Citation Analysis – Macroeconomic Forecasting and Machine Learning

Macroeconomic Forecasting and Machine Learning
Ta-Chung Chi, Ting-Han Fan, Raffaele M. Ghigliazza, Domenico Giannone, Zixuan, Wang
https://arxiv.org/abs/2510.11008

133

Citation mentions

Cited references

Sections

8,313

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	Giannone, D., M. Lenza, and G. E. Primiceri (self)	2021	8	5	9.0	0.060	1.000	100%
2	De Mol, C., D. Giannone, and L. Reichlin (self)	2008	6	4	9.0	0.045	1.000	100%
3	Banbura, M., D. Giannone, and L. Reichlin (self)		5	5	7.5	0.038	1.000	100%
4	Giannone, D., M. Lenza, and G. E. Primiceri (self)	2015	5	4	6.0	0.038	1.000	100%
5	De Mol, C. D., E. Gautier, D. Giannone, S. Mullain... (self)	2017	4	3	4.0	0.030	0.928	100%
6	Carriero, A., D. Pettenuzzo, and S. Shekhar	2024	3	3	4.5	0.023	0.843	100%
7	Adrian, T., N. Boyarchenko, and D. Giannone (self)	2019	3	3	3.5	0.023	0.843	100%
8	Giacomini, R. and I. Komunjer	2005	4	2	3.5	0.030	0.811	100%
9	Komunjer, I	2013	3	2	3.0	0.023	0.737	100%
10	Stock, J. H. and M. W. Watson	2002a	2	2	2.5	0.015	0.644	100%
11	Forni, M., M. Hallin, M. Lippi, and L. Reichlin	2005	2	2	2.5	0.015	0.644	100%
12	D’Agostino, A. and D. Giannone (self)	2012	2	2	2.5	0.015	0.644	100%
13	Koop, G. M		2	2	1.5	0.015	0.644	100%
14	Kiley, M. T	2022	2	2	2.5	0.015	0.644	100%
15	Boyarchenko, N., R. Crump, L. Elias, and I. L. Gaf...	2023	2	2	2.5	0.015	0.644	100%
16	Foresi, S. and F. Peracchi	1995	2	2	2.5	0.015	0.644	100%
17	White	1988	2	1	1.0	0.015	0.511	100%
18	Diebold, F. X. and J. A. Nason		2	1	1.0	0.015	0.511	100%
19	Lenza, M., I. Moutachaker, and J. Paredes	2023	2	1	1.0	0.015	0.511	100%
20	Amisano, G. and R. Giacomini	2007	2	1	1.0	0.015	0.511	100%
21	Rossi, B. and T. Sekhposyan	2019	2	1	1.0	0.015	0.511	100%
22	Reichlin, L	2003	1	1	1.0	0.008	0.406	100%
23	Watson, M. W	2003	1	1	1.0	0.008	0.406	100%
24	Diebold, F. X	2003	1	1	1.0	0.008	0.406	100%
25	Diebold, F. X	2021	1	1	1.0	0.008	0.406	100%
26	Stock, J. H. and M. W. Watson	2002b	1	1	0.5	0.008	0.406	100%
27	Forni, M., M. Hallin, M. Lippi, and L. Reichlin	2000	1	1	0.5	0.008	0.406	100%
28	West, M	2003	1	1	0.5	0.008	0.406	100%
29	Stock, J. H. and M. W. Watson	2006	1	1	0.5	0.008	0.406	100%
30	Stock, J. H. and M. W. Watson	2016	1	1	0.5	0.008	0.406	100%
31	Doz, C. and P. Fuleky	2020	1	1	0.5	0.008	0.406	100%
32	Bianchi, F., S. C. Ludvigson, and S. Ma	2022	1	1	0.5	0.008	0.406	100%
33	Santosa, F. and W. W. Symes	1986	1	1	0.5	0.008	0.406	100%
34	Daubechies, I., M. Defrise, and C. D. Mol	2004	1	1	0.5	0.008	0.406	100%
35	Tibshirani, R	1996	1	1	0.5	0.008	0.406	100%
36	Bickel, P. J., Y. Ritov, and A. B. Tsybakov	2009	1	1	0.5	0.008	0.406	100%
37	Hastie, T., R. Tibshirani, and M. Wainwright	2015	1	1	0.5	0.008	0.406	100%
38	Brodie, J., I. Daubechies, C. D. Mol, D. Giannone,... (self)	2009	1	1	0.5	0.008	0.406	100%
39	Belloni, A., V. Chernozhukov, and C. Hansen	2013	1	1	0.5	0.008	0.406	100%
40	White, H	1989	1	1	0.5	0.008	0.406	100%
41	Swanson, N. R. and H. White	1997	1	1	0.5	0.008	0.406	100%
42	Haefke, C., M. Natter, T. Soni, and H. Otruba	1997	1	1	0.5	0.008	0.406	100%
