Eric Eisenstat

Economics and Econometrics · 2018–2020

A researcher in the Science corpus: 2 papers; trusts 16 researchers and is trusted by 4 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 30 citations into it
• Finance — 11 citations into it; #8,432 of 10,518 by trust here, #10,352 by citations
• Statistics and Probability — 9 citations into it; #10,764 of 12,932 by trust here, #12,077 by citations
• Management Science and Operations Research — 5 citations into it; #9,523 of 11,946 by trust here, #11,755 by citations

Whom Eric Eisenstat trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Gary Koop
2. Timothy Cogley
3. Todd E. Clark
4. Giorgio E. Primiceri
5. Sungbae An
6. Joshua C. C. Chan
7. Thomas J. Sargent
8. Dirk P. Kroese
9. Robert B. Barsky
10. Stefan Schaal

Who trusts Eric Eisenstat overall

1. V. Erokhin
2. Joshua C. C. Chan

Papers from Eric Eisenstat's perspective

Ordered by how strongly the researchers Eric Eisenstat trusts endorse each paper. Same corpus, a different order for every researcher.

1. Drifts and Volatilities: Monetary Policies and Outcomes in the Post WWII U.S.
2. Forecasting with Medium and Large Bayesian VARs
3. Time Varying Structural Vector Autoregressions and Monetary Policy
4. Computational approaches to motor learning by imitation.
5. Has Monetary Policy Become More Effective? (Review of Economics and Statistics)
6. Large time-varying parameter VARs
7. Real-Time Density Forecasts From Bayesian Vector Autoregressions With Stochastic Volatility
8. Handbook of Monte Carlo Methods
9. Weighted Average Importance Sampling and Defensive Mixture Distributions
10. Bayesian Analysis of DSGE Models

Their papers

• Bayesian Model Comparison for Time-Varying Parameter VARs with Stochastic Volatility (2018) — 193 citations
• Reducing the state space dimension in a large TVP-VAR (2020) — 69 citations