Institution: Federal Reserve Board (Board of Governors of the Federal Reserve System)
Primary Field: Econometrics (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 | 4.37 | 0.00 | 0.00 | 4.37 | 79% |
| Last 10 Years | 0.00 | 4.37 | 1.01 | 0.34 | 5.72 | 75% |
| All Time | 0.00 | 4.37 | 6.73 | 0.34 | 11.44 | 89% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Inferential theory for generalized dynamic factor models | Journal of Econometrics | A | 4 |
| 2023 | Measuring the Output Gap using Large Datasets | Review of Economics and Statistics | A | 2 |
| 2021 | Large-dimensional Dynamic Factor Models: Estimation of Impulse–Response Functions with I(1) cointegrated factors | Journal of Econometrics | A | 3 |
| 2019 | Oil Price Pass-through into Core Inflation | The Energy Journal | B | 2 |
| 2018 | Systemic risk in the US: Interconnectedness as a circuit breaker | Economic Modeling | C | 3 |
| 2015 | Monetary Policy and the Housing Market: A Structural Factor Analysis | Journal of Applied Econometrics | B | 1 |
| 2014 | Do Euro Area Countries Respond Asymmetrically to the Common Monetary Policy? | Oxford Bulletin of Economics and Statistics | B | 3 |
| 2014 | Forecasting with approximate dynamic factor models: The role of non-pervasive shocks | International Journal of Forecasting | B | 1 |
| 2014 | Nowcasting Norway | International Journal of Central Banking | B | 2 |