John Geweke
Impact in
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- Monetary Policy and Economic Impact
- Finance top 0.1%
- Financial Risk and Volatility Modeling
Papers in
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- Complex Systems and Time Series Analysis 23
- Market Dynamics and Volatility 16
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- Monetary Policy and Economic Impact 44
- Co-authors
- Susan Porter‐Hudak (3 shared papers)Gianni Amisano (12 shared papers)Richard Meese (5 shared papers)Michael P. Keane (11 shared papers)Kenneth J. Singleton (4 shared papers)Warren T. Dent (2 shared papers)Guofu Zhou (1 shared paper)David E. Runkle (3 shared papers)
- Journals
- Journal of Econometrics (19 papers)Journal of the American Statistical Association (12 papers)Journal of Business and Economic Statistics (8 papers)Econometrica (7 papers)Econometric Reviews (5 papers)
- Partner nations
- United StatesAustraliaItaly
In The Last Decade
John Geweke
176 papers receiving 15.7k citations
John Geweke's Hit Papers
Peers
Comparison fields: 5 of 200
- General Economics, Econometrics and Finance 5.1k
- Finance 4.9k
- Statistics and Probability 2.7k
- Economics and Econometrics 8.9k
- Management Science and Operations Research 1.9k
Countries citing papers authored by John Geweke
This map shows the geographic impact of John Geweke'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 John Geweke with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites John Geweke more than expected).
Fields of papers citing papers by John Geweke
This network shows the impact of papers produced by John Geweke. 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 John Geweke. The network helps show where John Geweke may publish in the future.
Co-authors
The 25 scholars most cited alongside John Geweke, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 179 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | THE ESTIMATION AND APPLICATION OF LONG MEMORY TIME SERIES MODELS Hit paper breakdown → | 1983 | 2178 |
| 2 | Measurement of Linear Dependence and Feedback between Multiple Time Series Hit paper breakdown → | 1982 | 1482 |
| 3 | Evaluating the Accuracy of Sampling-Based Approaches to the Calculation of Posterior Moments Hit paper breakdown → | 1992 | 1123 |
| 4 | Bayesian Inference in Econometric Models Using Monte Carlo Integration Hit paper breakdown → | 1989 | 1068 |
| 5 | Using simulation methods for bayesian econometric models: inference, development,and communication Hit paper breakdown → | 1999 | 637 |
| 6 | Measures of Conditional Linear Dependence and Feedback between Time Series Hit paper breakdown → | 1984 | 549 |
| 7 | 1983 | 487 | |
| 8 | 2005 | 426 | |
| 9 | Efficient Simulation from the Multivariate Normal and Student-t Distributions Subject to Linear Constraints and the Evaluation of Constraint Probabilities | 1991 | 425 |
| 10 | 2009 | 377 | |
| 11 | 1993 | 376 | |
| 12 | 1982 | 287 | |
| 13 | 1996 | 273 | |
| 14 | 2011 | 248 | |
| 15 | 2010 | 240 | |
| 16 | 1994 | 238 | |
| 17 | 1981 | 191 | |
| 18 | 1986 | 182 | |
| 19 | 1980 | 163 | |
| 20 | 1986 | 163 |
About John Geweke
John Geweke is a scholar working on Economics and Econometrics, General Economics, Econometrics and Finance, Statistics and Probability, Finance and Management Science and Operations Research, having authored 179 papers that have together received 17.4k indexed citations. Recurring topics across this work include Monetary Policy and Economic Impact (44 papers), Financial Risk and Volatility Modeling (32 papers), Statistical Methods and Inference (28 papers), Statistical Methods and Bayesian Inference (24 papers), Complex Systems and Time Series Analysis (23 papers), Bayesian Methods and Mixture Models (19 papers), Forecasting Techniques and Applications (18 papers) and Market Dynamics and Volatility (16 papers). The work is most often cited by research in General Economics, Econometrics and Finance (5.1k citations), Finance (4.9k citations), Statistics and Probability (2.7k citations), Economics and Econometrics (8.9k citations) and Management Science and Operations Research (1.9k citations). John Geweke has collaborated with scholars based in United States, Australia and Italy. Frequent co-authors include Susan Porter‐Hudak, Gianni Amisano, Richard Meese, Michael P. Keane, Kenneth J. Singleton, Warren T. Dent, Guofu Zhou, David E. Runkle, William A. Barnett and Hisashi Tanizaki. Their work appears in journals such as Journal of Econometrics, Journal of the American Statistical Association, Journal of Business and Economic Statistics, Econometrica and Econometric Reviews.
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.