Eric Eisenstat : Citation Profile

University of Queensland

8

H index

8

i10 index

266

Citations

RESEARCH PRODUCTION:

13

Articles

21

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 22
   Journals where Eric Eisenstat has often published
   Relations with other researchers
   Recent citing documents: 54.    Total self citations: 14 (5 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei47
   Updated: 2025-01-10    RAS profile: 2022-04-14    
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Relations with other researchers

Works with:

Chan, Joshua (4)

Koop, Gary (3)

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 (38)

Huber, Florian (24)

Ricco, Giovanni (20)

Miranda-Agrippino, Silvia (19)

Koop, Gary (15)

Rodríguez, Gabriel (13)

Grant, Angelia (11)

Korobilis, Dimitris (9)

Österholm, Pär (9)

Karlsson, Sune (8)

Feldkircher, Martin (8)

Cites to:

Koop, Gary (44)

Chan, Joshua (42)

Korobilis, Dimitris (23)

Strachan, Rodney (22)

Giannone, Domenico (16)

Leon-Gonzalez, Roberto (14)

Sargent, Thomas (9)

Reichlin, Lucrezia (9)

Banbura, Marta (8)

Grant, Angelia (8)

Clark, Todd (8)

Main data

Production by document typearticlepaper20102011201220132014201520162017201820192020202120220510Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received20122013201420152016201720182019202020212022202320240204060Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year201220132014201520162017201820192020202120220255075100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100255075Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Journal of Econometrics2

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 (2024 and 2023)

Year  ↓Title of citing document  ↓
2023Dynamic Shrinkage Priors for Large Time-varying Parameter Regressions using Scalable Markov Chain Monte Carlo Methods. (2020). Huber, Florian ; Koop, Gary ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2005.03906.

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2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2023Bayesian Modeling of Time-varying Parameters Using Regression Trees. (2022). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2209.11970.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2022). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John . In: Papers. RePEc:arx:papers:2212.03471.

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2023Nonlinearities in Macroeconomic Tail Risk through the Lens of Big Data Quantile Regressions. (2023). Huber, Florian ; Pruser, Jan. In: Papers. RePEc:arx:papers:2301.13604.

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2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

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2023Bayesian Local Projections. (2023). Ricco, Giovanni ; Ferreira, Leonardo ; Miranda-Agrippino, Silvia. In: Working Papers Series. RePEc:bcb:wpaper:581.

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2023AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614.

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2023BAYESIAN STATE SPACE MODELS IN MACROECONOMETRICS. (2023). Strachan, Rodney. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:58-75.

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2024.

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2024Dynamic Shrinkage Priors for Large Time-Varying Parameter Regressions Using Scalable Markov Chain Monte Carlo Methods. (2024). Florian, Huber ; Gary, Koop ; Niko, Hauzenberger. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:201-225:n:2.

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2023Professional Survey Forecasts and Expectations in DSGE Models. (2023). Slobodyan, Sergey ; Rychalovska, Yuliya ; Wouters, Rafael. In: CERGE-EI Working Papers. RePEc:cer:papers:wp766.

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2023Precision-based sampling for state space models that have no measurement error. (2023). Mertens, Elmar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:154:y:2023:i:c:s0165188923001264.

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2023Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689.

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2023Modelling output gaps in the Euro Area with structural breaks: The COVID-19 recession. (2023). , Joo ; Dias, Jose Carlos ; Dutra, Tiago Mota ; Fernandes, Mario Correia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1046-1058.

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2023Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries. (2023). Castillo, Paul ; Vassallo, Renato ; Rodriguez, Gabriel. In: Economic Modelling. RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001141.

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2023Comparing stochastic volatility specifications for large Bayesian VARs. (2023). Chan, Joshua. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1419-1446.

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2023High-dimensional conditionally Gaussian state space models with missing data. (2023). Poon, Aubrey ; Chan, Joshua ; Zhu, Dan. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001628.

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2023A new taxonomy for vector exponential smoothing and its application to seasonal time series. (2023). Boylan, John E ; Chen, Huijing ; Svetunkov, Ivan. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:3:p:964-980.

