Institution: TD Securities
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://nyfedeconomists.org/groen/
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 | 0.00 | 0.00 | 0.00 | - |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | - |
| All Time | 0.00 | 5.38 | 6.05 | 1.01 | 12.45 | 90% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | Model Selection Criteria for Factor-Augmented Regressions-super- | Oxford Bulletin of Economics and Statistics | B | 2 |
| 2013 | Real-Time Inflation Forecasting in a Changing World | Journal of Business & Economic Statistics | A | 3 |
| 2013 | Multivariate Methods for Monitoring Structural Change | Journal of Applied Econometrics | B | 3 |
| 2011 | Financial amplification of foreign exchange risk premia | European Economic Review | B | 3 |
| 2009 | A real time evaluation of Bank of England forecasts of inflation and growth | International Journal of Forecasting | B | 3 |
| 2006 | Asset price based estimates of sterling exchange rate risk premia | Journal of International Money and Finance | B | 2 |
| 2004 | Corporate credit, stock price inflation and economic fluctuations | Applied Economics | C | 1 |
| 2002 | Cointegration and the Monetary Exchange Rate Model Revisited | Oxford Bulletin of Economics and Statistics | B | 1 |
| 2000 | The monetary exchange rate model as a long-run phenomenon | Journal of International Economics | A | 1 |