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FHFA Staff Working Papers / Federal Housing Finance Agency

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
5
Impact Factor
0.29
5 Years IF
0.61
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 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 0.48 0.09 0.1 1 11 8 1 2 2 10 1 0 0 0.27
2007 1 0.41 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 0.28 0.4 0 18 0 5 10 7 10 4 0 0 0.23
2010 0 0.37 0.1 0.13 2 20 1 2 12 2 8 1 0 1 0.5 0.2
2011 0.5 0.47 0.14 0.2 2 22 0 3 15 2 1 10 2 0 0 0.25
2012 0 0.5 0 0 2 24 9 15 4 11 0 0 0.26
2013 0.25 0.52 0.08 0.13 2 26 6 2 17 4 1 8 1 1 50 0 0.24
2014 0.75 0.54 0.13 0.38 4 30 9 4 21 4 3 8 3 1 25 0 0.28
2015 0.33 0.54 0.27 0.25 3 33 1 9 30 6 2 12 3 5 55.6 0 0.28
2016 0.14 0.57 0.32 0.38 4 37 32 12 42 7 1 13 5 4 33.3 6 1.5 0.29
2017 1.14 0.58 0.45 1.07 3 40 0 18 60 7 8 15 16 2 11.1 0 0.28
2018 1.57 0.6 0.34 0.75 4 44 1 15 75 7 11 16 12 2 13.3 0 0.31
2019 0.29 0.65 0.37 0.61 2 46 0 17 92 7 2 18 11 5 29.4 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
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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28
22006Removing 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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9
32012Countercyclical 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
42013Impacts of Down Payment Underwriting Standards on Loan Performance. (2013). Lam, Ken ; Dunsky, Robert. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:13-03.

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7
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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5
62003Subprime and Prime Mortgages – Loss Distributions. (2003). Pennington-Cross, Anthony. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:03-01.

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5
72007Zero Down Payment Mortgage Default. (2007). . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:07-05.

Full description at Econpapers || Download paper

5
82016Oil Prices and Urban Housing Demand. (2016). Zhao, Weihua ; Larson, William. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:16-03.

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4
92014The 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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4
102007Subordinated 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
112012Home 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
122010Automatic Recapitalization Alternatives. (2010). Pafenberg, Forrest ; Collender, Robert ; Robert, JR. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:10-02.

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2
132015How 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
142003A 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
152003Drawing 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
162016Local 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
172007Home 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
182018Appraisal 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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1
192018Are 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
202002Alternative 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
212008Real 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
222015The 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
232003Earnings 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
242014Generating 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
252017Under 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

14
22016Oil 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

4
32003Subprime and Prime Mortgages – Loss Distributions. (2003). Pennington-Cross, Anthony. In: FHFA Staff Working Papers. RePEc:hfa:wpaper:03-01.

Full description at Econpapers || Download paper

2
42013Impacts 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

2
52014The 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
62007Zero Down Payment Mortgage Default. (2007). . In: FHFA Staff Working Papers. RePEc:hfa:wpaper:07-05.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 2
YearTitle
2019The influence of contract prices and relationships on appraisal bias. (2019). Fout, Hamilton B ; Eriksen, Michael D ; Rosenblatt, Eric ; Palim, Mark. In: Journal of Urban Economics. RePEc:eee:juecon:v:111:y:2019:i:c:p:132-143.

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2019Metrics for Measuring the Performance of Machine Learning Prediction Models: An Application to the Housing Market. (2019). Hill, Robert ; Steurer, Miriam. In: Graz Economics Papers. RePEc:grz:wpaper:2019-02.

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Recent citations
Recent citations received in 2018
YearCiting document

Recent citations received in 2016
YearCiting document
2016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Doerner, William ; Larson, William D ; Bogin, Alexander N. In: Working Papers. RePEc:gwc:wpaper:2016-010.

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2016Testing the Association between Foreclosure and Nearby House Values: Can Differences Deceive?. (2016). . In: Working Papers. RePEc:gwi:wpaper:2016-29.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2016Oil 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

2016Missing 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

2016Stimulating Housing Markets. (2016). Berger, David ; Turner, Nicholas ; Zwick, Eric. In: NBER Working Papers. RePEc:nbr:nberwo:22903.

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