Automated Author ProfileSastry, Karthik
Massachusetts Institute of Technology
Sastry, Karthik
Current S-Index
Sum of Dataset Indices for all datasets
Average Dataset Index per Dataset
Average Dataset Index per dataset
Total Datasets
Total datasets for this author
Average FAIR Score
Average FAIR Score per dataset
Total Citations
Total citations to the author's datasets
Total Mentions
Total mentions of the author's datasets
S-Index Interpretation
The S-Index (Sharing Index) is a comprehensive metric that represents the cumulative impact of all your datasets. It is calculated as the sum of Dataset Index scores across all your claimed datasets.
What it means:
- A higher S-index indicates greater overall impact of your datasets relative to typical datasets in their fields of research
- The S-Index grows as you add more datasets or as existing datasets gain more citations and mentions
- It provides a single number to track your research data impact over time
Current S-Index: 4.2 (sum of 2 datasets Dataset Index scores)
More information here.
S-Index Over Time
Cumulative Citations Over Time
Cumulative Mentions Over Time
Datasets
Is credit expansion a sign of desirable financial deepening or the prelude to an
inevitable bust? We study this question in modern US data using a structural VAR model of 10 monthly-frequency variables, identified by heteroskedasticity. Negative reduced-form responses of output to credit growth are caused by endogenous monetary policy response to credit expansion shocks. On average, credit and output growth remain positively associ-ated. “Financial stress” shocks to credit spreads cause declines in output and credit levels. Neither credit aggregates nor spreads provide much advance warning of the 2008-9 crisis, but spreads improve within-crisis forecasts.
Authors
- Brunnermeier, Markus ;
- Palia, Darius ;
- Sastry, Karthik ;
- Sims, Christopher
Is credit expansion a sign of desirable financial deepening or the prelude to an
inevitable bust? We study this question in modern US data using a structural VAR model of 10 monthly-frequency variables, identified by heteroskedasticity. Negative reduced-form responses of output to credit growth are caused by endogenous monetary policy response to credit expansion shocks. On average, credit and output growth remain positively associ-ated. “Financial stress” shocks to credit spreads cause declines in output and credit levels. Neither credit aggregates nor spreads provide much advance warning of the 2008-9 crisis, but spreads improve within-crisis forecasts.
Authors
- Brunnermeier, Markus ;
- Palia, Darius ;
- Sastry, Karthik ;
- Sims, Christopher