Citation Analysis – \Large\bfEconomic Forecasts Using Many Noises

\Large\bfEconomic Forecasts Using Many Noises
Yuan Liao, Xinjie Ma, Andreas Neuhierl, Zhentao Shi
https://arxiv.org/abs/2312.05593

Citation mentions

Cited references

Sections

8,833

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	Hastie, T., A. Montanari, S. Rosset, and R. J. Tib...	2022	7	4	8.0	0.085	1.000	100%
2	Giannone, D., M. Lenza, and G. E. Primiceri	2021	5	5	7.5	0.061	1.000	100%
3	Welch, I. and A. Goyal	2008	6	3	10.0	0.073	0.941	83%
4	Stock, J. and M. Watson	2002	2	2	3.0	0.024	0.644	100%
5	Kelly, B. and S. Pruitt	2013	2	2	3.0	0.024	0.644	100%
6	Belkin, M., D. Hsu, S. Ma, and S. Mandal	2019	2	2	3.0	0.024	0.644	100%
7	Arora, S., N. Cohen, W. Hu, and Y. Luo	2019	2	2	3.0	0.024	0.644	100%
8	Mei, S. and A. Montanari	2019	2	2	3.0	0.024	0.644	100%
9	McCracken, M. W. and S. Ng	2016	3	1	6.0	0.037	0.585	100%
10	Nissim, D. and S. H. Penman	2001	2	1	4.0	0.024	0.511	100%
11	Chen, X., Y. H. Cho, Y. Dou, and B. Lev	2022	2	1	4.0	0.024	0.511	100%
12	Bai, J. and S. Ng	2002	2	1	4.0	0.024	0.511	100%
13	Barro, R. J. and J.-W. Lee	1994	2	1	4.0	0.024	0.511	100%
14	Tibshirani, R	1996	1	1	1.0	0.012	0.406	100%
15	Connor, G. and R. A. Korajczyk	1988	1	1	1.0	0.012	0.406	100%
16	Forni, M., M. Hallin, M. Lippi, and L. Reichlin	2005	1	1	1.0	0.012	0.406	100%
17	Bai, J. and S. Ng	2006	1	1	1.0	0.012	0.406	100%
18	Ng, S	2013	1	1	1.0	0.012	0.406	100%
19	Lee, S. and S. Lee	2023	1	1	1.0	0.012	0.406	100%
20	Chinot, G., M. Loffler, and S. van de Geer	2022	1	1	1.0	0.012	0.406	100%
21	Spiess, J., G. Imbens, and A. Venugopal	2023	1	1	1.0	0.012	0.406	100%
22	Kelly, B. T., S. Malamud, and K. Zhou	2022	1	1	1.0	0.012	0.406	100%
23	Fan, J., Z. T. Ke, Y. Liao, and A. Neuhierl (self)	2022	1	1	1.0	0.012	0.406	100%
24	Didisheim, A., S. B. Ke, B. T. Kelly, and S. Malam...	2023	1	1	1.0	0.012	0.406	100%
25	Giglio, S., D. Xiu, and D. Zhang	2023	1	1	2.0	0.012	0.406	100%
26	Chao, J. C. and N. R. Swanson	2022	1	1	2.0	0.012	0.406	100%
