Eric Zivot

14.7k total citations · 3 hit papers
54 papers, 10.0k citations indexed

About

Eric Zivot is a scholar working on General Economics, Econometrics and Finance, Economics and Econometrics and Finance. According to data from OpenAlex, Eric Zivot has authored 54 papers receiving a total of 10.0k indexed citations (citations by other indexed papers that have themselves been cited), including 29 papers in General Economics, Econometrics and Finance, 29 papers in Economics and Econometrics and 22 papers in Finance. Recurrent topics in Eric Zivot's work include Monetary Policy and Economic Impact (28 papers), Market Dynamics and Volatility (16 papers) and Financial Risk and Volatility Modeling (14 papers). Eric Zivot is often cited by papers focused on Monetary Policy and Economic Impact (28 papers), Market Dynamics and Volatility (16 papers) and Financial Risk and Volatility Modeling (14 papers). Eric Zivot collaborates with scholars based in United States, Netherlands and South Korea. Eric Zivot's co-authors include Donald W. K. Andrews, Jiahui Wang, Charles R. Nelson, Ming Chien Lo, James Morley, Frank Kleibergen, Kyongwook Choi, Jeremy Piger, Richard Startz and Charles Nelson and has published in prestigious journals such as SHILAP Revista de lepidopterología, Journal of the American Statistical Association and Econometrica.

In The Last Decade

Eric Zivot

51 papers receiving 9.3k citations

Hit Papers

Further Evidence on the Great Crash, the Oil-Price Shock,... 1992 2026 2003 2014 2002 1992 1992 1000 2.0k 3.0k 4.0k

Peers

Eric Zivot
Comparison fields: 5 of 141
  • Economics and Econometrics 8.3k
  • General Economics, Econometrics and Finance 5.2k
  • Finance 2.7k
  • Renewable Energy, Sustainability and the Environment 1.9k
  • Environmental Engineering 592
Replace Anindya Banerjee with:
Anindya Banerjee United Kingdom
Juan J. Dolado Spain
Katarina Jusélius Denmark
Chia-Shang James Chu United States
Junsoo Lee United States
Chien‐Fu Lin Taiwan
Serena Ng United States
Jushan Bai United States
Graham Elliott United States
Hiro Y. Toda Japan
Anindya Banerjee United Kingdom View profile →
Citations per field, relative to Eric Zivot
Eric Zivot · 1×
Citations per year, relative to Eric Zivot
Eric Zivot · 1×

Countries citing papers authored by Eric Zivot

Since Specialization
Citations

This map shows the geographic impact of Eric Zivot's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Eric Zivot with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Eric Zivot more than expected).

Fields of papers citing papers by Eric Zivot

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Eric Zivot. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Eric Zivot. The network helps show where Eric Zivot may publish in the future.

Co-authorship network of co-authors of Eric Zivot

This figure shows the co-authorship network connecting the top 25 collaborators of Eric Zivot. A scholar is included among the top collaborators of Eric Zivot based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Eric Zivot. Eric Zivot is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
# Work Indexed citations
1 1
2 1
3 0
4
State Space Modeling Using SsfPack in S+FinMetrics 3.0
1
5
Forecasting the Term Structures of Treasury and Corporate Yields: Dynamic Nelson-Siegel Models Evaluation
3
6 8
7 22
8 5
9 1
10 31
11 2
12 24
13 73
14 102
15
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis breakdown →
4157
16
Time-Variation and Structural Change in the Forward Discount: Implications for the Forward Rate Unbiasedness Hypothesis
16
17 2
18
Notes on Structural VAR Modeling
2
19 20
20
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis breakdown →
2481

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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