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Citation Analysis

Nowcasting using regression on signatures
Samuel N. Cohen, Silvia Lui, Will Malpass, Giulia Mantoan, Lars Nesheim, Áureo de Paula, Andrew Reeves, Craig Scott, Emma Small, Lingyi Yang
https://arxiv.org/abs/2305.10256
131
Citation mentions
96
Cited references
14
Sections
15,033
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 Bok, Brandyn and Caratelli, Daniele and Giannone, ... 2018 13 7 21.5 0.099 0.974 92%
2 Levin, Daniel and Lyons, Terry and Ni, Hao 2013 5 4 7.5 0.038 0.928 80%
3 Lyons, Terry J and Caruana, Michael and Le 2007 3 3 5.0 0.023 0.843 100%
4 Jeremy Reizenstein and Benjamin Graham 2020 3 3 5.0 0.023 0.843 100%
5 Morrill, James and Kidger, Patrick and Yang, Lingy... (self) 2022 4 2 8.0 0.031 0.811 100%
6 Stock, James H and Watson, Mark W 2002 2 2 3.0 0.015 0.644 100%
7 Giannone, Domenico and Reichlin, Lucrezia and Smal... (self) 2006 2 2 3.0 0.015 0.644 100%
8 Graham, Benjamin 2013 2 2 3.0 0.015 0.644 100%
9 Morrill, James H and Kormilitzin, Andrey and Nevad... 2020 2 2 3.0 0.015 0.644 100%
10 Zou, Hui and Hastie, Trevor 2005 2 2 4.0 0.015 0.644 100%
11 A. P. Dempster and N. M. Laird and D. B. Rubin 1977 2 2 4.0 0.015 0.644 100%
12 Morrill, James and Salvi, Cristopher and Kidger, P... 2021 2 2 4.0 0.015 0.644 100%
13 Fermanian, Adeline 2020 3 1 6.0 0.023 0.585 100%
14 Gyurk\'o 2013 1 1 1.0 0.008 0.406 100%
15 Lundberg, Scott M and Lee, Su-In 2017 1 1 1.0 0.008 0.406 100%
16 Black, Emily and Wang, Zifan and Fredrikson, Matt ... 2021 1 1 1.0 0.008 0.406 100%
17 Sam Morley and Terry Lyons 2024 1 1 1.0 0.008 0.406 100%
18 Jokubaitis, Saulius and Celov, Dmitrij and Leipus,... 2021 1 1 1.0 0.008 0.406 100%
19 Proietti, Tommaso and Giovannelli, Alessandro and ... 2021 1 1 1.0 0.008 0.406 100%
20 Soybilgen, Bar\i 2021 1 1 1.0 0.008 0.406 100%
21 Aastveit, Knut Are and Ravazzolo, Francesco and Va... 2018 1 1 1.0 0.008 0.406 100%
22 Ankargren, Sebastian and Jone 2021 1 1 1.0 0.008 0.406 100%
23 Babii, Andrii and Ghysels, Eric and Striaukas, Jon... 2022 1 1 1.0 0.008 0.406 100%
24 Pellegrino, Filippo 2020 1 1 1.0 0.008 0.406 100%
25 Smeekes, Stephan and Wijler, Etienne 2021 1 1 1.0 0.008 0.406 100%
26 Buccheri, Giuseppe and Bormetti, Giacomo and Corsi... 2021 1 1 1.0 0.008 0.406 100%
27 Chan, Joshua CC and Poon, Aubrey and Zhu, Dan 2023 1 1 1.0 0.008 0.406 100%
28 Wallis, Kenneth F. 1986 1 1 2.0 0.008 0.406 100%
29 Kalman, R. E. 1960 1 1 2.0 0.008 0.406 100%
30 Ba\'n 2014 1 1 2.0 0.008 0.406 100%
31 Schumacher, Christian 2016 1 1 2.0 0.008 0.406 100%
32 Ghysels, Eric and Santa-Clara, Pedro and Valkanov,... 2005 1 1 2.0 0.008 0.406 100%
33 Almon, Shirley 1965 1 1 2.0 0.008 0.406 100%
34 Broyden, C. G. 1970 1 1 2.0 0.008 0.406 100%
35 Fletcher, Roger 1970 1 1 2.0 0.008 0.406 100%
36 Goldfarb, Donald 1970 1 1 2.0 0.008 0.406 100%
37 Shanno, David F. 1970 1 1 2.0 0.008 0.406 100%
38 Byrd, Richard H. and Lu, Peihuang and Nocedal, Jor... 1995 1 1 2.0 0.008 0.406 100%
39 Durbin, James and Koopman, Siem Jan 2012 1 1 2.0 0.008 0.406 100%
40 Hamilton, James D 1994 1 1 2.0 0.008 0.406 100%
41 Nielsen, Anders and Berg, Casper W 2014 1 1 2.0 0.008 0.406 100%
42 Carter, Chris K and Kohn, Robert 1994 1 1 2.0 0.008 0.406 100%
43 Kim, Chang-Jin and Nelson, Charles R and others 1999 1 1 2.0 0.008 0.406 100%
44 Kim, Chang-Jin 1994 1 1 2.0 0.008 0.406 100%
45 FRBNY 2016 1 1 2.0 0.008 0.406 100%
