Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Research Paper / Federal Reserve Bank of New York

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
21
Impact Factor
0
5 Years IF
0
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
1990 0.02 0.14 0.14 0.01 36 36 34 5 5 46 1 68 1 0 4 0.11 0.07
1991 0.09 0.11 0.1 0.06 32 68 84 7 12 56 5 104 6 0 1 0.03 0.06
1992 0.1 0.1 0.11 0.08 24 92 26 10 22 68 7 123 10 0 0 0.07
1993 0.05 0.13 0.08 0.06 33 125 130 10 32 56 3 138 8 0 2 0.06 0.07
1994 0.09 0.13 0.1 0.08 20 145 30 15 47 57 5 145 12 0 0 0.06
1995 0.19 0.18 0.21 0.14 29 174 169 34 83 53 10 145 21 7 20.6 6 0.21 0.09
1996 0.31 0.22 0.23 0.22 37 211 564 47 131 49 15 138 30 9 19.1 6 0.16 0.11
1997 0.47 0.23 0.33 0.34 40 251 424 78 213 66 31 143 48 9 11.5 7 0.18 0.12
1998 0.42 0.24 0.3 0.34 22 273 359 81 294 77 32 159 54 3 3.7 8 0.36 0.15
1999 1.32 0.32 0.47 0.7 0 273 0 128 422 62 82 148 104 0 0 0.21
2000 1.86 0.46 0.47 0.8 0 273 0 128 550 22 41 128 102 0 0 0.2
2001 0 0.39 0.32 0.62 0 273 0 88 638 0 99 61 0 0 0.22
2002 0 0.42 0.33 0.65 0 273 0 90 728 0 62 40 0 0 0.24
2003 0 0.41 0.34 0.86 0 273 0 93 821 0 22 19 0 0 0.24
2004 0 0.47 0.43 0 0 273 0 117 938 0 0 0 0 0.27
2005 0 0.49 0.32 0 0 273 0 86 1024 0 0 0 0 0.29
2006 0 0.48 0.38 0 0 273 0 105 1129 0 0 0 0 0.26
2007 0 0.4 0.27 0 0 273 0 75 1204 0 0 0 0 0.22
2008 0 0.45 0.29 0 0 273 0 80 1284 0 0 0 0 0.23
2009 0 0.43 0.28 0 0 273 0 77 1361 0 0 0 0 0.23
2010 0 0.37 0.27 0 0 273 0 75 1436 0 0 0 0 0.19
2011 0 0.47 0.26 0 0 273 0 72 1508 0 0 0 0 0.25
2012 0 0.5 0.19 0 0 273 0 53 1561 0 0 0 0 0.26
2013 0 0.52 0.21 0 0 273 0 56 1617 0 0 0 0 0.24
2014 0 0.55 0.22 0 0 273 0 61 1678 0 0 0 0 0.28
2015 0 0.54 0.18 0 0 273 0 49 1727 0 0 0 0 0.28
2016 0 0.58 0.27 0 0 273 0 73 1800 0 0 0 0 0.29
2017 0 0.6 0.13 0 0 273 0 35 1835 0 0 0 0 0.3
2018 0 0.62 0.18 0 0 273 0 49 1884 0 0 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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
11996Determinants and impacts of sovereign credit ratings. (1996). Packer, Frank ; Cantor, Richard. In: Research Paper. RePEc:fip:fednrp:9608.

Full description at Econpapers || Download paper

348
21997What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael. In: Research Paper. RePEc:fip:fednrp:9706.

Full description at Econpapers || Download paper

142
31993The 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

76
41998Paper 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

66
51998Information 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

62
61997Do 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
71996Do 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
81998Rethinking 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
91998Does 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
101995The 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

44
111995Modeling volatility dynamics. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9522.

Full description at Econpapers || Download paper

39
121996Predicting 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
131995Forecast evaluation and combination. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9525.

Full description at Econpapers || Download paper

36
141997Split 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

34
151997Is there an inflation puzzle?. (1997). Rich, Robert ; Lown, Cara S.. In: Research Paper. RePEc:fip:fednrp:9723.

Full description at Econpapers || Download paper

30
161996Debt 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
171997Agency 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

28
181989The 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
191991Bank failure contagion in historical perspective. (1991). Park, Sangkyun . In: Research Paper. RePEc:fip:fednrp:9103.

Full description at Econpapers || Download paper

25
201998Can VARs describe monetary policy?. (1998). Kuttner, Kenneth ; Evans, Charles. In: Research Paper. RePEc:fip:fednrp:9812.

Full description at Econpapers || Download paper

24
211998Methods for evaluating value-at-risk estimates. (1998). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9802.

Full description at Econpapers || Download paper

22
221998Risksharing 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
231989Regulatory standards, noncompliance and enforcement. (1989). Kambhu, John . In: Research Paper. RePEc:fip:fednrp:8902.

Full description at Econpapers || Download paper

19
241997Some 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
251997Cross-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
261998The 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
271993What 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

16
281997The growth of world trade. (1997). Yi, Kei-Mu ; Ishii, Jun. In: Research Paper. RePEc:fip:fednrp:9718.

Full description at Econpapers || Download paper

14
291998What 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
301988Interest 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
311996Inflation 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
321989Endogenous 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
331988A 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
341998Stock 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

11
351994Mortgage 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
361991The 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
371998Institutional 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

11
381988Evidence 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

11
391996American 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
401995Multiple ratings and credit standards: differences of opinion in the credit rating industry. (1995). Packer, Frank ; Cantor, Richard. In: Research Paper. RePEc:fip:fednrp:9527.

Full description at Econpapers || Download paper

10
41Disciplined 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
421991Tracking the economy with the purchasing managers index. (1991). Harris, Ethan S.. In: Research Paper. RePEc:fip:fednrp:9124.

Full description at Econpapers || Download paper

10
431996Foreign 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
441997A 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
451996Foreign 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
461993Econometric analysis of the recent downturn in housing construction: was it a credit-crunch?. (1993). Boldin, Michael. In: Research Paper. RePEc:fip:fednrp:9332.

Full description at Econpapers || Download paper

8
471990Understanding international differences in leverage trends. (1990). Remolona, Eli. In: Research Paper. RePEc:fip:fednrp:9025.

Full description at Econpapers || Download paper

8
481990Housing 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
491992Using 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

8
501995Evaluating the predictive accuracy of volatility models. (1995). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9524.

Full description at Econpapers || Download paper

8
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11996Determinants and impacts of sovereign credit ratings. (1996). Packer, Frank ; Cantor, Richard. In: Research Paper. RePEc:fip:fednrp:9608.

Full description at Econpapers || Download paper

52
21997What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael. In: Research Paper. RePEc:fip:fednrp:9706.

Full description at Econpapers || Download paper

12
31993The 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

7
41998Information 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

7
51997Agency 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

4
61998Methods for evaluating value-at-risk estimates. (1998). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9802.

Full description at Econpapers || Download paper

4
71995The 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
81989Regulatory standards, noncompliance and enforcement. (1989). Kambhu, John . In: Research Paper. RePEc:fip:fednrp:8902.

Full description at Econpapers || Download paper

3
91988Evidence 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

3
101995Taylor, 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
111998Paper 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

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