Institution: Banque de France
Primary Field: International (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 | 0.00 | 0.00 | 0.00 | 0.00 |
| Last 10 Years | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| All Time | 0.00 | 0.00 | 2.68 | 0.00 | 3.69 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | No-arbitrage Near-Cointegrated VAR(p) term structure models, term premia and GDP growth | Journal of Banking & Finance | B | 3 |
| 2008 | Term structure anomalies: Term premium or peso-problem? | Journal of International Money and Finance | B | 1 |
| 2004 | Why did the term structure of interest rates lose its predictive power? | Economic Modeling | C | 1 |