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Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
34
Impact Factor
0.46
5 Years IF
0.55
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 0.13 0 0 6 6 7 0 20 21 0 0 0.07
1991 0.06 0.11 0.08 0.07 18 24 25 2 2 16 1 27 2 0 0 0.06
1992 0.08 0.1 0.08 0.05 16 40 68 3 5 24 2 44 2 0 1 0.06 0.07
1993 0.06 0.13 0.04 0.03 16 56 28 2 7 34 2 60 2 0 0 0.07
1994 0.25 0.13 0.18 0.14 17 73 173 13 20 32 8 66 9 0 1 0.06 0.06
1995 0.45 0.19 0.29 0.29 19 92 44 23 47 33 15 73 21 5 21.7 0 0.09
1996 0.22 0.22 0.25 0.21 22 114 110 26 76 36 8 86 18 0 4 0.18 0.12
1997 0.49 0.23 0.37 0.4 16 130 106 48 124 41 20 90 36 7 14.6 2 0.13 0.12
1998 0.39 0.24 0.37 0.36 22 152 403 52 180 38 15 90 32 5 9.6 14 0.64 0.15
1999 1.08 0.32 0.52 0.58 23 175 259 86 271 38 41 96 56 11 12.8 16 0.7 0.21
2000 1.2 0.47 0.49 0.69 29 204 216 97 371 45 54 102 70 8 8.2 5 0.17 0.2
2001 0.79 0.4 0.52 0.62 24 228 191 104 489 52 41 112 69 7 6.7 6 0.25 0.22
2002 0.66 0.41 0.55 0.75 32 260 370 122 631 53 35 114 86 13 10.7 7 0.22 0.23
2003 1 0.42 0.7 0.92 44 304 567 198 844 56 56 130 120 19 9.6 27 0.61 0.24
2004 1 0.47 0.76 0.88 39 343 228 242 1104 76 76 152 134 22 9.1 29 0.74 0.27
2005 1.18 0.49 0.75 0.88 31 374 300 274 1385 83 98 168 147 15 5.5 15 0.48 0.29
2006 1.23 0.48 0.75 1.05 25 399 201 298 1686 70 86 170 178 18 6 6 0.24 0.27
2007 1 0.41 0.64 0.84 31 430 735 268 1960 56 56 171 143 20 7.5 31 1 0.22
2008 1.59 0.46 0.73 1.08 27 457 264 331 2293 56 89 170 184 16 4.8 11 0.41 0.23
2009 1.64 0.43 0.59 0.84 29 486 349 286 2581 58 95 153 129 16 5.6 26 0.9 0.23
2010 0.95 0.37 0.53 0.92 19 505 113 261 2847 56 53 143 131 14 5.4 6 0.32 0.2
2011 1.29 0.47 0.63 1.26 16 521 83 328 3177 48 62 131 165 8 2.4 5 0.31 0.25
2012 0.77 0.5 0.57 1.2 20 541 110 295 3487 35 27 122 147 11 3.7 5 0.25 0.26
2013 0.67 0.52 0.53 0.92 19 560 141 282 3786 36 24 111 102 2 0.7 8 0.42 0.24
2014 1.1 0.54 0.56 1 25 585 119 293 4115 39 43 103 103 13 4.4 4 0.16 0.28
2015 1.27 0.54 0.56 0.91 17 602 131 320 4453 44 56 99 90 4 1.3 15 0.88 0.28
2016 1.33 0.57 0.59 1.18 12 614 67 345 4817 42 56 97 114 4 1.2 20 1.67 0.29
2017 1 0.58 0.43 0.91 20 634 103 269 5091 29 29 93 85 12 4.5 17 0.85 0.28
2018 1.34 0.6 0.36 0.88 17 651 10 235 5326 32 43 93 82 1 0.4 1 0.06 0.31
2019 0.46 0.65 0.31 0.55 20 671 11 208 5535 37 17 91 50 1 0.5 8 0.4 0.38
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
12007Optimal simple and implementable monetary and fiscal rules. (2007). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-24.

Full description at Econpapers || Download paper

443
22003Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2003-24.

