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Citation Analysis

BVARs and Stochastic Volatility
Joshua Chan
https://arxiv.org/abs/2310.14438
230
Citation mentions
151
Cited references
6
Sections
4,770
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 Cogley and Sargent 2005 8 5 15.0 0.035 1.000 100%
2 Primiceri 2005 12 5 23.0 0.052 1.000 100%
3 Carriero, Clark, and Marcellino 2016 5 3 9.0 0.022 1.000 100%
4 Carriero, Clark, and Marcellino 2019 5 4 9.0 0.022 1.000 100%
5 Chan and Eisenstat (self) 2018 4 3 7.0 0.017 0.928 100%
6 Gefang, Koop, and Poon 2023 5 2 10.0 0.022 0.874 100%
7 Chan (self) 2023 3 3 5.0 0.013 0.843 100%
8 Chan (self) 2020 3 3 6.0 0.013 0.843 100%
9 Hauzenberger, Huber, Koop, and Mitchell 2022 3 3 6.0 0.013 0.843 100%
10 Carriero, Clark, Marcellino, and Mertens 2022 4 2 8.0 0.017 0.811 100%
11 Huber and Feldkircher 2019 3 2 6.0 0.013 0.737 100%
12 Kastner 2019 3 2 6.0 0.013 0.737 100%
13 Chan, Koop, and Yu (self) 2023 3 2 6.0 0.013 0.737 100%
14 Stock and Watson 2016 3 2 6.0 0.013 0.737 100%
15 Chan (self) 2021 3 2 6.0 0.013 0.737 100%
16 Cross, Hou, Koop, and Poon 2023 3 2 6.0 0.013 0.737 100%
17 Arias, Rubio-Ramirez, and Shin 2022 5 1 10.0 0.022 0.693 100%
18 Doan, Litterman, and Sims 1984 2 2 3.0 0.009 0.644 100%
19 Sims and Zha 2006 2 2 3.0 0.009 0.644 100%
20 Clark and Ravazzolo 2015 2 2 3.0 0.009 0.644 100%
21 Cross and Poon 2016 2 2 3.0 0.009 0.644 100%
22 Koop and Korobilis 2013 2 2 3.0 0.009 0.644 100%
23 Koop and Korobilis 2010 2 2 4.0 0.009 0.644 100%
24 Karlsson 2013 2 2 4.0 0.009 0.644 100%
25 Chan (self) 2022 2 2 4.0 0.009 0.644 100%
26 Hartwig 2021 2 2 4.0 0.009 0.644 100%
27 Cross, Hou, and Poon 2019 2 2 4.0 0.009 0.644 100%
28 Chan, Eisenstat, and Yu (self) 2022 2 2 4.0 0.009 0.644 100%
29 Kastner and Huber 2020 2 2 4.0 0.009 0.644 100%
30 Asai and McAleer 2009 2 2 4.0 0.009 0.644 100%
31 Chan and Yu (self) 2022 3 1 6.0 0.013 0.585 100%
32 Chan, Doucet, Leon-Gonzalez, and Strachan (self) 2018 2 1 4.0 0.009 0.511 100%
33 Bognanni 2018 2 1 4.0 0.009 0.511 100%
34 Korobilis and Pettenuzzo 2019 2 1 4.0 0.009 0.511 100%
35 Kim, Shephard, and Chib 1998 2 1 4.0 0.009 0.511 100%
36 Carriero, Chan, Clark, and Marcellino (self) 2022 2 1 4.0 0.009 0.511 100%
37 Bhattacharya, Chakraborty, and Mallick 2016 2 1 4.0 0.009 0.511 100%
38 Sims 1980 1 1 1.0 0.004 0.406 100%
39 Ba\'nbura, Giannone, and Reichlin 2010 1 1 1.0 0.004 0.406 100%
40 Leeper, Sims, and Zha 1996 1 1 1.0 0.004 0.406 100%
41 Koop 2013 1 1 1.0 0.004 0.406 100%
42 Crump, Eusepi, Giannone, Qian, and Sbordone 2021 1 1 1.0 0.004 0.406 100%
43 Canova and Ciccarelli 2009 1 1 1.0 0.004 0.406 100%
44 Koop and Korobilis 2016 1 1 1.0 0.004 0.406 100%
45 Koop, McIntyre, and Mitchell 2020 1 1 1.0 0.004 0.406 100%
46 Giannone, Reichlin, and Small 2008 1 1 1.0 0.004 0.406 100%
47 Ba\'nbura, Giannone, Modugno, and Reichlin 2013 1 1 1.0 0.004 0.406 100%
48 Schorfheide and Song 2015 1 1 1.0 0.004 0.406 100%
