Citation Analysis – VAR models with an index structure: A survey with new results

VAR models with an index structure: A survey with new results
Gianluca Cubadda
https://arxiv.org/abs/2412.11278

Citation mentions

Cited references

Sections

4,307

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	Carriero, A., Corsello, F., and Marcellino, M. G	2022	6	3	9.0	0.061	1.000	100%
2	Cubadda, G., Guardabascio, B., and Grassi, S (self)	2025	5	3	7.0	0.051	1.000	100%
3	Cubadda, G. and Guardabascio, B (self)	2019	7	4	12.0	0.071	1.000	100%
4	Reinsel, G	1983	5	3	7.0	0.051	0.928	80%
5	Johansen, S	1995	4	3	7.0	0.040	0.928	100%
6	Cubadda, G., Guardabascio, B., and Hecq, A (self)	2017	5	2	9.0	0.051	0.874	100%
7	Cubadda, G. and Mazzali, M (self)	2024	7	2	12.0	0.071	0.874	100%
8	Carriero, A., Kapetanios, G., and Marcellino, M	2016	4	2	7.0	0.040	0.811	100%
9	Cubadda, G. and Hecq, A (self)	2022a	4	2	7.0	0.040	0.811	100%
10	Stock, J. H. and Watson, M. W	2002a	2	2	3.0	0.020	0.644	100%
11	Stock, J. H. and Watson, M. W	2002b	2	2	3.0	0.020	0.644	100%
12	Cubadda, G. and Hecq, A (self)	2022b	2	2	3.0	0.020	0.644	100%
13	Lippi, M	2019	2	2	4.0	0.020	0.644	100%
14	Centoni, M. and Cubadda, G (self)	2003	2	2	4.0	0.020	0.644	100%
15	Stock, J. and Watson, M	2016	2	2	4.0	0.020	0.644	100%
16	Hautsch, N., Okhrin, O., and Ristig, A	2023	2	2	4.0	0.020	0.644	100%
17	Bai, J	2003	2	1	2.0	0.020	0.511	100%
18	Sims, C. A	1980	1	1	1.0	0.010	0.406	100%
19	Forni, M., Hallin, M., Lippi, M., and Reichlin, L	2000	1	1	1.0	0.010	0.406	100%
20	Forni, M. and Lippi, M	2001	1	1	1.0	0.010	0.406	100%
21	Bai, J. and Ng, S	2002	1	1	1.0	0.010	0.406	100%
22	Forni, M. and Gambetti, L	2014	1	1	1.0	0.010	0.406	100%
23	Forni, M., Hallin, M., Lippi, M., and Reichlin, L	2009	1	1	1.0	0.010	0.406	100%
24	Fern\'andez-Villaverde, J., Rubio-Ram\'irez, J., a...	2016	1	1	1.0	0.010	0.406	100%
25	Ba\'nbura, M., Giannone, D., and Reichlin, L	2010	1	1	1.0	0.010	0.406	100%
26	Koop, G. M	2013	1	1	1.0	0.010	0.406	100%
27	Carriero, A., Clark, T. E., and Marcellino, M	2015	1	1	1.0	0.010	0.406	100%
28	Hsu, N. J., Hung, H. L., and Chang, Y. M	2008	1	1	1.0	0.010	0.406	100%
29	Kock, A. B. and Callot, L	2015	1	1	1.0	0.010	0.406	100%
30	Hecq, A., Margaritella, L., and Smeekes, S	2023	1	1	1.0	0.010	0.406	100%
31	Bai, J. and Ng, S	2006	1	1	1.0	0.010	0.406	100%
32	Engle, R. and Kozicki, S	1993	1	1	1.0	0.010	0.406	100%
33	Vahid, F. and Engle, R	1993	1	1	1.0	0.010	0.406	100%
34	Cubadda, G (self)	2007	1	1	1.0	0.010	0.406	100%
35	Carriero, A., Kapetanios, G., and Marcellino, M	2011	1	1	1.0	0.010	0.406	100%
36	Cubadda, G. and Hecq, A (self)	2011	1	1	1.0	0.010	0.406	100%
37	Bernardini, E. and Cubadda, G (self)	2015	1	1	1.0	0.010	0.406	100%
38	Cubadda, G., Hecq, A., and Palm, F (self)	2009	1	1	2.0	0.010	0.406	100%
39	Corsi, F	2009	1	1	2.0	0.010	0.406	100%
40	Boswijk, H. and Doornik, J	2004	1	1	2.0	0.010	0.406	100%
41	Oberhofer, W. and Kmenta, J	1974	1	1	2.0	0.010	0.406	100%
42	Patton, A. and Sheppard, K	2009	1	1	2.0	0.010	0.406	100%
43	Gonzalo, J. and Pitarakis, J	1999	1	1	2.0	0.010	0.406	100%
44	Cavaliere, G., De Angelis, L., Rahbek, A., and Tay...	2015	1	1	2.0	0.010	0.406	100%
45	Cavaliere, G., De Angelis, L., Rahbek, A., and Tay...	2018	1	1	2.0	0.010	0.406	100%
46	Koop, G. and Korobilis, D	2014	1	1	2.0	0.010	0.406	100%
47	Johansson, K., Ogut, M. G., Pelger, M., Schmelzer,...	2023	1	1	2.0	0.010	0.406	100%
48	Lam, C., Yao, Q., and Bathia, N	2011	1	1	2.0	0.010	0.406	100%
49	Angeletos, G. M., Collard, F., and Dellas, H	2020	1	1	2.0	0.010	0.406	100%
50	Barigozzi, M., Lippi, M., and Luciani, M	2021	1	1	2.0	0.010	0.406	100%
51	Deistler, M. and Wagner, M	2017	1	1	2.0	0.010	0.406	100%
52	Barigozzi, M., Lippi, M., and Luciani, M	2020	1	1	2.0	0.010	0.406	100%
53	Reinsel, G., Velu, R., and Chen, K	2022	1	1	2.0	0.010	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Carriero, A., Corsello, F., and Marcellino, M. G

