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Mathias Drehmann

Institution: Bank for International Settlements (BIS)

Primary Field: Macro (weighted toward more recent publications)

Homepage: http://www.bis.org/author/mathias_drehmann.htm

First Publication: 2002

Most Recent: 2023

RePEc ID: pdr53 ↗

Publication Scores

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 0.00 1.01 0.50 1.51 45%
Last 10 Years 0.00 0.00 2.52 0.84 3.36 60%
All Time 2.69 0.00 8.24 0.84 11.77 90%

Publication Statistics

Raw Publications 13
Coauthorship-Adjusted Count 10.60

Publications (13)

Year Article Journal Tier Authors
2023 The Holt–Winters filter and the one-sided HP filter: A close correspondence Economics Letters C 2
2021 Which Credit Gap Is Better at Predicting Financial Crises? A Comparison of Univariate Filters International Journal of Central Banking B 2
2020 Leverage Dynamics and the Burden of Debt Oxford Bulletin of Economics and Statistics B 2
2020 Forecasting recessions: the importance of the financial cycle Journal of Macroeconomics C 3
2017 Monetary Policy, the Financial Cycle, and Ultra-Low Interest Rates International Journal of Central Banking B 4
2014 Evaluating early warning indicators of banking crises: Satisfying policy requirements International Journal of Forecasting B 2
2013 Measuring the systemic importance of interconnected banks Journal of Financial Intermediation B 2
2011 Anchoring Countercyclical Capital Buffers: The role of Credit Aggregates International Journal of Central Banking B 3
2010 An economic capital model integrating credit and interest rate risk in the banking book Journal of Banking & Finance B 2
2010 The integrated impact of credit and interest rate risk on banks: A dynamic framework and stress testing application Journal of Banking & Finance B 3
2007 Herding with and without payoff externalities -- an internet experiment International Journal of Industrial Organization B 3
2005 Herding and Contrarian Behavior in Financial Markets: An Internet Experiment American Economic Review S 3
2002 World Development Indicators Economic Policy B 3