Institution: University of Liverpool
Primary Field: Macro (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.02: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total | Percentile |
|---|---|---|---|---|---|---|
| Last 5 Years | 0.00 | 6.05 | 0.67 | 0.00 | 6.73 | 90% |
| Last 10 Years | 0.00 | 6.05 | 0.67 | 0.00 | 6.73 | 80% |
| All Time | 0.00 | 6.05 | 5.38 | 1.01 | 12.45 | 90% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | The signalling channel of negative interest rates | Journal of Monetary Economics | A | 2 |
| 2022 | Valuation risk revalued | Quantitative Economics | B | 3 |
| 2021 | A Financial Accelerator through Coordination Failure | Economic Journal | A | 1 |
| 2018 | Uncertainty Shocks in a Model of Effective Demand: Comment | Econometrica | S | 3 |
| 2015 | Solving asset pricing models with stochastic volatility | Journal of Economic Dynamics and Control | B | 1 |
| 2015 | Cost of borrowing shocks and fiscal adjustment | Journal of International Money and Finance | B | 3 |
| 2014 | The Risk Channel of Monetary Policy | International Journal of Central Banking | B | 1 |
| 2013 | Computing the risky steady state of DSGE models | Economics Letters | C | 1 |