Eric Eisenstat : Citation Profile

Are you Eric Eisenstat?

University of Queensland

8

H index

8

i10 index

292

Citations

RESEARCH PRODUCTION:

14

Articles

21

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 24
   Journals where Eric Eisenstat has often published
   Relations with other researchers
   Recent citing documents: 60.    Total self citations: 15 (4.89 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pei47
   Updated: 2023-11-04    RAS profile: 2022-04-14    
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Relations with other researchers

Works with:

Chan, Joshua (13)

Koop, Gary (6)

Strachan, Rodney (4)

Benati, Luca (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 (35)

Huber, Florian (21)

Ricco, Giovanni (20)

Rodríguez, Gabriel (18)

Miranda-Agrippino, Silvia (18)

Koop, Gary (15)

Karlsson, Sune (15)

Österholm, Pär (14)

Grant, Angelia (11)

Korobilis, Dimitris (10)

Poon, Aubrey (8)

Cites to:

Koop, Gary (44)

Chan, Joshua (42)

Korobilis, Dimitris (23)

Strachan, Rodney (22)

Sargent, Thomas (16)

Giannone, Domenico (16)

Leon-Gonzalez, Roberto (14)

Cogley, Timothy (14)

Reichlin, Lucrezia (9)

Grant, Angelia (8)

Banbura, Marta (8)

Main data

Where Eric Eisenstat has published?

Journals with more than one article published# docs
Journal of Applied Econometrics4
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 (2023 and 2022)

YearTitle 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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2023Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2022The Time-Varying Multivariate Autoregressive Index Model. (2022). Cubadda, Gianluca ; Guardabascio, B ; Grassi, S. In: Papers. RePEc:arx:papers:2201.07069.

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2023Sparse multivariate modeling for stock returns predictability. (2022). Bernardi, Mauro ; Bianco, Nicolas ; Bianchi, Daniele. In: Papers. RePEc:arx:papers:2202.12644.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438.

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2022Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis. (2022). Yu, Xuewen ; Eisenstat, Eric ; Chan, Joshua. In: Papers. RePEc:arx:papers:2207.03988.

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2022Sparse Bayesian State-Space and Time-Varying Parameter Models. (2022). Knaus, Peter ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:2207.12147.

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2022Comparing Stochastic Volatility Specifications for Large Bayesian VARs. (2022). , Joshua. In: Papers. RePEc:arx:papers:2208.13255.

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

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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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2022Growth Prospects and the Trade Balance in Advanced Economies. (2022). Rujin, Svetlana ; Elstner, Steffen ; Belke, Ansgar. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:5:p:1209-1234.

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2023Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics. (2023). Lehmann, Robert ; Wikman, Ida. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10280.

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2022Quarterly GDP Estimates for the German States. (2022). Wikman, Ida ; Lehmann, Robert. In: ifo Working Paper Series. RePEc:ces:ifowps:_370.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen ; Chan, Joshua. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922002093.

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2023Vector autoregression models with skewness and heavy tails. (2023). Karlsson, Sune ; Nguyen, Hoang ; Mazur, Stepan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002834.

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2023Measuring the trend real interest rate in a data-rich environment. (2023). Fu, Bowen. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s016518892300012x.

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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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2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

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2022Parsimony inducing priors for large scale state–space models. (2022). Tsay, Ruey S ; McCulloch, Robert E ; Lopes, Hedibert F. In: Journal of Econometrics. RePEc:eee:econom:v:230:y:2022:i:1:p:39-61.

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2022Estimation of large dimensional time varying VARs using copulas. (2022). Tsionas, Mike ; Trapani, Lorenzo ; Izzeldin, Marwan. In: European Economic Review. RePEc:eee:eecrev:v:141:y:2022:i:c:s0014292121002439.

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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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2023Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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2023On the China factor in the world oil market: A regime switching approach11We thank Hilde Bjørnland, Tatsuyoshi Okimoto, Ippei Fujiwara, Knut Aastveit, Leif Anders Thorsrud, Francesco Ravazzolo, Renee . (2021). Nguyen, Bao H ; Hou, Chenghan ; Cross, Jamie L. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000244.

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2022Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Xie, Wenhao ; Cao, Guangxi. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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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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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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2022Response of Runoff to Meteorological Factors Based on Time-Varying Parameter Vector Autoregressive Model with Stochastic Volatility in Arid and Semi-Arid Area of Weihe River Basin. (2022). Kang, Yan ; Song, Songbai ; Zeng, Wenying ; Ma, Rui ; Gao, Xuan. In: Sustainability. RePEc:gam:jsusta:v:14:y:2022:i:12:p:6989-:d:833577.

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2022Modelling Okun’s Law – Does non-Gaussianity Matter?. (2022). Österholm, Pär ; Nguyen, Hoang ; Kiss, Tamas ; Osterholm, Par. In: Working Papers. RePEc:hhs:oruesi:2022_001.

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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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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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2022Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR- SV Models. (2022). Rodriguez, Gabriel ; Ojeda, Junior A. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00507.

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2022Time Evolution of External Shocks on Macroeconomic Fluctuations in Pacific Alliance Countries: Empirical Application using TVP-VAR-SV Models. (2022). Vassallo, Renato ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00508.

