Citation Analysis – Nickell Bias in Panel Local Projection:\\ Financial Crises Are Worse Than You Think$^\dag

Nickell Bias in Panel Local Projection:\\ Financial Crises Are Worse Than You Think$^\dag
Ziwei Mei, Liugang Sheng, Zhentao Shi
https://arxiv.org/abs/2302.13455

180

Citation mentions

Cited references

Sections

8,628

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	Romer, Christina D and Romer, David H	2017	8	4	11.0	0.044	1.000	100%
2	Mian, Atif and Sufi, Amir and Verner, Emil	2017	8	5	11.0	0.044	1.000	100%
3	Baron, Matthew and Verner, Emil and Xiong, Wei	2021	8	5	10.5	0.044	0.957	88%
4	Cerra, Valerie and Saxena, Sweta Chaman	2008	13	6	17.5	0.072	0.916	77%
5	Dhaene, Geert and Jochmans, Koen	2015	6	2	9.0	0.033	0.874	100%
6	Jorda	2005	3	3	5.0	0.017	0.843	100%
7	Arellano, Manuel and Bond, Stephen	1991	5	5	6.0	0.028	0.843	60%
8	Herbst, Edward P and Johannsen, Benjamin K	2024	5	3	5.0	0.028	0.843	60%
9	Chudik, Alexander and Pesaran, M Hashem and Yang, ...	2018	7	5	6.5	0.039	0.830	57%
10	Jorda	2013	3	2	4.0	0.017	0.737	100%
11	Sufi, Amir and Taylor, Alan M	2021	3	2	3.0	0.017	0.737	100%
12	Stephen Nickell	1981	3	2	4.0	0.017	0.737	100%
13	Alvarez, Javier and Arellano, Manuel	2022	3	3	3.5	0.017	0.737	67%
14	Bernanke, Ben S and others	1983	2	2	3.0	0.011	0.644	100%
15	Reinhart, Carmen M and Rogoff, Kenneth S	2009	2	2	3.0	0.011	0.644	100%
16	Laeven, Luc and Valencia, Fabian	2013	2	2	3.0	0.011	0.644	100%
17	Schularick, Moritz and Taylor, Alan M	2012	2	2	3.0	0.011	0.644	100%
18	Ottonello, Pablo and Winberry, Thomas	2020	2	2	2.0	0.011	0.644	100%
19	Hahn, Jinyong and Kuersteiner, Guido	2002	2	2	3.0	0.011	0.644	100%
20	Diamond, Douglas W and Dybvig, Philip H	1983	2	2	4.0	0.011	0.644	100%
21	Bernanke, Ben S	2018	2	2	4.0	0.011	0.644	100%
22	Driscoll, John C and Kraay, Aart C	1998	5	3	4.0	0.028	0.585	20%
23	Jorda	2025	2	1	2.0	0.011	0.511	100%
24	Liao, Chengwang and Mei, Ziwei and Shi, Zhentao (self)	2024	4	2	3.5	0.022	0.511	25%
25	Pesaran, M Hashem	2015	2	2	2.5	0.011	0.511	50%
26	Juodis, Art\=u	2022	2	2	2.5	0.011	0.511	50%
27	Gertler, Mark and Kiyotaki, Nobuhiro	2010	2	1	4.0	0.011	0.511	100%
28	Brunnermeier, Markus K and Sannikov, Yuliy	2014	2	1	4.0	0.011	0.511	100%
29	Rampini, Adriano A and Viswanathan, S	2019	2	1	4.0	0.011	0.511	100%
