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Todd Clark

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Personal Details

First Name: Todd
Middle Name:
Last Name: Clark
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RePEc Short-ID: pcl55

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Affiliation

Economic Research
Federal Reserve Bank of Cleveland
Location: Cleveland, Ohio (United States)
Homepage: http://www.clevelandfed.org/Research/
Email:
Phone: 216.579.2000
Fax:
Postal: 1455 East 6th St., Cleveland OH 44114
Handle: RePEc:edi:efrbcus (more details at EDIRC)

Works

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Working papers

  1. Knut Are Aastveit & Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2014. "Have standard VARs remained stable since the crisis?," Working Paper, Norges Bank 2014/13, Norges Bank.
  2. Cortes, Kristle Romero & Strahan, Philip E., 2014. "Tracing Out Capital Flows: How Financially Integrated Banks Respond to Natural Disasters," Working Paper 1412, Federal Reserve Bank of Cleveland.
  3. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2014. "No Arbitrage Priors, Drifting Volatilities, and the Term Structure of Interest Rates," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9848, C.E.P.R. Discussion Papers.
  4. Aastveit, Knut Are & Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano, 2014. "Have Standard VARs Remained Stable since the Crisis?," Working Paper 1411, Federal Reserve Bank of Cleveland.
  5. Todd E. Clark & Michael W. McCracken, 2013. "Evaluating the accuracy of forecasts from vector autoregressions," Working Papers, Federal Reserve Bank of St. Louis 2013-010, Federal Reserve Bank of St. Louis.
  6. Todd E. Clark & Francesco Ravazzolo, 2012. "The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility," Working Paper, Norges Bank 2012/09, Norges Bank.
  7. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino, 2012. "Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility," Working Paper 1227, Federal Reserve Bank of Cleveland.
  8. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2012. "Common Drifting Volatility in Large Bayesian VARs," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8894, C.E.P.R. Discussion Papers.
  9. Todd E. Clark & Taeyoung Doh, 2011. "A Bayesian evaluation of alternative models of trend inflation," Working Paper 1134, Federal Reserve Bank of Cleveland.
  10. Todd E. Clark & Michael W. McCracken, 2011. "Tests of equal forecast accuracy for overlapping models," Working Papers, Federal Reserve Bank of St. Louis 2011-024, Federal Reserve Bank of St. Louis.
  11. Todd Clark & Michael W. McCracken, 2011. "Advances in forecast evaluation," Working Paper 1120, Federal Reserve Bank of Cleveland.
  12. Carriero, Andrea & Clark, Todd & Marcellino, Massimiliano, 2011. "Bayesian VARs: Specification Choices and Forecast Accuracy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 8273, C.E.P.R. Discussion Papers.
  13. Todd E. Clark & Michael W. McCracken, 2010. "Reality checks and nested forecast model comparisons," Working Papers, Federal Reserve Bank of St. Louis 2010-032, Federal Reserve Bank of St. Louis.
  14. Todd E. Clark & Michael W. McCracken, 2010. "Testing for unconditional predictive ability," Working Papers, Federal Reserve Bank of St. Louis 2010-031, Federal Reserve Bank of St. Louis.
  15. Todd E. Clark & Stephen J. Terry, 2009. "Time variation in the inflation passthrough of energy prices," Research Working Paper, Federal Reserve Bank of Kansas City RWP 09-06, Federal Reserve Bank of Kansas City.
  16. Todd E. Clark & Michael W. McCracken, 2009. "In-sample tests of predictive ability: a new approach," Research Working Paper, Federal Reserve Bank of Kansas City RWP 09-10, Federal Reserve Bank of Kansas City.
  17. Todd E. Clark & Michael W. McCracken, 2009. "Nested forecast model comparisons: a new approach to testing equal accuracy," Research Working Paper, Federal Reserve Bank of Kansas City RWP 09-11, Federal Reserve Bank of Kansas City.
  18. Todd E. Clark & Troy Davig, 2009. "Decomposing the declining volatility of long-term inflation expectations," Research Working Paper, Federal Reserve Bank of Kansas City RWP 09-05, Federal Reserve Bank of Kansas City.
  19. Todd E. Clark, 2009. "Real-time density forecasts from VARs with stochastic volatility," Research Working Paper, Federal Reserve Bank of Kansas City RWP 09-08, Federal Reserve Bank of Kansas City.
  20. Todd E. Clark & Troy Davig, 2008. "An empirical assessment of the relationships among inflation and short- and long-term expectations," Research Working Paper, Federal Reserve Bank of Kansas City RWP 08-05, Federal Reserve Bank of Kansas City.
  21. Todd E. Clark & Michael W. McCracken, 2007. "Tests of equal predictive ability with real-time data," Research Working Paper, Federal Reserve Bank of Kansas City RWP 07-06, Federal Reserve Bank of Kansas City.
  22. Todd E. Clark & Michael W. McCracken, 2007. "Forecasting with small macroeconomic VARs in the presence of instabilities," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-41, Board of Governors of the Federal Reserve System (U.S.).
