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Research Paper / Federal Reserve Bank of New York

Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
22
Impact Factor (IF)
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
1986 0 13 13 0 0
1987 0 9 22 0 0
1988 0 26 48 0 0
1989 0 20 68 0 1 0
1990 0.02 0.15 0.05 0.01 36 104 37 5 5 46 1 68 1 0 4 0.11 0.08
1991 0.09 0.14 0.06 0.07 32 136 91 8 13 56 5 104 7 0 1 0.03 0.08
1992 0.1 0.12 0.06 0.08 24 160 26 10 23 68 7 123 10 0 0 0.08
1993 0.07 0.16 0.06 0.07 33 193 155 11 34 56 4 138 9 0 2 0.06 0.1
1994 0.09 0.16 0.08 0.09 20 213 30 16 50 57 5 145 13 0 0 0.08
1995 0.19 0.21 0.16 0.16 29 242 182 36 88 53 10 145 23 7 19.4 6 0.21 0.11
1996 0.31 0.24 0.17 0.22 37 279 653 46 135 49 15 138 30 9 19.6 6 0.16 0.13
1997 0.48 0.27 0.26 0.34 40 319 473 80 219 66 32 143 49 9 11.3 8 0.2 0.15
1998 0.42 0.3 0.24 0.34 22 341 396 83 302 77 32 159 54 3 3.6 8 0.36 0.18
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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

426
21997What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael. In: Research Paper. RePEc:fip:fednrp:9706.

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154
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.

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97
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.

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76
51998Paper tigers? A model of the Asian crisis. (1998). Roubini, Nouriel ; Pesenti, Paolo ; Corsetti, Giancarlo. In: Research Paper. RePEc:fip:fednrp:9822.

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68
61997Do better schools matter? Parental valuation of elementary education. (1997). Black, Sandra. In: Research Paper. RePEc:fip:fednrp:9729.

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56
71996Do banks follow their customers abroad?. (1996). Seth, Rama ; Nolle, Daniel E.. In: Research Paper. RePEc:fip:fednrp:9620.

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53
81995The 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.

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50
91998Rethinking 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.

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49
101998Does exchange rate stability increase trade and capital flows?. (1998). van Wincoop, Eric ; Bacchetta, Philippe. In: Research Paper. RePEc:fip:fednrp:9818.

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47
111995Modeling volatility dynamics. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9522.

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42
121997Split ratings and the pricing of credit risk. (1997). Packer, Frank ; Cantor, Richard ; Cole, Kevin. In: Research Paper. RePEc:fip:fednrp:9711.

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41
131996Predicting U.S. recessions: financial variables as leading indicators. (1996). Mishkin, Frederic ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9609.

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39
141995Forecast evaluation and combination. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9525.

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35
151996Debt and deficit ceilings, and sustainability of fiscal policies: an intertemporal analysis. (1996). Wickens, Michael ; Uctum, Merih. In: Research Paper. RePEc:fip:fednrp:9615.

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34
161997Agency problems and risk taking at banks. (1997). Saidenberg, Marc R. ; Demsetz, Rebecca S. ; Strahan, Philip E.. In: Research Paper. RePEc:fip:fednrp:9709.

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33
171997Is there an inflation puzzle?. (1997). Rich, Robert ; Lown, Cara S.. In: Research Paper. RePEc:fip:fednrp:9723.

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29
181998Methods for evaluating value-at-risk estimates. (1998). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9802.

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28
191989The term structure as a predictor of real economic activity. (1989). HARDOUVELIS, GIKAS ; Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:8907.

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27
201989Regulatory standards, noncompliance and enforcement. (1989). Kambhu, John . In: Research Paper. RePEc:fip:fednrp:8902.

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24
211991Bank failure contagion in historical perspective. (1991). Park, Sangkyun . In: Research Paper. RePEc:fip:fednrp:9103.

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24
221998Can VARs describe monetary policy?. (1998). Kuttner, Kenneth ; Evans, Charles. In: Research Paper. RePEc:fip:fednrp:9812.

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24
231998Risksharing 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.

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21
241997Does consumer confidence forecast household expenditure?: A sentiment index horse race. (1997). Ludvigson, Sydney ; Bram, Jason. In: Research Paper. RePEc:fip:fednrp:9708.

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20
251997Some comparative evidence on the effectiveness of inflation targeting. (1997). Posen, Adam ; Laubach, Thomas. In: Research Paper. RePEc:fip:fednrp:9714.

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18
261998Stock market crises in developed and emerging markets. (1998). Sarkar, Asani ; Patel, Sandeep. In: Research Paper. RePEc:fip:fednrp:9809.

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18
271998The rise and decline(?) of U.S. internal labor markets. (1998). Levine, David ; Groshen, Erica. In: Research Paper. RePEc:fip:fednrp:9819.

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17
281993What moves the discount on country equity funds?. (1993). La Porta, Rafael ; HARDOUVELIS, GIKAS ; Wizman, Thierry A.. In: Research Paper. RePEc:fip:fednrp:9324.

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17
291997Cross-country comparisons of industry total factor productivity: theory and evidence. (1997). Harrigan, James. In: Research Paper. RePEc:fip:fednrp:9734.