30	Hong, Kiseok and Tornell, Aaron	2005	2	1	4.0	0.011	0.511	100%
31	Ramey, Valerie A	2019	2	1	2.0	0.011	0.511	100%
32	Jorda	2015	1	1	1.0	0.006	0.406	100%
33	Jorda	2016	1	1	1.0	0.006	0.406	100%
34	Zeev, Nadav Ben	2017	1	1	1.0	0.006	0.406	100%
35	Bhattarai, Saroj and Schwartzman, Felipe and Yang,...	2021	1	1	1.0	0.006	0.406	100%
36	Acemoglu, Daron and Naidu, Suresh and Restrepo, Pa...	2019	1	1	1.0	0.006	0.406	100%
37	Jorda	2022	1	1	1.0	0.006	0.406	100%
38	Gilchrist, Simon and Wei, Bin and Yue, Vivian Z an...	2022	1	1	1.0	0.006	0.406	100%
39	Bahaj, Saleem and Foulis, Angus and Pinter, Gabor	2020	1	1	1.0	0.006	0.406	100%
40	Caldara, Dario and Iacoviello, Matteo	2022	1	1	1.0	0.006	0.406	100%
41	Boehm, Christoph E and Levchenko, Andrei A and Pan...	2023	1	1	1.0	0.006	0.406	100%
42	Kendall, M. G.	1954	1	1	1.0	0.006	0.406	100%
43	Okui, Ryo	2021	1	1	1.0	0.006	0.406	100%
44	Holtz-Eakin, Douglas and Newey, Whitney and Rosen,...	1988	1	1	1.0	0.006	0.406	100%
45	Arellano, Manuel	2003	1	1	1.0	0.006	0.406	100%
46	Greenaway-McGrevy, Ryan	2013	1	1	1.0	0.006	0.406	100%
47	Anderson, Theodore Wilbur and Hsiao, Cheng	1982	1	1	1.0	0.006	0.406	100%
48	Arellano, Manuel and Bover, Olympia	1995	1	1	1.0	0.006	0.406	100%
49	Blundell, Richard and Bond, Stephen	1998	1	1	1.0	0.006	0.406	100%
50	Hsiao, Cheng and Pesaran, M Hashem and Tahmisciogl...	2002	1	1	1.0	0.006	0.406	100%
51	Kiviet, Jan F	1995	1	1	1.0	0.006	0.406	100%
52	Bun, Maurice JG and Carree, Martin A	2005	1	1	1.0	0.006	0.406	100%
53	Ferna	2018	1	1	1.0	0.006	0.406	100%
54	Dhaene, Geert and Jochmans, Koen	2016	1	1	1.0	0.006	0.406	100%
55	Weidner, Martin and Zylkin, Thomas	2021	1	1	1.0	0.006	0.406	100%
56	Bao, Yong and Ullah, Aman	2007	1	1	1.0	0.006	0.406	100%
57	Mikusheva, Anna and S\o	2023	1	1	2.0	0.006	0.406	100%
58	Phillips, Peter CB and Moon, Hyungsik R	1999	1	1	2.0	0.006	0.406	100%
59	Teulings, Coen N and Zubanov, Nikolay	2014	1	1	2.0	0.006	0.406	100%
60	Okui, Ryo	2010	1	1	2.0	0.006	0.406	100%
61	Roodman, David	2009	1	1	2.0	0.006	0.406	100%
62	Andrews, Isaiah and Stock, James H and Sun, Liyang	2019	1	1	2.0	0.006	0.406	100%
63	Dube, Arindrajit and Girardi, Daniele and Jorda, O...	2023	1	1	2.0	0.006	0.406	100%
