Institution: University of York
Primary Field: Econometrics (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 | 0.00 | 4.71 | 0.00 | 4.71 | 81% |
| Last 10 Years | 0.00 | 4.04 | 4.71 | 0.00 | 8.75 | 85% |
| All Time | 0.00 | 4.04 | 4.71 | 0.00 | 8.75 | 87% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | Return predictability, dividend growth, and the persistence of the price–dividend ratio | International Journal of Forecasting | B | 3 |
| 2024 | Unconventional Monetary Policies and the Yield Curve: Estimating Non-Affine Term Structure Models with Unspanned Macro Risk by Factor Extraction | Review of Asset Pricing Studies | B | 2 |
| 2021 | Monetary policy at the zero lower bound: Information in the Federal Reserve’s balance sheet | European Economic Review | B | 1 |
| 2021 | Modeling the Covid‐19 epidemic using time series econometrics | Health Economics | B | 2 |
| 2017 | The advantages of using excess returns to model the term structure | Journal of Financial Economics | A | 2 |
| 2016 | Long memory affine term structure models | Journal of Econometrics | A | 2 |