Peter Vlaar

912 total citations
27 papers, 421 citations indexed

About

Peter Vlaar is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Peter Vlaar has authored 27 papers receiving a total of 421 indexed citations (citations by other indexed papers that have themselves been cited), including 16 papers in General Economics, Econometrics and Finance, 15 papers in Economics and Econometrics and 11 papers in Finance. Recurrent topics in Peter Vlaar's work include Monetary Policy and Economic Impact (16 papers), Insurance, Mortality, Demography, Risk Management (8 papers) and Financial Risk and Volatility Modeling (6 papers). Peter Vlaar is often cited by papers focused on Monetary Policy and Economic Impact (16 papers), Insurance, Mortality, Demography, Risk Management (8 papers) and Financial Risk and Volatility Modeling (6 papers). Peter Vlaar collaborates with scholars based in Netherlands, Sweden and Germany. Peter Vlaar's co-authors include Franz C. Palm, Jacob A. Bikker, Ard den Reijer, Arjen Siegmann, Kirstin Hubrich, M.M.G. Fase, M.C.J. van Rooij, Rob van den Goorbergh, Roderick Molenaar and Peter Spreij and has published in prestigious journals such as Journal of Banking & Finance, Journal of Business and Economic Statistics and European Economic Review.

In The Last Decade

Peter Vlaar

26 papers receiving 380 citations

Peers — A (Enhanced Table)

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

Name	h						Papers	Cites
Peter Vlaar Netherlands	9	322	266	180	60	57	27	421
K. Ben Nowman United Kingdom	13	507 1.6×	240 0.9×	370 2.1×	57 0.9×	19 0.3×	39	644
Fulvio Pegoraro France	16	397 1.2×	241 0.9×	247 1.4×	31 0.5×	20 0.4×	31	526
Elmar Mertens United States	11	260 0.8×	369 1.4×	391 2.2×	16 0.3×	42 0.7×	31	523
Bruno Feunou Canada	12	592 1.8×	400 1.5×	137 0.8×	31 0.5×	26 0.5×	47	656
Carsten Tanggaard Denmark	12	467 1.5×	322 1.2×	302 1.7×	26 0.4×	103 1.8×	24	622
Scott Joslin United States	13	1.1k 3.4×	391 1.5×	646 3.6×	49 0.8×	50 0.9×	30	1.2k
Ken Nyholm Germany	10	297 0.9×	164 0.6×	134 0.7×	17 0.3×	37 0.6×	29	362
Marek Jarociński Germany	14	326 1.0×	482 1.8×	459 2.5×	11 0.2×	68 1.2×	32	642
Katja Ignatieva Australia	14	215 0.7×	202 0.8×	51 0.3×	126 2.1×	43 0.8×	48	402
Nicolas Papageorgiou Canada	10	239 0.7×	151 0.6×	43 0.2×	19 0.3×	41 0.7×	38	279

Countries citing papers authored by Peter Vlaar

Since Specialization

Citations

This map shows the geographic impact of Peter Vlaar'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 Peter Vlaar with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Peter Vlaar more than expected).

Fields of papers citing papers by Peter Vlaar

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Peter Vlaar. 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 Peter Vlaar. The network helps show where Peter Vlaar may publish in the future.

Co-authorship network of co-authors of Peter Vlaar

This figure shows the co-authorship network connecting the top 25 collaborators of Peter Vlaar. A scholar is included among the top collaborators of Peter Vlaar 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 Peter Vlaar. Peter Vlaar is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

1.

Goorbergh, Rob van den, et al.. (2011). Risk Models with Jumps and Time-Varying Second Moments. SSRN Electronic Journal. 9 indexed citations

2.

Goorbergh, Rob van den, et al.. (2011). Risk Models after the Credit Crisis. SSRN Electronic Journal. 4 indexed citations

3.

Vlaar, Peter, et al.. (2011). Pricing Derivatives Analytically in a Heteroscedastic VAR Model with Jumps. SSRN Electronic Journal. 4 indexed citations

4.

Rooij, Maarten van, Arjen Siegmann, & Peter Vlaar. (2008). Market Valuation, Pension Fund Policy and Contribution Volatility. SSRN Electronic Journal. 1 indexed citations

5.

Rooij, Maarten van, Arjen Siegmann, & Peter Vlaar. (2008). Market Valuation, Pension Fund Policy and Contribution Volatility. De Economist. 156(1). 73–93. 3 indexed citations

6.

Pelsser, Antoon & Peter Vlaar. (2008). Market-consistent valuation of pension liabilities. Data Archiving and Networked Services (DANS). 1 indexed citations

7.

Bikker, Jacob A. & Peter Vlaar. (2007). Conditional Indexation in Defined Benefit Pension Plans in the Netherlands. The Geneva Papers on Risk and Insurance Issues and Practice. 32(4). 494–515. 27 indexed citations

8.

Vlaar, Peter. (2007). GDP growth and currency valuation: The case of the dollar. Journal of International Money and Finance. 26(8). 1424–1449. 5 indexed citations

9.

Vlaar, Peter. (2006). Term Structure Modeling for Pension Funds: What to Do in Practice?. SSRN Electronic Journal. 1 indexed citations

10.

Rooij, M.C.J. van, Arjen Siegmann, & Peter Vlaar. (2004). Palmnet: A pension asset and liability model for the Netherlands. RePEc: Research Papers in Economics. 8 indexed citations

11.

Vlaar, Peter & Ard den Reijer. (2004). Forecasting Inflation: An Art as Well as a Science!. RePEc: Research Papers in Economics. 1 indexed citations

12.

Vlaar, Peter. (2004). ON THE ASYMPTOTIC DISTRIBUTION OF IMPULSE RESPONSE FUNCTIONS WITH LONG-RUN RESTRICTIONS. Econometric Theory. 20(5). 5 indexed citations

13.

Rooij, Maarten van, Arjen Siegmann, & Peter Vlaar. (2004). PALMNET: A Pension Asset and Liability Model for the Netherlands. SSRN Electronic Journal. 7 indexed citations

14.

Hubrich, Kirstin & Peter Vlaar. (2004). Monetary transmission in Germany: Lessons for the Euro area. Empirical Economics. 29(2). 383–414. 7 indexed citations

15.

Vlaar, Peter. (2002). On the Strength of the US Dollar: Can it be Explained by Output Growth?. SSRN Electronic Journal. 8 indexed citations

16.

Vlaar, Peter. (2001). On the Strenght of the US Dollar: Can it be Explained by Output Growth?. RePEc: Research Papers in Economics. 2 indexed citations

17.

Fase, M.M.G. & Peter Vlaar. (1998). International Convergence of Capital Market Interest Rates. De Economist. 146(2). 257–269. 7 indexed citations

18.

Vlaar, Peter. (1998). Target Zones and Realignment Risk: An Integrated Approach. De Economist. 146(1). 91–116. 2 indexed citations

19.

Vlaar, Peter & Franz C. Palm. (1993). The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps. Journal of Business and Economic Statistics. 11(3). 351–351. 55 indexed citations

20.

Vlaar, Peter & Franz C. Palm. (1993). The Message in Weekly Exchange Rates in the European Monetary System: Mean Reversion, Conditional Heteroscedasticity, and Jumps. Journal of Business and Economic Statistics. 11(3). 351–360. 154 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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