64	Chen, Shuowen and Chernozhukov, Victor and Ferna	2019	1	1	2.0	0.006	0.406	100%
65	Bai, Jushan	2009	1	1	2.0	0.006	0.406	100%
66	Mian, Atif and Sufi, Amir	2010	1	1	2.0	0.006	0.406	100%
67	Caprio, Gerard Jr. and Klingebiel, Daniela		1	1	2.0	0.006	0.406	100%
68	Calomiris, Charles W and Mason, Joseph R	2003	1	1	2.0	0.006	0.406	100%
69	He, Zhiguo and Krishnamurthy, Arvind	2013	1	1	2.0	0.006	0.406	100%
70	Mian, Atif and Sufi, Amir	2009	1	1	2.0	0.006	0.406	100%
71	Mian, Atif and Sufi, Amir	2011	1	1	2.0	0.006	0.406	100%
72	Mian, Atif and Sufi, Amir	2022	1	1	2.0	0.006	0.406	100%
73	Justiniano, Alejandro and Primiceri, Giorgio E and...	2019	1	1	2.0	0.006	0.406	100%
74	Mian, Atif and Sufi, Amir	2018	1	1	2.0	0.006	0.406	100%
75	Mian, Atif and Sufi, Amir and Verner, Emil	2020	1	1	2.0	0.006	0.406	100%
76	Mian, Atif and Rao, Kamalesh and Sufi, Amir	2013	1	1	2.0	0.006	0.406	100%
77	Gopinath, Gita and Kalemli-O	2017	1	1	2.0	0.006	0.406	100%
78	Charles, Kerwin Kofi and Hurst, Erik and Notowidig...	2018	1	1	2.0	0.006	0.406	100%
79	Claudio Borio and Enisse Kharroubi and Christian U...		1	1	2.0	0.006	0.406	100%
80	Burnside, Craig and Eichenbaum, Martin and Rebelo,...	2001	1	1	2.0	0.006	0.406	100%
81	IMF	2018	1	1	1.0	0.006	0.406	100%
82	Ramey, Valerie A and Zubairy, Sarah	2018	1	1	1.0	0.006	0.406	100%
83	Chong, Yanping and Jorda	2012	1	1	1.0	0.006	0.406	100%
84	Choi, Sangyup and Furceri, Davide and Loungani, Pr...	2018	1	1	1.0	0.006	0.406	100%
85	Hobijn, Bart and Nechio, Fernanda and Shapiro, Ada...	2021	1	1	1.0	0.006	0.406	100%
86	Chodorow-Reich, Gabriel and Coglianese, John and K...	2019	1	1	1.0	0.006	0.406	100%
87	Bahaj, Saleem and Foulis, Angus and Pinter, Gabor ...	2022	1	1	1.0	0.006	0.406	100%
88	Plagborg-M\o	2021	1	1	0.5	0.006	0.087	0%
89	Cameron, A Colin and Gelbach, Jonah B and Miller, ...	2011	1	1	0.5	0.006	0.087	0%
90	Newey, Whitney K and West, Kenneth D	1987	1	1	0.5	0.006	0.087	0%
91	Bai, Jushan	2024	1	1	0.5	0.006	0.087	0%
92	Phillips, Peter CB	1987	1	1	0.5	0.006	0.087	0%
93	Stambaugh, Robert F	1999	1	1	0.5	0.006	0.087	0%
94	Montiel Olea, Jose	2021	1	1	0.5	0.006	0.087	0%
95	Phillips, Peter CB and Magdalinos, Tassos and othe...	2009	1	1	0.5	0.006	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Romer, Christina D and Romer, David H