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202
31998Financial crises in emerging markets: a canonical model. (1998). Chang, Roberto ; Velasco, Andres . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:98-10.

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129
41994When do long-run identifying restrictions give reliable results?. (1994). Leeper, Eric ; Faust, Jon. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:94-2.

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127
51999Liquidity crises in emerging markets: Theory and policy. (1999). Chang, Roberto ; Velasco, Andres . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99-15.

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126
62003Drifts and volatilities: monetary policies and outcomes in the post WWII U.S.. (2003). Sargent, Thomas ; Cogley, Timothy. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2003-25.

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108
71998Does monetary policy generate recessions?. (1998). Zha, Tao ; Sims, Christopher. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:98-12.

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98
82009Understanding Markov-switching rational expectations models. (2009). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-05.

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94
92002The rise in comovement across national stock markets: market integration or IT bubble?. (2002). Del Negro, Marco ; Brooks, Robin. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2002-17.

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86
102015Some unpleasant properties of loglinearized solutions when the nominal rate is zero. (2015). Waki, Yuichiro ; Koerber, Lena ; Braun, R. ; Korber, Lena Mareen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2012-05.

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83
111998The Asian liquidity crisis. (1998). Chang, Roberto ; Velasco, Andres . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:98-11.

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79
122001Sub-debt yield spreads as bank risk measures. (2001). Wall, Larry ; Evanoff, Douglas. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2001-11.

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70
132017Cant Pay or Wont Pay? Unemployment, Negative Equity, and Strategic Default. (2017). Ohanian, Lee ; Herkenhoff, Kyle ; Gerardi, Kristopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-04.

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66
142003Choosing the best volatility models: the model confidence set approach. (2003). Nason, James ; Lunde, Asger ; Hansen, Peter. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2003-28.

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65
152006The conquest of South American inflation. (2006). Zha, Tao ; Williams, Noah ; Sargent, Thomas. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2006-20.

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64
161997Spline methods for extracting interest rate curves from coupon bond prices. (1997). Waggoner, Daniel. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97-10.

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60
172005Identifying the New Keynesian Phillips curve. (2005). Smith, Gregor ; Nason, James. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2005-01.

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58
182009Pricing model performance and the two-pass cross-sectional regression methodology. (2009). Shanken, Jay ; Robotti, Cesare ; Kan, Raymond. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-11.

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55
192000Subordinated debt and bank capital reform. (2000). Wall, Larry ; Evanoff, Douglas. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2000-24.

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55
202008Bank capital ratios across countries: why do they vary?. (2008). Wall, Larry ; Kaufman, George G. ; Brewer, III Elijah . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2008-27.

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53
212008Structural vector autoregressions: theory of identification and algorithms for inference. (2008). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2008-18.

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53
221998Conditional forecasts in dynamic multivariate models. (1998). Zha, Tao ; Waggoner, Daniel. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:98-22.

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49
232012Why did so many people make so many ex post bad decisions? the causes of the foreclosure crisis. (2012). Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2012-07.

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47
242000The determinants of the flow of funds of managed portfolios: mutual funds versus pension funds. (2000). Tkac, Paula ; Del Guercio, Diane. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2000-21.

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46
252011Land-price dynamics and macroeconomic fluctuations. (2011). Zha, Tao ; Wang, Pengfei ; Liu, Zheng. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2011-11.

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42
262002How important are capital and total factor productivity for economic growth?. (2002). Tamura, Robert ; Dwyer, Gerald ; Baier, Scott. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2002-2.

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41
272008Minimal state variable solutions to Markov-switching rational expectations models. (2008). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2008-23.

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40
282010Financial literacy and subprime mortgage delinquency: evidence from a survey matched to administrative data. (2010). Meier, Stephan ; Goette, Lorenz ; Gerardi, Kristopher. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2010-10.

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40
292004Were there regime switches in U.S. monetary policy?. (2004). Zha, Tao ; Sims, Christopher. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2004-14.

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39
301999The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance. (1999). Kwan, Simon ; Ferrier, Gary ; Eisenbeis, Robert. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99-23.

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39
311994Toward a modern macroeconomic model usable for policy analysis. (1994). Sims, Christopher ; Leeper, Eric. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:94-5.

