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Citation Analysis

Quantile Granger Causality in the Presence of Instability
Alexander Mayer, Dominik Wied, Victor Troster
https://arxiv.org/abs/2402.09744
90
Citation mentions
46
Cited references
9
Sections
7,832
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 Rossi, Barbara 2005 9 4 12.0 0.100 1.000 100%
2 Oka, Tatsushi and Qu, Zhongjun 2011 5 3 9.0 0.056 1.000 100%
3 Zhongjun Qu 2008 9 6 12.5 0.100 0.874 67%
4 Ding, Haoyuan and Kim, Hyung-Gun and Park, Sung Y 2016 8 2 15.0 0.089 0.874 100%
5 Roger Koenker and José A. F. Machado 1999 4 3 4.5 0.044 0.843 75%
6 Koenker, Roger 2005 3 3 6.0 0.033 0.843 100%
7 Sowell, Fallaw 1996 3 2 4.0 0.033 0.737 100%
8 Christoph Rothe and Dominik Wied (self) 2013 3 3 3.5 0.033 0.737 67%
9 Victor Troster (self) 2018 2 2 2.0 0.022 0.644 100%
10 Wied, Dominik and Kra (self) 2012 2 2 4.0 0.022 0.644 100%
11 Rossi, Barbara and Wang, Yiru 2019 3 1 3.0 0.033 0.585 100%
12 Chuang, Chia-Chang and Kuan, Chung-Ming and Lin, H... 2009 2 2 1.5 0.022 0.511 50%
13 Rossi, Barbara 2013 2 1 2.0 0.022 0.511 100%
14 Chen, Yu-Chin and Rogoff, Kenneth S and Rossi, Bar... 2010 2 1 2.0 0.022 0.511 100%
15 M. Caporin and M. Costola 2022 2 1 2.0 0.022 0.511 100%
16 Granger, Clive WJ 1969 1 1 1.0 0.011 0.406 100%
17 Lee, Tae-Hwy and Yang, Weiping 2012 1 1 1.0 0.011 0.406 100%
18 Yang, Z and Tu, A and Zeng, Y 2014 1 1 1.0 0.011 0.406 100%
19 Jeong, K and Härdle, W K and Song, S 2012 1 1 1.0 0.011 0.406 100%
20 Taamouti, Abderrahim and Bouezmarni, Taoufik and E... 2014 1 1 1.0 0.011 0.406 100%
21 B. Candelon and S. Tokpavi 2016 1 1 1.0 0.011 0.406 100%
22 Bouezmarni, Taoufik and Doukali, Mohamed and Taamo... 2024 1 1 1.0 0.011 0.406 100%
23 Clark, Todd E and McCracken, Michael W 2006 1 1 1.0 0.011 0.406 100%
24 Stock, James H. and Watson, Mark W. 1996 1 1 1.0 0.011 0.406 100%
25 Stock, James H and Watson, Mark W 1999 1 1 1.0 0.011 0.406 100%
26 Stock, James H. and Watson, Mark 2003 1 1 1.0 0.011 0.406 100%
27 Stock, James H. and Watson, Mark W. 2006 1 1 1.0 0.011 0.406 100%
28 C.F. Baum and S. Hurn and J. Otero 2021, forthcoming 1 1 1.0 0.011 0.406 100%
29 Rossi, Barbara 2006 1 1 1.0 0.011 0.406 100%
30 Giacomini, Raffaella and Rossi, Barbara 2010 1 1 1.0 0.011 0.406 100%
31 Rossi, Barbara 2021 1 1 1.0 0.011 0.406 100%
32 Y. Hoga 2024 1 1 1.0 0.011 0.406 100%
33 Galvao, Antonio F and Montes-Rojas, Gabriel and Pa... 2013 1 1 2.0 0.011 0.406 100%
34 Parzen, Michael and Wei, Lee-Jen and Ying, Zhilian... 1994 1 1 2.0 0.011 0.406 100%
35 Li, Ta-Hsin 2012 1 1 2.0 0.011 0.406 100%
36 J. Breitung and B. Candelon 2006 1 1 2.0 0.011 0.406 100%
37 Bruce E. Hansen 2021 1 1 2.0 0.011 0.406 100%
38 Donald W. K. Andrews and Werner Ploberger 1994 1 1 2.0 0.011 0.406 100%
39 Hansen, Bruce E 1996 1 1 2.0 0.011 0.406 100%
40 Andrews, Donald WK 1993 1 1 2.0 0.011 0.406 100%
41 Powell, J. L. 1991 1 1 2.0 0.011 0.406 100%
42 Galeano, Pedro and Wied, Dominik (self) 2017 1 1 2.0 0.011 0.406 100%
43 Borsch, Marvin and Mayer, Alexander and Wied, Domi... (self) 2024 1 1 2.0 0.011 0.406 100%
44 Koenker, Roger and Portnoy, Stephen and Ng, Pin Ti... 2018 1 1 2.0 0.011 0.406 100%
45 Abadir, Karim M and Magnus, Jan R 2005 1 1 0.5 0.011 0.087 0%
46 Gebka, Bartosz and Wohar, Mark E 2013 1 1 0.5 0.011 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.