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Citation Analysis

Modelling Large Dimensional Datasets with Markov Switching Factor Models
Matteo Barigozzi, Daniele Massacci
https://arxiv.org/abs/2210.09828
187
Citation mentions
80
Cited references
16
Sections
16,462
Words (approx)

References by Citation Intensity

Ordered by composite index (descending). Higher values indicate more intensive citation.

# Reference Year Mentions Breadth Sec. Wtd Share Composite Main %
1 Diebold, Francis X and Rudebusch, Glenn D 1996 6 5 11.0 0.032 1.000 100%
2 Bai, Jushan and Ng, Serena 2002 6 5 11.0 0.032 1.000 100%
3 Liu, Xialu and Chen, Rong 2016 5 4 9.0 0.027 1.000 100%
4 Urga, Giovanni and Wang, Fa 2024 12 4 21.0 0.064 1.000 100%
5 Massacci, D. (self) 2017 6 6 9.5 0.032 0.941 83%
6 Hamilton, James D 1989 5 4 6.5 0.027 0.928 80%
7 Bai, Jushan 2003 10 7 16.0 0.053 0.928 80%
8 Barigozzi, Matteo and Cho, Haeran and Fryzlewicz, ... (self) 2018 4 3 6.0 0.021 0.928 100%
9 Massacci, Daniele (self) 2023 4 3 6.0 0.021 0.928 100%
10 4 4 7.0 0.021 0.928 100%
11 Krolzig, Hans-Martin 2013 8 5 10.5 0.043 0.855 62%
12 Stock, James H. and Watson, Mark W. 2002 3 3 5.0 0.016 0.843 100%
13 Onatski, Alexei 2010 3 3 5.0 0.016 0.843 100%
14 Trapani, Lorenzo 2018 3 3 5.0 0.016 0.843 100%
15 Guidolin, M. 2011 4 2 5.0 0.021 0.811 100%
16 Ang, Andrew and Timmermann, Allan 2012 4 2 6.0 0.021 0.811 100%
17 Qu, Z. and Zhuo, F. 2021 3 2 5.0 0.016 0.737 100%
18 Breitung, J. and Eickmeier, S. 2011 3 2 4.0 0.016 0.737 100%
19 Duan, Jiangtao and Bai, Jushan and Han, Xu 2023 3 2 4.0 0.016 0.737 100%
20 Kim, Chang-Jin 1994 3 3 3.5 0.016 0.737 67%
21 Ahn, Hie Joo and Luciani, Matteo 2020 3 2 5.0 0.016 0.737 100%
22 Bai, Jushan and Li, Kunpeng 2016 3 2 6.0 0.016 0.737 100%
23 Chauvet, Marcelle and Piger, Jeremy M. 2008 5 1 10.0 0.027 0.693 100%
24 Stock, James H. and Watson, Mark W. 2002 2 2 3.0 0.011 0.644 100%
25 Corradi, Valentina and Swanson, Norman R 2014 2 2 3.0 0.011 0.644 100%
26 Pelger, Markus and Xiong, Ruoxuan 2022 2 2 3.0 0.011 0.644 100%
27 Alessi, Lucia and Barigozzi, Matteo and Capasso, M... (self) 2010 2 2 3.0 0.011 0.644 100%
28 Bai, Jushan and Li, Kunpeng 2012 2 2 3.0 0.011 0.644 100%
29 Guidolin, Massimo and Pedio, Manuela 2018 2 2 3.0 0.011 0.644 100%
30 Massacci, D. and Sarno, L. and Trapani, L. (self) 2021 2 2 3.0 0.011 0.644 100%
31 Burns, Arthur F and Mitchell, Wesley C 1946 2 2 3.0 0.011 0.644 100%
32 Perez-Quiros, Gabriel and Timmermann, Allan 2000 2 2 4.0 0.011 0.644 100%
33 Perez-Quiros, Gabriel and Timmermann, Allan 2001 2 2 4.0 0.011 0.644 100%
34 Doz, Catherine and Giannone, Domenico and Reichlin... 2012 2 2 4.0 0.011 0.644 100%
35 Guidolin, Massimo and Timmermann, Allan 2006 2 2 4.0 0.011 0.644 100%
36 Harding, Don and Pagan, Adrian 2006 2 2 4.0 0.011 0.644 100%
37 Goldfeld, Stephen M. and Quandt, Richard E. 1973 2 1 2.0 0.011 0.511 100%
38 Hamilton, J. D. 2016 2 1 2.0 0.011 0.511 100%
39 Barigozzi, Matteo and Luciani, Matteo (self) 2024 2 1 4.0 0.011 0.511 100%
40 Liang Chen and Juan J. Dolado and Jesús Gonzalo 2014 2 1 4.0 0.011 0.511 100%