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36
322007Simple versus optimal rules as guides to policy. (2007). Rondina, Giacomo ; Nason, James ; Durlauf, Steven ; Brock, William. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-07.

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36
332008Remittances, exchange rate regimes, and the Dutch disease: a panel data analysis. (2008). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2008-12.

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36
342016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2016). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-01.

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36
352007Remittances and the Dutch disease. (2007). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-08.

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34
362014Perturbation methods for Markov-switching DSGE models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-16.

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33
372007Information criteria for impulse response function matching estimation of DSGE models. (2007). Rossi, Barbara ; Nason, James ; Inoue, Atsushi ; Hall, Alastair. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-10.

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31
382013The impact of medical and nursing home expenses and social insurance. (2013). Kopecky, Karen ; Koreshkova, Tatyana. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2010-19.

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30
391992The dynamic impacts of monetary policy: an exercise in tentative identification. (1992). Leeper, Eric ; Gordon, David. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:92-13.

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29
402000Assessing simple policy rules: a view from a complete macro model. (2000). Zha, Tao ; Leeper, Eric. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2000-19.

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29
412007Cross-border banking: challenges for deposit insurance and financial stability in the European Union. (2007). Eisenbeis, Robert ; Kaufman, George G.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2006-15.

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28
422011New Keynesian dynamics in a low interest rate environment. (2011). Koerber, Lena ; Braun, R. ; Korber, Lena Mareen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2011-10.

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27
432013Small and orthodox fiscal multipliers at the zero lower bound. (2013). Waki, Yuichiro ; Koerber, Lena ; Braun, R. ; Korber, Lena Mareen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-13.

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27
442001The diffusion of financial innovations: an examination of the adoption of small business credit scoring by large banking organizations. (2001). White, Lawrence ; Frame, W ; Akhavein, Jalal. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2001-9.

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27
452001The effect of credit scoring on small business lending in low- and moderate-income areas. (2001). Frame, W ; Woosley, Lynn ; Padhi, Michael. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2001-6.

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27
462003Comparing New Keynesian models in the Euro area: a Bayesian approach. (2003). Rubio-Ramirez, Juan F ; Rabanal, Pau. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2003-30.

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26
472004Shocks and government beliefs: the rise and fall of American inflation. (2004). Zha, Tao ; Williams, Noah ; Sargent, Thomas. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2004-22.

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26
482005A, B, C’s, (and D’s) for understanding VARs. (2005). Sargent, Thomas ; Rubio-Ramirez, Juan F ; Fernandez-Villaverde, Jesus. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2005-09.

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25
492009Subprime mortgages, foreclosures, and urban neighborhoods. (2009). Gerardi, Kristopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-01.

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25
502013Entry, exit, and the determinants of market structure. (2013). Xu, Yi ; Roberts, Mark ; Klimek, Shawn ; Dunne, Timothy. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-10.

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25
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12007Optimal simple and implementable monetary and fiscal rules. (2007). Uribe, Martín ; Schmitt-Grohe, Stephanie. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-24.

Full description at Econpapers || Download paper

76
22003Modest policy interventions. (2003). Zha, Tao ; Leeper, Eric. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2003-24.

Full description at Econpapers || Download paper

28
32009Understanding Markov-switching rational expectations models. (2009). Zha, Tao ; Waggoner, Daniel ; Farmer, Roger. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-05.

Full description at Econpapers || Download paper

17
42017Cant Pay or Wont Pay? Unemployment, Negative Equity, and Strategic Default. (2017). Ohanian, Lee ; Herkenhoff, Kyle ; Gerardi, Kristopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-04.

Full description at Econpapers || Download paper

15
52012Why did so many people make so many ex post bad decisions? the causes of the foreclosure crisis. (2012). Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2012-07.

Full description at Econpapers || Download paper

14
62008Remittances, exchange rate regimes, and the Dutch disease: a panel data analysis. (2008). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2008-12.

Full description at Econpapers || Download paper

13
72015The inflation expectations of firms: what do they look like, are they accurate, and do they matter?. (2015). Meyer, Brent ; Bryan, Michael F. ; Parker, Nicholas B.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-27.

