Institution: University of Queensland
Primary Field: Econometrics (weighted toward more recent publications)
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 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 1.34 | 4.02 | 0.00 | 7.21 |
| All Time | 0.00 | 1.34 | 4.02 | 0.00 | 7.21 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Identifying noise shocks | Journal of Economic Dynamics and Control | B | 4 |
| 2020 | Reducing the state space dimension in a large TVP-VAR | Journal of Econometrics | A | 3 |
| 2020 | Composite likelihood methods for large Bayesian VARs with stochastic volatility | Journal of Applied Econometrics | B | 4 |
| 2018 | Comparing hybrid time-varying parameter VARs | Economics Letters | C | 2 |
| 2018 | Bayesian model comparison for time‐varying parameter VARs with stochastic volatility | Journal of Applied Econometrics | B | 2 |
| 2017 | Efficient estimation of Bayesian VARMAs with time‐varying coefficients | Journal of Applied Econometrics | B | 2 |
| 2016 | Large Bayesian VARMAs | Journal of Econometrics | A | 3 |
| 2016 | Modelling Inflation Volatility | Journal of Applied Econometrics | B | 2 |