Citation Analysis

Stochastic Volatility-in-mean VARs with Time-Varying Skewness
Leonardo N. Ferreira, Haroon Mumtaz, Ana Skoblar
https://arxiv.org/abs/2510.08415
41
Citation mentions
28
Cited references
9
Sections
1,841
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 Mumtaz, H. and P. Surico (self) 2018 2 2 4.0 0.049 0.644 100%
2 R.B. Arellano-Valle, H. B. and V. Lachos 2007 3 2 4.5 0.073 0.644 67%
3 Andrieu, C., A. Doucet, and R. Holenstein 2010 3 2 3.0 0.073 0.511 33%
4 Lindsten, F., M. I. Jordan, and T. B. Schon 2014 4 2 3.5 0.098 0.511 25%
5 Amisano, G. and R. Giacomini 2007 2 2 2.5 0.049 0.511 50%
6 Gneiting, T. and R. Ranjan 2011 3 2 3.0 0.073 0.511 33%
7 Botelho, V., C. Foroni, and A. Renzetti 2024 2 1 4.0 0.049 0.511 100%
8 Clark, T. E. 2011 1 1 2.0 0.024 0.406 100%
9 Koopman, S. J. and E. Hol Uspensky 2002 1 1 2.0 0.024 0.406 100%
10 Carriero, A., T. Clark, and M. Marcellino 2018 1 1 2.0 0.024 0.406 100%
11 Karlsson, S., S. Mazur, and H. Nguyen 2023 1 1 2.0 0.024 0.406 100%
12 Montes-Gald\'on, C. and E. Ortega 2022 1 1 2.0 0.024 0.406 100%
13 Renzetti, A. 2023 1 1 2.0 0.024 0.406 100%
14 Iseringhausen, M. 2020 1 1 2.0 0.024 0.406 100%
15 ---\hspace-.1pt---\hspace-.1pt--- 2024 1 1 2.0 0.024 0.406 100%
16 Iseringhausen, M., I. Petrella, and K. Theodoridis 2023 1 1 2.0 0.024 0.406 100%
17 Cogley, T. and T. J. Sargent 2005 1 1 2.0 0.024 0.406 100%
18 Mumtaz, H. (self) 2018 1 1 2.0 0.024 0.406 100%
19 Koop, G., M. H. Pesaran, and S. M. Potter 1996 1 1 2.0 0.024 0.406 100%
20 Clark, T. E. and F. Ravazzolo 2015 1 1 2.0 0.024 0.406 100%
21 Carriero, A., T. E. Clark, M. Marcellino, and E. M... 2024 1 1 2.0 0.024 0.406 100%
22 Giacomini, R. and H. White 2006 1 1 2.0 0.024 0.406 100%
23 Caldara, D., H. Mumtaz, and M. Zhong (self) 2024 1 1 2.0 0.024 0.406 100%
24 Geweke, J. and G. Amisano 2010 2 1 1.0 0.049 0.110 0%
25 Banbura, M., D. Giannone, and L. Reichlin 2010 1 1 0.5 0.024 0.087 0%
26 Mitchell, J. and K. F. Wallis 2011 1 1 0.5 0.024 0.087 0%
27 Alessandri, P. and H. Mumtaz (self) 2017 1 1 0.5 0.024 0.087 0%
28 Gneiting, T. and A. E. Raftery 2007 1 1 0.5 0.024 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.