Eric Eisenstat : Citation Profile


Are you Eric Eisenstat?

Universitatea din Bucureşti

4

H index

4

i10 index

88

Citations

RESEARCH PRODUCTION:

2

Articles

9

Papers

RESEARCH ACTIVITY:

   5 years (2010 - 2015). See details.
   Cites by year: 17
   Journals where Eric Eisenstat has often published
   Relations with other researchers
   Recent citing documents: 45.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei47
   Updated: 2019-10-06    RAS profile: 2015-03-22    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Chan, Joshua (5)

Strachan, Rodney (4)

Koop, Gary (2)

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 (26)

Miranda-Agrippino, Silvia (11)

Ricco, Giovanni (11)

Grant, Angelia (11)

Huber, Florian (9)

Feldkircher, Martin (7)

Korobilis, Dimitris (7)

Koop, Gary (5)

Pettenuzzo, Davide (4)

Tsionas, Mike (4)

Kastner, Gregor (4)

Cites to:

Koop, Gary (14)

Chan, Joshua (12)

Korobilis, Dimitris (8)

Giannone, Domenico (7)

Strachan, Rodney (6)

Leon-Gonzalez, Roberto (4)

Banbura, Marta (3)

Geweke, John (3)

Shephard, Neil (3)

Potter, Simon (3)

Reichlin, Lucrezia (3)

Main data


Where Eric Eisenstat has published?


Working Papers Series with more than one paper published# docs
Working Paper series / Rimini Centre for Economic Analysis2

Recent works citing Eric Eisenstat (2018 and 2017)


YearTitle of citing document
2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Economic Research Papers. RePEc:ags:uwarer:269310.

Full description at Econpapers || Download paper

2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Papers. RePEc:arx:papers:1607.04532.

Full description at Econpapers || Download paper

2018Does 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.

Full description at Econpapers || Download paper

2018Multilateral Index Number Systems for International Price Comparisons: Properties, Existence and Uniqueness. (2018). Hajargasht, Gholamreza ; Rao, Prasada . In: Papers. RePEc:arx:papers:1811.04197.

Full description at Econpapers || Download paper

2019Labor Composite Likelihood Estimation of an Autoregressive Panel Probit Model with Random Effects. (2019). Tuzcuoglu, Kerem. In: Staff Working Papers. RePEc:bca:bocawp:19-16.

Full description at Econpapers || Download paper

2018On the China factor in international oil markets: A regime switching approach. (2018). Cross, Jamie L ; Nguyen, Bao H ; Hou, Chenghan. In: Working Papers. RePEc:bny:wpaper:0069.

Full description at Econpapers || Download paper

2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657.

Full description at Econpapers || Download paper

2017Detecting time variation in the price puzzle: a less informative prior choice for time varying parameter VAR models. (2017). Peter, Reusens ; Christophe, Croux. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:21:y:2017:i:4:p:18:n:1.

Full description at Econpapers || Download paper

2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1711.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1808.

Full description at Econpapers || Download paper

2018The Transmission of Monetary Policy Shocks. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13396.

Full description at Econpapers || Download paper

2018Does time-variation matter in the stochastic volatility components for G7 stock returns. (2018). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0062.

Full description at Econpapers || Download paper

2019Forecasting occupancy rate with Bayesian compression methods. (2019). Tsionas, Mike ; Assaf, George A. In: Annals of Tourism Research. RePEc:eee:anture:v:75:y:2019:i:c:p:439-449.

Full description at Econpapers || Download paper

2017Reconciling output gaps: Unobserved components model and Hodrick–Prescott filter. (2017). Grant, Angelia ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:75:y:2017:i:c:p:114-121.

Full description at Econpapers || Download paper

2019On the reduced macroeconomic volatility of the Australian economy: Good policy or good luck?. (2019). Cross, Jamie. In: Economic Modelling. RePEc:eee:ecmode:v:77:y:2019:i:c:p:174-186.

Full description at Econpapers || Download paper

2018Comparing hybrid time-varying parameter VARs. (2018). Chan, Joshua ; Eisenstat, Eric. In: Economics Letters. RePEc:eee:ecolet:v:171:y:2018:i:c:p:1-5.

Full description at Econpapers || Download paper

2018Estimation and forecasting in vector autoregressive moving average models for rich datasets. (2018). Dias, Gustavo Fruet ; Kapetanios, George. In: Journal of Econometrics. RePEc:eee:econom:v:202:y:2018:i:1:p:75-91.

Full description at Econpapers || Download paper

2019Bayesian compressed vector autoregressions. (2019). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:135-154.

Full description at Econpapers || Download paper

2019Achieving shrinkage in a time-varying parameter model framework. (2019). Fruhwirth-Schnatter, Sylvia ; Bitto, Angela. In: Journal of Econometrics. RePEc:eee:econom:v:210:y:2019:i:1:p:75-97.

Full description at Econpapers || Download paper

2017The relationship between global oil price shocks and Chinas output: A time-varying analysis. (2017). Cross, Jamie ; Nguyen, Bao H. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:79-91.

Full description at Econpapers || Download paper

2017Mutual information and persistence in the stochastic volatility of market returns: An emergent market example. (2017). Dima, Bogdan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:51:y:2017:i:c:p:36-59.

Full description at Econpapers || Download paper

2019Large Bayesian vector autoregressions. (2019). Chan, Joshua. In: CAMA Working Papers. RePEc:een:camaaa:2019-19.

