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Eric Eisenstat

Global rank #12687 85%

Institution: University of Queensland

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/ericeisenstat

First Publication: 2016

Most Recent: 2020

RePEc ID: pei47 ↗

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 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

Publication Statistics

Raw Publications 8
Coauthorship-Adjusted Count 6.40

Publications (8)

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