LabCompass

Robert Taylor

Economics, Econometrics and Finance · The Ohio State University

OpenAlex ORCID
Established · publishing since 1970
Monetary Policy and Economic ImpactFinancial Risk and Volatility ModelingMarket Dynamics and VolatilityComplex Systems and Time Series AnalysisStatistical Methods and Inference

Publications

356

Citations

4,977

Est. group size

—

Recurring co-author estimate

Active years

57

Publishing since 1970

Research summary
AI-generated

Robert Taylor works in econometrics, focusing on statistical methods for analyzing time series data such as stock prices and economic indicators. Much of the work develops and tests procedures for detecting things like structural breaks, 'bubbles' (unsustainable price rises), and whether past data can help predict future stock returns, especially when the data show changing volatility over time. This is primarily methodological research aimed at improving the statistical tools economists and finance researchers use.

Time series econometricsFinancial market volatility and bubble detectionStock return predictability testingStatistical inference methodsCointegration and structural break analysis

Publication output has fluctuated over the last decade, with an unusually high spike in 2020 followed by lower and relatively steady annual counts averaging around 6 per year in the most recent five years.

Generated by claude-sonnet-5 from public bibliographic data · Jul 20, 2026

Publication cadence
Publications per year over the last 10 years — averaging 6.0/year recently
2017: 14 publications172018: 9 publications182019: 4 publications192020: 82 publications82202021: 8 publications212022: 3 publications222023: 13 publications232024: 4 publications242025: 7 publications252026: 3 publications26
Recent publications
Publishes in
  • Journal of Time Series Analysis×19
  • Journal of Econometrics×7
  • Econometric Theory×6
  • Econometric Reviews×5
  • Open Access at Essex (University of Essex)×5
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This profile was generated automatically from public scholarly data (OpenAlex). Group size and activity levels are estimates derived from co-authorship patterns.

Last updated Jul 19, 2026.

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