Institution: Vrije Universiteit Amsterdam
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 | 2.35 | 0.00 | 0.00 | 2.35 | 61% |
| Last 10 Years | 0.00 | 4.71 | 0.00 | 0.59 | 5.30 | 73% |
| All Time | 0.00 | 4.71 | 1.35 | 0.59 | 6.64 | 84% |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2024 | Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors | Journal of Econometrics | A | 3 |
| 2023 | Dynamic clustering of multivariate panel data | Journal of Econometrics | A | 4 |
| 2019 | Bank Business Models at Zero Interest Rates | Journal of Business & Economic Statistics | A | 3 |
| 2017 | Do negative interest rates make banks less safe? | Economics Letters | C | 4 |
| 2016 | Spillover dynamics for systemic risk measurement using spatial financial time series models | Journal of Econometrics | A | 4 |
| 2016 | Accounting for missing values in score-driven time-varying parameter models | Economics Letters | C | 3 |
| 2015 | Financial Network Systemic Risk Contributions | Review of Finance | B | 3 |
| 2014 | Forecasting systemic impact in financial networks | International Journal of Forecasting | B | 3 |