Andrey L. Vasnev : Citation Profile

University of Sydney (50% share)
University of Sydney (50% share)

7

H index

6

i10 index

271

Citations

RESEARCH PRODUCTION:

23

Articles

27

Papers

RESEARCH ACTIVITY:

   23 years (2002 - 2025). See details.
   Cites by year: 11
   Journals where Andrey L. Vasnev has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 18 (6.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pva556
   Updated: 2026-06-06    RAS profile: 2026-05-10    
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Relations with other researchers

Works with:

Ikefuji, Masako (2)

Clements, Adam (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Andrey L. Vasnev.

Is cited by:

Wang, Yudong (22)

Li, Feng (11)

Loaiza Maya, Rubén (9)

Ramírez Hassan, Andrés (7)

Pauwels, Laurent (6)

Pauwels, Laurent (6)

Mandel, Antoine (5)

Cerqueti, Roy (5)

Ubilava, David (4)

Rauh, Christopher (4)

Roccazzella, Francesco (4)

Cites to:

Magnus, Jan (19)

Timmermann, Allan (19)

Wallis, Kenneth (14)

Elliott, Graham (13)

Watson, Mark (11)

Mitchell, James (11)

Stock, James (10)

Diebold, Francis (10)

Pauwels, Laurent (10)

Pauwels, Laurent (10)

Capistrán, Carlos (9)

Main data

Where Andrey L. Vasnev has published?

Journals with more than one article published# docs
International Journal of Forecasting6
Econometrics and Statistics2
Omega2

Working Papers Series with more than one paper published# docs
Working Papers / University of Sydney Business School, Discipline of Business Analytics16
Tinbergen Institute Discussion Papers / Tinbergen Institute2
Papers / arXiv.org2

Recent works citing Andrey L. Vasnev (2026 and 2025)

YearTitle of citing document
2025Bayesian Additive Regression Tree (BART) Models of Market Integration in the 19th-Century Trans-Atlantic Wheat Trade. (2025). Ramsey, Ford A ; Ghosh, Sujit K. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361103.

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2025Prices and Protests: Evidence from Maize Markets Across Africa. (2025). Ubilava, David ; Humphreys, Aaron. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:361190.

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2025Impact of social factors on loan delinquency in microfinance. (2024). Pamen, Olivier Menoukeu ; Djeundje, Viani Biatat. In: Papers. RePEc:arx:papers:2410.13100.

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2025Prediction Intervals for Model Averaging. (2025). Qu, Zhongjun ; Zhang, Xiaomeng ; Wang, Wendun. In: Papers. RePEc:arx:papers:2510.16224.

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2026Regularized Ensemble Forecasting for Learning Weights from Historical and Current Forecasts. (2026). Zhang, Xiaoke ; Guo, Xiaojia ; Su, Han. In: Papers. RePEc:arx:papers:2602.11379.

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2025Boosting Store Sales Through Ensemble Learning-Informed Promotional Decisions. (2025). Yu, Jun ; Zhang, Xinyu ; Xie, Tian ; Qiu, Yue ; Wang, Wenbin. In: Working Papers. RePEc:boa:wpaper:202525.

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2025Predicting cryptocurrency volatility: The power of model clustering. (2025). Qu, Shaoguang ; Qiu, Yue ; Xie, Tian ; Shi, Zhentao. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003432.

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2025Monetary policy analysis using natural language processing: Evaluating the Peoples Bank of Chinas minutes and report summary with the Taylor Rule. (2025). Jia, Songbo ; Wood, Justine ; Ahmad, Ahmad Hassan ; Su, Shiwei. In: Economic Modelling. RePEc:eee:ecmode:v:149:y:2025:i:c:s0264999325001166.

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2025Introducing a novel fragility index for assessing financial stability amid asset bubble episodes. (2025). Dumitrescu, Dan Gabriel ; Lupu, Iulia ; Clin, Adrian Cantemir. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400216x.

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2025Calculating effective degrees of freedom for forecast combinations and ensemble models. (2025). Younker, James. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524006219.

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2025Bregman model averaging for forecast combination. (2025). Liu, Chu-An ; Chen, Yi-Ting ; Su, Jiun-Hua. In: Journal of Econometrics. RePEc:eee:econom:v:251:y:2025:i:c:s0304407625001307.

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2025Judgmental selection of parameters for simple forecasting models. (2025). Spiliotis, Evangelos ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:323:y:2025:i:3:p:780-794.

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2025Oil price expectations in explosive phases. (2025). Kruse-Becher, Robinson ; Letixerant, Philip. In: Energy Economics. RePEc:eee:eneeco:v:152:y:2025:i:c:s0140988325007339.

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2025News topic attention and crude oil price predictability. (2025). Dai, Xingyu ; Wang, Jiqian ; Chen, Chuang. In: International Review of Financial Analysis. RePEc:eee:finana:v:108:y:2025:i:pa:s1057521925007835.

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2026Combining forecasts under structural breaks using Graphical LASSO. (2026). Lee, Tae-Hwy ; Seregina, Ekaterina. In: International Journal of Forecasting. RePEc:eee:intfor:v:42:y:2026:i:1:p:126-137.

