Citation Analysis – Common Trends and Long-Run Identification \\ in Nonlinear Structural VARs

Common Trends and Long-Run Identification \\ in Nonlinear Structural VARs
James A. Duffy, Sophocles Mavroeidis
https://arxiv.org/abs/2404.05349

Citation mentions

Cited references

Sections

5,803

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	Duffy, J. A., S. Mavroeidis, and S. Wycherley (self)	2023	4	2	7.0	0.074	0.811	100%
2	Kristensen, D. and A. Rahbek	2010	3	2	5.0	0.056	0.737	100%
3	Jungers, R. M.	2009	5	5	5.5	0.093	0.737	40%
4	Blanchard, O. J. and D. Quah	1989	2	2	3.0	0.037	0.644	100%
5	King, R. G., C. I. Plosser, J. H. Stock, and M. W....	1991	2	2	3.0	0.037	0.644	100%
6	Hubrich, K. and T. Terasvirta	2013	2	2	3.0	0.037	0.644	100%
7	Mavroeidis, S. (self)	2021	2	2	3.0	0.037	0.644	100%
8	---\hspace-.1pt---\hspace-.1pt---	1995	2	2	4.0	0.037	0.644	100%
9	Gourieroux, C., J. J. Laffont, and A. Monfort	1980	3	2	3.0	0.056	0.511	33%
10	Matzkin, R. L.	2008	10	3	6.5	0.185	0.464	10%
11	Sims, C. A.	1980	1	1	1.0	0.019	0.406	100%
12	Engle, R. F. and C. W. J. Granger	1987	1	1	1.0	0.019	0.406	100%
13	Johansen, S.	1991	1	1	1.0	0.019	0.406	100%
14	Chan, K. S., ed	2009	1	1	1.0	0.019	0.406	100%
15	Terasvirta, T., D. Tj\ostheim, and C. W. J. Grange...	2010	1	1	1.0	0.019	0.406	100%
16	Aruoba, S. B., M. Mlikota, F. Schorfheide, and S. ...	2022	1	1	1.0	0.019	0.406	100%
17	Escribano, A. and S. Mira	2002	1	1	1.0	0.019	0.406	100%
18	Bec, F. and A. Rahbek	2004	1	1	1.0	0.019	0.406	100%
19	Saikkonen, P.	2005	1	1	1.0	0.019	0.406	100%
20	---\hspace-.1pt---\hspace-.1pt---	2008	1	1	1.0	0.019	0.406	100%
21	---\hspace-.1pt---\hspace-.1pt---	2013	1	1	1.0	0.019	0.406	100%
22	Lanne, M., M. Meitz, and P. Saikkonen	2017	1	1	2.0	0.019	0.406	100%
23	Gourieroux, C., A. Monfort, and J.-P. Renne	2020	1	1	2.0	0.019	0.406	100%
24	Bingham, N. H.	2001	1	1	2.0	0.019	0.406	100%
25	Gao, J. and P. C. B. Phillips	2013	1	1	2.0	0.019	0.406	100%
26	Kilian, L. and H. Lutkepohl	2017	1	1	2.0	0.019	0.406	100%
27	Koop, G., M. H. Pesaran, and S. M. Potter	1996	1	1	2.0	0.019	0.406	100%
28	Horn, R. A. and C. R. Johnson	2013	2	2	1.0	0.037	0.139	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Duffy, J. A., S. Mavroeidis, and S. Wycherley (self)

2023

7.0

0.074

0.811

100%

Kristensen, D. and A. Rahbek

2010

5.0

0.056

0.737

100%

Jungers, R. M.

2009

5.5

0.093

0.737

40%

Blanchard, O. J. and D. Quah

1989

3.0

0.037

0.644

100%

King, R. G., C. I. Plosser, J. H. Stock, and M. W....

1991

3.0

0.037

0.644

100%

Hubrich, K. and T. Terasvirta

2013

3.0

0.037

0.644

100%

Mavroeidis, S. (self)

2021

3.0

0.037

0.644

100%

---\hspace-.1pt---\hspace-.1pt---

1995

4.0

0.037

0.644

100%

Gourieroux, C., J. J. Laffont, and A. Monfort

1980

3.0

0.056

0.511

33%

Matzkin, R. L.

2008

6.5

0.185

0.464

10%

Sims, C. A.

1980

1.0

0.019

0.406

100%

Engle, R. F. and C. W. J. Granger

1987

1.0

0.019

0.406

100%

Johansen, S.

1991

1.0

0.019

0.406

100%

Chan, K. S., ed

2009

1.0

0.019

0.406

100%

Terasvirta, T., D. Tj\ostheim, and C. W. J. Grange...

2010

1.0

0.019

0.406

100%

Aruoba, S. B., M. Mlikota, F. Schorfheide, and S. ...

2022

1.0

0.019

0.406

100%

Escribano, A. and S. Mira

2002

1.0

0.019

0.406

100%

Bec, F. and A. Rahbek

2004

1.0

0.019

0.406

100%

Saikkonen, P.

2005

1.0

0.019

0.406

100%

---\hspace-.1pt---\hspace-.1pt---

2008

1.0

0.019

0.406

100%

---\hspace-.1pt---\hspace-.1pt---

2013

1.0

0.019

0.406

100%

Lanne, M., M. Meitz, and P. Saikkonen

2017

2.0

0.019

0.406

100%

Gourieroux, C., A. Monfort, and J.-P. Renne

2020

2.0

0.019

0.406

100%

Bingham, N. H.

2001

2.0

0.019

0.406

100%

Gao, J. and P. C. B. Phillips

2013

2.0

0.019

0.406

100%

Kilian, L. and H. Lutkepohl

2017

2.0

0.019

0.406

100%

Koop, G., M. H. Pesaran, and S. M. Potter

1996

2.0

0.019

0.406

100%

Horn, R. A. and C. R. Johnson

2013

1.0

0.037

0.139

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.