Andrey L. Vasnev : Citation Profile

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

7

H index

6

i10 index

254

Citations

RESEARCH PRODUCTION:

23

Articles

25

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: 42.    Total self citations: 18 (6.62 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pva556
   Updated: 2026-01-17    RAS profile: 2025-10-13    
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Relations with other researchers

Works with:

Ubilava, David (2)

Clements, Adam (2)

Pauwels, Laurent (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)

Cerqueti, Roy (5)

Mandel, Antoine (5)

Hyndman, Rob (4)

Aastveit, Knut Are (4)

Roccazzella, Francesco (4)

Cites to:

Magnus, Jan (19)

Timmermann, Allan (19)

Wallis, Kenneth (14)

Elliott, Graham (13)

Watson, Mark (11)

Mitchell, James (11)

Pauwels, Laurent (10)

Diebold, Francis (10)

Pauwels, Laurent (10)

Stock, James (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

Recent works citing Andrey L. Vasnev (2025 and 2024)

YearTitle of citing document
2024Role of Internship quality and Proactive Personality in Job Search Success: A Moderated-mediation Model Through Career Adaptability. (2024). Mittal, Shashank ; Ahmadi, Mohammad Hossein ; Kumar, Shubham. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:28:y:2024:i:2:p:137-164.

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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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2024Ensemble distributional forecasting for insurance loss reserving. (2024). Li, Yanfeng ; Wong, Bernard ; Avanzi, Benjamin ; Xian, Alan. In: Papers. RePEc:arx:papers:2206.08541.

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2024Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562.

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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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2024Earnings management reactions to key audit matters. (2024). Parte, Laura ; Campa, Domenico ; Camachomiano, Maradelmar. In: Global Policy. RePEc:bla:glopol:v:15:y:2024:i:s7:p:115-130.

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2024Solving the Forecast Combination Puzzle Using Double Shrinkages. (2024). Wang, Yudong ; Hao, Xianfeng ; Liu, LI. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:714-741.

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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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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418.

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2024The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Mueller, Hannes ; Molina Sánchez, Luis ; Diakonova, M ; Prez, J J. In: Janeway Institute Working Papers. RePEc:cam:camjip:2413.

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2024The effects of state-level foreign manufacturing imports on domestic inter-state and intra-state sales in the U.S.A. (2024). Lahiri, Sajal ; Paudel, Nawaraj S. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:297-305.

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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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2024Combining probabilistic forecasts of intermittent demand. (2024). Kang, Yanfei ; Wang, Shengjie ; Petropoulos, Fotios. In: European Journal of Operational Research. RePEc:eee:ejores:v:315:y:2024:i:3:p:1038-1048.

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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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2024Pooling and winsorizing machine learning forecasts to predict stock returns with high-dimensional data. (2024). Strauss, Jack ; Mekelburg, Erik. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000732.

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2024Forecast reconciliation: A review. (2024). Hyndman, Rob ; Kourentzes, Nikolaos ; Athanasopoulos, George ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:430-456.

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2024CRPS-based online learning for nonlinear probabilistic forecast combination. (2024). Camal, Simon ; Pinson, Pierre ; Kariniotakis, Georges ; van der Meer, Dennis. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1449-1466.

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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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2024The information content of conflict, social unrest and policy uncertainty measures for macroeconomic forecasting. (2024). Rauh, Christopher ; Pérez, Javier ; Molina, Luis ; Diakonova, Marina ; Prez, Javier J ; Mueller, Hannes. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:4:s2666143824000127.

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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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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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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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2024Forecast evaluation improving using the simplest methods of individual forecasts’ combination. (2024). Turuntseva, Marina ; Astafieva, Ekaterina ; Astafyeva, Ekaterina. In: Applied Econometrics. RePEc:ris:apltrx:0498.

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2024Strategic deviation and investment inefficiency. (2024). Habib, Ahsan ; Ranasinghe, Dinithi. In: Australian Journal of Management. RePEc:sae:ausman:v:49:y:2024:i:4:p:531-560.

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2024How to control the effectiveness of a campaign of mailing list marketing: a proposal based on survival analysis. (2024). Marletta, Andrea. In: Annals of Operations Research. RePEc:spr:annopr:v:342:y:2024:i:3:d:10.1007_s10479-022-05145-w.

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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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2024Forecasting the equity premium using weighted regressions: Does the jump variation help?. (2024). Zhang, Yaojie ; Wang, Yudong. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:5:d:10.1007_s00181-023-02521-8.

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2024Forecast combination in agricultural economics: Past, present, and the future. (2024). Ramsey, Austin ; Adjemian, Michael K. In: Applied Economic Perspectives and Policy. RePEc:wly:apecpp:v:46:y:2024:i:4:p:1450-1478.

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2024Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint. (2024). Wang, Yudong ; Hao, Xianfeng ; Geng, Qianjie. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:2:p:309-325.

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2024Forecasting the direction of the Feds monetary policy decisions using random forest. (2024). Fan, Juanjuan ; Yoon, Jungyeon. In: Journal of Forecasting. RePEc:wly:jforec:v:43:y:2024:i:7:p:2848-2859.

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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]		paper1
2024Flexible global forecast combinations.(2024) In: Omega.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		article
2018Inference‐in‐residuals as an Estimation Method for Earnings Management In: Abacus.
[Full Text][Citation analysis]		article15
2008USING MACRO DATA TO OBTAIN BETTER MICRO FORECASTS In: Econometric Theory.
[Full Text][Citation analysis]		article2
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 12		paper
2004Local Sensitivity and Diagnostic Tests.(2004) In: Other publications TiSEM.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2013Forecast combination for U.S. recessions with real-time data.(2013) In: Working Papers.
[Full Text][Citation analysis]
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]		article129
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: 129		paper
2023Too similar to combine? On negative weights in forecast combination In: International Journal of Forecasting.
[Full Text][Citation analysis]		article2
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: 2		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.
[Full Text][Citation analysis]
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]		article7
2017Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts.(2017) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7		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]		article11
2020Price Transmission in Conflict-Affected States: Evidence from Cereal Markets of Somalia.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11		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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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
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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