Citation Analysis – % Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials

% Nonlinear Forecast Error Variance Decompositions with Hermite Polynomials
Quinlan Lee
https://arxiv.org/abs/2503.11416

Citation mentions

Cited references

Sections

9,946

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	Isakin, Maksim and Ngo, Phuong V	2020	4	3	7.0	0.080	0.928	100%
2	Ferraresi, Tommaso and Roventini, Andrea and Fagio...	2015	4	4	7.0	0.080	0.928	100%
3	Kilian, Lutz and Lu	2017	4	4	5.5	0.080	0.843	75%
4	Lanne, Markku and Nyberg, Henri	2016	4	4	4.0	0.080	0.737	50%
5	Koop, Gary and Pesaran, M Hashem and Potter, Simon...	1996	3	3	3.5	0.060	0.737	67%
6	Gourie	2017	3	3	4.5	0.060	0.737	67%
7	Rahman, Sharif	2017	2	2	4.0	0.040	0.644	100%
8	Gourie	2024	2	2	2.5	0.040	0.511	50%
9	Gourieroux, Christian and Jasiak, Joann	2005	2	2	2.5	0.040	0.511	50%
10	Gourieroux, Christian and Jasiak, Joann	2023	2	2	2.5	0.040	0.511	50%
11	Sims, Christopher	1980	1	1	2.0	0.020	0.406	100%
12	Ramey, Valerie A	2016	1	1	2.0	0.020	0.406	100%
13	Hamilton, James	1994	1	1	2.0	0.020	0.406	100%
14	Rosenblatt, Murray	1952	1	1	2.0	0.020	0.406	100%
15	Hubrich, Kirstin and Tera	2013	1	1	2.0	0.020	0.406	100%
16	Galvao, Ana Beatriz and Marcellino, Massimiliano	2014	1	1	2.0	0.020	0.406	100%
17	Primiceri, Giorgio E	2005	1	1	2.0	0.020	0.406	100%
18	Nakajima, Jouchi	2011	1	1	2.0	0.020	0.406	100%
19	Ha	1998	1	1	2.0	0.020	0.406	100%
20	Jeliazkov, Ivan	2013	1	1	2.0	0.020	0.406	100%
21	Lewbel, Arthur	2019	1	1	2.0	0.020	0.406	100%
22	Ling, Shiqing	2007	1	1	2.0	0.020	0.406	100%
23	Abramowitz, Milton and Stegun, Irene A	1948	1	1	2.0	0.020	0.406	100%
24	Priestley, MB	1978	1	1	2.0	0.020	0.406	100%
25	Jorda	2005	1	1	2.0	0.020	0.406	100%
26	Tong, Howell	1983	1	1	2.0	0.020	0.406	100%
27	Gon\cc	2024	1	1	0.5	0.020	0.087	0%
28	Rambachan, Ashesh and Shephard, Neil	2021	1	1	0.5	0.020	0.087	0%
29	Potter, Simon M	2000	1	1	0.5	0.020	0.087	0%
30	Pesaran, M Hashem	2015	1	1	0.5	0.020	0.087	0%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Isakin, Maksim and Ngo, Phuong V

2020

7.0

0.080

0.928

100%

Ferraresi, Tommaso and Roventini, Andrea and Fagio...

2015

7.0

0.080

0.928

100%

Kilian, Lutz and Lu

2017

5.5

0.080

0.843

75%

Lanne, Markku and Nyberg, Henri

2016

4.0

0.080

0.737

50%

Koop, Gary and Pesaran, M Hashem and Potter, Simon...

1996

3.5

0.060

0.737

67%

Gourie

2017

4.5

0.060

0.737

67%

Rahman, Sharif

2017

4.0

0.040

0.644

100%

Gourie

2024

2.5

0.040

0.511

50%

Gourieroux, Christian and Jasiak, Joann

2005

2.5

0.040

0.511

50%

Gourieroux, Christian and Jasiak, Joann

2023

2.5

0.040

0.511

50%

Sims, Christopher

1980

2.0

0.020

0.406

100%

Ramey, Valerie A

2016

2.0

0.020

0.406

100%

Hamilton, James

1994

2.0

0.020

0.406

100%

Rosenblatt, Murray

1952

2.0

0.020

0.406

100%

Hubrich, Kirstin and Tera

2013

2.0

0.020

0.406

100%

Galvao, Ana Beatriz and Marcellino, Massimiliano

2014

2.0

0.020

0.406

100%

Primiceri, Giorgio E

2005

2.0

0.020

0.406

100%

Nakajima, Jouchi

2011

2.0

0.020

0.406

100%

1998

2.0

0.020

0.406

100%

Jeliazkov, Ivan

2013

2.0

0.020

0.406

100%

Lewbel, Arthur

2019

2.0

0.020

0.406

100%

Ling, Shiqing

2007

2.0

0.020

0.406

100%

Abramowitz, Milton and Stegun, Irene A

1948

2.0

0.020

0.406

100%

Priestley, MB

1978

2.0

0.020

0.406

100%

Jorda

2005

2.0

0.020

0.406

100%

Tong, Howell

1983

2.0

0.020

0.406

100%

Gon\cc

2024

0.5

0.020

0.087

Rambachan, Ashesh and Shephard, Neil

2021

0.5

0.020

0.087

Potter, Simon M

2000

0.5

0.020

0.087

Pesaran, M Hashem

2015

0.5

0.020

0.087

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.