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2023Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001117.

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2023Real-time inflation forecasting using non-linear dimension reduction techniques. (2023). Huber, Florian ; Klieber, Karin ; Hauzenberger, Niko. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:2:p:901-921.

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2024Bayesian forecasting in economics and finance: A modern review. (2024). Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Frazier, David T ; Martin, Gael M ; Panagiotelis, Anastasios ; Nibbering, Didier ; Maheu, John. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:811-839.

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2024Evolution of the exchange rate pass-through into prices in Peru: An empirical application using TVP-VAR-SV models. (2024). Arellano, Miguel Ataurima ; Cisneros, Rodrigo Salcedo ; Calero, Roberto ; Castillo, Paul ; Rodriguez, Gabriel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s026156062400010x.

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2023Time-varying impact of geopolitical risk on natural resources prices: Evidence from the hybrid TVP-VAR model with large system. (2023). Zhao, Jing. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001757.

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2023The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence. (2023). Cui, Tianxiang ; Wang, Kaihao ; Ding, Shusheng ; Du, Min. In: Resources Policy. RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008723.

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2024The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Chen, Han-Bo ; Tsai, I-Chun. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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2023Hedging demand and near-zero swap spreads: Evidence from the Chinese interest rate swap market. (2023). Shang, Yuhuang ; Zhu, Chunhui ; Li, Shaoyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:170-185.

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2023Time-varying impact of fiscal shocks over GDP growth in Peru: An empirical application using hybrid TVP-VAR-SV models. (2023). Rodríguez, Gabriel ; Jimenez, Alvaro ; Ataurima Arellano, Miguel. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:64:y:2023:i:c:p:314-332.

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2023Bayesian Modeling of Time-Varying Parameters Using Regression Trees. (2023). Mitchell, James ; Koop, Gary ; Huber, Florian ; Hauzenberger, Niko. In: Working Papers. RePEc:fip:fedcwq:95470.

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2024The Path to Sustainable Stability: Can ESG Investing Mitigate the Spillover Effects of Risk in China’s Financial Markets?. (2024). Hu, Ridong ; Chen, Feng ; Wei, Jiangying. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:23:p:10316-:d:1529130.

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2023Does Money Growth Predict Inflation? Evidence from Vector Autoregressions Using Four Centuries of Data. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Edvinsson, Rodney. In: Working Papers. RePEc:hhs:oruesi:2023_003.

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2023A Note of Caution on the Relation between Money Growth and Inflation. (2023). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par ; Berger, Helge. In: Working Papers. RePEc:hhs:oruesi:2023_009.

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2024From Multidimensional Ornstein - Uhlenbeck Process to Bayesian Vector Autoregressive Process. (2024). , Lewis. In: Journal of Mathematics Research. RePEc:ibn:jmrjnl:v:15:y:2024:i:1:p:32.

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2023Bayesian Forecasting in the 21st Century: A Modern Review. (2023). Maheu, John ; Panagiotelis, Anastasios ; Nibbering, Didier ; Koop, Gary ; Huber, Florian ; Loaiza-Maya, Ruben ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2023-1.

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2023Evolution over time of the effects of fiscal shocks in the peruvian economy: empirical application using TVP-VAR-SV models. (2023). Rodriguez, Gabriel ; Holguin, Alexander Melendez. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00516.

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2023Jane Haldimand Marcet: Impact of Monetary Policy Shocks in the Peruvian Economy Over Time. (2023). Rodriguez, Gabriel ; Rojo, Flavio Perez. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00523.

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2023The response of household debt to COVID-19 using a neural networks VAR in OECD. (2023). Ongena, Steven ; Tsionas, Mike G ; Mamatzakis, Emmanuel C. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02325-2.

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2023Quantifying interconnectedness and centrality ranking among financial institutions with TVP-VAR framework. (2023). Zhou, Wei-Xing ; Jawadi, Fredj ; Xu, Hai-Chuan. In: Empirical Economics. RePEc:spr:empeco:v:65:y:2023:i:1:d:10.1007_s00181-022-02338-x.