  23. Todd E. Clark & Michael W. McCracken, 2006. "Averaging forecasts from VARs with uncertain instabilities," Research Working Paper, Federal Reserve Bank of Kansas City RWP 06-12, Federal Reserve Bank of Kansas City.
  24. Todd E. Clark & Michael W. McCracken, 2006. "Combining forecasts from nested models," Research Working Paper, Federal Reserve Bank of Kansas City RWP 06-02, Federal Reserve Bank of Kansas City.
  25. Todd E. Clark & Michael W. McCracken, 2006. "Forecasting of small macroeconomic VARs in the presence of instabilities," Research Working Paper, Federal Reserve Bank of Kansas City RWP 06-09, Federal Reserve Bank of Kansas City.
  26. Kenneth D. West & Todd Clark, 2006. "Approximately Normal Tests for Equal Predictive Accuracy in Nested Models," NBER Technical Working Papers 0326, National Bureau of Economic Research, Inc.
  27. Todd E. Clark & Kenneth D. West, 2005. "Using Out-of-Sample Mean Squared Prediction Errors to Test the Martingale Difference," NBER Technical Working Papers 0305, National Bureau of Economic Research, Inc.
  28. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper, Federal Reserve Bank of Kansas City RWP 04-10, Federal Reserve Bank of Kansas City.
  29. Clark, Todd E. & Kozicki, Sharon, 2004. "Estimating equilibrium real interest rates in real-time," Discussion Paper Series 1: Economic Studies 2004,32, Deutsche Bundesbank, Research Centre.
  30. Todd E. Clark & Kenneth D. West, 2004. "Using out-of-sample mean squared prediction errors to test the Martingale difference hypothesis," Research Working Paper, Federal Reserve Bank of Kansas City RWP 04-03, Federal Reserve Bank of Kansas City.
  31. Todd E. Clark, 2003. "Disaggregate evidence on the persistence of consumer price inflation," Research Working Paper, Federal Reserve Bank of Kansas City RWP 03-11, Federal Reserve Bank of Kansas City.
  32. Michael W. McCracken & Todd E. Clark, 2003. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Computing in Economics and Finance 2003, Society for Computational Economics 183, Society for Computational Economics.
  33. Todd E. Clark & Michael W. McCracken, 2002. "Forecast-based model selection in the presence of structural breaks," Research Working Paper, Federal Reserve Bank of Kansas City RWP 02-05, Federal Reserve Bank of Kansas City.
  34. Todd E. Clark & Michael W. McCracken, 2001. "Evaluating long-horizon forecasts," Research Working Paper, Federal Reserve Bank of Kansas City RWP 01-14, Federal Reserve Bank of Kansas City.
  35. Todd E. Clark, 2000. "Can out-of-sample forecast comparisons help prevent overfitting?," Research Working Paper, Federal Reserve Bank of Kansas City RWP 00-05, Federal Reserve Bank of Kansas City.
  36. Todd E. Clark & Michael W. McCracken, 2000. "Tests of Equal Forecast Accuracy and Encompassing for Nested Models," Econometric Society World Congress 2000 Contributed Papers, Econometric Society 0319, Econometric Society.
  37. Todd E. Clark & Eric van Wincoop, 1999. "Borders and business cycles," Research Working Paper, Federal Reserve Bank of Kansas City 99-07, Federal Reserve Bank of Kansas City.
  38. Todd E. Clark & Kwanho Shin, 1998. "The sources of fluctuations within and across countries," Research Working Paper, Federal Reserve Bank of Kansas City 98-04, Federal Reserve Bank of Kansas City.
  39. Todd E. Clark, 1997. "Do producer prices help predict consumer prices?," Research Working Paper, Federal Reserve Bank of Kansas City 97-09, Federal Reserve Bank of Kansas City.
  40. Todd E. Clark, 1996. "Finite-sample properties of tests for forecast equivalence," Research Working Paper, Federal Reserve Bank of Kansas City 96-03, Federal Reserve Bank of Kansas City.
  41. Todd E. Clark, 1996. "The responses of prices at different stages of production to monetary policy shocks," Research Working Paper, Federal Reserve Bank of Kansas City 96-12, Federal Reserve Bank of Kansas City.
  42. Todd E. Clark, 1995. "Forecasting an aggregate of cointegrated disaggregates," Research Working Paper, Federal Reserve Bank of Kansas City 95-13, Federal Reserve Bank of Kansas City.
  43. Todd E. Clark, 1995. "Small sample properties of estimators of non-linear models of covariance structure," Research Working Paper, Federal Reserve Bank of Kansas City 95-01, Federal Reserve Bank of Kansas City.
  44. Todd E. Clark, 1994. "A comparison of two approaches to measuring common and idiosyncratic components in sets of time series variables," Research Working Paper, Federal Reserve Bank of Kansas City 94-04, Federal Reserve Bank of Kansas City.
  45. Todd E. Clark, 1993. "Rents and prices of housing across areas of the U.S.: a cross-section examination of the present value model," Research Working Paper, Federal Reserve Bank of Kansas City 93-04, Federal Reserve Bank of Kansas City.
  46. Todd E. Clark, 1993. "Cross-country evidence on long run growth and inflation," Research Working Paper, Federal Reserve Bank of Kansas City 93-05, Federal Reserve Bank of Kansas City.
  47. Todd Clark, 1992. "Business cycle fluctuations in U.S. regions and industries: the roles of national, region-specific, and industry-specific shocks," Research Working Paper, Federal Reserve Bank of Kansas City 92-05, Federal Reserve Bank of Kansas City.

