Institution: Lancaster University
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 | 0.00 | 0.67 | 0.00 | 0.67 | 22% |
| Last 10 Years | 0.00 | 0.00 | 3.03 | 0.34 | 3.36 | 60% |
| All Time | 0.00 | 0.00 | 3.70 | 0.67 | 4.37 | 80% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Dynamic linear models with adaptive discounting | International Journal of Forecasting | B | 3 |
| 2020 | Speculative bubbles in segmented markets: Evidence from Chinese cross-listed stocks | Journal of International Money and Finance | B | 2 |
| 2019 | Detecting periods of exuberance: A look at the role of aggregation with an application to house prices | Economic Modeling | C | 3 |
| 2018 | Using Market Expectations to Test for Speculative Bubbles in the Crude Oil Market | Journal of Money, Credit, and Banking | B | 3 |
| 2017 | Testing for Speculative Bubbles Using Spot and Forward Prices | International Economic Review | B | 3 |
| 2015 | Testing for linear and nonlinear Granger causality in the real exchange rate–consumption relation | Economics Letters | C | 3 |
| 2011 | Real exchange rates and time-varying trade costs | Journal of International Money and Finance | B | 3 |