Full description at Econpapers || Download paper

2019An automated prior robustness analysis in Bayesian model comparison. (2019). Chan, Joshua ; Zhu, Dan ; Jacobi, Liana. In: CAMA Working Papers. RePEc:een:camaaa:2019-45.

Full description at Econpapers || Download paper

2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86163.

Full description at Econpapers || Download paper

2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87393.

Full description at Econpapers || Download paper

2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1715.

Full description at Econpapers || Download paper

2017Selecting Primal Innovations in DSGE models. (2017). Leon-Ledesma, Miguel ; Grassi, Stefano ; ferroni, filippo ; Benzoni, Luca. In: Working Paper Series. RePEc:fip:fedhwp:wp-2017-20.

Full description at Econpapers || Download paper

2019Evaluation of Land Intensive Use in Shanghai Pilot Free Trade Zone. (2019). Cao, Xiangyang ; Shi, Yishao ; Zhou, Liangliang. In: Land. RePEc:gam:jlands:v:8:y:2019:i:6:p:87-:d:236067.

Full description at Econpapers || Download paper

2018Is the US Phillips Curve Stable? Evidence from Bayesian VARs. (2018). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2018_005.

Full description at Econpapers || Download paper

2019How useful are time-varying parameter models for forecasting economic growth in CESEE?. (2019). Feldkircher, Martin ; Hauzenberger, Nico. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2019:i:q1/19:b:2.

Full description at Econpapers || Download paper

2018Time-Varying Vector Autoregressions: Efficient Estimation, Random Inertia and Random Mean. (2018). Legrand, Romain. In: MPRA Paper. RePEc:pra:mprapa:88925.

Full description at Econpapers || Download paper

2018Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric. In: Working Paper series. RePEc:rim:rimwps:18-37.

Full description at Econpapers || Download paper

2018Should I stay or should I go? A latent threshold approach to large-scale mixture innovation models. (2018). Kastner, Gregor ; Huber, Florian ; Feldkircher, Martin. In: Working Papers in Economics. RePEc:ris:sbgwpe:2018_005.

Full description at Econpapers || Download paper

2017Changes in the Liquidity Effect Over Time: Evidence from Four Monetary Policy Regimes. (2017). van Lill, Dawid Johannes . In: Working Papers. RePEc:rza:wpaper:704.

Full description at Econpapers || Download paper

2018Bayesian vector autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/27od5pb99881folvtfs8s3k16l.

Full description at Econpapers || Download paper

2017Macroeconomic Factors Strike Back: A Bayesian Change-Point Model of Time-Varying Risk Exposures and Premia in the U.S. Cross-Section. (2017). Ravazzolo, Francesco ; Guidolin, Massimo ; Bianchi, Daniele. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:35:y:2017:i:1:p:110-129.

Full description at Econpapers || Download paper

2018Forecasting with Bayesian Vector Autoregressions with Time Variation in the Mean. (2018). Banbura, Marta ; van Vlodrop, Andries. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180025.

Full description at Econpapers || Download paper

2018Identifying Noise Shocks. (2018). Chan, Joshua ; Koop, Gary ; Eisenstat, Eric ; Benati, Luca. In: Working Paper Series. RePEc:uts:ecowps:41.

Full description at Econpapers || Download paper

2018Reducing Dimensions in a Large TVP-VAR. (2018). Strachan, Rodney ; Eisenstat, Eric. In: Working Paper Series. RePEc:uts:ecowps:43.

Full description at Econpapers || Download paper

2017Marginalized Predictive Likelihood Comparisons of Linear Gaussian State‐Space Models with Applications to DSGE, DSGE‐VAR, and VAR Models. (2017). Warne, Anders ; Coenen, Günter ; Christoffel, Kai . In: Journal of Applied Econometrics. RePEc:wly:japmet:v:32:y:2017:i:1:p:103-119.

Full description at Econpapers || Download paper

2017The Early Millennium Slowdown: Replicating the Peersman (2005) Results. (2017). Grant, Angelia. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:32:y:2017:i:1:p:224-232.

Full description at Econpapers || Download paper

2019Bubbles and crises: Replicating the Anundsen et al. (2016) results. (2019). Fu, Bowen. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:34:y:2019:i:5:p:822-826.

Full description at Econpapers || Download paper

2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1136.

Full description at Econpapers || Download paper

2018Bayesian Vector Autoregressions. (2018). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: The Warwick Economics Research Paper Series (TWERPS). RePEc:wrk:warwec:1159.

Full description at Econpapers || Download paper

2018MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS. (2018). Yang, Lu ; Hamori, Shigeyuki. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100.

Full description at Econpapers || Download paper

Works by Eric Eisenstat:


YearTitleTypeCited
2013Gibbs Samplers for VARMA and Its Extensions In: ANU Working Papers in Economics and Econometrics.
[Full Text][Citation analysis]
paper0
2012Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers.
[Full Text][Citation analysis]
paper25
2012Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
paper
2015Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25
article
2014Modelling Inflation Volatility In: CAMA Working Papers.
[Full Text][Citation analysis]
paper14
2014Modelling Inflation Volatility.(2014) In: Working Paper series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14
paper
2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
[Full Text][Citation analysis]
paper32
2014Large Bayesian VARMAs In: Working Paper series.
[Full Text][Citation analysis]
paper17
2014Large Bayesian VARMAs.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17
paper
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team