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2023Evolution of the effects of mineral commodity prices on fiscal fluctuations: empirical evidence from TVP-VAR-SV models for Peru. (2023). Rodríguez, Gabriel ; Urbina, Dante A. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:1:d:10.1007_s10290-022-00460-7.

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2023Time changing effects of external shocks on macroeconomic fluctuations in Peru: empirical application using regime-switching VAR models with stochastic volatility. (2023). Rodríguez, Gabriel ; Chavez, Paulo. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:159:y:2023:i:2:d:10.1007_s10290-022-00474-1.

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2023Fiscal policy and dimensions of inequality in South Africa: A time-varying coefficient approach. (2023). Hollander, Hylton ; Terblanche, Jeanne ; van Lill, Dawie. In: Working Papers. RePEc:sza:wpaper:wpapers381.

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2023General Bayesian time?varying parameter vector autoregressions for modeling government bond yields. (2023). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred M. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:38:y:2023:i:1:p:69-87.

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2024Time?varying pure contagion effect between energy and nonenergy commodity markets. (2022). Sun, Chuanwang ; Jin, Yujing ; Gong, XU. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1960-1986.

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Works by Eric Eisenstat:

Year  ↓Title  ↓Type  ↓Cited  ↓
2013Gibbs Samplers for VARMA and Its Extensions In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]		paper2
2022Choosing between identification schemes in noisy-news models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2014Large Bayesian VARMAs In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper26
2016Large Bayesian VARMAs.(2016) In: Journal of Econometrics.
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This paper has nother version. Agregated cites: 26		article
2015Large Bayesian VARMAs.(2015) In: Working Paper series.
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This paper has nother version. Agregated cites: 26		paper
2014Large Bayesian VARMAs.(2014) In: Working Paper series.
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2014Large Bayesian VARMAs.(2014) In: Working Papers.
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2020Identifying noise shocks In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article3
2018Identifying Noise Shocks.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 3		paper
2018Comparing hybrid time-varying parameter VARs In: Economics Letters.
[Full Text][Citation analysis]		article11
2018Comparing hybrid time-varying parameter VARs.(2018) In: CAMA Working Papers.
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This paper has nother version. Agregated cites: 11		paper
2020Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics.
[Full Text][Citation analysis]		article49
2012Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers.
[Full Text][Citation analysis]		paper49
2012Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper.
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2015Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews.
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2014Modelling Inflation Volatility In: CAMA Working Papers.
[Full Text][Citation analysis]		paper20
2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
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2014Modelling Inflation Volatility.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 20		paper
2016Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 20		article
2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
[Full Text][Citation analysis]		paper51
2014Stochastic Model Specification Search for Time-Varying Parameter VARs.(2014) In: Working Paper series.
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2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 51		article
2015Efficient estimation of Bayesian VARMAs with time-varying coefficients In: CAMA Working Papers.
[Full Text][Citation analysis]		paper0
2015Bayesian model comparison for time-varying parameter VARs with stochastic volatility In: CAMA Working Papers.
[Full Text][Citation analysis]		paper25
2018Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers.
[Full Text][Citation analysis]		paper19
2018Composite Likelihood Methods for Large Bayesian VARs with Stochastic Volatility.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 19		paper
2020Composite likelihood methods for large Bayesian VARs with stochastic volatility.(2020) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 19		article
2018Reducing dimensions in a large TVP-VAR In: CAMA Working Papers.
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2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series.
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This paper has nother version. Agregated cites: 7		paper
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series.
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This paper has nother version. Agregated cites: 7		paper
2010BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING In: Annals of Spiru Haret University, Economic Series.
[Full Text][Citation analysis]		article0
2011THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD In: Annals of Spiru Haret University, Economic Series.
[Full Text][Citation analysis]		article0
2010A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression” In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article0
2017Efficient estimation of Bayesian VARMAs with time€ varying coefficients In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article4

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