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Citation Analysis

\textbf\LARGE Distributional Vector Autoregression: \\Eliciting Macro and Financial Dependence
Yunyun Wang, Tatsushi Oka, Dan Zhu
https://arxiv.org/abs/2303.04994
79
Citation mentions
52
Cited references
7
Sections
6,634
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 Adrian, T., N. Boyarchenko, and D. Giannone 2021 7 6 12.0 0.089 1.000 100%
2 Rossi, B. and T. Sekhposyan 2019 5 3 10.0 0.063 1.000 100%
3 van der Vaart, A. and J. Wellner 1996 5 2 10.0 0.063 0.874 100%
4 Sims, C. A 1980 4 2 6.0 0.051 0.811 100%
5 Chernozhukov, V., I. Fernandez-Val, and B. Melly 2013 2 2 3.0 0.025 0.644 100%
6 Blanchard, O. J. and D. Quah 1989 2 2 3.0 0.025 0.644 100%
7 Jorda, O 2005 2 2 3.0 0.025 0.644 100%
8 Plagborg-M\oller, M. and C. K. Wolf 2021 2 2 3.0 0.025 0.644 100%
9 Montes-Rojas, G 2019 2 2 3.0 0.025 0.644 100%
10 Chavleishvili, S. and S. Manganelli 2019 2 2 3.0 0.025 0.644 100%
11 Jurado, K., S. C. Ludvigson, and S. Ng 2015 2 2 4.0 0.025 0.644 100%
12 Rio, E 1998 2 2 4.0 0.025 0.644 100%
13 Pollard, D 1984 2 1 4.0 0.025 0.511 100%
14 Nolan, D. and D. Pollard 1987 2 1 4.0 0.025 0.511 100%
15 Litterman, R. B 1986 1 1 1.0 0.013 0.406 100%
16 Stock, J. H. and M. W. Watson 2001 1 1 1.0 0.013 0.406 100%
17 Williams, O. D. and J. E. Grizzle 1972 1 1 1.0 0.013 0.406 100%
18 Foresi, S. and F. Peracchi 1995 1 1 1.0 0.013 0.406 100%
19 Hall, P., R. C. Wolff, and Q. Yao 1999 1 1 1.0 0.013 0.406 100%
20 Rothe, C. and D. Wied 2013 1 1 1.0 0.013 0.406 100%
21 Chernozhukov, V., I. Fernandez-Val, and M. Weidner 2020 1 1 1.0 0.013 0.406 100%
22 Meier, J 2020 1 1 1.0 0.013 0.406 100%
23 Wang, Y., T. Oka, and D. Zhu (self) 1 1 1.0 0.013 0.406 100%
24 Rubio-Ramirez, J. F., D. F. Waggoner, and T. Zha 2010 1 1 1.0 0.013 0.406 100%
25 Kilian, L. and H. Lutkepohl 2017 1 1 1.0 0.013 0.406 100%
26 Primiceri, G. E 2005 1 1 1.0 0.013 0.406 100%
27 McCracken, M. W. and J. T. McGillicuddy 2019 1 1 1.0 0.013 0.406 100%
28 Koenker, R. and J. G. Bassett 1978 1 1 1.0 0.013 0.406 100%
29 Koenker, R. and Z. Xiao 2004 1 1 1.0 0.013 0.406 100%
30 Koenker, R. and Z. Xiao 2006 1 1 1.0 0.013 0.406 100%
31 White, H., T.-H. Kim, and S. Manganelli 2015 1 1 1.0 0.013 0.406 100%
32 Adrian, T., N. Boyarchenko, and D. Giannone 2019 1 1 1.0 0.013 0.406 100%
33 Bloom, N 2009 1 1 2.0 0.013 0.406 100%
34 Antol\'\in-D\'\iaz, J. and J. F. Rubio-Ram\'\irez 2018 1 1 2.0 0.013 0.406 100%
35 Chernozhukov, V., I. Fernandez-Val, and A. Galicho... 2009 1 1 2.0 0.013 0.406 100%
36 Chetverikov, D., A. Santos, and A. M. Shaikh 2018 1 1 2.0 0.013 0.406 100%
37 Arcones, M. A. and B. Yu 1994 1 1 2.0 0.013 0.406 100%
38 Boyd, S., S. P. Boyd, and L. Vandenberghe 2004 1 1 2.0 0.013 0.406 100%
39 Huber, P. J 1967 1 1 2.0 0.013 0.406 100%
40 White, H 1982 1 1 2.0 0.013 0.406 100%
41 Kunsch, H. R 1989 1 1 2.0 0.013 0.406 100%
42 Liu, R. Y. and K. Singh 1992 1 1 2.0 0.013 0.406 100%
43 Politis, D. N. and J. P. Romano 1994 1 1 2.0 0.013 0.406 100%
44 Politis, D. N., J. P. Romano, and M. Wolf 1997 1 1 2.0 0.013 0.406 100%
45 Carriero, A., T. E. Clark, and M. G. Marcellino 2020 1 1 2.0 0.013 0.406 100%
46 Clark, T. E., F. Huber, G. Koop, M. Marcellino, an... 2021 1 1 2.0 0.013 0.406 100%
47 Gertler, M. and S. Gilchrist 2018 1 1 2.0 0.013 0.406 100%
48 van der Vaart, A 1994 1 1 2.0 0.013 0.406 100%
49 Pakes, A. and D. Pollard 1989 1 1 2.0 0.013 0.406 100%
50 Pollard, D 1991 1 1 2.0 0.013 0.406 100%
51 Kato, K 2009 1 1 2.0 0.013 0.406 100%
52 Bradley, R. C 1985 1 1 2.0 0.013 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.