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FHFA Staff Working Papers / Federal Housing Finance Agency

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
6
Impact Factor
0.17
5 Years IF
0.63
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 2 2 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 6 8 7 0 2 2 0 0 0.24
2004 0.13 0.47 0.1 0.13 2 10 0 1 1 8 1 8 1 1 100 0 0.27
2005 0 0.49 0 0 0 10 0 1 8 10 0 0 0.29
2006 0 0.47 0.09 0.1 1 11 5 1 2 2 10 1 0 0 0.27
2007 1 0.39 0.13 0.09 5 16 7 2 4 1 1 11 1 1 50 1 0.2 0.22
2008 0.17 0.46 0.06 0.07 2 18 0 1 5 6 1 14 1 1 100 0 0.23
2009 0 0.43 0.11 0.1 0 18 0 2 7 7 10 1 0 0 0.22
2010 0 0.37 0.1 0.13 2 20 1 2 9 2 8 1 0 1 0.5 0.19
2011 0.5 0.46 0.14 0.2 2 22 0 3 12 2 1 10 2 0 0 0.25
2012 0 0.5 0 0 2 24 9 12 4 11 0 0 0.25
2013 0.25 0.5 0.08 0.13 2 26 7 2 14 4 1 8 1 1 50 0 0.24
2014 0.75 0.53 0.13 0.38 4 30 11 4 18 4 3 8 3 1 25 0 0.27
2015 0.33 0.53 0.27 0.25 3 33 1 9 27 6 2 12 3 5 55.6 0 0.27
2016 0.14 0.54 0.27 0.31 4 37 46 10 37 7 1 13 4 4 40 6 1.5 0.27
2017 1.14 0.54 0.45 1.07 3 40 1 18 55 7 8 15 16 2 11.1 0 0.27
2018 1.57 0.53 0.34 0.75 4 44 2 15 70 7 11 16 12 2 13.3 0 0.26
2019 0.29 0.55 0.41 0.78 2 46 0 19 89 7 2 18 14 5 26.3 0 0.32
2020 0.17 0.63 0.26 0.63 1 47 2 12 101 6 1 16 10 0 1 1 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
12016Local House Price Dynamics: New Indices and Stylized Facts. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-01.

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38
22012Countercyclical Capital Regime – A Proposed Design and Empirical Evaluation. (2012). Smith, Scott ; Weiher, Jesse . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:12-02.

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8
32013Impacts of Down Payment Underwriting Standards on Loan Performance. (2013). Lam, Ken ; Dunsky, Robert. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:13-03.

Full description at Econpapers || Download paper

8
42016Oil Prices and Urban Housing Demand. (2016). Zhao, Weihua ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-03.

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6
52014The Effects of Monetary Policy on Mortgage Rates. (2014). Patrabansh, Saty ; Doerner, William ; Asin, Samuel . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:14-02.

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6
62006Removing Appraisal Bias from a Repeat-Transactions House Price Index – A Basic Approach. (2006). Leventis, Andrew. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:06-01.

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6
72007Zero Down Payment Mortgage Default. (2007). . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:07-05.

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5
82014The Relationship between Second Liens, First Mortgage Outcomes, and Borrower Credit: 1996-2010. (2014). Leventis, Andrew. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:14-03.

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5
92003Subprime and Prime Mortgages – Loss Distributions. (2003). Pennington-Cross, Anthony. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:03-01.

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5
102020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:20-02.

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3
112016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-04.

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2
122018Appraisal Accuracy, Automated Valuation Models, And Credit Modeling in Rural Areas. (2018). Shui, Jessica ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:18-03.

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2
132007Subordinated Debt Issuance by Fannie Mae and Freddie Mac. (2007). Smith, Valerie L. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:07-03.

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2
142012Home Price Indexes for Homes in Different Price Tiers: Biases and Corrections. (2012). Leventis, Andrew V. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:12-01.

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2
152010Automatic Recapitalization Alternatives. (2010). Pafenberg, Forrest ; Collender, Robert ; Robert, JR. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:10-02.

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2
162017Property Renovations and Their Impact on House Price Index Construction. (2017). Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:17-02.

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1
172002Alternative Methods of Increasing the Precision of Weighted Repeat Sales House Prices Indices. (2002). Pennington-Cross, Anthony ; Dreiman, Michelle H. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:02-02.

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1
182008Real Estate Futures Prices as Predictors of Price Trends. (2008). Leventis, Andrew. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:08-01.

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1
192015The Marginal Effect of First-Time Homebuyer Status on Mortgage Default and Prepayment. (2015). Patrabansh, Saty. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:15-02.

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1
202003Earnings Management During Distinct Periods of Capital Demand – Evidence from Japanese Banks. (2003). Agarwal, Sumit ; Rhee, Ghon S ; Liu, Chunlin ; Chomsisengphet, Souphala. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:03-06.

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1
212014Generating Historically-Based Stress Scenarios Using Parsimonious Factorization. (2014). Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:13-02.

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1
222015How Low Can House Prices Go? Estimating a Conservative Lower Bound. (2015). Doerner, William ; Bogin, Alexander ; Bruestle, Stephen D. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:15-01.

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1
232003A Discrete Choice Approach to Measuring Competition in Equity Option Markets. (2003). Danis, Michelle A. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:03-05.

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1
242018Are Appraisal Management Companies Value-Adding? – Stylized Facts from AMC and Non-AMC Appraisals. (2018). Shui, Jessica ; Murthy, Shriya. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:18-01.

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1
252003Drawing Inferences about Housing Supply Elasticity from House Price Responses to Income Shocks. (2003). Harter-Dreiman, Michelle. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:03-02.

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1
262016Local House Price Growth Accelerations. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-02.

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1
272007Home Improvements and Appreciation Rates Reflected in the OFHEO House Price Index. (2007). Leventis, Andrew. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:07-02.

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1
282017Under What Circumstances do First-time Homebuyers Overpay? – An Empirical Analysis Using Mortgage and Appraisal Data. (2017). Shui, Jessica ; Murthy, Shriya. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:17-03.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12016Local House Price Dynamics: New Indices and Stylized Facts. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-01.

Full description at Econpapers || Download paper

19
22020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:20-02.

Full description at Econpapers || Download paper

3
32013Impacts of Down Payment Underwriting Standards on Loan Performance. (2013). Lam, Ken ; Dunsky, Robert. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:13-03.

Full description at Econpapers || Download paper

3
42016Oil Prices and Urban Housing Demand. (2016). Zhao, Weihua ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-03.

Full description at Econpapers || Download paper

2
52016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Larson, William ; Doerner, William ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-04.

Full description at Econpapers || Download paper

2
62018Appraisal Accuracy, Automated Valuation Models, And Credit Modeling in Rural Areas. (2018). Shui, Jessica ; Bogin, Alexander. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:18-03.

Full description at Econpapers || Download paper

2
72014The Effects of Monetary Policy on Mortgage Rates. (2014). Patrabansh, Saty ; Doerner, William ; Asin, Samuel . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:14-02.

Full description at Econpapers || Download paper

2
82014The Relationship between Second Liens, First Mortgage Outcomes, and Borrower Credit: 1996-2010. (2014). Leventis, Andrew. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:14-03.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 1
YearTitle
2020Examining the Information Content of Residuals from Hedonic and Spatial Models Using Trees and Forests. (2020). Hayunga, Darren ; Pace, Kelley R. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:60:y:2020:i:1:d:10.1007_s11146-019-09724-w.

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Recent citations
Recent citations received in 2020
YearCiting document
2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459.

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Recent citations received in 2018
YearCiting document

Recent citations received in 2017
YearCiting document