Citation Analysis

Modelling and Forecasting Macroeconomic Risk with Time Varying Skewness Stochastic Volatility Models
Andrea Renzetti
https://arxiv.org/abs/2306.09287
79
Citation mentions
37
Cited references
8
Sections
6,196
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 Jacquier, Eric and Polson, Nicholas G and Rossi, P... 1994 5 4 8.0 0.063 1.000 100%
2 Adrian, Tobias and Boyarchenko, Nina and Giannone,... 2019 12 6 14.5 0.152 0.971 92%
3 Timothy Cogley and Thomas J. Sargent 2005 6 4 9.0 0.076 0.874 67%
4 Delle Monache, Davide and De Polis, Andrea and Pet... 3 2 4.0 0.038 0.737 100%
5 Wolf, Elias 2021 3 2 4.0 0.038 0.737 100%
6 Montes-Galdo 2022 3 2 4.0 0.038 0.737 100%
7 Kilian, Lutz and Manganelli, Simone 2 2 3.0 0.025 0.644 100%
8 Karlsson, Sune and Mazur, Stepan and Nguyen,Hoang 2023 2 2 3.0 0.025 0.644 100%
9 Azzalini, Adelchi and Capitanio, Antonella 2003 3 2 4.5 0.038 0.644 67%
10 Lindsten, Fredrik and Jordan, Michael I and Schon,... 2014 3 2 4.5 0.038 0.644 67%
11 Carriero, Andrea and Clark, Todd E and Marcellino,... 2019 2 2 4.0 0.025 0.644 100%
12 Jacquier, Eric and Polson, and Rossi, Peter 2004 3 1 6.0 0.038 0.585 100%
13 Primiceri, Giorgio E 2005 3 1 6.0 0.038 0.585 100%
14 Andrea Carriero and Todd E. Clark and Massimiliano... 2 1 2.0 0.025 0.511 100%
15 Abanto-Valle, CA and Lachos, VH and Dey, Dipak K 2015 2 1 4.0 0.025 0.511 100%
16 Azzalini, Adelchi 1986 2 2 2.5 0.025 0.511 50%
17 Chan, Joshua CC and Koop, Gary and Yu, Xuewen 2021 2 1 4.0 0.025 0.511 100%
18 Tilmann Gneiting and Roopesh Ranjan 2011 2 2 2.5 0.025 0.511 50%
19 Stefano Giglio and Bryan Kelly and Seth Pruitt 2016 1 1 1.0 0.013 0.406 100%
20 Kiley, Michael T 2018 1 1 1.0 0.013 0.406 100%
21 J. David López-Salido and Francesca Loria 1 1 1.0 0.013 0.406 100%
22 Gaston Gelos and Lucyna Gornicka and Robin Koepke ... 2022 1 1 1.0 0.013 0.406 100%
23 Christian Brownlees and André B.M. Souza 2021 1 1 1.0 0.013 0.406 100%
24 Iseringhausen, Martin 2021 1 1 1.0 0.013 0.406 100%
25 Martin Iseringhausen 2020 1 1 1.0 0.013 0.406 100%
26 Nunzio Cappuccio and Diego Lubian and Davide Raggi 2004 1 1 2.0 0.013 0.406 100%
27 Sims, Christopher A 1980 1 1 2.0 0.013 0.406 100%
28 Stock, James H. and Watson, Mark W. 2001 1 1 2.0 0.013 0.406 100%
29 Clark, Todd E. and Ravazzolo, Francesco 2015 1 1 2.0 0.013 0.406 100%
30 Jonas E. Arias and Juan F. Rubio-Ramirez and Minch... 1 1 2.0 0.013 0.406 100%
31 Andrea Carriero and Joshua Chan and Todd E. Clark ... 2022 1 1 2.0 0.013 0.406 100%
32 Diebold, Francis and Mariano, Roberto 1995 1 1 2.0 0.013 0.406 100%
33 Raffaella Giacomini and Ivana Komunjer 2005 1 1 2.0 0.013 0.406 100%
34 Harvey, Campbell R and Siddique, Akhtar 2000 1 1 2.0 0.013 0.406 100%
35 Andrieu, Christophe and Doucet, Arnaud and Holenst... 2010 1 1 0.5 0.013 0.087 0%
36 Joshua C.C. Chan 2022 1 1 0.5 0.013 0.087 0%
37 Carriero, Andrea and Clark, Todd E. and Marcellino... 2015 1 1 0.5 0.013 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.