrp:8806. Full description at Econpapers \|\| Download paper	11
35	1994	Mortgage security hedging and the yield curve. (1994). Keane, Frank ; Mosser, Patricia C. ; Fernald, Julia. In: Research Paper. RePEc:fip:fednrp:9411. Full description at Econpapers \|\| Download paper	11
36	1998	Institutional affiliation and the role of venture capital: evidence from initial public offerings in Japan. (1998). Ritter, Jay ; Packer, Frank ; Hamao, Yasushi. In: Research Paper. RePEc:fip:fednrp:9807. Full description at Econpapers \|\| Download paper	10
37	1988	Evidence on stock market speculative bubbles: Japan, United States and Great Britain. (1988). HARDOUVELIS, GIKAS. In: Research Paper. RePEc:fip:fednrp:8810. Full description at Econpapers \|\| Download paper	10
38	1996	American employer salary surveys and labor economics research: issues and contributions. (1996). Groshen, Erica. In: Research Paper. RePEc:fip:fednrp:9604. Full description at Econpapers \|\| Download paper	10
39		Disciplined discretion: the German and Swiss monetary targeting frameworks in operation. (1997). Posen, Adam ; Laubach, Thomas. In: Research Paper. RePEc:fip:fednrp:9707. Full description at Econpapers \|\| Download paper	10
40	1998	Stock market crises in developed and emerging markets. (1998). Sarkar, Asani ; Patel, Sandeep. In: Research Paper. RePEc:fip:fednrp:9809. Full description at Econpapers \|\| Download paper	10
41	1996	Foreign banks, profits and commercial credit extension in the United States. (1996). Seth, Rama ; Molyneux, Philip. In: Research Paper. RePEc:fip:fednrp:9628. Full description at Econpapers \|\| Download paper	9
42	1997	A new measure of fit for equations with dichotomous dependent variables. (1997). Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9716. Full description at Econpapers \|\| Download paper	9
43	1996	Foreign investment fluctuations and emerging market stock returns: the case of Mexico. (1996). Berko, Elizabeth ; Clark, John. In: Research Paper. RePEc:fip:fednrp:9635. Full description at Econpapers \|\| Download paper	9
44	1991	Tracking the economy with the purchasing managers index. (1991). Harris, Ethan S.. In: Research Paper. RePEc:fip:fednrp:9124. Full description at Econpapers \|\| Download paper	9
45	1990	Housing finance and the transmission mechanism of monetary policy. (1990). Ryding, John. In: Research Paper. RePEc:fip:fednrp:9008. Full description at Econpapers \|\| Download paper	8
46	1995	Evaluating the predictive accuracy of volatility models. (1995). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9524. Full description at Econpapers \|\| Download paper	8
47	1990	Understanding international differences in leverage trends. (1990). Remolona, Eli. In: Research Paper. RePEc:fip:fednrp:9025. Full description at Econpapers \|\| Download paper	8
48	1992	Using switching models to study business cycle asymmetries: 1. overview of methodology and application. (1992). Boldin, Michael. In: Research Paper. RePEc:fip:fednrp:9211. Full description at Econpapers \|\| Download paper	7
49	1993	The effect of mergers on bank performance. (1993). Peristiani, Stavros. In: Research Paper. RePEc:fip:fednrp:9313. Full description at Econpapers \|\| Download paper	7
50	1995	Diversification, size, and risk at bank holding companies. (1995). Strahan, Philip E. ; Demsetz, Rebecca S.. In: Research Paper. RePEc:fip:fednrp:9506. Full description at Econpapers \|\| Download paper	7

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	1996	Determinants and impacts of sovereign credit ratings. (1996). Packer, Frank ; Cantor, Richard. In: Research Paper. RePEc:fip:fednrp:9608. Full description at Econpapers \|\| Download paper	67
2	1997	What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael. In: Research Paper. RePEc:fip:fednrp:9706. Full description at Econpapers \|\| Download paper	13
3	1993	The measurement of efficiency in life insurance estimates of a mixed normal-gamma error model. (1993). Yuengert, Andrew M.. In: Research Paper. RePEc:fip:fednrp:9308. Full description at Econpapers \|\| Download paper	10
4	1997	Agency problems and risk taking at banks. (1997). Saidenberg, Marc R. ; Demsetz, Rebecca S. ; Strahan, Philip E.. In: Research Paper. RePEc:fip:fednrp:9709. Full description at Econpapers \|\| Download paper	7
5	1998	Paper tigers? A model of the Asian crisis. (1998). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo. In: Research Paper. RePEc:fip:fednrp:9822. Full description at Econpapers \|\| Download paper	6
6	1998	Methods for evaluating value-at-risk estimates. (1998). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9802. Full description at Econpapers \|\| Download paper	5
7	1998	Information asymmetry, market segmentation, and the pricing of cross-listed shares: theory and evidence from Chinese A and B shares. (1998). Sarkar, Asani ; Chakravarty, Sugato ; Wu, Lifan . In: Research Paper. RePEc:fip:fednrp:9820. Full description at Econpapers \|\| Download paper	4
8	1989	Regulatory standards, noncompliance and enforcement. (1989). Kambhu, John . In: Research Paper. RePEc:fip:fednrp:8902. Full description at Econpapers \|\| Download paper	4
9	1995	Modeling volatility dynamics. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9522. Full description at Econpapers \|\| Download paper	3
10	1995	The term structure of interest rates and its role in monetary policy for the European Central Bank. (1995). Mishkin, Frederic ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9526. Full description at Econpapers \|\| Download paper	3
11	1995	Taylor, Black and Scholes: series approximations and risk management pitfalls. (1995). Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9501. Full description at Econpapers \|\| Download paper	2
12	1988	Evidence on stock market speculative bubbles: Japan, United States and Great Britain. (1988). HARDOUVELIS, GIKAS. In: Research Paper. RePEc:fip:fednrp:8810. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#		Series	Cites

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.