43	White, H	2006	1	1	0.5	0.008	0.406	100%
44	Heravi, S., D. R. Osborn, and C. Birchenhall	2004	1	1	0.5	0.008	0.406	100%
45	Clark, T. E., F. Huber, G. Koop, M. Marcellino, an...	2023	1	1	0.5	0.008	0.406	100%
46	Hauzenberger, N., F. Huber, K. Klieber, and M. Mar...	2025	1	1	0.5	0.008	0.406	100%
47	Diebold, F. X. and R. S. Mariano	1995	1	1	0.5	0.008	0.406	100%
48	West, K. D	1996	1	1	0.5	0.008	0.406	100%
49	White, H	2000	1	1	0.5	0.008	0.406	100%
50	Clark, T. E. and M. W. McCracken	2001	1	1	0.5	0.008	0.406	100%
51	Giacomini, R. and H. White	2006	1	1	0.5	0.008	0.406	100%
52	Clark, T. E. and K. D. West	2007	1	1	0.5	0.008	0.406	100%
53	Clark, T. and M. McCracken	2013	1	1	0.5	0.008	0.406	100%
54	Giacomini, R. and B. Rossi	2013	1	1	0.5	0.008	0.406	100%
55	Stock, J. H. and M. W. Watson	1996	1	1	0.5	0.008	0.406	100%
56	Stock, J. H. and M. W. Watson	1999	1	1	0.5	0.008	0.406	100%
57	Figueres, J. M. and M. Jaroci\'nski	2020	1	1	0.5	0.008	0.406	100%
58	Adams, P. A., T. Adrian, N. Boyarchenko, and D. Gi... (self)	2021	1	1	0.5	0.008	0.406	100%
59	Amburgey, A. J. and M. W. McCracken	2023	1	1	0.5	0.008	0.406	100%
60	Chernis, T., P. J. Coe, and S. P. Vahey	2023	1	1	0.5	0.008	0.406	100%
61	López-Salido, D. and F. Loria	2024	1	1	0.5	0.008	0.406	100%
62	Hengge, M	2019	1	1	0.5	0.008	0.406	100%
63	International Monetary Fund	2024	1	1	0.5	0.008	0.406	100%
64	Furceri, D., D. Giannone, F. Kisat, and W. R. Lam (self)	2024	1	1	0.5	0.008	0.406	100%
65	Crump, R. K., M. Everaert, D. Giannone, and C. S. ... (self)	2024	1	1	0.5	0.008	0.406	100%
66	Diebold, F. X., J. Hahn, and A. S. Tay		1	1	0.5	0.008	0.406	100%
67	Jore, A. S., J. Mitchell, and S. P. Vahey		1	1	0.5	0.008	0.406	100%
68	Conflitti, C., C. De Mol, and D. Giannone (self)		1	1	0.5	0.008	0.406	100%
69	Giannone, D., L. Reichlin, and D. Small (self)	2008	1	1	0.5	0.008	0.406	100%
70	Banbura, M., D. Giannone, M. Modugno, and L. Reich... (self)	2013	1	1	0.5	0.008	0.406	100%
71	Luciani, M	2017	1	1	0.5	0.008	0.406	100%
72	Cascaldi-Garcia, D., M. Luciani, and M. Modugno		1	1	0.5	0.008	0.406	100%
73	Christoffersen, P. F. and F. X. Diebold	1997	1	1	2.0	0.008	0.406	100%
74	Rumelhart, D. E., G. E. Hinton, and R. J. Williams	1986	1	1	2.0	0.008	0.406	100%
75	Hinton, G. E., S. Osindero, and Y.-W. Teh	2006	1	1	2.0	0.008	0.406	100%
76	Hornik, K., M. Stinchcombe, and H. White	1989	1	1	2.0	0.008	0.406	100%
77	Tikhonov, A. N	1963	1	1	2.0	0.008	0.406	100%
78	Hoerl, A. E. and R. W. Kennard	1970	1	1	2.0	0.008	0.406	100%
79	De Mol, C., D. Giannone, and L. Reichlin (self)	2024	1	1	2.0	0.008	0.406	100%
80			1	1	2.0	0.008	0.406	100%
81			1	1	2.0	0.008	0.406	100%
82			1	1	2.0	0.008	0.406	100%
83	Coulombe, P. G., M. Leroux, D. Stevanovic, and S. ...	2022	1	1	2.0	0.008	0.406	100%
84	McCracken, M. W. and S. Ng	2016	1	1	2.0	0.008	0.406	100%
85	Berezniuk, O., A. Figalli, R. Ghigliazza, and K. M... (self)	2020	1	1	2.0	0.008	0.406	100%
86	Doz, C., D. Giannone, and L. Reichlin (self)	2012	1	1	2.0	0.008	0.406	100%
87	Banbura, M., D. Giannone, and M. Lenza (self)	2015	1	1	2.0	0.008	0.406	100%
88	Clark, T. E	2011	1	1	1.0	0.008	0.406	100%
89	Chan, J. C. C		1	1	1.0	0.008	0.406	100%

