Institution: Monash University
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: https://research.monash.edu/en/persons/catherine-forbes
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 | 0.67 | 1.17 | 0.00 | 2.51 |
| All Time | 0.00 | 1.17 | 1.68 | 0.00 | 4.02 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | The determinants of bank loan recovery rates in good times and bad – New evidence | Journal of Economic Behavior and Organization | B | 4 |
| 2020 | High-frequency jump tests: Which test should we use? | Journal of Econometrics | A | 3 |
| 2017 | Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures | Journal of Applied Econometrics | B | 3 |
| 2013 | Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models | International Journal of Forecasting | B | 4 |
| 2012 | Probabilistic forecasts of volatility and its risk premia | Journal of Econometrics | A | 4 |