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11
82008Bank capital ratios across countries: why do they vary?. (2008). Wall, Larry ; Kaufman, George G. ; Brewer, III Elijah . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2008-27.

Full description at Econpapers || Download paper

11
92003Choosing the best volatility models: the model confidence set approach. (2003). Nason, James ; Lunde, Asger ; Hansen, Peter. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2003-28.

Full description at Econpapers || Download paper

10
102009Pricing model performance and the two-pass cross-sectional regression methodology. (2009). Shanken, Jay ; Robotti, Cesare ; Kan, Raymond. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-11.

Full description at Econpapers || Download paper

9
112016What we learn from Chinas rising shadow banking: exploring the nexus of monetary tightening and banks role in entrusted lending. (2016). Zha, Tao ; Chen, Kaiji ; Ren, Jue . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-01.

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9
122013Entry, exit, and the determinants of market structure. (2013). Xu, Yi ; Roberts, Mark ; Klimek, Shawn ; Dunne, Timothy. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-10.

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8
132015The rescue of Fannie Mae and Freddie Mac. (2015). Vickery, James ; Tracy, Joseph ; Fuster, Andreas ; Frame, W. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-02.

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8
142014GDPNow: A Model for GDP Nowcasting. (2014). Higgins, Patrick. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-07.

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7
152015Some unpleasant properties of loglinearized solutions when the nominal rate is zero. (2015). Waki, Yuichiro ; Koerber, Lena ; Braun, R. ; Korber, Lena Mareen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2012-05.

Full description at Econpapers || Download paper

7
162011Land-price dynamics and macroeconomic fluctuations. (2011). Zha, Tao ; Wang, Pengfei ; Liu, Zheng. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2011-11.

Full description at Econpapers || Download paper

7
172007The role of labor market intermittency in explaining gender wage differentials. (2007). Pitts, Melinda ; Hotchkiss, Julie. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-01.

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6
182007Simple versus optimal rules as guides to policy. (2007). Rondina, Giacomo ; Nason, James ; Durlauf, Steven ; Brock, William. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-07.

Full description at Econpapers || Download paper

6
192010Financial literacy and subprime mortgage delinquency: evidence from a survey matched to administrative data. (2010). Meier, Stephan ; Goette, Lorenz ; Gerardi, Kristopher. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2010-10.

Full description at Econpapers || Download paper

6
202014Perturbation methods for Markov-switching DSGE models. (2014). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Foerster, Andrew. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-16.

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6
212015Trends and cycles in Chinas macroeconomy. (2015). Zha, Tao ; Waggoner, Daniel ; Chen, Kaiji ; chang, chun. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2015-05.

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6
222017Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China. (2017). Zha, Tao ; Waggoner, Daniel ; Higgins, Patrick ; Chen, Kaiji. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-09.

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6
232017Narrative Sign Restrictions for SVARs. (2017). Rubio-Ramirez, Juan F ; Antolin-Diaz, Juan. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-16.

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6
242010The effect of social entitlement programs on private transfers: new evidence of crowding out. (2010). Tsai, Yuping ; Gerardi, Kristopher. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2010-15.

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5
252002Forecasting using relative entropy. (2002). Whiteman, Charles ; Tallman, Ellis ; Robertson, John. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2002-22.

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5
261999Liquidity crises in emerging markets: Theory and policy. (1999). Chang, Roberto ; Velasco, Andres . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99-15.

Full description at Econpapers || Download paper

5
272009Subprime mortgages, foreclosures, and urban neighborhoods. (2009). Gerardi, Kristopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-01.

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5
282017Fracking and Mortgage Default. (2017). Gerardi, Kristopher ; Cunningham, Christopher ; Shen, Yannan . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-04.

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5
292013Small and orthodox fiscal multipliers at the zero lower bound. (2013). Waki, Yuichiro ; Koerber, Lena ; Braun, R. ; Korber, Lena Mareen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2013-13.

Full description at Econpapers || Download paper

5
302016Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications. (2016). Waggoner, Daniel ; Rubio-Ramirez, Juan F ; Arias, Jonas E.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-01.