46 McCracken, Michael W and Ng, Serena 2016 1 1 2.0 0.008 0.406 100%
47 Richardson, Adam and van Florenstein Mulder, Thoma... 2021 1 1 2.0 0.008 0.406 100%
48 Geweke, John 1977 1 1 2.0 0.008 0.406 100%
49 Stock, James and Watson, Mark 2017 1 1 2.0 0.008 0.406 100%
50 Bai, Jushan and Ng, Serena 2008 1 1 2.0 0.008 0.406 100%
51 Doz, Catherine and Giannone, Domenico and Reichlin... 2006 1 1 2.0 0.008 0.406 100%
52 Litterman, Robert 1979 1 1 2.0 0.008 0.406 100%
53 Sims, Christopher A 1980 1 1 2.0 0.008 0.406 100%
54 Karlsson, Sune 2013 1 1 2.0 0.008 0.406 100%
55 Tibshirani, Robert 1996 1 1 2.0 0.008 0.406 100%
56 Hoerl, Arthur E and Kennard, Robert W 1970 1 1 2.0 0.008 0.406 100%
57 Babii, Andrii and Ghysels, Eric and Striaukas, Jon... 2021 1 1 2.0 0.008 0.406 100%
58 Bertsekas, Dimitri P. 2012 1 1 2.0 0.008 0.406 100%
59 Harvey, Andrew C. 1990 1 1 2.0 0.008 0.406 100%
60 Bergstrom, A.R. 1 1 2.0 0.008 0.406 100%
61 Bain, A. and Crisan, D. 2008 1 1 2.0 0.008 0.406 100%
62 Cohen, S.N. and Elliott, R.J. (self) 2015 1 1 2.0 0.008 0.406 100%
63 Jazwinski, Andrew H. 1970 1 1 2.0 0.008 0.406 100%
64 Chevyrev, Ilya and Kormilitzin, Andrey 2025 1 1 2.0 0.008 0.406 100%
65 Adeline Fermanian 2021 1 1 2.0 0.008 0.406 100%
66 Friz, P.K. and Hairer, M. 2020 1 1 2.0 0.008 0.406 100%
67 Cochrane, Thomas and Foster, Peter and Chhabra, Va... 2021 1 1 2.0 0.008 0.406 100%
68 Ni, Hao and Szpruch, Lukasz and Sabate-Vidales, Ma... 2021 1 1 2.0 0.008 0.406 100%
69 Weixin Yang and Terry Lyons and Hao Ni and Cordeli... (self) 2017 1 1 2.0 0.008 0.406 100%
70 Chen, Kuo-Tsai 1954 1 1 2.0 0.008 0.406 100%
71 Ben Hambly and Terry Lyons 2010 1 1 2.0 0.008 0.406 100%
72 Giusti, Chad and Lee, Darrick 2020 1 1 2.0 0.008 0.406 100%
73 Lyons, Terry and Ni, Hao and Oberhauser, Harald 2014 1 1 2.0 0.008 0.406 100%
74 Gu, Haotian and Guo, Xin and Jacobs, Timothy L and... 2024 1 1 2.0 0.008 0.406 100%
75 Bleistein, Linus and Fermanian, Adeline and Jannot... 2023 1 1 2.0 0.008 0.406 100%
76 Morrill, James and Fermanian, Adeline and Kidger, ... 2021 1 1 2.0 0.008 0.406 100%
77 Kloeden, Peter E. and Platen, Eckhard 1992 1 1 2.0 0.008 0.406 100%
78 Pedregosa, Fabian and Varoquaux, Gae 2011 1 1 2.0 0.008 0.406 100%
79 Almuzara, Martin and Baker, Katie and O’Keeffe, Ha... 2023 1 1 2.0 0.008 0.406 100%
80 Curtin, Richard 2008 1 1 2.0 0.008 0.406 100%
81 Leonard E. Baum and Ted Petrie 1966 1 1 2.0 0.008 0.406 100%
82 Leonard E. Baum and J. A. Eagon 1967 1 1 2.0 0.008 0.406 100%
83 Leonard E. Baum and Ted Petrie and George Soules a... 1970 1 1 2.0 0.008 0.406 100%
84 C. F. Jeff Wu 1983 1 1 2.0 0.008 0.406 100%
85 Anesti, Nikoleta and Galvao, Ana Beatriz and Miran... 2022 1 1 2.0 0.008 0.406 100%
86 Carriero, Andrea and Galvao, Ana Beatriz and Kapet... 2019 1 1 2.0 0.008 0.406 100%
87 4 1 2.0 0.031 0.139 0%
88 van Handel, Ramon 2014 1 1 0.5 0.008 0.087 0%
89 Pavel Chigansky and Robert Liptser 2004 1 1 0.5 0.008 0.087 0%
90 Samuel N. Cohen and Eliana Fausti (self) 2023 1 1 0.5 0.008 0.087 0%
91 Christa Cuchiero and Philipp Schmocker and Josef T... 2025 1 1 0.5 0.008 0.087 0%
92 Mihriban Ceylan and David Pr\"o 2025 1 1 0.5 0.008 0.087 0%
93 Drygas, Hilmar 1971 1 1 0.5 0.008 0.087 0%
94 Drygas, Hilmar 1976 1 1 0.5 0.008 0.087 0%
95 Takeshi Amemiya 1 1 0.5 0.008 0.087 0%
96 Hsu, Daniel and Kakade, Sham M and Zhang, Tong 2012 1 1 0.5 0.008 0.087 0%
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.