Alain Monfort

1.5k total citations · 1 hit paper
10 papers, 937 citations indexed

About

Alain Monfort is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Alain Monfort has authored 10 papers receiving a total of 937 indexed citations (citations by other indexed papers that have themselves been cited), including 6 papers in Finance, 5 papers in Economics and Econometrics and 3 papers in General Economics, Econometrics and Finance. Recurrent topics in Alain Monfort's work include Credit Risk and Financial Regulations (3 papers), Monetary Policy and Economic Impact (3 papers) and Stochastic processes and financial applications (3 papers). Alain Monfort is often cited by papers focused on Credit Risk and Financial Regulations (3 papers), Monetary Policy and Economic Impact (3 papers) and Stochastic processes and financial applications (3 papers). Alain Monfort collaborates with scholars based in France, Canada and Netherlands. Alain Monfort's co-authors include Christian Gouriéroux, Alain Trognon, Fulvio Pegoraro, Jean‐Jacques Laffont, J.J. Laffont, Jean‐Paul Renne, Monica Billio and Jean‐Michel Zakoïan and has published in prestigious journals such as Econometrica, Journal of Empirical Finance and Econometric Reviews.

In The Last Decade

Alain Monfort

10 papers receiving 831 citations

Hit Papers

align trajectories

What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

Pseudo Maximum Likelihood Methods: Applications to Poisson Models

1984 738 citations Christian Gouriéroux, Alain Monfort et al. Econometrica profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Alain Monfort France	6	529	196	162	130	129	10	937
Aprajit Mahajan United States	13	564 1.1×	152 0.8×	78 0.5×	92 0.7×	138 1.1×	35	1.1k
Gabriel Montes‐Rojas United States	20	911 1.7×	285 1.5×	216 1.3×	164 1.3×	110 0.9×	108	1.4k
Terry G. Seaks United States	12	526 1.0×	161 0.8×	128 0.8×	70 0.5×	107 0.8×	28	1.0k
Ekaterini Kyriazidou United States	9	683 1.3×	152 0.8×	136 0.8×	103 0.8×	67 0.5×	11	955
Vincenzo Verardi Belgium	16	419 0.8×	162 0.8×	96 0.6×	93 0.7×	189 1.5×	43	970
Vassilis A. Hajivassiliou United States	10	661 1.2×	171 0.9×	183 1.1×	149 1.1×	83 0.6×	17	1.1k
Ivan A. Canay United States	12	790 1.5×	220 1.1×	104 0.6×	389 3.0×	83 0.6×	27	1.4k
Isaiah Andrews United States	14	539 1.0×	277 1.4×	193 1.2×	227 1.7×	70 0.5×	27	1.2k
José Luís Raymond Bara Spain	9	669 1.3×	226 1.2×	124 0.8×	28 0.2×	113 0.9×	85	1.2k

Countries citing papers authored by Alain Monfort

Since Specialization

Citations

This map shows the geographic impact of Alain Monfort's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Alain Monfort with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Alain Monfort more than expected).

Fields of papers citing papers by Alain Monfort

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Alain Monfort. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Alain Monfort. The network helps show where Alain Monfort may publish in the future.

Co-authorship network of co-authors of Alain Monfort

This figure shows the co-authorship network connecting the top 25 collaborators of Alain Monfort. A scholar is included among the top collaborators of Alain Monfort based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Alain Monfort. Alain Monfort is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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10 of 10 papers shown

1.

Gouriéroux, Christian, Alain Monfort, & Jean‐Michel Zakoïan. (2019). Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations. Econometrica. 87(1). 327–345. 1 indexed citations

2.

Gouriéroux, Christian & Alain Monfort. (2013). Linear-price term structure models. Journal of Empirical Finance. 24. 24–41. 4 indexed citations

3.

Gouriéroux, Christian, Alain Monfort, Fulvio Pegoraro, & Jean‐Paul Renne. (2013). Regime Switching and Bond Pricing. Journal of Financial Econometrics. 12(2). 237–277. 15 indexed citations

4.

Gouriéroux, Christian & Alain Monfort. (2012). Granularity Adjustment for Efficient Portfolios. Econometric Reviews. 32(4). 449–468. 1 indexed citations

5.

Monfort, Alain & Jean‐Paul Renne. (2012). Default, Liquidity, and Crises: an Econometric Framework. Journal of Financial Econometrics. 11(2). 221–262. 16 indexed citations

6.

Monfort, Alain & Fulvio Pegoraro. (2006). Switching VARMA Term Structure Models. Journal of Financial Econometrics. 5(1). 105–153. 44 indexed citations

7.

Billio, Monica & Alain Monfort. (1998). Switching state space models: likelihood, filtering and smoothing. ARCA (Università Ca' Foscari Venezia). 65–103. 1 indexed citations

8.

Gouriéroux, Christian, Alain Monfort, & Alain Trognon. (1984). Pseudo Maximum Likelihood Methods: Applications to Poisson Models. Econometrica. 52(3). 701–701. 738 indexed citations breakdown →

9.

Gouriéroux, Christian, Jean‐Jacques Laffont, & Alain Monfort. (1982). Rational Expectations in Dynamic Linear Models: Analysis of the Solutions. Econometrica. 50(2). 409–409. 59 indexed citations

10.

Gouriéroux, Christian, J.J. Laffont, & Alain Monfort. (1980). Coherency Conditions in Simultaneous Linear Equation Models with Endogenous Switching Regimes. Econometrica. 48(3). 675–675. 58 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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