Institution: Centro de Estudios Monetarios y Financieros (CEMFI)
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.cemfi.es/~amengual
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 | 2.68 | 0.67 | 0.00 | 6.03 |
| All Time | 0.00 | 5.03 | 0.67 | 0.00 | 10.72 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2020 | Is a Normal Copula the Right Copula? | Journal of Business & Economic Statistics | A | 2 |
| 2020 | Testing distributional assumptions using a continuum of moments | Journal of Econometrics | A | 3 |
| 2019 | Normality tests for latent variables | Quantitative Economics | B | 3 |
| 2018 | Resolution of policy uncertainty and sudden declines in volatility | Journal of Econometrics | A | 2 |
| 2015 | Market-based estimation of stochastic volatility models | Journal of Econometrics | A | 3 |
| 2013 | Sequential estimation of shape parameters in multivariate dynamic models | Journal of Econometrics | A | 3 |
| 2010 | A comparison of mean-variance efficiency tests | Journal of Econometrics | A | 2 |