Eric Zivot

14.8k citations
71 papers · 10.8k · 3 hit papers · h-index 24

Impact in

Papers in

Eric Zivot

68 papers receiving 10.0k citations

Eric Zivot's Hit Papers

Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 2002 · 4.2k citations
4.2k0+11+22Years since publication10002.0k3.0k4.0k

Peers

Eric Zivot
Comparison fields: 5 of 141
  • General Economics, Econometrics and Finance 5.5k
  • Economics and Econometrics 8.6k
  • Finance 2.9k
  • Renewable Energy, Sustainability and the Environment 1.9k
  • General Energy 62
Replace Chia-Shang James Chu with:
Chia-Shang James Chu United States
Juan J. Dolado Spain
Katarina Jusélius Denmark
Anindya Banerjee United Kingdom
Junsoo Lee United States
Chien‐Fu Lin Taiwan
Serena Ng United States
Graham Elliott United States
Jushan Bai United States
Gary Koop United Kingdom
Eric Zivot relative to Chia-Shang James Chu United States Chia-Shang James Chu's profile →
Citations per field
00.5×1.7×
Chia-Shang James Chu · 1×
Citations per year

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-authors

The 25 scholars most cited alongside Eric Zivot, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Eric Zivot Line = papers co-authored together Eric Zivot links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 71 papers — load more, or switch the sort, to bring in the rest.

#Work
1
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Hit paper breakdown →
20024240
2
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Hit paper breakdown →
19922584
3
Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis
Hit paper breakdown →
19921530
4 2003357
5 2001292
6 2003280
7 2003164
8 2009140
9 1998114
10 2003109
11 2000103
12 2001101
13 200387
14 199876
15 200768
16 200349
17 200833
18 200033
19 199431
20 201031

About Eric Zivot

Eric Zivot is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance, Finance, Management Science and Operations Research and Statistics and Probability, having authored 71 papers that have together received 10.8k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (34 papers), Financial Risk and Volatility Modeling (23 papers), Market Dynamics and Volatility (23 papers), Complex Systems and Time Series Analysis (14 papers), Stochastic processes and financial applications (7 papers), Financial Markets and Investment Strategies (7 papers), Statistical Methods and Inference (7 papers) and Advanced Statistical Methods and Models (7 papers). The work is most often cited by research in General Economics, Econometrics and Finance (5.5k citations), Economics and Econometrics (8.6k citations), Finance (2.9k citations), Renewable Energy, Sustainability and the Environment (1.9k citations) and General Energy (62 citations). Eric Zivot has collaborated with scholars based in United States, Netherlands and China. Frequent 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. Their work appears in journals such as Journal of Business and Economic Statistics, Journal of Econometrics, Journal of International Money and Finance, International Journal of Forecasting and Econometric Theory.

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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