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4
311998Conditional forecasts in dynamic multivariate models. (1998). Zha, Tao ; Waggoner, Daniel. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:98-22.

Full description at Econpapers || Download paper

4
322001Sub-debt yield spreads as bank risk measures. (2001). Wall, Larry ; Evanoff, Douglas. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2001-11.

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4
332019Intermediation in Markets for Goods and Markets for Assets. (2019). Wright, Randall ; Wong, Linda ; Nosal, Ed. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-05.

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4
342005Identifying the New Keynesian Phillips curve. (2005). Smith, Gregor ; Nason, James. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2005-01.

Full description at Econpapers || Download paper

4
351997Spline methods for extracting interest rate curves from coupon bond prices. (1997). Waggoner, Daniel. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:97-10.

Full description at Econpapers || Download paper

4
362010Fixed-term and permanent employment contracts: theory and evidence. (2010). Silos, Pedro ; Shao, Enchuan ; Cao, Shutao. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2010-13.

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4
371996Testing term structure estimation methods. (1996). Bliss, Robert R.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:96-12.

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4
382009Reducing foreclosures: no easy answers. (2009). Goette, Lorenz ; Gerardi, Kristopher ; Foote, Christopher ; Willen, Paul S.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-15.

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4
392017Old, Frail, and Uninsured: Accounting for Puzzles in the U.S. Long-Term Care Insurance Market. (2017). Kopecky, Karen ; Koreshkova, Tatyana ; Braun, R.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-03.

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3
401995Error bands for impulse responses. (1995). Zha, Tao ; Sims, Christopher. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:95-6.

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3
412000Derivatives on volatility: some simple solutions based on observables. (2000). Nandi, Saikat ; Heston, Steven L.. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2000-20.

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3
422014Spurious Inference in Unidentified Asset-Pricing Models. (2014). Robotti, Cesare ; Gospodinov, Nikolay ; Kan, Raymond. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-12.

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432011New Keynesian dynamics in a low interest rate environment. (2011). Koerber, Lena ; Braun, R. ; Korber, Lena Mareen . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2011-10.

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441999The informativeness of stochastic frontier and programming frontier efficiency scores: Cost efficiency and other measures of bank holding company performance. (1999). Kwan, Simon ; Ferrier, Gary ; Eisenbeis, Robert. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:99-23.

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452009Employer monopsony power in the labor market for undocumented workers. (2009). Quispe-Agnoli, Myriam ; Hotchkiss, Julie. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2009-14.

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462017General Aggregation of Misspecified Asset Pricing Models. (2017). Maasoumi, Esfandiar ; Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-10.

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472005Markov-switching structural vector autoregressions: theory and application. (2005). Zha, Tao ; Waggoner, Daniel ; Rubio-Ramirez, Juan F. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2005-27.

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482017The Effect of Large Investors on Asset Quality: Evidence from Subprime Mortgage Securities. (2017). Gerardi, Kristopher ; Frame, W ; Adelino, Manuel. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2014-04.

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492002Stock market uncertainty and the relation between stock and bond returns. (2002). Stivers, Chris ; Sun, Licheng. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2002-3.

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502007Remittances and the Dutch disease. (2007). Mandelman, Federico ; Lartey, Emmanuel ; Acosta, Pablo. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2007-08.

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Citing documents used to compute impact factor: 17
YearTitle
2019Crimea and punishment: the impact of sanctions on Russian economy and economies of the euro area. (2019). Kholodilin, Konstantin ; Netunajev, Aleksei. In: EconStor Open Access Articles. RePEc:zbw:espost:200147.

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2019Proxy-SVAR as a Bridge for Identification with Higher Frequency Data. (2019). Vicondoa, Alejandro ; Gazzani, Andrea Giovanni. In: 2019 Meeting Papers. RePEc:red:sed019:855.

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2019Loan-to-value ratio restrictions and house prices: Micro evidence from New Zealand. (2019). Skilling, Hayden ; Armstrong, Jed ; Yao, Fang. In: Journal of Housing Economics. RePEc:eee:jhouse:v:44:y:2019:i:c:p:88-98.