49 McCracken, Owyang, and Sekhposyan 2021 1 1 1.0 0.004 0.406 100%
50 Giannone, Lenza, Momferatou, and Onorante 2014 1 1 1.0 0.004 0.406 100%
51 Ellahie and Ricco 2017 1 1 1.0 0.004 0.406 100%
52 Demirer, Diebold, Liu, and Yilmaz 2018 1 1 1.0 0.004 0.406 100%
53 Carriero, Kapetanios, and Marcellino 2009 1 1 1.0 0.004 0.406 100%
54 McCracken and Ng 2016 1 1 1.0 0.004 0.406 100%
55 McCracken and Ng 2020 1 1 1.0 0.004 0.406 100%
56 Baumeister, Leiva-Leon, and Sims 2022 1 1 1.0 0.004 0.406 100%
57 Bokun, Jackson, Kliesen, and Owyang 2023 1 1 1.0 0.004 0.406 100%
58 Bloom 2014 1 1 1.0 0.004 0.406 100%
59 Jurado, Ludvigson, and Ng 2015 1 1 1.0 0.004 0.406 100%
60 Clark 2011 1 1 1.0 0.004 0.406 100%
61 D'Agostino, Gambetti, and Giannone 2013 1 1 1.0 0.004 0.406 100%
62 Clark and Mertens 2023 1 1 1.0 0.004 0.406 100%
63 Carriero, Clark, and Marcellino 2015 1 1 2.0 0.004 0.406 100%
64 Mumtaz 2016 1 1 2.0 0.004 0.406 100%
65 Mumtaz and Theodoridis 2017 1 1 2.0 0.004 0.406 100%
66 Gotz and Hauzenberger 2018 1 1 2.0 0.004 0.406 100%
67 Poon 2018 1 1 2.0 0.004 0.406 100%
68 Louzis 2019 1 1 2.0 0.004 0.406 100%
69 LeSage and Hendrikz 2019 1 1 2.0 0.004 0.406 100%
70 Chan, Poon, and Zhu (self) 2023 1 1 2.0 0.004 0.406 100%
71 Hou, Nguyen, and Zhang 2023 1 1 2.0 0.004 0.406 100%
72 Chan, Eisenstat, and Strachan (self) 2020 1 1 2.0 0.004 0.406 100%
73 Ba\'nbura and van Vlodrop 2018 1 1 2.0 0.004 0.406 100%
74 Bianchi, Guidolin, and Ravazzolo 2018 1 1 2.0 0.004 0.406 100%
75 Koop, McIntyre, Mitchell, and Poon 2020 1 1 2.0 0.004 0.406 100%
76 Tallman and Zaman 2020 1 1 2.0 0.004 0.406 100%
77 Zens, Bock, and Zorner 2020 1 1 2.0 0.004 0.406 100%
78 Baumeister, Korobilis, and Lee 2022 1 1 2.0 0.004 0.406 100%
79 Fischer, Hauzenberger, Huber, and Pfarrhofer 2023 1 1 2.0 0.004 0.406 100%
80 Gianfreda, Ravazzolo, and Rossini 2023 1 1 2.0 0.004 0.406 100%
81 Pitt and Shephard 1999 1 1 2.0 0.004 0.406 100%
82 Aguilar and West 2000 1 1 2.0 0.004 0.406 100%
83 Chib, Nardari, and Shephard 2006 1 1 2.0 0.004 0.406 100%
84 Kaufmann and Schumacher 2019 1 1 2.0 0.004 0.406 100%
85 Bhattacharya and Dunson 2011 1 1 2.0 0.004 0.406 100%
86 Jin, Maheu, and Yang 2019 1 1 2.0 0.004 0.406 100%
87 Hautsch and Voigt 2019 1 1 2.0 0.004 0.406 100%
88 Loaiza-Maya and Smith 2020 1 1 2.0 0.004 0.406 100%
89 McCausland, Miller, and Pelletier 2020 1 1 2.0 0.004 0.406 100%
90 Benati 2008 1 1 2.0 0.004 0.406 100%
91 Baumeister and Peersman 2013 1 1 2.0 0.004 0.406 100%
92 Hartwig 2020 1 1 2.0 0.004 0.406 100%
93 Bertsche and Braun 2022 1 1 2.0 0.004 0.406 100%
94 Wu and Koop 2022 1 1 2.0 0.004 0.406 100%
95 Philipov and Glickman 2006 1 1 2.0 0.004 0.406 100%
96 Shin and Zhong 2020 1 1 2.0 0.004 0.406 100%
97 Archakov and Hansen 2021 1 1 2.0 0.004 0.406 100%
98 Uhlig 1997 1 1 2.0 0.004 0.406 100%
99 West and Harrison 2006 1 1 2.0 0.004 0.406 100%
100 Prado and West 2010 1 1 2.0 0.004 0.406 100%
