Institution: Bank of England
Primary Field: Macro (weighted toward more recent publications)
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 | 2.02 | 0.00 | 0.00 | 2.02 | 57% |
| Last 10 Years | 0.00 | 2.02 | 1.51 | 0.00 | 3.53 | 61% |
| All Time | 0.00 | 3.36 | 4.20 | 0.00 | 7.57 | 86% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2022 | The Impact of Corporate QE on Liquidity: Evidence from the UK | Economic Journal | A | 6 |
| 2021 | Monetary policy surprises and their transmission through term premia and expected interest rates | Journal of Monetary Economics | A | 3 |
| 2020 | Official Demand for U.S. Debt: Implications for U.S. Real Rates | Journal of Money, Credit, and Banking | B | 2 |
| 2018 | What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks? | Journal of Banking & Finance | B | 4 |
| 2013 | A No-Arbitrage Structural Vector Autoregressive Model of the UK Yield Curve | Oxford Bulletin of Economics and Statistics | B | 1 |
| 2011 | Understanding the Real Rate Conundrum: An Application of No-Arbitrage Models to the UK Real Yield Curve | Review of Finance | B | 3 |
| 2006 | Financial factors, macroeconomic information and the Expectations Theory of the term structure of interest rates | Journal of Econometrics | A | 3 |