Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston
Citation Profile [Updated: 2024-12-09 13:41:37]
5 Years H Index
13
Impact Factor (IF)
0
5 Years IF
0.14
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]
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Main indicators
Raw Data
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2008 | Is 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 | 125 |
| 2 | 2017 | International 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 | 56 |
| 3 | 2008 | Looking behind the aggregates: a reply to ââ¬ÅFacts and Myths about the Financial Crisis of 2008ââ¬Â. (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 | 45 |
| 4 | 2010 | Addressing 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 | 28 |
| 5 | 2010 | Financing 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. Full description at Econpapers || Download paper | 26 |
| 6 | 2012 | The 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 | 24 |
| 7 | 2010 | Risk, returns, and multinational production. (2010). Garetto, Stefania ; Fillat, Jose. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau10-5. Full description at Econpapers || Download paper | 23 |
| 8 | 2016 | Offshore 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 | 18 |
| 9 | 2009 | Forgive 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. Full description at Econpapers || Download paper | 16 |
| 10 | 2007 | Model 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. Full description at Econpapers || Download paper | 16 |
| 11 | 2010 | Optimal 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. Full description at Econpapers || Download paper | 14 |
| 12 | 2012 | Bank 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. Full description at Econpapers || Download paper | 13 |
| 13 | 2010 | How 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. Full description at Econpapers || Download paper | 13 |
| 14 | 2018 | The 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 | 12 |
| 15 | 2009 | Your 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. Full description at Econpapers || Download paper | 11 |
| 16 | 2008 | Household 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. Full description at Econpapers || Download paper | 10 |
| 17 | 2008 | Credit card redlining. (2008). Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-1. Full description at Econpapers || Download paper | 10 |
| 18 | 2009 | A 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. Full description at Econpapers || Download paper | 9 |
| 19 | 2018 | Bad 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 | 8 |
| 20 | 2010 | Fair 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. Full description at Econpapers || Download paper | 7 |
| 21 | 2017 | Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3. Full description at Econpapers || Download paper | 6 |
| 22 | 2018 | Monetary 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 | 5 |
| 23 | 2016 | Liquidity 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. Full description at Econpapers || Download paper | 5 |
| 24 | 2008 | Household 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. Full description at Econpapers || Download paper | 4 |
| 25 | 2009 | Market 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 | 3 |
| 26 | 2012 | Evaluating 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. Full description at Econpapers || Download paper | 3 |
| 27 | 2018 | Quasi 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. Full description at Econpapers || Download paper | 3 |
| 28 | 2012 | Knightian uncertainty and interbank lending. (2012). Pritsker, Matthew. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-4. Full description at Econpapers || Download paper | 3 |
| 29 | 2008 | The balance sheet channel. (2008). MartÃÆÃÂnez GarcÃÆÃÂa, Enrique ; Cohen-Cole, Ethan ; Martinez-Garcia, Enrique. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-7. Full description at Econpapers || Download paper | 3 |
| 30 | 2016 | Offshoring, Low-skilled Immigration, and Labor Market Polarization. (2016). Zlate, Andrei ; Mandelman, Federico. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-3. Full description at Econpapers || Download paper | 2 |
| 31 | 2007 | Demonstration effects in preventive care. (2007). Cohen-Cole, Ethan ; Banerjee, Ritesh . In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-7. Full description at Econpapers || Download paper | 2 |
| 32 | 2019 | Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Bohn, James ; Anadu, Kenechukwu E ; Pritsker, Matthew ; Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-2. Full description at Econpapers || Download paper | 2 |
| 33 | 2008 | GARCH-based identification and estimation of triangular systems. (2008). Prono, Todd. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau08-4. Full description at Econpapers || Download paper | 2 |
| 34 | 2012 | Bank deregulation and racial inequality in America. (2012). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-5. Full description at Econpapers || Download paper | 2 |
| 35 | 2017 | Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-4. Full description at Econpapers || Download paper | 1 |
| 36 | 2015 | Macroprudential 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. Full description at Econpapers || Download paper | 1 |
| 37 | 2007 | Unpacking social interactions. (2007). Zanella, Giulio ; Cohen-Cole, Ethan. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:qau07-4. Full description at Econpapers || Download paper | 1 |
| 38 | 2019 | Variable Annuities: Underlying Risks and Sensitivities. (2019). Hoover, Nathaniel ; Chahboun, Imad. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-1. Full description at Econpapers || Download paper | 1 |
| 39 | 2018 | Optimal Delegation Under Unknown Bias: The Role of Concavity. (2018). Tanner, Noam. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-1. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2017 | International 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 | 20 |
| 2 | 2008 | Is 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 | 9 |
| 3 | 2016 | Offshore 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 | 8 |
| 4 | 2012 | The 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 | 4 |
| 5 | 2017 | Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3. Full description at Econpapers || Download paper | 3 |
| 6 | 2016 | Liquidity 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. Full description at Econpapers || Download paper | 3 |
| 7 | 2018 | The 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 | 2 |
| 8 | 2018 | Quasi 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. Full description at Econpapers || Download paper | 2 |
| 9 | 2012 | Bank deregulation and racial inequality in America. (2012). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Risk and Policy Analysis Unit Working Paper. RePEc:fip:fedbqu:rpa12-5. Full description at Econpapers || Download paper | 2 |
| 10 | 2012 | Bank 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. Full description at Econpapers || Download paper | 2 |
| 11 | 2010 | Addressing 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 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
10 most frequent citing series