Reference

Year

Mentions

Breadth

Sec. Wtd

Composite

Main %

Giannone, D., M. Lenza, and G. E. Primiceri (self)

2021

9.0

0.060

1.000

100%

De Mol, C., D. Giannone, and L. Reichlin (self)

2008

9.0

0.045

1.000

100%

Banbura, M., D. Giannone, and L. Reichlin (self)

7.5

0.038

1.000

100%

Giannone, D., M. Lenza, and G. E. Primiceri (self)

2015

6.0

0.038

1.000

100%

De Mol, C. D., E. Gautier, D. Giannone, S. Mullain... (self)

2017

4.0

0.030

0.928

100%

Carriero, A., D. Pettenuzzo, and S. Shekhar

2024

4.5

0.023

0.843

100%

Adrian, T., N. Boyarchenko, and D. Giannone (self)

2019

3.5

0.023

0.843

100%

Giacomini, R. and I. Komunjer

2005

3.5

0.030

0.811

100%

Komunjer, I

2013

3.0

0.023

0.737

100%

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

2002a

2.5

0.015

0.644

100%

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

2005

2.5

0.015

0.644

100%

D’Agostino, A. and D. Giannone (self)

2012

2.5

0.015

0.644

100%

Koop, G. M

1.5

0.015

0.644

100%

Kiley, M. T

2022

2.5

0.015

0.644

100%

Boyarchenko, N., R. Crump, L. Elias, and I. L. Gaf...

2023

2.5

0.015

0.644

100%

Foresi, S. and F. Peracchi

1995

2.5

0.015

0.644

100%

White

1988

1.0

0.015

0.511

100%

Diebold, F. X. and J. A. Nason

1.0

0.015

0.511

100%

Lenza, M., I. Moutachaker, and J. Paredes

2023

1.0

0.015

0.511

100%

Amisano, G. and R. Giacomini

2007

1.0

0.015

0.511

100%

Rossi, B. and T. Sekhposyan

2019

1.0

0.015

0.511

100%

Reichlin, L

2003

1.0

0.008

0.406

100%

Watson, M. W

2003

1.0

0.008

0.406

100%

Diebold, F. X

2003

1.0

0.008

0.406

100%

Diebold, F. X

2021

1.0

0.008

0.406

100%

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

2002b

0.5

0.008

0.406

100%

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

2000

0.5

0.008

0.406

100%

West, M

2003

0.5

0.008

0.406

100%

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

2006

0.5

0.008

0.406

100%

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

2016

0.5

0.008

0.406

100%

Doz, C. and P. Fuleky

2020

0.5

0.008

0.406

100%

Bianchi, F., S. C. Ludvigson, and S. Ma

2022

0.5

0.008

0.406

100%

Santosa, F. and W. W. Symes

1986

0.5

0.008

0.406

100%

Daubechies, I., M. Defrise, and C. D. Mol

2004

0.5

0.008

0.406

100%

Tibshirani, R

1996

0.5

0.008

0.406

100%

Bickel, P. J., Y. Ritov, and A. B. Tsybakov

2009

0.5

0.008

0.406

100%

Hastie, T., R. Tibshirani, and M. Wainwright

2015

0.5

0.008

0.406

100%

Brodie, J., I. Daubechies, C. D. Mol, D. Giannone,... (self)

2009

0.5

0.008

0.406

100%

Belloni, A., V. Chernozhukov, and C. Hansen

2013

0.5

0.008

0.406

100%

White, H

1989

0.5

0.008

0.406

100%

Swanson, N. R. and H. White

1997

0.5

0.008

0.406

100%

Haefke, C., M. Natter, T. Soni, and H. Otruba

1997

0.5

0.008

0.406

100%

White, H

2006

0.5

0.008

0.406

100%

Heravi, S., D. R. Osborn, and C. Birchenhall

2004

0.5

0.008

0.406

100%

Clark, T. E., F. Huber, G. Koop, M. Marcellino, an...

