Institution: Neoma Business School
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 | 4.04 | 0.00 | 4.04 | 78% |
| Last 10 Years | 0.00 | 0.00 | 4.71 | 0.50 | 5.21 | 73% |
| All Time | 0.00 | 0.00 | 5.72 | 1.51 | 7.23 | 85% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2025 | The structural Theta method and its predictive performance in the M4-Competition | International Journal of Forecasting | B | 2 |
| 2024 | Optimal hierarchical EWMA forecasting | International Journal of Forecasting | B | 2 |
| 2023 | The RWDAR model: A novel state-space approach to forecasting | International Journal of Forecasting | B | 2 |
| 2022 | Random coefficient state-space model: Estimation and performance in M3–M4 competitions | International Journal of Forecasting | B | 2 |
| 2019 | Climate change implications for the catastrophe bonds market: An empirical analysis | Economic Modeling | C | 2 |
| 2017 | Short-term inflation forecasting: The M.E.T.A. approach | International Journal of Forecasting | B | 3 |
| 2013 | The exact linkage between the Beveridge–Nelson decomposition and other permanent-transitory decompositions | Economic Modeling | C | 1 |
| 2013 | Aggregation of exponential smoothing processes with an application to portfolio risk evaluation | Journal of Banking & Finance | B | 2 |