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2019Gig-Labor: Trading Safety Nets for Steering Wheels. (2019). Nickerson, Jordan ; Kalda, Ankit ; Hamdi, Naser ; Fos, Vyacheslav. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13885.

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2019Mortgage Foreclosure Risk After the Great Recession. (2019). Singh, Swapnil ; Jakucionyte, Egle. In: Bank of Lithuania Working Paper Series. RePEc:lie:wpaper:69.

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2019How Do Foreclosures Exacerbate Housing Downturns?. (2019). Guren, Adam ; McQuade, Timothy J. In: NBER Working Papers. RePEc:nbr:nberwo:26216.

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2019Are lemons sold first? Dynamic signaling in the mortgage market. (2019). Hartman-Glaser, Barney ; Gerardi, Kristopher ; Adelino, Manuel. In: Journal of Financial Economics. RePEc:eee:jfinec:v:132:y:2019:i:1:p:1-25.

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2019Mortgage Risk Since 1990. (2019). Oliner, Stephen ; Larson, William ; Davis, Morris ; Smith, Benjamin. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:19-02.

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2019The Importance of Originator-Servicer Affiliation in Loan Renegotiation. (2019). Dlima, Walter ; Le, Thao ; Diop, Moussa ; Conklin, James N. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:59:y:2019:i:1:d:10.1007_s11146-018-9671-2.

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2019Endogenous Health Groups and Heterogeneous Dynamics of the Elderly. (2019). Amengual, Dante ; Crego, Julio ; Bueren, Jesus. In: 2019 Meeting Papers. RePEc:red:sed019:332.

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2019Migration Constraints and Disparate Responses to Changing Job Opportunities. (2019). Hotchkiss, Julie ; Burns, Kalee. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2019-01.

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2019Measuring the natural rate of interest of China: A time varying perspective. (2019). Wang, Bin. In: Economics Letters. RePEc:eee:ecolet:v:176:y:2019:i:c:p:117-120.

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2019Reserve requirements and optimal Chinese stabilization policy. (2019). Liu, Zheng ; Spiegel, Mark M ; Chang, Chun ; Zhang, Jingyi. In: Journal of Monetary Economics. RePEc:eee:moneco:v:103:y:2019:i:c:p:33-51.

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2019Is fintech good for bank performance? The case of mobile money in the East African Community. (2019). Rugemintwari, Clovis ; Sauviat, Alain ; Ky, Serge. In: Working Papers. RePEc:hal:wpaper:hal-02155077.

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2019Strapped for cash? Funding for UK high growth SMEs since the global financial crisis. (2019). Lee, Neil ; Brown, Ross. In: Journal of Business Research. RePEc:eee:jbrese:v:99:y:2019:i:c:p:37-45.

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2019How does government spending news affect interest rates? Evidence from the United States. (2019). Liu, Dingming ; Dingming, Liu ; Yong, Chen . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:108:y:2019:i:c:s0165188919301460.

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2019Cross-Border Portfolio Investment and Financial Markets Development in the Asia and Pacific Region. (2019). Sugandi, Eric Alexander ; Shirai, Sayuri. In: International Business Research. RePEc:ibn:ibrjnl:v:12:y:2019:i:5:p:14-33.

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Recent citations
Recent citations received in 2019

YearCiting document
2019Asset liquidity and indivisibility. (2019). Julien, Benoit ; Wang, Liang ; Petursdottir, Asgerdur ; Han, Han. In: European Economic Review. RePEc:eee:eecrev:v:119:y:2019:i:c:p:236-250.

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2019An OLG model of common ownership: Effects on consumption and investments. (2019). Shy, OZ ; Stenbacka, Rune. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:62:y:2019:i:c:s0164070419301983.

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2019On the Instability of Banking and Other Financial Intermediation. (2019). Wright, Randall ; Nosal, ED ; Monnet, Cyril ; Gu, Chao. In: Working Papers. RePEc:szg:worpap:1904.

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2019On the Instability of Banking and other Financial Intermediation. (2019). Chao, Cyril Monnet. In: Diskussionsschriften. RePEc:ube:dpvwib:dp1902.