Articles

  1. Clark, Todd E. & Doh, Taeyoung, 2014. "Evaluating alternative models of trend inflation," International Journal of Forecasting, Elsevier, Elsevier, vol. 30(3), pages 426-448.
  2. Todd E. Clark & Michael W. Mccracken, 2014. "Tests Of Equal Forecast Accuracy For Overlapping Models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 29(3), pages 415-430, 04.
  3. Clark, Todd E., 2014. "The Importance of Trend Inflation in the Search for Missing Disinflation," Economic Commentary, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Aug.
  4. Clark, Todd E. & Knotek, Edward S., 2014. "2013 Annual Report Why Inflation Is Very Low, and Why It Matters," Annual Report, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, pages 1-42.
  5. Todd E. Clark & Saeed Zaman, 2013. "Forecasting implications of the recent decline in inflation," Economic Commentary, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Nov.
  6. Clark, Todd E. & McCracken, Michael W., 2012. "In-sample tests of predictive ability: A new approach," Journal of Econometrics, Elsevier, Elsevier, vol. 170(1), pages 1-14.
  7. Todd E. Clark, 2012. "Policy rules in macroeconomic forecasting models," Economic Commentary, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Oct.
  8. Todd E. Clark & Michael W. McCracken, 2011. "Reality Checks and Comparisons of Nested Predictive Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 30(1), pages 53-66, February.
  9. Todd E. Clark & Saeed Zaman, 2011. "Food and energy price shocks: what other prices are affected?," Economic Commentary, Federal Reserve Bank of Cleveland, Federal Reserve Bank of Cleveland, issue Aug.
  10. Clark, Todd E., 2011. "Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 29(3), pages 327-341.
  11. Clark, Todd E. & Davig, Troy, 2011. "Decomposing the declining volatility of long-term inflation expectations," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 35(7), pages 981-999, July.
  12. Todd E. Clark & Stephen J. Terry, 2010. "Time Variation in the Inflation Passthrough of Energy Prices," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 42(7), pages 1419-1433, October.
  13. Todd E. Clark & Michael W. McCracken, 2010. "Averaging forecasts from VARs with uncertain instabilities," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 25(1), pages 5-29.
  14. Todd E. Clark, 2009. "Is the Great Moderation over? an empirical analysis," Economic Review, Federal Reserve Bank of Kansas City, issue Q IV, pages 5-42.
  15. Todd E. Clark & Michael W. McCracken, 2009. "Improving Forecast Accuracy By Combining Recursive And Rolling Forecasts," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 50(2), pages 363-395, 05.
  16. Clark, Todd E. & McCracken, Michael W., 2009. "Tests of Equal Predictive Ability With Real-Time Data," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 27(4), pages 441-454.
  17. Todd E. Clark & Michael W. McCracken, 2009. "Combining Forecasts from Nested Models," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(3), pages 303-329, 06.
  18. Todd E. Clark & Taisuke Nakata, 2008. "Has the behavior of inflation and long-term inflation expectations changed?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 17-50.
  19. Clark, Todd E. & West, Kenneth D., 2007. "Approximately normal tests for equal predictive accuracy in nested models," Journal of Econometrics, Elsevier, Elsevier, vol. 138(1), pages 291-311, May.
  20. Todd E. Clark & Taisuke Nakata, 2006. "The trend growth rate of employment : past, present, and future," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 43-85.
  21. Clark, Todd E. & McCracken, Michael W., 2006. "The Predictive Content of the Output Gap for Inflation: Resolving In-Sample and Out-of-Sample Evidence," Journal of Money, Credit and Banking, Blackwell Publishing, Blackwell Publishing, vol. 38(5), pages 1127-1148, August.
