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

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
11
Impact Factor
0.57
5 Years IF
0.83
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 0.14 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 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.21 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 0.13
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 0.44 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 0.42 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 0.47 0 0 0 0 0 0 0 0 0 0 0.27
2007 0 0.39 0 0 6 6 16 0 0 0 0 0 0.22
2008 0.17 0.46 0.31 0.17 7 13 154 4 4 6 1 6 1 1 25 3 0.43 0.23
2009 1.15 0.43 1.06 1.15 5 18 34 17 23 13 15 13 15 2 11.8 1 0.2 0.22
2010 1.42 0.37 1.16 1.06 7 25 101 27 52 12 17 18 19 1 3.7 8 1.14 0.19
2011 2 0.46 2.08 2.04 0 25 0 52 104 12 24 25 51 0 0 0.25
2012 2 0.5 1.1 1.32 5 30 27 33 137 7 14 25 33 0 0 0.25
2013 1.2 0.5 1.27 1.5 0 30 0 38 175 5 6 24 36 0 0 0.24
2014 1 0.53 1.23 1.29 0 30 0 37 212 5 5 17 22 0 0 0.27
2015 0 0.53 1.31 1.92 2 32 0 42 254 0 12 23 0 0 0.27
2016 0 0.54 0.69 0.43 4 36 11 25 279 2 7 3 1 4 3 0.75 0.27
2017 0.5 0.54 0.41 0.45 5 41 24 17 296 6 3 11 5 0 4 0.8 0.27
2018 0.44 0.53 0.46 0.36 5 46 12 21 317 9 4 11 4 1 4.8 1 0.2 0.26
2019 0.4 0.55 0.31 0.38 2 48 0 15 332 10 4 16 6 0 0 0.32
2020 0.57 0.63 0.58 0.83 0 48 0 28 360 7 4 18 15 0 0 0.58
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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91
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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45
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
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.

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25
52010Risk, 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
62017International 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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23
72007Model 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
82009Forgive 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
92012The 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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13
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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13
112010How 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
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
132016Offshore 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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10
142008Credit card redlining. (2008). Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-1.

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9
152009A 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
162009Your 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
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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5
192018Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses. (2018). Zlate, Andrei ; Davis, Jonathan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-5.

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4
202018Bad 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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4
212012Knightian 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
222018The 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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3
232008The 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
242009Market 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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3
252017Simultaneous 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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2
262016Liquidity 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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2
272012Evaluating 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
282008GARCH-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
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
302008Household 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
312018Quasi 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
322007Unpacking 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
332018Optimal Delegation Under Unknown Bias: The Role of Concavity. (2018). Tanner, Noam. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-1.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017International 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

16
22008Is 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

14
32016Offshore 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

6
42008Looking 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.

Full description at Econpapers || Download paper

4
52018Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses. (2018). Zlate, Andrei ; Davis, Jonathan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-5.

Full description at Econpapers || Download paper

4
62018Bad 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

3
72018The 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.

Full description at Econpapers || Download paper

3
82009Market 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.

Full description at Econpapers || Download paper

2
92010Addressing 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
102012The 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: 4
YearTitle
2020Quasi 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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2020The rise and fall of portfolio pumping among U.S. mutual funds. (2020). Duong, Truong X ; Meschke, Felix. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119919301798.

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2020Time-varying Effect of Monetary Policy on Capital Flows in Korea. (2020). Kim, Kyunghun ; Hur, Joonyoung. In: Working Papers. RePEc:sgo:wpaper:2003.

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2020The devil is in the details, but so is salvation: Different approachesin money market measurement. (2020). Paulick, Jan ; Muller, Alexander. In: Discussion Papers. RePEc:zbw:bubdps:662020.

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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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