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 | 4.04 | 0.00 | 2.02 | 6.05 | 83% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2006 | The impulse response function of the long memory GARCH process | Economics Letters | C | 2 |
| 2006 | On the order of integration of monthly US ex-ante and ex-post real interest rates: New evidence from over a century of data | Economics Letters | C | 3 |
| 2006 | A re-examination of the asymmetric power ARCH model | Journal of Empirical Finance | C | 2 |
| 2004 | Inflation, Inflation Uncertainty and a Common European Monetary Policy | The Manchester School | C | 3 |
| 2002 | Inflation and output growth uncertainty and their relationship with inflation and output growth | Economics Letters | C | 3 |
| 1999 | The second moment and the autocovariance function of the squared errors of the GARCH model | Journal of Econometrics | A | 1 |