Institution: Federal Reserve Bank of New York
Primary Field: Econometrics (weighted toward more recent publications)
Homepage: http://www.geertmesters.com
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 | 4.04 | 6.05 | 0.67 | 0.00 | 10.76 | 96% |
| Last 10 Years | 8.07 | 10.09 | 0.67 | 0.00 | 18.84 | 97% |
| All Time | 8.07 | 12.11 | 0.67 | 0.00 | 20.85 | 94% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Locally robust inference for non-Gaussian linear simultaneous equations models | Journal of Econometrics | A | 2 |
| 2024 | Locally robust inference for non‐Gaussian SVAR models | Quantitative Economics | B | 3 |
| 2023 | A Sufficient Statistics Approach for Macro Policy | American Economic Review | S | 2 |
| 2021 | The Phillips multiplier | Journal of Monetary Economics | A | 2 |
| 2021 | Detecting granular time series in large panels | Journal of Econometrics | A | 2 |
| 2020 | Identifying Modern Macro Equations with Old Shocks* | Quarterly Journal of Economics | S | 2 |
| 2018 | On the Demographic Adjustment of Unemployment | Review of Economics and Statistics | A | 2 |
| 2017 | Empirical Bayes Methods for Dynamic Factor Models | Review of Economics and Statistics | A | 2 |
| 2014 | Generalized dynamic panel data models with random effects for cross-section and time | Journal of Econometrics | A | 2 |