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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:

Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Jamie Cross, Aubrey Poon
Economic Modelling (2016) Vol. 58, pp. 34-51
Closed Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

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
The source of financial contagion and spillovers: An evaluation of the covid-19 pandemic and the global financial crisis
Samet Günay, Gökberk Can
PLoS ONE (2022) Vol. 17, Iss. 1, pp. e0261835-e0261835
Open Access | Times Cited: 67
Large Bayesian matrix autoregressions
Joshua C. C. Chan, Yaling Qi
Journal of Econometrics (2025), pp. 105955-105955
Closed Access | Times Cited: 1
Asymmetric conjugate priors for large Bayesian VARs
Joshua C. C. Chan
Quantitative Economics (2022) Vol. 13, Iss. 3, pp. 1145-1169
Open Access | Times Cited: 31
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Joshua C. C. Chan
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1212-1226
Open Access | Times Cited: 35
Comparing stochastic volatility specifications for large Bayesian VARs
Joshua C. C. Chan
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 1419-1446
Open Access | Times Cited: 26
Large Hybrid Time-Varying Parameter VARs
Joshua C. C. Chan
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 890-905
Open Access | Times Cited: 21
High-dimensional conditionally Gaussian state space models with missing data
Joshua C. C. Chan, Aubrey Poon, Dan Zhu
Journal of Econometrics (2023) Vol. 236, Iss. 1, pp. 105468-105468
Open Access | Times Cited: 12
Time-varying impacts of monetary policies on state-level housing markets: Evidence from the Covid-19 period
MeiChi Huang
The Quarterly Review of Economics and Finance (2025), pp. 101961-101961
Closed Access
Bayesian Dynamic Factor Models for High-Dimensional Matrix-Valued Time Series
Wei Zhang
(2025)
Closed Access
Stochastic volatility models with ARMA innovations: An application to G7 inflation forecasts
Bo Zhang, Joshua C. C. Chan, Jamie Cross
International Journal of Forecasting (2020) Vol. 36, Iss. 4, pp. 1318-1328
Open Access | Times Cited: 24
Forecasting natural gas prices using highly flexible time-varying parameter models
Shen Gao, Chenghan Hou, Bao H. Nguyen
Economic Modelling (2021) Vol. 105, pp. 105652-105652
Open Access | Times Cited: 21
Comparing hybrid time-varying parameter VARs
Joshua C. C. Chan, Eric Eisenstat
Economics Letters (2018) Vol. 171, pp. 1-5
Open Access | Times Cited: 27
Large Bayesian Vector Autoregressions
Joshua C. C. Chan
Advanced studies in theoretical and applied econometrics (2019), pp. 95-125
Open Access | Times Cited: 25
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
Joshua C. C. Chan, Xuewen Yu
Journal of Economic Dynamics and Control (2022) Vol. 143, pp. 104505-104505
Open Access | Times Cited: 11
GDP Rate In The European Union: Simulations Based On Panel Data Models
Mihaela Simionescu, Kamil Dobeš, Ivan Brezina, et al.
JOURNAL OF INTERNATIONAL STUDIES (2016) Vol. 9, Iss. 3, pp. 191-202
Open Access | Times Cited: 15
On tail fatness of macroeconomic dynamics
Xiaochun Liu
Journal of Macroeconomics (2019) Vol. 62, pp. 103154-103154
Closed Access | Times Cited: 14
Vector autoregression models with skewness and heavy tails
Sune Karlsson, Stepan Mazur, Hoang Nguyen
Journal of Economic Dynamics and Control (2022) Vol. 146, pp. 104580-104580
Open Access | Times Cited: 8
Assessing the Synchronicity and Nature of Australian State Business Cycles
Aubrey Poon
Economic Record (2018) Vol. 94, Iss. 307, pp. 372-390
Open Access | Times Cited: 10
The transmission mechanism of Malaysian monetary policy: a time-varying vector autoregression approach
Aubrey Poon
Empirical Economics (2017) Vol. 55, Iss. 2, pp. 417-444
Closed Access | Times Cited: 9
How Sensitive Are VAR Forecasts to Prior Hyperparameters? An Automated Sensitivity Analysis
Joshua C. C. Chan, Liana Jacobi, Dan Zhu
Advances in econometrics (2019), pp. 229-248
Open Access | Times Cited: 6
Measuring the Output Gap Using Stochastic Model Specification Search
Joshua C. C. Chan, Angelia L. Grant
SSRN Electronic Journal (2017)
Open Access | Times Cited: 5
Fast and Accurate Variational Inference for Large Bayesian Vars with Stochastic Volatility
Joshua C. C. Chan, Xuewen Yu
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles
Xiao-Li Gong, Xi-Hua Liu, Xiong Xiong, et al.
Chaos Solitons & Fractals (2019) Vol. 121, pp. 129-136
Closed Access | Times Cited: 5
Large Bayesian Vector Autoregressions
Joshua C. C. Chan
SSRN Electronic Journal (2019)
Open Access | Times Cited: 5
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