41 Fama, E. F. and French, K. R. 2016 2 1 4.0 0.011 0.511 100%
42 Romer, Christina D. and Romer, David H. 2020 2 1 4.0 0.011 0.511 100%
43 McCracken, Michael W and Ng, Serena 2016 2 1 4.0 0.011 0.511 100%
44 Doz, Catherine and Ferrara, Laurent and Pionnier, ... 2020 1 1 1.0 0.005 0.406 100%
45 Giannone, D. and Lenza, M. and Primiceri, G. E. 2021 1 1 1.0 0.005 0.406 100%
46 Chamberlain, Gary and Rothschild, Michael 1983 1 1 1.0 0.005 0.406 100%
47 Connor, G. and Korajczyk, R. 1986 1 1 1.0 0.005 0.406 100%
48 Forni, Mario and Hallin, Marc and Lippi, Marco and... 2017 1 1 1.0 0.005 0.406 100%
49 Stock, James H. and Watson, Mark W. 2016 1 1 1.0 0.005 0.406 100%
50 Baltagi, Badi H and Feng, Qu and Kao, Chihwa 2016 1 1 1.0 0.005 0.406 100%
51 Cheng, Xu and Liao, Zhipeng and Schorfheide, Frank 2016 1 1 1.0 0.005 0.406 100%
52 Barigozzi, Matteo and Trapani, Lorenzo (self) 2020 1 1 1.0 0.005 0.406 100%
53 Bai, Jushan and Han, Xu 2016 1 1 1.0 0.005 0.406 100%
54 Motta, Giovanni and Hafner, Christian M and Von Sa... 2011 1 1 1.0 0.005 0.406 100%
55 Chen, Bin and Chen, Elynn Y. and Chen, Rong 2023 1 1 1.0 0.005 0.406 100%
56 Liangjun Su and Xia Wang 2017 1 1 1.0 0.005 0.406 100%
57 George Kapetanios 2010 1 1 1.0 0.005 0.406 100%
58 Rubin, Donald B and Thayer, Dorothy T 1982 1 1 1.0 0.005 0.406 100%
59 Margaret M. McConnell and Gabriel Perez-Quiros 2000 1 1 2.0 0.005 0.406 100%
60 Brian G. Leroux 1992 1 1 2.0 0.005 0.406 100%
61 Dempster, Arthur P and Laird, Nan M and Rubin, Don... 1977 1 1 2.0 0.005 0.406 100%
62 Wu, J. C. F. 1983 1 1 2.0 0.005 0.406 100%
63 Bai, Jushan and Ng, Serena 2013 1 1 2.0 0.005 0.406 100%
64 Meng, Xiao-Li and Rubin, Donald B 1993 1 1 2.0 0.005 0.406 100%
65 Meng, Xiao-Li and Rubin, Donald B 1994 1 1 2.0 0.005 0.406 100%
66 Bai, Jushan 1997 1 1 2.0 0.005 0.406 100%
67 Jushan Bai and Pierre Perron 1998 1 1 2.0 0.005 0.406 100%
68 Marine Carrasco and Liang Hu and Werner Ploberger 2014 1 1 2.0 0.005 0.406 100%
69 James D. Hamilton 1996 1 1 2.0 0.005 0.406 100%
70 Hansen, Bruce E. 1992 1 1 2.0 0.005 0.406 100%
71 Davies, R. B. 1977 1 1 2.0 0.005 0.406 100%
72 Davies, R. B. 1987 1 1 2.0 0.005 0.406 100%
73 Xu Han and Atsushi Inoue 2015 1 1 2.0 0.005 0.406 100%
74 Ang, Andrew and Bekaert, Geert 2002 1 1 2.0 0.005 0.406 100%
75 Guidolin, Massimo and Timmermann, Allan 2008 1 1 2.0 0.005 0.406 100%
76 Marcelle Chauvet 1998 1 1 2.0 0.005 0.406 100%
77 James H. Stock and Mark W. Watson 2014 1 1 2.0 0.005 0.406 100%
78 Boivin, Jean and Ng, Serena 2006 1 1 2.0 0.005 0.406 100%
79 Hallin, Marc and Li\v s 2007 1 1 2.0 0.005 0.406 100%
80 Siddhartha Chib 1998 1 1 2.0 0.005 0.406 100%
Measures: Mentions = total in-text citations; Breadth = distinct sections; Sec. Wtd = section-weighted count (body ×2, lit review/appendix ×0.5); Share = mentions / total citations in paper; Composite = geometric mean of normalised count, breadth, and main-text ratio; Main % = fraction of mentions in main text (excl. appendix). (self) = self-citation.

Citation intensity data generated from LaTeX source analysis.