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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:

RARE SHOCKS, GREAT RECESSIONS
Vasco Cúrdia, Marco Del Negro, Daniel Greenwald
Journal of Applied Econometrics (2014) Vol. 29, Iss. 7, pp. 1031-1052
Open Access | Times Cited: 100

Showing 1-25 of 100 citing articles:

Microeconomic Origins of Macroeconomic Tail Risks
Daron Acemoğlu, Asuman Ozdaglar, Alireza Tahbaz-Salehi
American Economic Review (2016) Vol. 107, Iss. 1, pp. 54-108
Open Access | Times Cited: 282
More is different ... and complex! the case for agent-based macroeconomics
Giovanni Dosi, Andrea Roventini
Journal of Evolutionary Economics (2019) Vol. 29, Iss. 1, pp. 1-37
Closed Access | Times Cited: 170
How to estimate a vector autoregression after March 2020
Michèle Lenza, Giorgio E. Primiceri
Journal of Applied Econometrics (2022) Vol. 37, Iss. 4, pp. 688-699
Closed Access | Times Cited: 146
Addressing COVID-19 Outliers in BVARs with Stochastic Volatility
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino, et al.
The Review of Economics and Statistics (2022) Vol. 106, Iss. 5, pp. 1403-1417
Open Access | Times Cited: 88
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
Solution and Estimation Methods for DSGE Models
Jesús Fernández‐Villaverde, Juan Francisco Rubio-Ramı́rez, Frank Schorfheide
Handbook of macroeconomics (2016), pp. 527-724
Open Access | Times Cited: 154
How to Estimate a VAR after March 2020
Michèle Lenza, Giorgio E. Primiceri
(2020)
Open Access | Times Cited: 126
Challenges for Central Banks’ Macro Models
Jesper Lindé, Frank Smets, Raf Wouters
Handbook of macroeconomics (2016), pp. 2185-2262
Open Access | Times Cited: 100
Large Bayesian VARs: A Flexible Kronecker Error Covariance Structure
Joshua C. C. Chan
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 1, pp. 68-79
Open Access | Times Cited: 98
Uncertainty shocks and business cycle research
Jesús Fernández‐Villaverde, Pablo Guerrón-Quintana
Review of Economic Dynamics (2020) Vol. 37, pp. S118-S146
Open Access | Times Cited: 97
Feedbacks: Financial Markets and Economic Activity
Markus K. Brunnermeier, Darius Palia, Karthik Sastry, et al.
American Economic Review (2021) Vol. 111, Iss. 6, pp. 1845-1879
Open Access | Times Cited: 94
Uncertainty across volatility regimes
Giovanni Angelini, Emanuele Bacchiocchi, Giovanni Caggiano, et al.
Journal of Applied Econometrics (2018) Vol. 34, Iss. 3, pp. 437-455
Open Access | Times Cited: 88
The COVID-19 shock and challenges for inflation modelling
Elena Bobeica, Benny Hartwig
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 519-539
Open Access | Times Cited: 52
Rare Disasters, the Natural Interest Rate and Monetary Policy*
Alessandro Cantelmo
Oxford Bulletin of Economics and Statistics (2022) Vol. 84, Iss. 3, pp. 473-496
Open Access | Times Cited: 49
Forecasting with VAR models: Fat tails and stochastic volatility
Ching‐Wai Chiu, Haroon Mumtaz, Gábor Pintér
International Journal of Forecasting (2017) Vol. 33, Iss. 4, pp. 1124-1143
Open Access | Times Cited: 76
Assessing macroeconomic tail risk
Francesca Loria, Christian Matthes, Donghai Zhang
The Economic Journal (2024) Vol. 135, Iss. 665, pp. 264-284
Open Access | Times Cited: 8
Adaptive models and heavy tails with an application to inflation forecasting
Davide Delle Monache, Iván Petrella
International Journal of Forecasting (2017) Vol. 33, Iss. 2, pp. 482-501
Open Access | Times Cited: 61
Macroeconomic Policy in DSGE and Agent-Based Models Redux: New Developments and Challenges Ahead
Giorgio Fagiolo, Andrea Roventini
SSRN Electronic Journal (2016)
Open Access | Times Cited: 58
Disaster risk and preference shifts in a New Keynesian model
Marlène Isoré, Urszula Szczerbowicz
Journal of Economic Dynamics and Control (2017) Vol. 79, pp. 97-125
Open Access | Times Cited: 53
Real-time forecast evaluation of DSGE models with stochastic volatility
Francis X. Diebold, Frank Schorfheide, Minchul Shin
Journal of Econometrics (2017) Vol. 201, Iss. 2, pp. 322-332
Open Access | Times Cited: 50
The threat of oil market turmoils to food price stability in Sub-Saharan Africa
Bernhard Dalheimer, Helmut Herwartz, Alexander Lange
Energy Economics (2020) Vol. 93, pp. 105029-105029
Closed Access | Times Cited: 45
Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors
Todd E. Clark, Michael W. McCracken, Elmar Mertens
The Review of Economics and Statistics (2018) Vol. 102, Iss. 1, pp. 17-33
Open Access | Times Cited: 46
Optimal Density Forecast Combinations
Gergely Ganics
SSRN Electronic Journal (2018)
Open Access | Times Cited: 45
Existence and Uniqueness of Solutions to Dynamic Models with Occasionally Binding Constraints
Tom Holden
The Review of Economics and Statistics (2021) Vol. 105, Iss. 6, pp. 1481-1499
Open Access | Times Cited: 29
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails
Juan Drechsel Antolin-Diaz, Thomas Drechsel, Iván Petrella
Journal of Econometrics (2023) Vol. 238, Iss. 2, pp. 105634-105634
Closed Access | Times Cited: 11
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