Institution: Federal Reserve Board (Board of Governors of the Federal Reserve System)
Primary Field: General (weighted toward more recent publications)
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 | 0.67 | 0.34 | 0.00 | 1.68 |
| Last 10 Years | 0.50 | 2.68 | 1.34 | 0.00 | 8.71 |
| All Time | 0.50 | 3.69 | 2.35 | 0.00 | 11.73 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | Short-Term Planning, Monetary Policy, and Macroeconomic Persistence | American Economic Journal: Macroeconomics | A | 3 |
| 2021 | Online estimation of DSGE models | The Econometrics Journal | B | 6 |
| 2019 | Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs | American Economic Journal: Macroeconomics | A | 2 |
| 2019 | Tempered particle filtering | Journal of Econometrics | A | 2 |
| 2018 | A sequential Monte Carlo approach to inference in multiple‐equation Markov‐switching models | Journal of Applied Econometrics | B | 2 |
| 2017 | The Empirical Implications of the Interest-Rate Lower Bound | American Economic Review | S | 4 |
| 2014 | SEQUENTIAL MONTE CARLO SAMPLING FOR DSGE MODELS | Journal of Applied Econometrics | B | 2 |
| 2012 | Evaluating DSGE model forecasts of comovements | Journal of Econometrics | A | 2 |