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Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
10
Impact Factor
0.5
5 Years IF
0.44
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 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 0 0 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 0 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.41 0 0 6 6 16 0 0 0 0 0 0.22
2008 0.17 0.46 0.31 0.17 7 13 134 4 4 6 1 6 1 1 25 3 0.43 0.23
2009 1.23 0.43 1.11 1.23 5 18 32 18 24 13 16 13 16 2 11.1 1 0.2 0.23
2010 1.42 0.37 1.08 1.06 7 25 95 25 51 12 17 18 19 1 4 6 0.86 0.2
2011 1.83 0.47 2 1.96 0 25 0 50 101 12 22 25 49 0 0 0.25
2012 1.71 0.5 1.03 1.24 5 30 24 31 132 7 12 25 31 0 0 0.26
2013 1.2 0.52 1.17 1.38 0 30 0 35 167 5 6 24 33 0 0 0.24
2014 0.8 0.54 1.17 1.24 0 30 0 35 202 5 4 17 21 0 0 0.28
2015 0 0.54 1.34 2 2 32 0 43 245 0 12 24 0 0 0.28
2016 0 0.57 0.72 0.43 4 36 6 26 271 2 7 3 1 3.8 3 0.75 0.29
2017 0.5 0.58 0.41 0.45 5 41 14 17 288 6 3 11 5 0 4 0.8 0.28
2018 0.44 0.6 0.41 0.36 5 46 3 19 307 9 4 11 4 1 5.3 1 0.2 0.31
2019 0.5 0.65 0.25 0.44 2 48 0 12 319 10 5 16 7 0 0 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
12008Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic. (2008). Fletcher, Jason ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-2.

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76
22008Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”. (2008). Montoriol Garriga, Judit ; Fillat, Jose ; Cohen-Cole, Ethan ; Duygan-Bump, Burcu ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-5.

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41
32010Financing constraints and unemployment: evidence from the Great Recession. (2010). Montoriol Garriga, Judit ; Levkov, Alexey ; Montoriol-Garriga, Judit ; Duygan-Bump, Burcu. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-6.

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25
42010Risk, returns, and multinational production. (2010). Garetto, Stefania ; Fillat, Jose. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-5.

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23
52010Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system. (2010). Montoriol Garriga, Judit ; Fillat, Jose ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-4.

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21
62007Model uncertainty and the deterrent effect of capital punishment. (2007). Durlauf, Steven ; Cohen-Cole, Ethan ; Nagin, Daniel ; Fagan, Jeffrey. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-3.

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16
72009Forgive and forget: who gets credit after bankruptcy and why?. (2009). Montoriol Garriga, Judit ; Cohen-Cole, Ethan ; Duygan-Bump, Burcu ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-2.

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15
82017International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2017). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-2.

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14
92010How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. (2010). Suarez, Gustavo ; Rosengren, Eric ; Duygan-Bump, Burcu ; Willen, Paul S. ; Parkinson, Patrick M.. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-3.

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11
102010Optimal portfolio choice with predictability in house prices and transaction costs. (2010). Vergara-Alert, Carles ; Fillat, Jose ; Corradin, Stefano. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-2.

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11
112012The stability of prime money market mutual funds: sponsor support from 2007 to 2011. (2012). Anadu, Ken E. ; Brady, Steffanie A. ; Cooper, Nathaniel R.. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-3.

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10
122012Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks. (2012). Goetz, Martin. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau12-2.

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10
132008Credit card redlining. (2008). Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-1.

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9
142009A question of liquidity: the great banking run of 2008?. (2009). Montoriol Garriga, Judit ; Sekeris, Evan ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-4.

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9
152009Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives. (2009). Cohen-Cole, Ethan ; Morse, Jonathan . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-5.

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8
162016Offshore Production and Business Cycle Dynamics with Heterogeneous Firms. (2016). Zlate, Andrei. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-1.

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6
172010Fair value accounting: villain or innocent victim?: exploring the links between fair value accounting, bank regulatory capital, and the recent financial crisis. (2010). Shaffer, Sanders . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-1.

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5
182008Household bankruptcy decision: the role of social stigma vs. information sharing. (2008). Cohen-Cole, Ethan ; Duygan-Bump, Burcu. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-6.