  22. Todd E. Clark, 2006. "Disaggregate evidence on the persistence of consumer price inflation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 21(5), pages 563-587.
  23. Clark, Todd E. & West, Kenneth D., 2006. "Using out-of-sample mean squared prediction errors to test the martingale difference hypothesis," Journal of Econometrics, Elsevier, Elsevier, vol. 135(1-2), pages 155-186.
  24. Clark, Todd E. & Kozicki, Sharon, 2005. "Estimating equilibrium real interest rates in real time," The North American Journal of Economics and Finance, Elsevier, Elsevier, vol. 16(3), pages 395-413, December.
  25. Todd Clark & Michael McCracken, 2005. "Evaluating Direct Multistep Forecasts," Econometric Reviews, Taylor & Francis Journals, Taylor & Francis Journals, vol. 24(4), pages 369-404.
  26. Clark, Todd E. & McCracken, Michael W., 2005. "The power of tests of predictive ability in the presence of structural breaks," Journal of Econometrics, Elsevier, Elsevier, vol. 124(1), pages 1-31, January.
  27. Todd E. Clark, 2004. "An evaluation of the decline in goods inflation," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 19-51.
  28. Todd E. Clark, 2004. "Can out-of-sample forecast comparisons help prevent overfitting?," Journal of Forecasting, John Wiley & Sons, Ltd., John Wiley & Sons, Ltd., vol. 23(2), pages 115-139.
  29. Clark, Todd E. & McCracken, Michael W., 2001. "Tests of equal forecast accuracy and encompassing for nested models," Journal of Econometrics, Elsevier, Elsevier, vol. 105(1), pages 85-110, November.
  30. Clark, Todd E. & van Wincoop, Eric, 2001. "Borders and business cycles," Journal of International Economics, Elsevier, Elsevier, vol. 55(1), pages 59-85, October.
  31. Todd E. Clark, 2001. "Comparing measures of core inflation," Economic Review, Federal Reserve Bank of Kansas City, issue Q II, pages 5-31.
  32. Todd E. Clark, 1999. "A comparison of the CPI and the PCE price index," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 15-29.
  33. Todd E. Clark, 1999. "The Responses Of Prices At Different Stages Of Production To Monetary Policy Shocks," The Review of Economics and Statistics, MIT Press, vol. 81(3), pages 420-433, August.
  34. Clark, Todd E, 1998. "Employment Fluctuations in U.S. Regions and Industries: The Roles of National, Region-Specific, and Industry-Specific Shocks," Journal of Labor Economics, University of Chicago Press, University of Chicago Press, vol. 16(1), pages 202-29, January.
  35. Todd E. Clark, 1998. "Progress toward price stability : a 1997 inflation report," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-21.
  36. Todd E. Clark, 1997. "U.S. inflation developments in 1996," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 11-30.
  37. Clark, Todd E, 1997. "Cross-country Evidence on Long-Run Growth and Inflation," Economic Inquiry, Western Economic Association International, Western Economic Association International, vol. 35(1), pages 70-81, January.
  38. Todd E. Clark, 1996. "U.S. inflation developments in 1995," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 27-42.
  39. Clark, Todd E, 1996. "Small-Sample Properties of Estimators of Nonlinear Models of Covariance Structure," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 14(3), pages 367-73, July.
  40. Todd E. Clark, 1995. "Do producer prices lead consumer prices?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 25-39.
  41. Clark, Todd E., 1995. "Rents and prices of housing across areas of the United States. A cross-section examination of the present value model," Regional Science and Urban Economics, Elsevier, Elsevier, vol. 25(2), pages 237-247, April.
  42. Todd E. Clark, 1994. "Nominal GDP targeting rules: can they stabilize the economy?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 11-25.