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2019Can Health Savings Account Reduce Health Spending?: Evidence from China. (2019). Chen, Tianxu. In: Working papers. RePEc:uct:uconnp:2019-08.

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2019On the Instability of Banking and Financial Intermediation. (2019). Gu, Chao ; Wright, Randall ; Nosal, ED ; Monnet, Cyril. In: Working Papers. RePEc:umc:wpaper:1901.

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2019Going the extra mile: Effort by workers and job-seekers. (2019). Villa, Stefania ; Lewis, Vivien ; Hertweck, Matthias. In: Discussion Papers. RePEc:zbw:bubdps:292019.

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2019Aging in the USA: Similarities and disparities across time and space. (2019). Strulik, Holger ; Erel, Devin ; Abeliansky, Ana Lucia. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:384.

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Recent citations received in 2018

YearCiting document
2018Well-Being Assessment in Hawaii: Creating community-level composite indices in paradise. (2018). Page, Jonathan. In: Working Papers. RePEc:hae:wpaper:2018-5.

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Recent citations received in 2017

YearCiting document
2017To guide or not to guide? Quantitative monetary policy tools and macroeconomic dynamics in China. (2017). Tsang, Andrew ; Funke, Michael ; Chen, Hongyi ; Lozev, Ivan . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_003.

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2017The Great Irish (De)Leveraging 2005-14. (2017). McIndoe-Calder, Tara ; Lydon, Reamonn. In: Research Technical Papers. RePEc:cbi:wpaper:05/rt/17.

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2017The great Irish (de)leveraging 2005-14. (2017). McIndoe-Calder, Tara ; Lydon, Reamonn. In: Working Paper Series. RePEc:ecb:ecbwps:20172062.

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2017Financial intermediaries’ instability and euro area macroeconomic dynamics. (2017). Lhuissier, Stéphane. In: European Economic Review. RePEc:eee:eecrev:v:98:y:2017:i:c:p:49-72.

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2017The cross-section of consumer lending risk. (2017). Desai, Chintal Ajitbhai . In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:256-282.

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2017Looking behind mortgage delinquencies. (2017). Viviano, Eliana ; Mocetti, Sauro. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:75:y:2017:i:c:p:53-63.

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2017China Monetary Policy Transmission in China: Dual Shocks with Dual Bond Markets. (2017). Jiang, Lunan ; El-Shagi, Makram. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201702.

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2017Fracking and Mortgage Default. (2017). Gerardi, Kristopher ; Cunningham, Christopher ; Shen, Yannan . In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2017-04.

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2017Mortgage-default research and the recent foreclosure crisis. (2017). Foote, Christopher ; Willen, Paul S. In: Working Papers. RePEc:fip:fedbwp:17-13.

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2017Improving the 30-Year Fixed-Rate Mortgage. (2017). von Hafften, Alexander H ; Passmore, Wayne. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-90.

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2017The Homeownership Experience of Minorities During the Great Recession. (2017). Schlagenhauf, Don ; Ricketts, Lowell ; Garriga, Carlos. In: Review. RePEc:fip:fedlrv:00078.

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2017Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession. (2017). Garriga, Carlos ; Hedlund, Aaron. In: Working Papers. RePEc:fip:fedlwp:2017-030.

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2017Who Defaults on Their Mortgage, and Why? Policy Implications for Reducing Mortgage Default. (2017). Ohanian, Lee. In: Economic Policy Paper. RePEc:fip:fedmep:17-4.

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2017Identification of SVAR Models by Combining Sign Restrictions With External Instruments. (2017). Braun, Robin ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1707.

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2017Shock Restricted Structural Vector-Autoregressions. (2017). Ng, Serena ; Ma, Sai ; Ludvigson, Sydney. In: NBER Working Papers. RePEc:nbr:nberwo:23225.

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2017House Price Beliefs And Mortgage Leverage Choice. (2017). Bailey, Michael ; Stroebel, Johannes ; Kuchler, Theresa ; Davila, Eduardo. In: NBER Working Papers. RePEc:nbr:nberwo:24091.

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2017Fully Bayesian Analysis of SVAR Models under Zero and Sign Restrictions. (2017). Kociecki, Andrzej ; Kocicki, Andrzej. In: MPRA Paper. RePEc:pra:mprapa:81094.