2022

9.0

0.061

1.000

100%

Cubadda, G., Guardabascio, B., and Grassi, S (self)

2025

7.0

0.051

1.000

100%

Cubadda, G. and Guardabascio, B (self)

2019

12.0

0.071

1.000

100%

Reinsel, G

1983

7.0

0.051

0.928

80%

Johansen, S

1995

7.0

0.040

0.928

100%

Cubadda, G., Guardabascio, B., and Hecq, A (self)

2017

9.0

0.051

0.874

100%

Cubadda, G. and Mazzali, M (self)

2024

12.0

0.071

0.874

100%

Carriero, A., Kapetanios, G., and Marcellino, M

2016

7.0

0.040

0.811

100%

Cubadda, G. and Hecq, A (self)

2022a

7.0

0.040

0.811

100%

Stock, J. H. and Watson, M. W

2002a

3.0

0.020

0.644

100%

Stock, J. H. and Watson, M. W

2002b

3.0

0.020

0.644

100%

Cubadda, G. and Hecq, A (self)

2022b

3.0

0.020

0.644

100%

Lippi, M

2019

4.0

0.020

0.644

100%

Centoni, M. and Cubadda, G (self)

2003

4.0

0.020

0.644

100%

Stock, J. and Watson, M

2016

4.0

0.020

0.644

100%

Hautsch, N., Okhrin, O., and Ristig, A

2023

4.0

0.020

0.644

100%

Bai, J

2003

2.0

0.020

0.511

100%

Sims, C. A

1980

1.0

0.010

0.406

100%

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

2000

1.0

0.010

0.406

100%

Forni, M. and Lippi, M

2001

1.0

0.010

0.406

100%

Bai, J. and Ng, S

2002

1.0

0.010

0.406

100%

Forni, M. and Gambetti, L

2014

1.0

0.010

0.406

100%

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

2009

1.0

0.010

0.406

100%

Fern\'andez-Villaverde, J., Rubio-Ram\'irez, J., a...

2016

1.0

0.010

0.406

100%

Ba\'nbura, M., Giannone, D., and Reichlin, L

2010

1.0

0.010

0.406

100%

Koop, G. M

2013

1.0

0.010

0.406

100%

Carriero, A., Clark, T. E., and Marcellino, M

2015

1.0

0.010

0.406

100%

Hsu, N. J., Hung, H. L., and Chang, Y. M

2008

1.0

0.010

0.406

100%

Kock, A. B. and Callot, L

2015

1.0

0.010

0.406

100%

Hecq, A., Margaritella, L., and Smeekes, S

2023

1.0

0.010

0.406

100%

Bai, J. and Ng, S

2006

1.0

0.010

0.406

100%

Engle, R. and Kozicki, S

1993

1.0

0.010

0.406

100%

Vahid, F. and Engle, R

1993

1.0

0.010

0.406

100%

Cubadda, G (self)

2007

1.0

0.010

0.406

100%

Carriero, A., Kapetanios, G., and Marcellino, M

2011

1.0

0.010

0.406

100%

Cubadda, G. and Hecq, A (self)

2011

1.0

0.010

0.406

100%

Bernardini, E. and Cubadda, G (self)

2015

1.0

0.010

0.406

100%

Cubadda, G., Hecq, A., and Palm, F (self)

2009

2.0

0.010

0.406

100%

Corsi, F

2009

2.0

0.010

0.406

100%

Boswijk, H. and Doornik, J

2004

2.0

0.010

0.406

100%

Oberhofer, W. and Kmenta, J

1974

2.0

0.010

0.406

100%

Patton, A. and Sheppard, K

2009

2.0

0.010

0.406

100%

Gonzalo, J. and Pitarakis, J

1999

2.0

0.010

0.406

100%

Cavaliere, G., De Angelis, L., Rahbek, A., and Tay...

2015

2.0

0.010

0.406

100%

Cavaliere, G., De Angelis, L., Rahbek, A., and Tay...

2018

2.0

0.010

0.406

100%

Koop, G. and Korobilis, D

2014

2.0

0.010

0.406

100%

Johansson, K., Ogut, M. G., Pelger, M., Schmelzer,...

2023

2.0

0.010

0.406

100%

Lam, C., Yao, Q., and Bathia, N

2011

2.0

0.010

0.406

100%

Angeletos, G. M., Collard, F., and Dellas, H

2020

2.0

0.010

0.406

100%

Barigozzi, M., Lippi, M., and Luciani, M

2021

2.0

0.010

0.406

100%

Deistler, M. and Wagner, M

2017

2.0

0.010

0.406

100%

Barigozzi, M., Lippi, M., and Luciani, M

2020

2.0

0.010

0.406

100%

Reinsel, G., Velu, R., and Chen, K

2022

2.0

0.010

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.