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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:

Identification and estimation of non-Gaussian structural vector autoregressions
Markku Lanne, Mika Meitz, Pentti Saikkonen
Journal of Econometrics (2016) Vol. 196, Iss. 2, pp. 288-304
Open Access | Times Cited: 156

Showing 26-50 of 156 citing articles:

Common Shocks and Climate Risk in European Equities
Andrea Cipollini, Fabio Parla
Journal of Forecasting (2025)
Closed Access
Investment Funds and Euro Disaster Risk
Pablo Anaya Longaric, Katharina Cera, Georgios Georgiadis, et al.
SSRN Electronic Journal (2025)
Closed Access
Does Natural Gas Matter for Financial Stability? A SVAR-X Analysis on the European Financial System and Financial Intermediaries
Cosimo Paccione, Stefano Marzioni, Pina Murè, et al.
Energy Economics (2025), pp. 108415-108415
Closed Access
Regime dependence in the oil-stock market relationship: The role of oil price uncertainty
Reinhold Heinlein, Scott M. R. Mahadeo
Economics Letters (2025), pp. 112291-112291
Closed Access
The role of renewables in smoothing the impact of oil and gas price shocks on inflation: The LAC experience
Magdalena Cornejo, Michelle Hallack, David Matías
Resources Policy (2025) Vol. 105, pp. 105577-105577
Closed Access
Identification and Estimation in Non-Fundamental Structural VARMA Models
Christian Gouriéroux, Alain Monfort, Jean‐Paul Renne
The Review of Economic Studies (2019) Vol. 87, Iss. 4, pp. 1915-1953
Open Access | Times Cited: 32
Identification of structural vector autoregressions through higher unconditional moments
Alain Guay
Journal of Econometrics (2020) Vol. 225, Iss. 1, pp. 27-46
Closed Access | Times Cited: 31
Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions
Stephan B. Bruns, Alessio Moneta, David I. Stern
Energy Economics (2021) Vol. 97, pp. 105158-105158
Open Access | Times Cited: 26
Refining set-identification in VARs through independence
Thorsten Drautzburg, Jonathan H. Wright
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1827-1847
Closed Access | Times Cited: 10
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Helmut Herwartz, Shu Wang
Journal of Economic Dynamics and Control (2023) Vol. 151, pp. 104630-104630
Closed Access | Times Cited: 10
Locally robust inference for non-Gaussian linear simultaneous equations models
Adam Lee, Geert Mesters
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105647-105647
Open Access | Times Cited: 3
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
Jetro Anttonen, Markku Lanne, Jani Luoto
Journal of Applied Econometrics (2024) Vol. 39, Iss. 3, pp. 422-437
Open Access | Times Cited: 3
Specification tests for non-Gaussian structural vector autoregressions
Dante Amengual, Gabriele Fiorentini, Enrique Sentana
Journal of Econometrics (2024) Vol. 244, Iss. 2, pp. 105803-105803
Closed Access | Times Cited: 3
Hodges–Lehmann Detection of Structural Shocks – An Analysis of Macroeconomic Dynamics in the Euro Area
Helmut Herwartz
Oxford Bulletin of Economics and Statistics (2018) Vol. 80, Iss. 4, pp. 736-754
Closed Access | Times Cited: 32
Exchange Rates, Foreign Currency Exposure and Sovereign Risk
Kerstin Bernoth, Helmut Herwartz
SSRN Electronic Journal (2019)
Open Access | Times Cited: 27
Identification of Structural Vector Autoregressions by Stochastic Volatility
Dominik Bertsche, Robin Braun
Journal of Business and Economic Statistics (2020) Vol. 40, Iss. 1, pp. 328-341
Open Access | Times Cited: 26
Aggregate Demand and Aggregate Supply Effects of COVID-19: A Real-time Analysis
Geert Bekaert, Eric Engström, Andrey Ermolov
SSRN Electronic Journal (2020)
Open Access | Times Cited: 26
Identification of structural multivariate GARCH models
Christian Hafner, Helmut Herwartz, Simone Maxand
Journal of Econometrics (2020) Vol. 227, Iss. 1, pp. 212-227
Open Access | Times Cited: 24
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Journal of Econometrics (2021) Vol. 225, Iss. 1, pp. 47-73
Open Access | Times Cited: 22
Time series estimation of the dynamic effects of disaster-type shocks
Richard A. Davis, Serena Ng
Journal of Econometrics (2022) Vol. 235, Iss. 1, pp. 180-201
Open Access | Times Cited: 16
Identification of independent structural shocks in the presence of multiple Gaussian components
Simone Maxand
Econometrics and Statistics (2018) Vol. 16, pp. 55-68
Open Access | Times Cited: 27
Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression
Markku Lanne, Jani Luoto
Oxford Bulletin of Economics and Statistics (2019) Vol. 82, Iss. 2, pp. 425-452
Open Access | Times Cited: 23
A Narrative Approach to a Fiscal DSGE Model
Thorsten Drautzburg
Working paper (2016)
Open Access | Times Cited: 21
A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments
Sascha Alexander Keweloh
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 3, pp. 772-782
Open Access | Times Cited: 20
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis
Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, et al.
Journal of Statistical Software (2021) Vol. 97, Iss. 5
Open Access | Times Cited: 17

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