We address two challenges in topic models: (1) Context information around words helps in determining their actual meaning, e.g., "networks" used in the contexts "artificial neural networks" vs. "biological neuron networks". Generative topic models infer topic-word distributions, taking no or only little context into account. Here, we extend a neural autoregressive topic model to exploit the full context information around words in a document in a language modeling fashion. The proposed model is named as iDocNADE. (2) Due to the small number of word occurrences (i.e., lack of context) in short text and data sparsity in a corpus of few documents, the application of topic models is challenging on such texts. Therefore, we propose a simple and efficient way of incorporating external knowledge into neural autoregressive topic models: we use embeddings as a distributional prior. The proposed variants are named as DocNADEe and iDocNADEe. We present novel neural autoregressive topic model variants that consistently outperform state-of-the-art generative topic models in terms of generalization, interpretability (topic coherence) and applicability (retrieval and classification) over 7 long-text and 8 short-text datasets from diverse domains.