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2025Global shocks and local sellers: Kenyan fertilizer markets’ response to the fuel-fertilizer-food price crisis. (2025). Michelson, Hope ; Serra, Teresa ; Khaemba, Colleta N ; Willwerth, Hanna S ; Donovan, Jason ; Rutsaert, Pieter. In: Food Policy. RePEc:eee:jfpoli:v:133:y:2025:i:c:s0306919225000946.

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2025Learning about tail risk: Machine learning and combination with regularization in market risk management. (2025). Wang, Jianzhou ; Lu, Helen ; Zhang, Dongxue ; Xing, Qianyi. In: Omega. RePEc:eee:jomega:v:133:y:2025:i:c:s0305048324002135.

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2025Inventory management with leading indicator augmented hierarchical forecasts. (2025). Kourentzes, Nikolaos ; Sagaert, Yves R. In: Omega. RePEc:eee:jomega:v:136:y:2025:i:c:s0305048325000611.

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2025Evaluating battery minerals future supply through production predicting in the context of the green energy transition. (2025). Niri, Anahita Jannesar ; Poelzer, Gregory A ; Pettersson, Maria ; Rosenkranz, Jan. In: Resources Policy. RePEc:eee:jrpoli:v:103:y:2025:i:c:s0301420725000686.

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2025Can diversified information disclosures mitigate earnings management activities in Taiwanese SMEs. (2025). Chen, Wei-Ting ; Huang, Chien-Ming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:94:y:2025:i:c:s0927538x25002513.

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2026On the Wisdom of Crowds (of Economists). (2026). Diebold, Francis ; Shin, Minchul ; Mora, Aaron. In: Working Papers. RePEc:fip:fedpwp:102886.

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2025Forecasting of GDP Growth in the South Caucasian Countries Using Hybrid Ensemble Models. (2025). Perone, Gaetano ; Zambrano-Monserrate, Manuel A. In: Econometrics. RePEc:gam:jecnmx:v:13:y:2025:i:3:p:35-:d:1746454.

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2025Fast Forecasting of Unstable Data Streams for On-Demand Service Platforms. (2025). Hu, Yu Jeffrey ; Rombouts, Jeroen ; Wilms, Ines. In: Information Systems Research. RePEc:inm:orisre:v:36:y:2025:i:1:p:552-571.

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2025State-Varying Model Averaging Prediction. (2025). Cai, Zongwu ; Hong, Shaoxin ; Sun, Yuying. In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS. RePEc:kan:wpaper:202507.

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2025Out-of-sample equity premium prediction: A voting approach to forecast combination. (2025). Naz, Salma ; Ali, Hyder. In: Annals of Finance. RePEc:kap:annfin:v:21:y:2025:i:3:d:10.1007_s10436-025-00466-9.

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2025On the stability of global forecasting models. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:553.

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2025The cost of ensembling: is it always worth combining?. (2025). Zanotti, Marco. In: Working Papers. RePEc:mib:wpaper:554.

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2025On predicting ocean freight rates: a novel hybrid model of combined error evaluation and reinforcement learning. (2025). Guo, Hongyue ; Wang, Lidong ; Kuang, Haibo ; Sui, Cong. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:27:y:2025:i:2:d:10.1057_s41278-024-00308-x.

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2025Imported Inputs and Export Performance: A Gravity Analysis. (2025). Lahiri, Sajal ; Kitenge, Erick. In: Foreign Trade Review. RePEc:sae:fortra:v:60:y:2025:i:2:p:205-225.

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2025Machine learning embedded EM algorithms for semiparametric mixture regression models. (2025). Yao, Weixin ; Xiang, Sijia ; Xue, Jiacheng. In: Computational Statistics. RePEc:spr:compst:v:40:y:2025:i:1:d:10.1007_s00180-024-01482-5.

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2025Do the Sentiments of Forecasters Help Predict Recessions? Evidence from Germany. (2025). Khler, Tim. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:21:y:2025:i:2:d:10.1007_s41549-025-00114-1.

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2026Climate, crops, and postharvest conflict. (2026). Ubilava, David. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:108:y:2026:i:1:p:3-27.

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2025Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe. (2025). Lovaglio, Pietro Giorgio. In: Journal of Forecasting. RePEc:wly:jforec:v:44:y:2025:i:2:p:753-780.

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Works by Andrey L. Vasnev:

