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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 1-25 of 353 citing articles:

Macroeconomic Shocks and Their Propagation
Valerie Ramey
Handbook of macroeconomics (2016), pp. 71-162
Open Access | Times Cited: 800
Oil price elasticities and oil price fluctuations
Dario Caldara, Michele Cavallo, Matteo Iacoviello
Journal of Monetary Economics (2018) Vol. 103, pp. 1-20
Open Access | Times Cited: 229
Bayesian Temporal Factorization for Multidimensional Time Series Prediction
Xinyu Chen, Lijun Sun
IEEE Transactions on Pattern Analysis and Machine Intelligence (2021), pp. 1-1
Open Access | Times Cited: 196
Essays in International Finance
Julian Fernandez Mejia
(2024)
Open Access | Times Cited: 130
Local projections vs. VARs: Lessons from thousands of DGPs
Dake Li, Mikkel Plagborg‐Møller, Christian K. Wolf
Journal of Econometrics (2024) Vol. 244, Iss. 2, pp. 105722-105722
Open Access | Times Cited: 37
Macroeconomic Nowcasting and Forecasting with Big Data
Brandyn Bok, Daniele Caratelli, Domenico Giannone, et al.
Annual Review of Economics (2018) Vol. 10, Iss. 1, pp. 615-643
Open Access | Times Cited: 162
Words are the New Numbers: A Newsy Coincident Index of the Business Cycle
Leif Anders Thorsrud
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 393-409
Open Access | Times Cited: 154
Inference in Structural Vector Autoregressions identified with an external instrument
José Luis Montiel Olea, James H. Stock, Mark W. Watson
Journal of Econometrics (2020) Vol. 225, Iss. 1, pp. 74-87
Closed Access | Times Cited: 104
The COVID-19 storm and the energy sector: The impact and role of uncertainty
Jan Jakub Szczygielski, Janusz Brzeszczyński, Ailie Charteris, et al.
Energy Economics (2021) Vol. 109, pp. 105258-105258
Open Access | Times Cited: 90
Modeling Macroeconomic Variations after Covid-19
Serena Ng
(2021)
Open Access | Times Cited: 89
FRED-QD: A Quarterly Database for Macroeconomic Research
Michael W. McCracken, Serena Ng
(2020)
Open Access | Times Cited: 87
Large dimensional latent factor modeling with missing observations and applications to causal inference
Ruoxuan Xiong, Markus Pelger
Journal of Econometrics (2022) Vol. 233, Iss. 1, pp. 271-301
Open Access | Times Cited: 47
Common Components Structural VARs*
Mario Forni, Luca Gambetti, Marco Lippi, et al.
Journal of Business and Economic Statistics (2025), pp. 1-24
Closed Access | Times Cited: 1
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
James H. Stock, Mark Watson
(2018)
Open Access | Times Cited: 81
Oil Price Pass-through into Core Inflation
Cristina Conflitti, Matteo Luciani
The Energy Journal (2019) Vol. 40, Iss. 6, pp. 221-248
Open Access | Times Cited: 62
Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach
Mohammad Enamul Hoque, Low Soo Wah, Mohd Azlan Shah Zaidi
Economic Research-Ekonomska Istraživanja (2019) Vol. 32, Iss. 1, pp. 3700-3732
Open Access | Times Cited: 61
Carbon emissions and business cycles
Hashmat Khan, Κωνσταντίνος Μεταξόγλου, Christopher R. Knittel, et al.
Journal of Macroeconomics (2019) Vol. 60, pp. 1-19
Open Access | Times Cited: 58
Time-varying general dynamic factor models and the measurement of financial connectedness
Matteo Barigozzi, Marc Hallin, Stefano Soccorsi, et al.
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 324-343
Open Access | Times Cited: 51
Spectral Methods for Data Science: A Statistical Perspective
Yuxin Chen, Yuejie Chi, Jianqing Fan, et al.
Foundations and Trends® in Machine Learning (2021) Vol. 14, Iss. 5, pp. 566-806
Open Access | Times Cited: 42
Factor-based imputation of missing values and covariances in panel data of large dimensions
Ercument Cahan, Jushan Bai, Serena Ng
Journal of Econometrics (2022) Vol. 233, Iss. 1, pp. 113-131
Open Access | Times Cited: 34
Here Comes the Change: The Role of Global and Domestic Factors in Post-Pandemic Inflation in Europe
Mahir Binici, Serhan Cevik, Samuele Centorrino, et al.
IMF Working Paper (2022) Vol. 2022, Iss. 241, pp. 1-1
Open Access | Times Cited: 29
Oil price dynamics in times of uncertainty: Revisiting the role of demand and supply shocks
Abhishek Kumar, Sushanta Mallick
Energy Economics (2023) Vol. 129, pp. 107152-107152
Open Access | Times Cited: 21
Quantifying noise in survey expectations
Artūras Juodis, Simas Kučinskas
Quantitative Economics (2023) Vol. 14, Iss. 2, pp. 609-650
Open Access | Times Cited: 18
Bridging factor and sparse models
Jianqing Fan, Ricardo Masini, Marcelo C. Medeiros
The Annals of Statistics (2023) Vol. 51, Iss. 4
Open Access | Times Cited: 17
High-dimensional low-rank tensor autoregressive time series modeling
Di Wang, Yao Zheng, Guodong Li
Journal of Econometrics (2023) Vol. 238, Iss. 1, pp. 105544-105544
Open Access | Times Cited: 17
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