NEP Fields

50 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (1) 2012-10-06
  2. NEP-CBA: Central Banking (14) 2006-07-09 2007-09-24 2008-09-05 2008-12-14 2009-03-22 2009-03-22 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2011-10-09 2011-10-09 2012-01-25. Author is listed
  3. NEP-ECM: Econometrics (30) 2000-01-31 2001-04-02 2002-10-18 2004-08-09 2005-02-13 2005-05-23 2005-12-01 2006-04-01 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 2008-09-05 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-10-16 2010-10-16 2011-05-30 2011-10-09 2011-10-09 2012-03-28 2012-12-15 2013-03-23 2014-06-02. Author is listed
  4. NEP-ENE: Energy Economics (1) 2009-03-22
  5. NEP-ETS: Econometric Time Series (34) 1999-07-12 2000-01-31 2002-04-25 2002-10-18 2004-08-09 2005-02-13 2005-05-23 2005-12-01 2006-04-01 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 2008-09-05 2008-09-05 2008-11-04 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2010-10-16 2010-10-16 2011-05-30 2011-10-09 2011-10-09 2012-03-28 2012-04-10 2012-10-06 2012-10-20 2012-12-15 2013-03-23. Author is listed
  6. NEP-FIN: Finance (1) 2005-05-23
  7. NEP-FOR: Forecasting (34) 2005-12-01 2006-04-01 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2007-10-06 2008-09-05 2008-09-05 2008-09-05 2008-11-04 2009-07-11 2009-09-11 2009-09-11 2009-10-31 2009-10-31 2010-10-16 2010-10-16 2011-05-30 2011-10-09 2011-10-09 2011-10-09 2012-01-25 2012-03-28 2012-04-10 2012-04-10 2012-10-06 2012-10-20 2012-12-15 2013-03-23 2013-04-13 2014-06-02. Author is listed
  8. NEP-MAC: Macroeconomics (13) 2004-01-18 2006-07-09 2006-08-26 2006-11-25 2007-08-18 2007-09-24 2007-09-24 2008-09-05 2008-12-14 2009-03-22 2009-03-22 2012-01-25 2012-10-20. Author is listed
  9. NEP-MIC: Microeconomics (1) 2009-09-11
  10. NEP-MON: Monetary Economics (5) 2004-01-18 2008-12-14 2009-03-22 2009-03-22 2012-01-25. Author is listed
  11. NEP-ORE: Operations Research (6) 2008-09-05 2009-07-11 2011-10-09 2012-03-28 2012-10-06 2012-10-20. Author is listed
  12. NEP-TID: Technology & Industrial Dynamics (1) 1999-01-25

Statistics

This author is among the top 5% authors according to these criteria:
  1. Average Rank Score
  2. Number of Works
  3. Number of Distinct Works
  4. Number of Distinct Works, Weighted by Simple Impact Factor
  5. Number of Distinct Works, Weighted by Recursive Impact Factor
  6. Number of Distinct Works, Weighted by Number of Authors
  7. Number of Distinct Works, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Distinct Works, Weighted by Number of Authors and Recursive Impact Factors
  9. Number of Citations
  10. Number of Citations, Discounted by Citation Age
  11. Number of Citations, Weighted by Simple Impact Factor
  12. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  13. Number of Citations, Weighted by Recursive Impact Factor
  14. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  15. Number of Citations, Weighted by Number of Authors
  16. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  17. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  18. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  19. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  20. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  21. h-index
  22. Number of Registered Citing Authors
  23. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  24. Number of Journal Pages
  25. Number of Journal Pages, Weighted by Simple Impact Factor
  26. Number of Journal Pages, Weighted by Recursive Impact Factor
  27. Number of Journal Pages, Weighted by Number of Authors
  28. Number of Journal Pages, Weighted by Number of Authors and Simple Impact Factors
  29. Number of Journal Pages, Weighted by Number of Authors and Recursive Impact Factors
  30. Number of Abstract Views in RePEc Services over the past 12 months
  31. Number of Downloads through RePEc Services over the past 12 months
  32. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  33. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  34. Breadth of citations across fields
  35. Wu-Index

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