Institution: Università degli Studi di Pavia
Primary Field: Econometrics (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 | 0.34 |
| Last 10 Years | 0.00 | 0.67 | 1.01 | 0.00 | 2.93 |
| All Time | 0.00 | 1.34 | 2.01 | 0.00 | 5.61 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | The role of uncertainty in forecasting volatility comovements across stock markets | Economic Modeling | C | 3 |
| 2020 | Structural analysis with mixed-frequency data: A model of US capital flows | Economic Modeling | C | 4 |
| 2018 | Indirect inference with time series observed with error | Journal of Applied Econometrics | B | 2 |
| 2017 | Chasing volatility | Journal of Econometrics | A | 3 |
| 2015 | Testing for no factor structures: On the use of Hausman-type statistics | Economics Letters | C | 3 |
| 2015 | Inference on factor structures in heterogeneous panels | Journal of Econometrics | A | 3 |
| 2013 | EURO CORPORATE BOND RISK FACTORS | Journal of Applied Econometrics | B | 2 |