Institution: Unknown
Primary Field: Macro (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 | 1.01 | 0.67 | 0.00 | 2.68 |
| Last 10 Years | 0.00 | 1.01 | 2.68 | 0.00 | 4.69 |
| All Time | 0.00 | 1.01 | 2.68 | 0.00 | 4.69 |
| Year | Article | Journal | Tier | Authors |
|---|---|---|---|---|
| 2023 | Monetary policy, external instruments, and heteroskedasticity | Quantitative Economics | B | 3 |
| 2022 | Heteroscedastic Proxy Vector Autoregressions | Journal of Business & Economic Statistics | A | 2 |
| 2019 | Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH | Journal of Economic Dynamics and Control | B | 2 |
| 2018 | Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis | Oxford Bulletin of Economics and Statistics | B | 2 |