2017

11.0

0.044

1.000

100%

Mian, Atif and Sufi, Amir and Verner, Emil

2017

11.0

0.044

1.000

100%

Baron, Matthew and Verner, Emil and Xiong, Wei

2021

10.5

0.044

0.957

88%

Cerra, Valerie and Saxena, Sweta Chaman

2008

17.5

0.072

0.916

77%

Dhaene, Geert and Jochmans, Koen

2015

9.0

0.033

0.874

100%

Jorda

2005

5.0

0.017

0.843

100%

Arellano, Manuel and Bond, Stephen

1991

6.0

0.028

0.843

60%

Herbst, Edward P and Johannsen, Benjamin K

2024

5.0

0.028

0.843

60%

Chudik, Alexander and Pesaran, M Hashem and Yang, ...

2018

6.5

0.039

0.830

57%

Jorda

2013

4.0

0.017

0.737

100%

Sufi, Amir and Taylor, Alan M

2021

3.0

0.017

0.737

100%

Stephen Nickell

1981

4.0

0.017

0.737

100%

Alvarez, Javier and Arellano, Manuel

2022

3.5

0.017

0.737

67%

Bernanke, Ben S and others

1983

3.0

0.011

0.644

100%

Reinhart, Carmen M and Rogoff, Kenneth S

2009

3.0

0.011

0.644

100%

Laeven, Luc and Valencia, Fabian

2013

3.0

0.011

0.644

100%

Schularick, Moritz and Taylor, Alan M

2012

3.0

0.011

0.644

100%

Ottonello, Pablo and Winberry, Thomas

2020

2.0

0.011

0.644

100%

Hahn, Jinyong and Kuersteiner, Guido

2002

3.0

0.011

0.644

100%

Diamond, Douglas W and Dybvig, Philip H

1983

4.0

0.011

0.644

100%

Bernanke, Ben S

2018

4.0

0.011

0.644

100%

Driscoll, John C and Kraay, Aart C

1998

4.0

0.028

0.585

20%

Jorda

2025

2.0

0.011

0.511

100%

Liao, Chengwang and Mei, Ziwei and Shi, Zhentao (self)

2024

3.5

0.022

0.511

25%

Pesaran, M Hashem

2015

2.5

0.011

0.511

50%

Juodis, Art\=u

2022

2.5

0.011

0.511

50%

Gertler, Mark and Kiyotaki, Nobuhiro

2010

4.0

0.011

0.511

100%

Brunnermeier, Markus K and Sannikov, Yuliy

2014

4.0

0.011

0.511

100%

Rampini, Adriano A and Viswanathan, S

2019

4.0

0.011

0.511

100%

Hong, Kiseok and Tornell, Aaron

2005

4.0

0.011

0.511

100%

Ramey, Valerie A

2019

2.0

0.011

0.511

100%

Jorda

2015

1.0

0.006

0.406

100%

Jorda

2016

1.0

0.006

0.406

100%

Zeev, Nadav Ben

2017

1.0

0.006

0.406

100%

Bhattarai, Saroj and Schwartzman, Felipe and Yang,...

2021

1.0

0.006

0.406

100%

Acemoglu, Daron and Naidu, Suresh and Restrepo, Pa...

2019

1.0

0.006

0.406

100%

Jorda

2022

1.0

0.006

0.406

100%

Gilchrist, Simon and Wei, Bin and Yue, Vivian Z an...

2022

1.0

0.006

0.406

100%

Bahaj, Saleem and Foulis, Angus and Pinter, Gabor

2020

1.0

0.006

0.406

100%

Caldara, Dario and Iacoviello, Matteo

2022

1.0

0.006

0.406

100%

Boehm, Christoph E and Levchenko, Andrei A and Pan...

2023

1.0

0.006

0.406

100%

Kendall, M. G.

1954

1.0

0.006

0.406

100%

Okui, Ryo

2021

1.0

0.006

0.406

100%

Holtz-Eakin, Douglas and Newey, Whitney and Rosen,...

1988

1.0

0.006

0.406

100%

Arellano, Manuel

2003

1.0

0.006

0.406

100%

Greenaway-McGrevy, Ryan

2013

1.0

0.006

0.406

100%

Anderson, Theodore Wilbur and Hsiao, Cheng

1982

1.0

0.006

0.406

100%

Arellano, Manuel and Bover, Olympia

1995

1.0

0.006

0.406

100%

Blundell, Richard and Bond, Stephen

1998

1.0

0.006

0.406

100%

Hsiao, Cheng and Pesaran, M Hashem and Tahmisciogl...

