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OpenAlex Citation Counts

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OpenAlex is a bibliographic catalogue of scientific papers, authors and institutions accessible in open access mode, named after the Library of Alexandria. It's citation coverage is excellent and I hope you will find utility in this listing of citing articles!

If you click the article title, you'll navigate to the article, as listed in CrossRef. If you click the Open Access links, you'll navigate to the "best Open Access location". Clicking the citation count will open this listing for that article. Lastly at the bottom of the page, you'll find basic pagination options.

Requested Article:

Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
James H. Stock, Mark W. Watson
Handbook of macroeconomics (2016), pp. 415-525
Closed Access | Times Cited: 353

Showing 26-50 of 353 citing articles:

Forecasting UK inflation bottom up
Andreas Joseph, Galina Potjagailo, Chiranjit Chakraborty, et al.
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1521-1538
Closed Access | Times Cited: 8
Local projections in unstable environments
Atsushi Inoue, Barbara Rossi, Yiru Wang
Journal of Econometrics (2024) Vol. 244, Iss. 2, pp. 105726-105726
Closed Access | Times Cited: 8
The Disappointing Recovery of Output after 2009
John G. Fernald, Robert E. Hall, James H. Stock, et al.
Federal Reserve Bank of San Francisco, Working Paper Series (2017) Vol. 2017, Iss. 14, pp. 01-61
Open Access | Times Cited: 57
The Disappointing Recovery of Output after 2009
John G. Fernald, Robert E. Hall, James H. Stock, et al.
(2017)
Open Access | Times Cited: 54
On factor models with random missing: EM estimation, inference, and cross validation
Sainan Jin, Ke Miao, Liangjun Su
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 745-777
Open Access | Times Cited: 48
Identifying Modern Macro Equations with Old Shocks*
Régis Barnichon, Geert Mesters
The Quarterly Journal of Economics (2020) Vol. 135, Iss. 4, pp. 2255-2298
Open Access | Times Cited: 48
Bayesian inference on structural impulse response functions
Mikkel Plagborg‐Møller
Quantitative Economics (2019) Vol. 10, Iss. 1, pp. 145-184
Open Access | Times Cited: 47
Media sentiment and international asset prices
Samuel P. Fraiberger, Do Lee, Damien Puy, et al.
Journal of International Economics (2021) Vol. 133, pp. 103526-103526
Open Access | Times Cited: 39
Estimation of Sparsity-Induced Weak Factor Models
Yoshimasa Uematsu, Takashi Yamagata
Journal of Business and Economic Statistics (2021) Vol. 41, Iss. 1, pp. 213-227
Open Access | Times Cited: 35
Narrative Monetary Policy Surprises and the Media
Saskia ter Ellen, Vegard H. Larsen, Leif Anders Thorsrud
Journal of money credit and banking (2021) Vol. 54, Iss. 5, pp. 1525-1549
Open Access | Times Cited: 34
Local Projections vs. VARs: Lessons From Thousands of DGPs
Dake Li, Mikkel Plagborg‐Møller, Christian Wolf
(2022)
Open Access | Times Cited: 25
The shale oil boom and the US economy: Spillovers and time‐varying effects
Hilde C. Bjørnland, Julia Skretting
Journal of Applied Econometrics (2024) Vol. 39, Iss. 6, pp. 1000-1020
Open Access | Times Cited: 5
Markov-Switching Three-Pass Regression Filter
Pierre Guérin, Danilo Leiva‐León, Massimiliano Marcellino
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 285-302
Open Access | Times Cited: 43
A paired neural network model for tourist arrival forecasting
Yuan Yao, Yi Cao, Xuemei Ding, et al.
Expert Systems with Applications (2018) Vol. 114, pp. 588-614
Open Access | Times Cited: 41
FRED-QD: A Quarterly Database for Macroeconomic Research
Michael W. McCracken, Serena Ng
(2020)
Open Access | Times Cited: 37
A Neural network enhanced hidden Markov model for tourism demand forecasting
Yuan Yao, Yi Cao
Applied Soft Computing (2020) Vol. 94, pp. 106465-106465
Open Access | Times Cited: 33
An Exact and Robust Conformal Inference Method for Counterfactual and Synthetic Controls
Victor Chernozhukov, Kaspar Wüthrich, Yinchu Zhu
Figshare (2021)
Open Access | Times Cited: 31
Nowcasting with large Bayesian vector autoregressions
Jacopo Cimadomo, Domenico Giannone, Michèle Lenza, et al.
Journal of Econometrics (2021) Vol. 231, Iss. 2, pp. 500-519
Open Access | Times Cited: 31
Robust Bayesian inference in proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
Journal of Econometrics (2021) Vol. 228, Iss. 1, pp. 107-126
Open Access | Times Cited: 30
Modeling, forecasting, and nowcasting U.S. CO2 emissions using many macroeconomic predictors
Mikkel Bennedsen, Eric Hillebrand, Siem Jan Koopman
Energy Economics (2021) Vol. 96, pp. 105118-105118
Open Access | Times Cited: 27
Rank determination in tensor factor model
Yuefeng Han, Rong Chen, Cun-Hui Zhang
Electronic Journal of Statistics (2022) Vol. 16, Iss. 1
Open Access | Times Cited: 21
A large Canadian database for macroeconomic analysis
Olivier Fortin‐Gagnon, Maxime Leroux, Dalibor Stevanović, et al.
Canadian Journal of Economics/Revue canadienne d économique (2022) Vol. 55, Iss. 4, pp. 1799-1833
Open Access | Times Cited: 20
BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS
Gary Koop, Dimitris Korobilis
International Economic Review (2022) Vol. 64, Iss. 3, pp. 1047-1074
Open Access | Times Cited: 20
What moves treasury yields?
Emanuel Moench, Soroosh Soofi-Siavash
Journal of Financial Economics (2022) Vol. 146, Iss. 3, pp. 1016-1043
Closed Access | Times Cited: 19
What Drives Core Inflation? The Role of Supply Shocks
Marta Bánbura, Elena Bobeica, Catalina Martínez Hernández
SSRN Electronic Journal (2023)
Open Access | Times Cited: 12

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