Eric Eisenstat : Citation Profile


Are you Eric Eisenstat?

University of Queensland

6

H index

5

i10 index

172

Citations

RESEARCH PRODUCTION:

10

Articles

21

Papers

RESEARCH ACTIVITY:

   8 years (2010 - 2018). See details.
   Cites by year: 21
   Journals where Eric Eisenstat has often published
   Relations with other researchers
   Recent citing documents: 30.    Total self citations: 12 (6.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei47
   Updated: 2021-02-20    RAS profile: 2019-10-03    
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Relations with other researchers


Works with:

Chan, Joshua (12)

Strachan, Rodney (5)

Koop, Gary (4)

Authors registered in RePEc who have co-authored more than one work in the last five years with Eric Eisenstat.

Is cited by:

Chan, Joshua (24)

Ricco, Giovanni (16)

Miranda-Agrippino, Silvia (15)

Koop, Gary (13)

Grant, Angelia (11)

Huber, Florian (10)

Korobilis, Dimitris (10)

Karlsson, Sune (9)

Österholm, Pär (9)

Poon, Aubrey (8)

Feldkircher, Martin (8)

Cites to:

Koop, Gary (34)

Chan, Joshua (34)

Korobilis, Dimitris (19)

Strachan, Rodney (14)

Giannone, Domenico (9)

Leon-Gonzalez, Roberto (8)

Grant, Angelia (8)

Clark, Todd (6)

Schorfheide, Frank (6)

Sims, Christopher (5)

Shephard, Neil (5)

Main data


Where Eric Eisenstat has published?


Journals with more than one article published# docs
Journal of Applied Econometrics3
Econometric Reviews2
Annals of Spiru Haret University, Economic Series2

Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis5
Working Paper Series / Economics Discipline Group, UTS Business School, University of Technology, Sydney3

Recent works citing Eric Eisenstat (2021 and 2020)


YearTitle of citing document
2020Does strategic commodities price respond to U.S. Partisan Conflict? Evidence from a parametric test of Granger causality in quantiles. (2018). Jiang, Yong. In: Papers. RePEc:arx:papers:1810.08396.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2020The Macroeconomy as a Random Forest. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2006.12724.

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2020Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2020The international dimension of a fragile EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Livio, Stracca ; Sole, Pagliari Maria ; Demosthenes, Ioannou. In: Working papers. RePEc:bfr:banfra:795.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020The international dimension of an incomplete EMU. (2020). Stracca, Livio ; Pagliari, Maria Sole ; Ioannou, Demosthenes . In: Working Paper Series. RePEc:ecb:ecbwps:20202459.

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2020Identifying noise shocks. (2020). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric ; Benati, Luca. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s0165188919301770.

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2020Sequential Bayesian inference for vector autoregressions with stochastic volatility. (2020). Zito, John ; Bognanni, Mark. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:113:y:2020:i:c:s016518892030021x.

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2020Is the slope of the Phillips curve time-varying? Evidence from unobserved components models. (2020). Fu, Bowen. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:320-340.

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2020The relation between the corporate bond-yield spread and the real economy: Stable or time-varying?. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519304458.

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2020A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827.

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2020Deviance information criterion for latent variable models and misspecified models. (2020). Yu, Jun ; Zeng, Tao ; Li, Yong. In: Journal of Econometrics. RePEc:eee:econom:v:216:y:2020:i:2:p:450-493.

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2020Relevant parameter changes in structural break models. (2020). Dufays, Arnaud. In: Journal of Econometrics. RePEc:eee:econom:v:217:y:2020:i:1:p:46-78.

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2020Reducing the state space dimension in a large TVP-VAR. (2020). Strachan, Rodney ; Eisenstat, Eric. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:1:p:105-118.

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2020How do oil price shocks affect the output volatility of the U.S. energy mining industry? The roles of structural oil price shocks. (2020). Xiao, Helu ; Lin, Ling ; Liu, Qing ; Zhou, Zhongbao ; Jiang, Yong. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300761.