YearTitleTypeCited
2024Flexible global forecast combinations In: Papers.
[Full Text][Citation analysis]		paper2
2024Flexible global forecast combinations.(2024) In: Omega.
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This paper has nother version. Agregated cites: 2		article
2026Corrected Forecast Combinations In: Papers.
[Full Text][Citation analysis]		paper0
2018Inference‐in‐residuals as an Estimation Method for Earnings Management In: Abacus.
[Full Text][Citation analysis]		article16
2008USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory.
[Full Text][Citation analysis]		article3
2023The role of data and priors in estimating climate sensitivity In: ISER Discussion Paper.
[Full Text][Citation analysis]		paper0
2023The role of data and priors in estimating climate sensitivity.(2023) In: Working Papers.
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This paper has nother version. Agregated cites: 0		paper
2002Markov chain approximation in bootstrapping autoregressions In: Economics Bulletin.
[Full Text][Citation analysis]		article6
2007Local sensitivity and diagnostic tests In: Econometrics Journal.
[Full Text][Citation analysis]		article12
2004Local Sensitivity and Diagnostic Tests.(2004) In: Discussion Paper.
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This paper has nother version. Agregated cites: 12		paper
2004Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM.
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This paper has nother version. Agregated cites: 12		paper
2014Forecast combination for U.S. recessions with real-time data In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article4
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 4		paper
2019Mixed interval realized variance: A robust estimator of stock price volatility In: Econometrics and Statistics.
[Full Text][Citation analysis]		article0
2022A hierarchical mixture cure model with unobserved heterogeneity for credit risk In: Econometrics and Statistics.
[Full Text][Citation analysis]		article3
2015Interpretation and use of sensitivity in econometrics, illustrated with forecast combinations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article4
2016A note on the estimation of optimal weights for density forecast combinations In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2016The forecast combination puzzle: A simple theoretical explanation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article139
2014The Forecast Combination Puzzle: A Simple Theoretical Explanation.(2014) In: Tinbergen Institute Discussion Papers.
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This paper has nother version. Agregated cites: 139		paper
2023Too similar to combine? On negative weights in forecast combination In: International Journal of Forecasting.
[Full Text][Citation analysis]		article3
2020Too similar to combine? On negative weights in forecast combination.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 3		paper
2023On the uncertainty of a combined forecast: The critical role of correlation In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1
2021On the uncertainty of a combined forecast: The critical role of correlation.(2021) In: Working Papers.
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This paper has nother version. Agregated cites: 1		paper
2024Conditionally optimal weights and forward-looking approaches to combining forecasts In: International Journal of Forecasting.
[Full Text][Citation analysis]		article9
2017Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts.(2017) In: Discussion Papers.
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This paper has nother version. Agregated cites: 9		paper
2010Sensitivity of GLS estimators in random effects models In: Journal of Multivariate Analysis.
[Full Text][Citation analysis]		article0
2018Optimal selection of expert forecasts with integer programming In: Omega.
[Full Text][Citation analysis]		article10
2023High Moment Constraints for Predictive Density Combination In: CAMA Working Papers.
[Full Text][Citation analysis]		paper6
2019A Combination Method for Averaging OLS and GLS Estimators In: Econometrics.
[Full Text][Citation analysis]		article0
2022Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia In: Journal of African Economies.
[Full Text][Citation analysis]		article12
2020Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 12		paper
2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions In: Empirical Economics.
[Full Text][Citation analysis]		article5
2011Forecast combination for discrete choice models: predicting FOMC monetary policy decisions.(2011) In: Working Papers.
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This paper has nother version. Agregated cites: 5		paper
2015Generalized Variance: A Robust Estimator of Stock Price Volatility In: Working Papers.
[Full Text][Citation analysis]		paper0
2019Higher Moment Constraints for Predictive Density Combinations In: Working Papers.
[Full Text][Citation analysis]		paper6
2020Higher Moment Constraints for Predictive Density Combinations.(2020) In: Working Papers.
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This paper has nother version. Agregated cites: 6		paper
2021Forecast combination puzzle in the HAR model In: Working Papers.
[Full Text][Citation analysis]		paper1
2022Global combinations of expert forecasts In: Working Papers.
[Full Text][Citation analysis]		paper0
2023Combining simple multivariate HAR-like models for portfolio construction In: Working Papers.
[Full Text][Citation analysis]		paper0
2009Survival Analysis for Credit Scoring: Incidence and Latency In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Practical considerations for optimal weights in density forecast combi nation In: Working Papers.
[Full Text][Citation analysis]		paper0
2012Multiple Event Incidence and Duration Analysis for Credit Data Incorporating Non-Stochastic Loan Maturity In: Working Papers.
[Full Text][Citation analysis]		paper6
2014MULTIPLE EVENT INCIDENCE AND DURATION ANALYSIS FOR CREDIT DATA INCORPORATING NON‐STOCHASTIC LOAN MATURITY.(2014) In: Journal of Applied Econometrics.
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This paper has nother version. Agregated cites: 6		article
2013Practical use of sensitivity in econometrics with an illustration to forecast combinations In: Working Papers.
[Full Text][Citation analysis]		paper0
2025Maximum likelihood estimation of the linear model with equicorrelated errors In: Communications in Statistics - Theory and Methods.
[Full Text][Citation analysis]		article0
2025More information, less precision: meta-analysis through random effects In: Tinbergen Institute Discussion Papers.
[Full Text][Citation analysis]		paper0
2006Local sensitivity in econometrics In: Other publications TiSEM.
[Full Text][Citation analysis]		paper3
2013Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach In: Journal of Forecasting.
[Citation analysis]		article3
2021EDITORIAL STATEMENT IN HONOR OF PROFESSOR MICHAEL MCALEER In: Annals of Financial Economics (AFE).
[Full Text][Citation analysis]		article4

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