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4
192012Knightian uncertainty and interbank lending. (2012). Pritsker, Matthew. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-4.

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3
202008The balance sheet channel. (2008). Martínez García, Enrique ; Cohen-Cole, Ethan ; Martinez-Garcia, Enrique. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-7.

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3
212018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-3.

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2
222012Evaluating the impact of fair value accounting on financial institutions: implications for accounting standards setting and bank supervision. (2012). Shaffer, Sanders . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau12-1.

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2
232008GARCH-based identification and estimation of triangular systems. (2008). Prono, Todd. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-4.

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2
242018The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Shin, Chae Hee ; Osambela, Emilio ; McCabe, Patrick E ; Kruttli, Mathias S ; Anadu, Kenechukwu E. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-4.

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1
252016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-4.

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1
262007Unpacking social interactions. (2007). Zanella, Giulio ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-4.

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1
272009Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique. (2009). Prono, Todd. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau09-3.

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1
282018Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. (2018). Lu, Lina ; Li, QI. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-2.

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1
292015Macroprudential Policy: Case Study from a Tabletop Exercise. (2015). Zlate, Andrei ; Adrian, Tobias ; Yang, Emily ; de Fontnouvelle, Patrick . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa15-1.

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1
302017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3.

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1
312008Household debt repayment behaviour: what role do institutions play?. (2008). Duygan-Bump, Burcu ; Grant, Charles. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-3.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12008Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic. (2008). Fletcher, Jason ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-2.

Full description at Econpapers || Download paper

11
22017International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2017). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-2.

Full description at Econpapers || Download paper

11
32018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-3.

Full description at Econpapers || Download paper

2
42010Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system. (2010). Montoriol Garriga, Judit ; Fillat, Jose ; Montoriol-Garriga, Judit . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-4.

Full description at Econpapers || Download paper

2
52016Offshore Production and Business Cycle Dynamics with Heterogeneous Firms. (2016). Zlate, Andrei. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-1.

Full description at Econpapers || Download paper

2
62012The stability of prime money market mutual funds: sponsor support from 2007 to 2011. (2012). Anadu, Ken E. ; Brady, Steffanie A. ; Cooper, Nathaniel R.. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-3.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 5
YearTitle
2019Monetary policy divergence and net capital flows: Accounting for endogenous policy responses. (2019). Zlate, Andrei ; Davis, Scott J. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:94:y:2019:i:c:p:15-31.

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2019The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani. In: Asian Journal of Law and Economics. RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

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2019Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

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2019Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm. (2019). Barigozzi, Matteo ; Luciani, Matteo. In: Papers. RePEc:arx:papers:1910.03821.

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2019.

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Recent citations
Recent citations received in 2018
YearCiting document
2018Monetary policy with transitory vs. permanently low growth. (2018). Hubert, Paul ; Blot, Christophe. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/6gjj4t61tm90aauv9v241g1u29.

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Recent citations received in 2017
YearCiting document
2017Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses. (2017). Zlate, Andrei ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:328.

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2017Simultaneous equation models with spatially autocorrelated error components. (2017). AMBA, Marius ; Mbratana, Taoufiki. In: MPRA Paper. RePEc:pra:mprapa:82395.

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2017Flow specific capital controls for emerging markets. (2017). Liu, Guangling ; Garbers, Chris. In: Working Papers. RePEc:sza:wpaper:wpapers288.

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2017Macroprudential policy and foreign interest rate shocks: A comparison of different instruments and regulatory regimes. (2017). Liu, Guangling ; Garbers, Chris. In: Working Papers. RePEc:sza:wpaper:wpapers291.

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Recent citations received in 2016
YearCiting document
2016Labor market polarization and international macroeconomic dynamics. (2016). Mandelman, Federico. In: Journal of Monetary Economics. RePEc:eee:moneco:v:79:y:2016:i:c:p:1-16.

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2016Offshoring, Low-skilled Immigration, and Labor Market Polarization. (2016). Zlate, Andrei ; Mandelman, Federico. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-3.

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2016Multinational Firms and International Business Cycle Transmission. (2016). Levchenko, Andrei ; Cravino, Javier. In: NBER Working Papers. RePEc:nbr:nberwo:22498.

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