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Bernd Schwaab

Global rank #7113 91%

Institution: European Central Bank

Primary Field: Econometrics (weighted toward more recent publications)

Homepage: http://www.berndschwaab.eu

First Publication: 2011

Most Recent: 2024

RePEc ID: psc589 ↗

Publication Scores

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 1.01 1.01 0.00 3.02
Last 10 Years 0.00 3.18 2.35 0.00 8.97
All Time 0.00 5.70 3.02 0.00 14.66

Publication Statistics

Raw Publications 14
Coauthorship-Adjusted Count 9.26

Publications (14)

Year Article Journal Tier Authors
2024 Modeling Extreme Events: Time-Varying Extreme Tail Shape Journal of Business & Economic Statistics A 4
2023 Dynamic clustering of multivariate panel data Journal of Econometrics A 4
2023 Euro area sovereign bond risk premia before and during the Covid-19 pandemic European Economic Review B 2
2020 Risk endogeneity at the lender/investor-of-last-resort Journal of Monetary Economics A 4
2019 Bank Business Models at Zero Interest Rates Journal of Business & Economic Statistics A 3
2017 Global Credit Risk: World, Country and Industry Factors Journal of Applied Econometrics B 3
2017 Do negative interest rates make banks less safe? Economics Letters C 4
2017 Modeling Financial Sector Joint Tail Risk in the Euro Area Journal of Applied Econometrics B 3
2016 Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme Journal of Financial Economics A 2
2014 Observation-Driven Mixed-Measurement Dynamic Factor Models with an Application to Credit Risk Review of Economics and Statistics A 4
2014 Nowcasting and forecasting global financial sector stress and credit market dislocation International Journal of Forecasting B 3
2014 Conditional Euro Area Sovereign Default Risk Journal of Business & Economic Statistics A 3
2012 Dynamic Factor Models With Macro, Frailty, and Industry Effects for U.S. Default Counts: The Credit Crisis of 2008 Journal of Business & Economic Statistics A 3
2011 Modeling frailty-correlated defaults using many macroeconomic covariates Journal of Econometrics A 3