27	Belkin, M., D. Hsu, and J. Xu	2020	1	1	2.0	0.012	0.406	100%
28	Fan, J., Y. Ke, and K. Wang	2020	1	1	2.0	0.012	0.406	100%
29	Hansen, C. and Y. Liao (self)	2018	1	1	2.0	0.012	0.406	100%
30	Chernozhukov, V., C. Hansen, and Y. Liao (self)	2017	1	1	2.0	0.012	0.406	100%
31	Marchenko, V. A. and L. A. Pastur	1967	1	1	2.0	0.012	0.406	100%
32	Bai, Z. and Y. Yin	1993	1	1	2.0	0.012	0.406	100%
33	Bai, J	2003	1	1	0.5	0.012	0.406	100%
34	Fan, J., Y. Liao, and M. Mincheva (self)	2013	1	1	0.5	0.012	0.406	100%
35	He, Y	2023	1	1	2.0	0.012	0.406	100%
36	Ohlson, J. A	1995	1	1	2.0	0.012	0.406	100%
37	Feltham, G. A. and J. A. Ohlson	1995	1	1	2.0	0.012	0.406	100%
38	Penman, S. H	1998	1	1	2.0	0.012	0.406	100%
39	Penman, S. H. and T. Sougiannis	1998	1	1	2.0	0.012	0.406	100%
40	Ball, R. and V. V. Nikolaev	2022	1	1	2.0	0.012	0.406	100%
41	Fairfield, P. M., R. J. Sweeney, and T. L. Yohn	1996	1	1	2.0	0.012	0.406	100%
42	So, E. C	2013	1	1	2.0	0.012	0.406	100%
43	Hirshleifer, D., K. Hou, and S. H. Teoh	2009	1	1	2.0	0.012	0.406	100%
44	Atanasov, V., S. V. M\oller, and R. Priestley	2020	1	1	2.0	0.012	0.406	100%
45	Bekaert, G. and M. Hoerova	2014	1	1	2.0	0.012	0.406	100%
46	Chava, S., M. Gallmeyer, and H. Park	2015	1	1	2.0	0.012	0.406	100%
47	Chen, Y., G. W. Eaton, and B. S. Paye	2018	1	1	2.0	0.012	0.406	100%
48	Colacito, R., E. Ghysels, J. Meng, and W. Siwasari...	2016	1	1	2.0	0.012	0.406	100%
49	Huang, D., F. Jiang, J. Tu, and G. Zhou	2015	1	1	2.0	0.012	0.406	100%
50	Jondeau, E., Q. Zhang, and X. Zhu	2019	1	1	2.0	0.012	0.406	100%
51	Jones, C. S. and S. Tuzel	2013	1	1	2.0	0.012	0.406	100%
52	Martin, I	2017	1	1	2.0	0.012	0.406	100%
53	M\oller, S. V. and J. Rangvid	2015	1	1	2.0	0.012	0.406	100%
54	Rapach, D. E., M. C. Ringgenberg, and G. Zhou	2016	1	1	2.0	0.012	0.406	100%
55	Goyal, A., I. Welch, and A. Zafirov	2023	1	1	2.0	0.012	0.406	100%
56	Gu, S., B. Kelly, and D. Xiu	2020	1	1	2.0	0.012	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Hastie, T., A. Montanari, S. Rosset, and R. J. Tib...

