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Christian T. Brownlees

Global rank #4457 94%

Institution: Barcelona School of Economics (BSE)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://ctbrownlees.github.io/

First Publication: 2011

Most Recent: 2025

RePEc ID: pbr121 ↗

Publication Scores

Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).

Period S (4x) A (2x) B (1x) C (½x) Total
Last 5 Years 0.00 5.37 2.68 0.00 13.42
Last 10 Years 0.00 7.38 4.86 0.00 19.62
All Time 0.00 7.88 6.87 0.00 22.63

Publication Statistics

Raw Publications 18
Coauthorship-Adjusted Count 14.82

Publications (18)

Year Article Journal Tier Authors
2025 PERFORMANCE OF EMPIRICAL RISK MINIMIZATION FOR LINEAR REGRESSION WITH DEPENDENT DATA Econometric Theory B 2
2024 Nonstandard Errors Journal of Finance A 343
2024 Empirical risk minimization for time series: Nonparametric performance bounds for prediction Journal of Econometrics A 2
2023 Projected Dynamic Conditional Correlations International Journal of Forecasting B 2
2022 Corporate hedging and the variance of stock returns Journal of Corporate Finance B 3
2022 Community Detection in Partial Correlation Network Models Journal of Business & Economic Statistics A 3
2021 Detecting granular time series in large panels Journal of Econometrics A 2
2021 Detecting groups in large vector autoregressions Journal of Econometrics A 2
2021 Bank credit risk networks: Evidence from the Eurozone Journal of Monetary Economics A 3
2021 Backtesting global Growth-at-Risk Journal of Monetary Economics A 2
2020 Back to the future: Backtesting systemic risk measures during historical bank runs and the great depression Journal of Banking & Finance B 4
2019 NETS: Network estimation for time series Journal of Applied Econometrics B 2
2019 Impulse Response Estimation by Smooth Local Projections Review of Economics and Statistics A 2
2018 Realized networks Journal of Applied Econometrics B 3
2017 SRISK: A Conditional Capital Shortfall Measure of Systemic Risk The Review of Financial Studies A 2
2014 Disentangling systematic and idiosyncratic dynamics in panels of volatility measures Journal of Econometrics A 4
2011 Shrinkage estimation of semiparametric multiplicative error models International Journal of Forecasting B 2
2011 Shrinkage estimation of semiparametric multiplicative error models International Journal of Forecasting B 2