Eric Eisenstat : Citation Profile

University of Queensland

8

H index

8

i10 index

349

Citations

RESEARCH PRODUCTION:

14

Articles

21

Papers

RESEARCH ACTIVITY:

   12 years (2010 - 2022). See details.
   Cites by year: 29
   Journals where Eric Eisenstat has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 15 (4.12 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pei47
   Updated: 2025-04-12    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 (42)

Huber, Florian (25)

Rodríguez, Gabriel (25)

Ricco, Giovanni (20)

Miranda-Agrippino, Silvia (19)

Karlsson, Sune (18)

Koop, Gary (17)

Österholm, Pär (16)

Grant, Angelia (11)

Korobilis, Dimitris (10)

Poon, Aubrey (9)

Cites to:

Koop, Gary (44)

Chan, Joshua (42)

Korobilis, Dimitris (23)

Strachan, Rodney (22)

Giannone, Domenico (16)

Leon-Gonzalez, Roberto (14)

Reichlin, Lucrezia (9)

Sargent, Thomas (9)

Clark, Todd (8)

Banbura, Marta (8)

Grant, Angelia (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 received201220132014201520162017201820192020202120222023202420250255075Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20122013201420152016201720182019202020212022050100150Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents12345678910050100150Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-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 Econometrics4
Journal of Econometrics2
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 (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Time-Varying Parameters as Ridge Regressions. (2020). Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2009.00401.

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2024Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference. (2024). Lütkepohl, Helmut ; Lutkepohl, Helmut ; Wo, Tomasz ; Uzeda, Luis ; Shang, Fei. In: Papers. RePEc:arx:papers:2404.11057.

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2024A large non-Gaussian structural VAR with application to Monetary Policy. (2024). Pruser, Jan. In: Papers. RePEc:arx:papers:2412.17598.

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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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2024Improving the robustness of Markov-switching dynamic factor models with time-varying volatility. (2024). Royer, Julien ; Aumond, Romain. In: Working Papers. RePEc:crs:wpaper:2024-04.

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2024The dynamic impact of monetary policy on stock market liquidity. (2024). Hu, Hao ; Lyu, Xiaoyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:388-405.

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2024Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500.

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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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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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2025On the Use of the Harmonic Mean Estimator for Selecting the Hypothetical Income Distribution from Grouped Data. (2025). Kakamu, Kazuhiko. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:2:p:72-:d:1582008.

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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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2024US Interest Rates: Are Relations Stable?. (2024). Österholm, Pär ; Nguyen, Hoang ; Karlsson, Sune ; Osterholm, Par ; Kiss, Tamas. In: Working Papers. RePEc:hhs:oruesi:2024_003.

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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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2024Time-Varying Effects of External Shocks on Macroeconomic Fluctuations in Peru: An Empirical Application using TVP-VAR-SV Models. (2024). Rodríguez, Gabriel ; Castillo, Paul ; Ojeda, Junior A. In: Open Economies Review. RePEc:kap:openec:v:35:y:2024:i:5:d:10.1007_s11079-023-09742-5.

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2024Time-Varying Effects of Financial Uncertainty Shocks on Macroeconomic Fluctuations in Peru. (2024). Rodriguez, Gabriel ; Alvarado, Mauricio. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00531.

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2025Introducing shrinkage in heavy-tailed state space models to predict equity excess returns. (2025). Pfarrhofer, Michael ; Kastner, Gregor ; Huber, Florian. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:2:d:10.1007_s00181-023-02437-3.

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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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		article
2015Large Bayesian VARMAs.(2015) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 26		paper
2014Large Bayesian VARMAs.(2014) In: Working Paper series.
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This paper has nother version. Agregated cites: 26		paper
2014Large Bayesian VARMAs.(2014) In: Working Papers.
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This paper has nother version. Agregated cites: 26		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 nother version. Agregated cites: 3		paper
2018Comparing hybrid time-varying parameter VARs In: Economics Letters.
[Full Text][Citation analysis]		article12
2018Comparing hybrid time-varying parameter VARs.(2018) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2020Reducing the state space dimension in a large TVP-VAR In: Journal of Econometrics.
[Full Text][Citation analysis]		article50
2012Marginal Likelihood Estimation with the Cross-Entropy Method In: CAMA Working Papers.
[Full Text][Citation analysis]		paper53
2012Marginal Likelihood Estimation with the Cross-Entropy Method.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 53		paper
2015Marginal Likelihood Estimation with the Cross-Entropy Method.(2015) In: Econometric Reviews.
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This paper has nother version. Agregated cites: 53		article
2014Modelling Inflation Volatility In: CAMA Working Papers.
[Full Text][Citation analysis]		paper20
2014Modelling Inflation Volatility.(2014) In: CAMA Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20		paper
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 51		paper
2016Stochastic Model Specification Search for Time-Varying Parameter VARs.(2016) In: Econometric Reviews.
[Full Text][Citation analysis]
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]		paper102
2018Bayesian model comparison for time‐varying parameter VARs with stochastic volatility.(2018) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 102		article
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.
[Full Text][Citation analysis]		paper7
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		paper
2018Reducing Dimensions in a Large TVP-VAR.(2018) In: Working Paper Series.
[Full Text][Citation analysis]
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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