101 Schorfheide and Song 2021 1 1 2.0 0.004 0.406 100%
102 Lenza and Primiceri 2022 1 1 2.0 0.004 0.406 100%
103 Bobeica and Hartwig 2023 1 1 2.0 0.004 0.406 100%
104 Chiu, Mumtaz, and Pinter 2017 1 1 2.0 0.004 0.406 100%
105 Curdia, Del Negro, and Greenwald 2014 1 1 2.0 0.004 0.406 100%
106 Geweke 1993 1 1 2.0 0.004 0.406 100%
107 Ni and Sun 2005 1 1 2.0 0.004 0.406 100%
108 Eltoft, Kim, and Lee 2006 1 1 2.0 0.004 0.406 100%
109 Karlsson and Mazur 2020 1 1 2.0 0.004 0.406 100%
110 Braun 2021 1 1 2.0 0.004 0.406 100%
111 Litterman 1986 1 1 2.0 0.004 0.406 100%
112 Kadiyala and Karlsson 1993 1 1 2.0 0.004 0.406 100%
113 Kadiyala and Karlsson 1997 1 1 2.0 0.004 0.406 100%
114 Giannone, Lenza, and Primiceri 2015 1 1 2.0 0.004 0.406 100%
115 Del Negro and Schorfheide 2004 1 1 2.0 0.004 0.406 100%
116 Carriero, Kapetanios, and Marcellino 2012 1 1 2.0 0.004 0.406 100%
117 Amir-Ahmadi, Matthes, and Wang 2020 1 1 2.0 0.004 0.406 100%
118 Park and Casella 2008 1 1 2.0 0.004 0.406 100%
119 Griffin and Brown 2010 1 1 2.0 0.004 0.406 100%
120 Carvalho, Polson, and Scott 2010 1 1 2.0 0.004 0.406 100%
121 Bhattacharya, Pati, Pillai, and Dunson 2015 1 1 2.0 0.004 0.406 100%
122 Follett and Yu 2019 1 1 2.0 0.004 0.406 100%
123 Carter and Kohn 1994 1 1 2.0 0.004 0.406 100%
124 Durbin and Koopman 2002 1 1 2.0 0.004 0.406 100%
125 Chan and Jeliazkov (self) 2009 1 1 2.0 0.004 0.406 100%
126 McCausland, Miller, and Pelletier 2011 1 1 2.0 0.004 0.406 100%
127 Del Negro and Primiceri 2015 1 1 2.0 0.004 0.406 100%
128 Doucet, De Freitas, and Gordon 2001 1 1 2.0 0.004 0.406 100%
129 Creal 2012 1 1 2.0 0.004 0.406 100%
130 Herbst and Schorfheide 2019 1 1 2.0 0.004 0.406 100%
131 McCausland 2012 1 1 2.0 0.004 0.406 100%
132 Durbin and Koopman 1997 1 1 2.0 0.004 0.406 100%
133 Shephard and Pitt 1997 1 1 2.0 0.004 0.406 100%
134 Andrieu, Doucet, and Holenstein 2010 1 1 2.0 0.004 0.406 100%
135 Bognanni 2022 1 1 2.0 0.004 0.406 100%
136 Bognanni and Zito 2020 1 1 2.0 0.004 0.406 100%
137 Jordan, Ghahramani, Jaakkola, and Saul 1999 1 1 2.0 0.004 0.406 100%
138 Bishop 2006 1 1 2.0 0.004 0.406 100%
139 Ormerod and Wand 2010 1 1 2.0 0.004 0.406 100%
140 Hajargasht and Wo\'zniak 2018 1 1 2.0 0.004 0.406 100%
141 Bernardi, Bianchi, and Bianco 2023 1 1 2.0 0.004 0.406 100%
142 Cogley and Sargent 2001 1 1 2.0 0.004 0.406 100%
143 Sims 2001 1 1 2.0 0.004 0.406 100%
144 Mumtaz and Zanetti 2013 1 1 2.0 0.004 0.406 100%
145 Carriero, Clark, and Marcellino 2018 1 1 2.0 0.004 0.406 100%
146 Hauzenberger, Huber, Marcellino, and Petz 2021 1 1 2.0 0.004 0.406 100%
147 Clark, Huber, Koop, Marcellino, and Pfarrhofer 2022 1 1 2.0 0.004 0.406 100%
148 Chan (self) 2023 1 1 2.0 0.004 0.406 100%
149 Koop and Korobilis 2018 1 1 2.0 0.004 0.406 100%
150 Huber, Koop, and Onorante 2019 1 1 2.0 0.004 0.406 100%
151 Chang, Chen, and Schorfheide 2021 1 1 2.0 0.004 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.