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2022Time Changing Effects of External Shocks on Macroeconomic Fluctuations in Peru: Empirical Application Using Regime-Switching VAR Models with Stochastic Volatility. (2022). Rodriguez, Gabriel ; Chavez, Paulo. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00509.

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2022Evolution of the Exchange Rate Pass-Throught into Prices in Peru: An Empirical Application Using TVP-VAR-SV Models. (2022). Roberto, Salcedo Cisnero ; Rodriguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00510.

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2022Quarterly GDP Estimates for the German States. (2022). Lehmann, Robert ; Wikman, Ida. In: MPRA Paper. RePEc:pra:mprapa:112642.

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2022Economic Uncertainty and Exchange Market Pressure: Evidence From China. (2022). Liu, Lin. In: SAGE Open. RePEc:sae:sagope:v:12:y:2022:i:1:p:21582440211068485.

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2023Modelling Okun’s law: Does non-Gaussianity matter?. (2023). Österholm, Pär ; Kiss, Tamas ; Osterholm, Par ; Nguyen, Hoang. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02309-2.

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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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2022Forecasting performance of Bayesian VEC-MSF models for financial data in the presence of long-run relationships. (2022). Wroblewska, Justyna ; Pajor, Anna. In: Eurasian Economic Review. RePEc:spr:eurase:v:12:y:2022:i:3:d:10.1007_s40822-022-00203-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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2022Can Volatility Solve the Naive Portfolio Puzzle?. (2022). Curran, Michael ; Zalla, Ryan ; O'Sullivan, Patrick. In: Villanova School of Business Department of Economics and Statistics Working Paper Series. RePEc:vil:papers:52.

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2022General Bayesian time-varying parameter VARs for predicting government bond yields. (2021). Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred ; Pfarrhofer, Michael. In: Working Papers in Regional Science. RePEc:wiw:wus046:8006.

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2022The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis. (2022). Gupta, Rangan ; Epni, Ouzhan ; Berisha, Edmond ; Balcilar, Mehmet. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:2:p:1979-1988.

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2022An automated prior robustness analysis in Bayesian model comparison. (2022). Zhu, Dan ; Jacobi, Liana. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:3:p:583-602.

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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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2022Time?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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2022Asymmetric conjugate priors for large Bayesian VARs. (2022). Chan, Joshua. In: Quantitative Economics. RePEc:wly:quante:v:13:y:2022:i:3:p:1145-1169.

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2022Time-varying credibility, anchoring and the Feds inflation target. (2022). Diegel, Max. In: Discussion Papers. RePEc:zbw:fubsbe:20229.

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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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2022Choosing between identification schemes in noisy-news models In: Studies in Nonlinear Dynamics & Econometrics.
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2014Large Bayesian VARMAs In: SIRE Discussion Papers.
[Full Text][Citation analysis]		paper24
2016Large Bayesian VARMAs.(2016) In: Journal of Econometrics.
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This paper has another version. Agregated cites: 24		article
2015Large Bayesian VARMAs.(2015) In: Working Paper series.
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This paper has another version. Agregated cites: 24		paper
2014Large Bayesian VARMAs.(2014) In: Working Paper series.
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This paper has another version. Agregated cites: 24		paper
2014Large Bayesian VARMAs.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 24		paper
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 another version. Agregated cites: 3		paper
2018Comparing hybrid time-varying parameter VARs In: Economics Letters.
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2018Comparing hybrid time-varying parameter VARs.(2018) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 10		paper
2020Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics.
[Full Text][Citation analysis]		article35
2012Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers.
[Full Text][Citation analysis]		paper43
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.
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2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
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2014Modelling Inflation Volatility.(2014) In: Working Paper series.
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2016Modelling Inflation Volatility.(2016) In: Journal of Applied Econometrics.
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2014Stochastic Model Specification Search for Time-Varying Parameter VARs In: CAMA Working Papers.
[Full Text][Citation analysis]		paper48
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: 48		paper
2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
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This paper has another version. Agregated cites: 48		article
2015Efficient estimation of Bayesian VARMAs with time-varying coefficients In: CAMA Working Papers.
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2015Bayesian model comparison for time-varying parameter VARs with stochastic volatility In: CAMA Working Papers.
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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: 84		article
2018Composite likelihood methods for large Bayesian VARs with stochastic volatility In: CAMA Working Papers.
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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: 15		paper
2020Composite likelihood methods for large Bayesian VARs with stochastic volatility.(2020) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 15		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 another version. Agregated cites: 6		paper
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series.
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This paper has another version. Agregated cites: 6		paper
2010BAYESIAN ANALYSIS OF CARTEL STABILITY AND REGIME SWITCHING In: Annals of Spiru Haret University, Economic Series.
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2011THE ECONOMICS OF MEASURING QUALITY OF LIFE BY THE STANDARD GAMBLE METHOD In: Annals of Spiru Haret University, Economic Series.
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2010A Comment on “A Review of Student Test Properties in Condition of Multifactorial Linear Regression” In: Journal for Economic Forecasting.
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2017Efficient estimation of Bayesian VARMAs with time†varying coefficients In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article3

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