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Recent citations received in 2016

YearCiting document
2016QE: The Story so far.. (2016). Wieladek, Tomasz ; Roberts-Sklar, Matt ; HALDANE, ANDREW ; Young, Chris . In: Bank of England working papers. RePEc:boe:boeewp:0624.

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2016The European Central Banks QE: A New Hope. (2016). Wieladek, Tomasz ; Garcia, Antonio I. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5946.

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2016The European Central Banks QE: A new hope. (2016). Wieladek, Tomasz ; Pascual, Antonio Garcia . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11309.

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2016Growth expectations, undue optimism, and short-run fluctuations. (2016). Müller, Gernot ; Kleemann, Michael ; Enders, Zeno. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11521.

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2016The Systematic Component of Monetary Policy in SVARs: An Agnostic Identi. (2016). Rubio-Ramirez, Juan F ; Caldara, Dario ; Arias, Jonas . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11674.

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2016Crimea and Punishment: The Impact of Sanctions on Russian and European Economies. (2016). Netšunajev, Aleksei ; Kholodilin, Konstantin ; Netsunajev, Aleksei . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1569.

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2016The BEAR toolbox. (2016). van Roye, Björn ; Legrand, Romain ; Dieppe, Alistair. In: Working Paper Series. RePEc:ecb:ecbwps:20161934.

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2016Exchange rate as a shock absorber in Poland and Slovakia: Evidence from Bayesian SVAR models with common serial correlation. (2016). Wróblewska, Justyna ; Dąbrowski, Marek ; Wroblewska, Justyna ; Dbrowski, Marek A. In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:249-262.

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2016Banks’ external financing costs and the bank lending channel: Results from a SVAR analysis. (2016). Sindermann, Friedrich ; Scharler, Johann ; Breitenlechner, Max. In: Journal of Financial Stability. RePEc:eee:finsta:v:26:y:2016:i:c:p:228-246.

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2016Modest macroeconomic effects of monetary policy shocks during the great moderation: An alternative interpretation. (2016). Castelnuovo, Efrem. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:300-314.

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2016What are the macroeconomic effects of asset purchases?. (2016). Wieladek, Tomasz ; Weale, Martin. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:81-93.

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2016Decomposing real and nominal yield curves. (2016). Moench, Emanuel ; Crump, Richard ; Adrian, Tobias ; Yu, Rui ; Abrahams, Michael . In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:182-200.

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2016The Price of Growth: Consumption Insurance in China 1989-2009. (2016). Zheng, Yu ; Santaeulalia-Llopis, Raul. In: Economics Working Papers. RePEc:eui:euiwps:eco2016/13.

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2016The role of commodity prices in forecasting U.S. core inflation. (2016). Gospodinov, Nikolay. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2016-05.

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2016Impacts of Monetary Stimulus on Credit Allocation and Macroeconomy: Evidence from China. (2016). Zha, Tao ; Waggoner, Daniel ; Higgins, Patrick ; Chen, Kaiji. In: NBER Working Papers. RePEc:nbr:nberwo:22650.

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2016The Evolution of U.S. Monetary Policy: 2000 - 2007. (2016). Ireland, Peter ; Belongia, Michael. In: NBER Working Papers. RePEc:nbr:nberwo:22693.

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2016Three Essays on the Role of Frictions in the Economy. (2016). Mortezapouraghdam, Meradj . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/293qice3lj861rvos9ns14n0h0.

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2016Changing dynamics at the zero lower bound. (2016). Strachan, Rodney ; Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor . In: Working Papers. RePEc:szg:worpap:1602.

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2016Heterogeneity in euro-area monetary policy transmission: Results from a large multi-country BVAR model. (2016). Mandler, Martin ; Volz, Ute ; Scharnagl, Michael. In: Discussion Papers. RePEc:zbw:bubdps:032016.

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2016Who gains from credit granted between firms? Evidence from inter-corporate loan announcements made in China. (2016). Ongena, Steven ; HE, QING ; Lu, Liping. In: CFS Working Paper Series. RePEc:zbw:cfswop:529.

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