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17
301991Tracking the economy with the purchasing managers index. (1991). Harris, Ethan S.. In: Research Paper. RePEc:fip:fednrp:9124.

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15
311997The growth of world trade. (1997). Yi, Kei-Mu ; Ishii, Jun. In: Research Paper. RePEc:fip:fednrp:9718.

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14
321998What inventory behavior tells us about business cycles. (1998). Kahn, James ; Bils, Mark. In: Research Paper. RePEc:fip:fednrp:9817.

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14
331988A revenue-restricted cost study of 100 large banks. (1988). Shaffer, Sherrill. In: Research Paper. RePEc:fip:fednrp:8806.

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14
34Disciplined discretion: the German and Swiss monetary targeting frameworks in operation. (1997). Posen, Adam ; Laubach, Thomas. In: Research Paper. RePEc:fip:fednrp:9707.

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13
351991The political and institutional independence of U.S. monetary policy. (1991). Howe, Howard ; Akhtar, M. A.. In: Research Paper. RePEc:fip:fednrp:9110.

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13
361988Interest rate swaps: an alternative explanation. (1988). Estrella, Arturo ; Silver, Andrew ; Arak, Marcelle ; Goodman, Laurie . In: Research Paper. RePEc:fip:fednrp:8811.

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13
371995Multiple ratings and credit standards: differences of opinion in the credit rating industry. (1995). Packer, Frank ; Cantor, Richard. In: Research Paper. RePEc:fip:fednrp:9527.

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12
381996Inflation 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.

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12
391988Evidence on stock market speculative bubbles: Japan, United States and Great Britain. (1988). HARDOUVELIS, GIKAS. In: Research Paper. RePEc:fip:fednrp:8810.

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12
401994Mortgage security hedging and the yield curve. (1994). Keane, Frank ; Mosser, Patricia C. ; Fernald, Julia. In: Research Paper. RePEc:fip:fednrp:9411.

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11
411989Endogenous exchange rate regime switches. (1989). Gabriel S. P. de Kock, ; Grilli, Vittorio . In: Research Paper. RePEc:fip:fednrp:8915.

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11
421996American employer salary surveys and labor economics research: issues and contributions. (1996). Groshen, Erica. In: Research Paper. RePEc:fip:fednrp:9604.

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10
431998Institutional 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.

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10
441997A new measure of fit for equations with dichotomous dependent variables. (1997). Estrella, Arturo. In: Research Paper. RePEc:fip:fednrp:9716.

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10
451990Understanding international differences in leverage trends. (1990). Remolona, Eli. In: Research Paper. RePEc:fip:fednrp:9025.

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9
461990Housing finance and the transmission mechanism of monetary policy. (1990). Ryding, John. In: Research Paper. RePEc:fip:fednrp:9008.

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9
471997Rational herding and the spatial clustering of bank branches: an empirical analysis. (1997). Chang, Angela ; Chaudhuri, Shubham ; Jayaratne, Jith . In: Research Paper. RePEc:fip:fednrp:9724.

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9
481996Foreign banks, profits and commercial credit extension in the United States. (1996). Seth, Rama ; Molyneux, Philip. In: Research Paper. RePEc:fip:fednrp:9628.

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9
491996Foreign investment fluctuations and emerging market stock returns: the case of Mexico. (1996). Berko, Elizabeth ; Clark, John. In: Research Paper. RePEc:fip:fednrp:9635.

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9
501995Evaluating the predictive accuracy of volatility models. (1995). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9524.

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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

56
21998Information 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

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

10
41997What moves the bond market?. (1997). Remolona, Eli ; Fleming, Michael. In: Research Paper. RePEc:fip:fednrp:9706.

Full description at Econpapers || Download paper

9
51997Does consumer confidence forecast household expenditure?: A sentiment index horse race. (1997). Ludvigson, Sydney ; Bram, Jason. In: Research Paper. RePEc:fip:fednrp:9708.

Full description at Econpapers || Download paper

8
61997Agency 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

5
71998Methods for evaluating value-at-risk estimates. (1998). Lopez, Jose. In: Research Paper. RePEc:fip:fednrp:9802.

Full description at Econpapers || Download paper

5
81998Stock 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

4
91997Rational herding and the spatial clustering of bank branches: an empirical analysis. (1997). Chang, Angela ; Chaudhuri, Shubham ; Jayaratne, Jith . In: Research Paper. RePEc:fip:fednrp:9724.

Full description at Econpapers || Download paper

4
101991Tracking the economy with the purchasing managers index. (1991). Harris, Ethan S.. In: Research Paper. RePEc:fip:fednrp:9124.

Full description at Econpapers || Download paper

4
111995Modeling volatility dynamics. (1995). Lopez, Jose ; Diebold, Francis. In: Research Paper. RePEc:fip:fednrp:9522.

Full description at Econpapers || Download paper

3
121995The 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
131997Split 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

2
141998Securities class actions, corporate governance and managerial agency problems. (1998). . In: Research Paper. RePEc:fip:fednrp:9816.

Full description at Econpapers || Download paper

2
151989Regulatory standards, noncompliance and enforcement. (1989). Kambhu, John . In: Research Paper. RePEc:fip:fednrp:8902.

Full description at Econpapers || Download paper

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