B. Schwaab

Finance · 2011–2016

A researcher in the Science corpus: 3 papers; trusts 30 researchers and is trusted by 7 researchers here, as inferred from the citation graph.

Subfields

• Finance — 65 citations into it; #5,025 of 10,518 by trust here, #4,039 by citations
• Economics and Econometrics — 49 citations into it; #15,282 of 23,481 by trust here, #14,996 by citations
• Accounting — 13 citations into it
• Statistics and Probability — 13 citations into it
• Management Science and Operations Research — 5 citations into it

Whom B. Schwaab trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. James H. Stock
3. Jushan Bai
4. S. J. Koopman
5. Mark W. Watson
6. Serena Ng
7. Darrell Duffie
8. J. Rogers
9. André Lucas
10. Alexander J. McNeil

Who trusts B. Schwaab overall

1. D. Oh
2. Alan S. Blinder
3. A. Opschoor
4. Michael Ehrmann

Papers from B. Schwaab's perspective

Ordered by how strongly the researchers B. Schwaab trusts endorse each paper. Same corpus, a different order for every researcher.

1. Forecasting Using Principal Components From a Large Number of Predictors
2. Determining the Number of Factors in Approximate Factor Models
3. Macroeconomic Forecasting Using Diffusion Indexes
4. Factor Analysis as a Statistical Method.
5. Time Series Analysis by State Space Methods
6. Dynamic Conditional Correlation
7. TESTS OF COMMON STOCHASTIC TRENDS (Econometric Theory)
8. The empirical risk–return relation: A factor analysis approach ☆
9. Macroeconomic forecasting in the Euro area: Country specific versus area-wide information
10. A simple and efficient simulation smoother for state space time series analysis

Their papers

• Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2016) — 303 citations
• Modeling frailty-correlated defaults using many macroeconomic covariates (2011) — 120 citations
• Conditional Euro Area Sovereign Default Risk (2014) — 229 citations