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Pierre Guérin

Global rank #8410 90%

Institution: International Monetary Fund (IMF)

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: https://sites.google.com/view/pierreguerineconomics/home

First Publication: 2013

Most Recent: 2023

RePEc ID: pgu370 ↗

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 1.01 0.00 2.51
Last 10 Years 0.00 0.67 4.69 0.00 8.38
All Time 0.00 1.68 6.03 0.00 12.23

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 13.46

Publications (14)

Year Article Journal Tier Authors
2023 What are the effects of monetary policy on productivity? Economics Letters C 1
2021 A comparison of monthly global indicators for forecasting growth International Journal of Forecasting B 2
2021 Firms’ environmental performance and the COVID-19 crisis Economics Letters C 2
2020 The Dynamics of Capital Flow Episodes Journal of Money, Credit, and Banking B 2
2020 Markov-Switching Three-Pass Regression Filter Journal of Business & Economic Statistics A 3
2019 What drives interbank loans? Evidence from Canada Journal of Banking & Finance B 2
2018 What are the macroeconomic effects of high‐frequency uncertainty shocks? Journal of Applied Econometrics B 2
2018 Using low frequency information for predicting high frequency variables International Journal of Forecasting B 3
2017 Explaining the time-varying effects of oil market shocks on US stock returns Economics Letters C 3
2017 Model averaging in Markov-switching models: Predicting national recessions with regional data Economics Letters C 2
2015 Do high-frequency financial data help forecast oil prices? The MIDAS touch at work International Journal of Forecasting B 3
2015 Markov-switching mixed-frequency VAR models International Journal of Forecasting B 3
2013 Characterizing very high uncertainty episodes Economics Letters C 2
2013 Markov-Switching MIDAS Models Journal of Business & Economic Statistics A 2