Institution: Federal Reserve Bank of Chicago
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 | 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 | 10.09 | 2.02 | 0.00 | 12.11 | 90% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2007 | Economic determinants of the nominal treasury yield curve | Journal of Monetary Economics | A | 2 |
| 2006 | State-contingent bank regulation with unobserved actions and unobserved characteristics | Journal of Economic Dynamics and Control | B | 2 |
| 2005 | Comment on: "Estimating the expected marginal rate of substitution" | Journal of Monetary Economics | A | 1 |
| 2002 | Financial crises and coordination failure: A comment | Journal of Banking & Finance | B | 1 |
| 2001 | Peso problem explanations for term structure anomalies | Journal of Monetary Economics | A | 3 |
| 1999 | Bank Capital Standards for Market Risk: A Welfare Analysis | Review of Finance | B | 2 |
| 1997 | On biases in tests of the expectations hypothesis of the term structure of interest rates | Journal of Financial Economics | A | 3 |
| 1997 | The implications of first-order risk aversion for asset market risk premiums | Journal of Monetary Economics | A | 3 |
| 1992 | Inflation and Asset Returns in a Monetary Economy. | Journal of Finance | A | 1 |