Institution: Faculté des sciences - Aix Marseille Université
Primary Field: General (weighted toward more recent publications)
Scores use coauthorship adjustment: α/n credit per paper, where n = number of authors. α = 2.01: calibrated so average adjusted count equals average raw count (a zero-sum adjustment).
| Period | S (4x) | A (2x) | B (1x) | C (½x) | Total |
|---|---|---|---|---|---|
| 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 | 0.00 | 0.00 | 0.00 | 2.18 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2013 | Long-run relationships between international stock prices: further evidence from fractional cointegration tests | Applied Economics | C | 4 |
| 2011 | Purchasing power parity and the long memory properties of real exchange rates: Does one size fit all? | Economic Modeling | C | 4 |
| 2009 | A fractionally integrated exponential STAR model applied to the US real effective exchange rate | Economic Modeling | C | 3 |
| 2005 | Evidence on structural changes in U.S. time series | Economic Modeling | C | 2 |
| 2004 | Detecting multiple breaks in time series covariance structure: a non-parametric approach based on the evolutionary spectral density | Applied Economics | C | 3 |
| 2003 | Erratum to "Tests for covariance stationarity and white noise, with an application to Euro/US dollar exchange rate: An approach based on the evolutionary spectral density" [Economics Letters 77 (2002) 177-186] | Economics Letters | C | 2 |