2023

0.5

0.008

0.406

100%

Hauzenberger, N., F. Huber, K. Klieber, and M. Mar...

2025

0.5

0.008

0.406

100%

Diebold, F. X. and R. S. Mariano

1995

0.5

0.008

0.406

100%

West, K. D

1996

0.5

0.008

0.406

100%

White, H

2000

0.5

0.008

0.406

100%

Clark, T. E. and M. W. McCracken

2001

0.5

0.008

0.406

100%

Giacomini, R. and H. White

2006

0.5

0.008

0.406

100%

Clark, T. E. and K. D. West

2007

0.5

0.008

0.406

100%

Clark, T. and M. McCracken

2013

0.5

0.008

0.406

100%

Giacomini, R. and B. Rossi

2013

0.5

0.008

0.406

100%

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

1996

0.5

0.008

0.406

100%

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

1999

0.5

0.008

0.406

100%

Figueres, J. M. and M. Jaroci\'nski

2020

0.5

0.008

0.406

100%

Adams, P. A., T. Adrian, N. Boyarchenko, and D. Gi... (self)

2021

0.5

0.008

0.406

100%

Amburgey, A. J. and M. W. McCracken

2023

0.5

0.008

0.406

100%

Chernis, T., P. J. Coe, and S. P. Vahey

2023

0.5

0.008

0.406

100%

López-Salido, D. and F. Loria

2024

0.5

0.008

0.406

100%

Hengge, M

2019

0.5

0.008

0.406

100%

International Monetary Fund

2024

0.5

0.008

0.406

100%

Furceri, D., D. Giannone, F. Kisat, and W. R. Lam (self)

2024

0.5

0.008

0.406

100%

Crump, R. K., M. Everaert, D. Giannone, and C. S. ... (self)

2024

0.5

0.008

0.406

100%

Diebold, F. X., J. Hahn, and A. S. Tay

0.5

0.008

0.406

100%

Jore, A. S., J. Mitchell, and S. P. Vahey

0.5

0.008

0.406

100%

Conflitti, C., C. De Mol, and D. Giannone (self)

0.5

0.008

0.406

100%

Giannone, D., L. Reichlin, and D. Small (self)

2008

0.5

0.008

0.406

100%

Banbura, M., D. Giannone, M. Modugno, and L. Reich... (self)

2013

0.5

0.008

0.406

100%

Luciani, M

2017

0.5

0.008

0.406

100%

Cascaldi-Garcia, D., M. Luciani, and M. Modugno

0.5

0.008

0.406

100%

Christoffersen, P. F. and F. X. Diebold

1997

2.0

0.008

0.406

100%

Rumelhart, D. E., G. E. Hinton, and R. J. Williams

1986

2.0

0.008

0.406

100%

Hinton, G. E., S. Osindero, and Y.-W. Teh

2006

2.0

0.008

0.406

100%

Hornik, K., M. Stinchcombe, and H. White

1989

2.0

0.008

0.406

100%

Tikhonov, A. N

1963

2.0

0.008

0.406

100%

Hoerl, A. E. and R. W. Kennard

1970

2.0

0.008

0.406

100%

De Mol, C., D. Giannone, and L. Reichlin (self)

2024

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

2.0

0.008

0.406

100%

Coulombe, P. G., M. Leroux, D. Stevanovic, and S. ...

2022

2.0

0.008

0.406

100%

McCracken, M. W. and S. Ng

2016

2.0

0.008

0.406

100%

Berezniuk, O., A. Figalli, R. Ghigliazza, and K. M... (self)

2020

2.0

0.008

0.406

100%

Doz, C., D. Giannone, and L. Reichlin (self)

2012

2.0

0.008

0.406

100%

Banbura, M., D. Giannone, and M. Lenza (self)

2015

2.0

0.008

0.406

100%

Clark, T. E

2011

1.0

0.008

0.406

100%

Chan, J. C. C

1.0

0.008

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.