2022

8.0

0.085

1.000

100%

Giannone, D., M. Lenza, and G. E. Primiceri

2021

7.5

0.061

1.000

100%

Welch, I. and A. Goyal

2008

10.0

0.073

0.941

83%

Stock, J. and M. Watson

2002

3.0

0.024

0.644

100%

Kelly, B. and S. Pruitt

2013

3.0

0.024

0.644

100%

Belkin, M., D. Hsu, S. Ma, and S. Mandal

2019

3.0

0.024

0.644

100%

Arora, S., N. Cohen, W. Hu, and Y. Luo

2019

3.0

0.024

0.644

100%

Mei, S. and A. Montanari

2019

3.0

0.024

0.644

100%

McCracken, M. W. and S. Ng

2016

6.0

0.037

0.585

100%

Nissim, D. and S. H. Penman

2001

4.0

0.024

0.511

100%

Chen, X., Y. H. Cho, Y. Dou, and B. Lev

2022

4.0

0.024

0.511

100%

Bai, J. and S. Ng

2002

4.0

0.024

0.511

100%

Barro, R. J. and J.-W. Lee

1994

4.0

0.024

0.511

100%

Tibshirani, R

1996

1.0

0.012

0.406

100%

Connor, G. and R. A. Korajczyk

1988

1.0

0.012

0.406

100%

Forni, M., M. Hallin, M. Lippi, and L. Reichlin

2005

1.0

0.012

0.406

100%

Bai, J. and S. Ng

2006

1.0

0.012

0.406

100%

Ng, S

2013

1.0

0.012

0.406

100%

Lee, S. and S. Lee

2023

1.0

0.012

0.406

100%

Chinot, G., M. Loffler, and S. van de Geer

2022

1.0

0.012

0.406

100%

Spiess, J., G. Imbens, and A. Venugopal

2023

1.0

0.012

0.406

100%

Kelly, B. T., S. Malamud, and K. Zhou

2022

1.0

0.012

0.406

100%

Fan, J., Z. T. Ke, Y. Liao, and A. Neuhierl (self)

2022

1.0

0.012

0.406

100%

Didisheim, A., S. B. Ke, B. T. Kelly, and S. Malam...

2023

1.0

0.012

0.406

100%

Giglio, S., D. Xiu, and D. Zhang

2023

2.0

0.012

0.406

100%

Chao, J. C. and N. R. Swanson

2022

2.0

0.012

0.406

100%

Belkin, M., D. Hsu, and J. Xu

2020

2.0

0.012

0.406

100%

Fan, J., Y. Ke, and K. Wang

2020

2.0

0.012

0.406

100%

Hansen, C. and Y. Liao (self)

2018

2.0

0.012

0.406

100%

Chernozhukov, V., C. Hansen, and Y. Liao (self)

2017

2.0

0.012

0.406

100%

Marchenko, V. A. and L. A. Pastur

1967

2.0

0.012

0.406

100%

Bai, Z. and Y. Yin

1993

2.0

0.012

0.406

100%

Bai, J

2003

0.5

0.012

0.406

100%

Fan, J., Y. Liao, and M. Mincheva (self)

2013

0.5

0.012

0.406

100%

He, Y

2023

2.0

0.012

0.406

100%

Ohlson, J. A

1995

2.0

0.012

0.406

100%

Feltham, G. A. and J. A. Ohlson

1995

2.0

0.012

0.406

100%

Penman, S. H

1998

2.0

0.012

0.406

100%

Penman, S. H. and T. Sougiannis

1998

2.0

0.012

0.406

100%

Ball, R. and V. V. Nikolaev

2022

2.0

0.012

0.406

100%

Fairfield, P. M., R. J. Sweeney, and T. L. Yohn

1996

2.0

0.012

0.406

100%

So, E. C

2013

2.0

0.012

0.406

100%

Hirshleifer, D., K. Hou, and S. H. Teoh

2009

2.0

0.012

0.406

100%

Atanasov, V., S. V. M\oller, and R. Priestley

2020

2.0

0.012

0.406

100%

Bekaert, G. and M. Hoerova

2014

2.0

0.012

0.406

100%

Chava, S., M. Gallmeyer, and H. Park

2015

2.0

0.012

0.406

100%

Chen, Y., G. W. Eaton, and B. S. Paye

2018

2.0

0.012

0.406

100%

Colacito, R., E. Ghysels, J. Meng, and W. Siwasari...

2016

2.0

0.012

0.406

100%

Huang, D., F. Jiang, J. Tu, and G. Zhou

2015

2.0

0.012

0.406

100%

Jondeau, E., Q. Zhang, and X. Zhu

2019

2.0

0.012

0.406

100%

Jones, C. S. and S. Tuzel

2013

2.0

0.012

0.406

100%

Martin, I

2017

2.0

0.012

0.406

100%

M\oller, S. V. and J. Rangvid

2015

2.0

0.012

0.406

100%

Rapach, D. E., M. C. Ringgenberg, and G. Zhou

2016

2.0

0.012

0.406

100%

Goyal, A., I. Welch, and A. Zafirov

2023

2.0

0.012

0.406

100%

Gu, S., B. Kelly, and D. Xiu

2020

2.0

0.012

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.