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2020Managing the risks of energy efficiency insurances in a portfolio context: An actuarial diversification approach. (2020). Wiethe, Christian ; Trankler, Timm ; Toppel, Jannick ; Baltuttis, Dennik. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521918305131.

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2020Does the price of strategic commodities respond to U.S. partisan conflict?. (2020). Sharp, Basil ; Liu, Jiang-Long ; Ma, Chao-Qun ; Ren, Yi-Shuai ; Jiang, Yong. In: Resources Policy. RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307299.

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2020Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models. (2020). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia ; Cadonna, Annalisa. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:20-:d:360596.

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2020On an integer-valued stochastic intensity model for time series of counts. (2020). Dimitrakopoulos, Stefanos ; Aknouche, Abdelhakim. In: MPRA Paper. RePEc:pra:mprapa:105406.

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2020Time-Varying Spillover of US Trade War on the Growth of Emerging Economies. (2020). GUPTA, RANGAN ; Ramabulana, Khuliso ; Gabauer, David ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202002.

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2020Machine Learning Predictions of Housing Market Synchronization across US States: The Role of Uncertainty. (2020). Salisu, Afees ; GUPTA, RANGAN ; Pierdzioch, Christian ; Marfatia, Hardik A. In: Working Papers. RePEc:pre:wpaper:202077.

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2020A note on the stability of the Swedish Phillips curve. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01746-w.

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2020Regional output growth in the United Kingdom: More timely and higher frequency estimates from 1970. (2020). Poon, Aubrey ; Mitchell, James ; Koop, Gary ; McIntyre, Stuart. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:2:p:176-197.

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2020Exchange rate predictability and dynamic Bayesian learning. (2020). Koop, Gary ; Korobilis, Dimitris ; Beckmann, Joscha ; Schussler, Rainer Alexander. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:410-421.

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2020Sparse Bayesian vector autoregressions in huge dimensions. (2020). Kastner, Gregor ; Huber, Florian. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:7:p:1142-1165.

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2020The Global Transmission of U.S. Monetary Policy. (2020). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1257.

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Works by Eric Eisenstat:


YearTitleTypeCited
2013Gibbs Samplers for VARMA and Its Extensions In: ANU Working Papers in Economics and Econometrics.
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paper1
2014Large Bayesian VARMAs In: SIRE Discussion Papers.
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paper20
2016Large Bayesian VARMAs.(2016) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 20
article
2015Large Bayesian VARMAs.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 20
paper
2014Large Bayesian VARMAs.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 20
paper
2014Large Bayesian VARMAs.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 20
paper
2018Comparing hybrid time-varying parameter VARs In: Economics Letters.
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article3
2018Comparing hybrid time-varying parameter VARs.(2018) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers.
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paper31
2012Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper.
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This paper has another version. Agregated cites: 31
paper
2015Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews.
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This paper has another version. Agregated cites: 31
article
2014Modelling Inflation Volatility In: CAMA Working Papers.
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paper16
2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 16
paper
2014Modelling Inflation Volatility.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2016Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 16
article
2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
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paper40
2014Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 40
paper
2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 40
article
2015Efficient estimation of Bayesian VARMAs with time-varying coefficients In: CAMA Working Papers.
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paper0
2015Bayesian model comparison for time-varying parameter VARs with stochastic volatility In: CAMA Working Papers.
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paper44
2018Bayesian model comparison for time‐varying parameter VARs with stochastic volatility.(2018) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 44
article
2018Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers.
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paper9
2018Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 9
paper
2018Reducing dimensions in a large TVP-VAR In: CAMA Working Papers.
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paper5
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series.
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This paper has another version. Agregated cites: 5
paper
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 5
paper
2010BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING In: Annals of Spiru Haret University, Economic Series.
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article0
2011THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD In: Annals of Spiru Haret University, Economic Series.
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article0
2010A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression” In: Journal for Economic Forecasting.
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article0
2018Identifying Noise Shocks In: Working Paper Series.
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paper1
2017Efficient estimation of Bayesian VARMAs with time†varying coefficients In: Journal of Applied Econometrics.
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article2

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