2002

1.0

0.006

0.406

100%

Kiviet, Jan F

1995

1.0

0.006

0.406

100%

Bun, Maurice JG and Carree, Martin A

2005

1.0

0.006

0.406

100%

Ferna

2018

1.0

0.006

0.406

100%

Dhaene, Geert and Jochmans, Koen

2016

1.0

0.006

0.406

100%

Weidner, Martin and Zylkin, Thomas

2021

1.0

0.006

0.406

100%

Bao, Yong and Ullah, Aman

2007

1.0

0.006

0.406

100%

Mikusheva, Anna and S\o

2023

2.0

0.006

0.406

100%

Phillips, Peter CB and Moon, Hyungsik R

1999

2.0

0.006

0.406

100%

Teulings, Coen N and Zubanov, Nikolay

2014

2.0

0.006

0.406

100%

Okui, Ryo

2010

2.0

0.006

0.406

100%

Roodman, David

2009

2.0

0.006

0.406

100%

Andrews, Isaiah and Stock, James H and Sun, Liyang

2019

2.0

0.006

0.406

100%

Dube, Arindrajit and Girardi, Daniele and Jorda, O...

2023

2.0

0.006

0.406

100%

Chen, Shuowen and Chernozhukov, Victor and Ferna

2019

2.0

0.006

0.406

100%

Bai, Jushan

2009

2.0

0.006

0.406

100%

Mian, Atif and Sufi, Amir

2010

2.0

0.006

0.406

100%

Caprio, Gerard Jr. and Klingebiel, Daniela

2.0

0.006

0.406

100%

Calomiris, Charles W and Mason, Joseph R

2003

2.0

0.006

0.406

100%

He, Zhiguo and Krishnamurthy, Arvind

2013

2.0

0.006

0.406

100%

Mian, Atif and Sufi, Amir

2009

2.0

0.006

0.406

100%

Mian, Atif and Sufi, Amir

2011

2.0

0.006

0.406

100%

Mian, Atif and Sufi, Amir

2022

2.0

0.006

0.406

100%

Justiniano, Alejandro and Primiceri, Giorgio E and...

2019

2.0

0.006

0.406

100%

Mian, Atif and Sufi, Amir

2018

2.0

0.006

0.406

100%

Mian, Atif and Sufi, Amir and Verner, Emil

2020

2.0

0.006

0.406

100%

Mian, Atif and Rao, Kamalesh and Sufi, Amir

2013

2.0

0.006

0.406

100%

Gopinath, Gita and Kalemli-O

2017

2.0

0.006

0.406

100%

Charles, Kerwin Kofi and Hurst, Erik and Notowidig...

2018

2.0

0.006

0.406

100%

Claudio Borio and Enisse Kharroubi and Christian U...

2.0

0.006

0.406

100%

Burnside, Craig and Eichenbaum, Martin and Rebelo,...

2001

2.0

0.006

0.406

100%

IMF

2018

1.0

0.006

0.406

100%

Ramey, Valerie A and Zubairy, Sarah

2018

1.0

0.006

0.406

100%

Chong, Yanping and Jorda

2012

1.0

0.006

0.406

100%

Choi, Sangyup and Furceri, Davide and Loungani, Pr...

2018

1.0

0.006

0.406

100%

Hobijn, Bart and Nechio, Fernanda and Shapiro, Ada...

2021

1.0

0.006

0.406

100%

Chodorow-Reich, Gabriel and Coglianese, John and K...

2019

1.0

0.006

0.406

100%

Bahaj, Saleem and Foulis, Angus and Pinter, Gabor ...

2022

1.0

0.006

0.406

100%

Plagborg-M\o

2021

0.5

0.006

0.087

Cameron, A Colin and Gelbach, Jonah B and Miller, ...

2011

0.5

0.006

0.087

Newey, Whitney K and West, Kenneth D

1987

0.5

0.006

0.087

Bai, Jushan

2024

0.5

0.006

0.087

Phillips, Peter CB

1987

0.5

0.006

0.087

Stambaugh, Robert F

1999

0.5

0.006

0.087

Montiel Olea, Jose

2021

0.5

0.006

0.087

Phillips, Peter CB and Magdalinos, Tassos and othe...

2009

0.5

0.006

0.087

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.