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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:

Structural vector autoregressions with heteroskedasticity: A review of different volatility models
Helmut Lütkepohl, Aleksei Netšunajev
Econometrics and Statistics (2016) Vol. 1, pp. 2-18
Closed Access | Times Cited: 44

Showing 1-25 of 44 citing articles:

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
Identifying Shocks via Time-Varying Volatility
Daniel Lewis
The Review of Economic Studies (2021) Vol. 88, Iss. 6, pp. 3086-3124
Open Access | Times Cited: 48
Unraveling the structural sources of oil production and their impact on CO2 emissions
Helmut Herwartz, Bernd Theilen, Shu Wang
Energy Economics (2024) Vol. 132, pp. 107488-107488
Open Access | Times Cited: 6
The shale revolution, geopolitical risk, and oil price volatility
Wenxue Wang, Fuyu Yang
Energy Reports (2023) Vol. 9, pp. 3458-3472
Open Access | Times Cited: 12
An enquiry into the monetary policy and stock market shocks in the US
Taimur Sharif, Ahmed Bouteska, Mohammad Zoynul Abedin, et al.
International Review of Economics & Finance (2025), pp. 103925-103925
Open Access
Revisiting the relationship between farmland prices and rents in Japan with time‐varying vector autoregressions
A. Ford Ramsey, Kenichi Kuroiwa
Journal of the Agricultural and Applied Economics Association (2025)
Open Access
Coping with demand volatility in retail pharmacies with the aid of big data exploration
Christos I. Papanagnou, Omeiza Matthews-Amune
Computers & Operations Research (2017) Vol. 98, pp. 343-354
Open Access | Times Cited: 34
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
Testing identification via heteroskedasticity in structural vector autoregressive models
Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev, et al.
Econometrics Journal (2020) Vol. 24, Iss. 1, pp. 1-22
Open Access | Times Cited: 21
Choosing Between Different Time‐Varying Volatility Models for Structural Vector Autoregressive Analysis
Helmut Lütkepohl, Thore Schlaak
Oxford Bulletin of Economics and Statistics (2018) Vol. 80, Iss. 4, pp. 715-735
Open Access | Times Cited: 22
The Relation between Monetary Policy and the Stock Market in Europe
Helmut Lütkepohl, Aleksei Netšunajev
Econometrics (2018) Vol. 6, Iss. 3, pp. 36-36
Open Access | Times Cited: 21
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
The business cycle in Brazil: identification via heteroskedasticity
Thiago Drummond de Mendonça Giudici, Elcyon Caiado Rocha Lima
International Economics and Economic Policy (2024) Vol. 21, Iss. 3, pp. 649-684
Closed Access | Times Cited: 2
Bayesian inference for structural vector autoregressions identified by Markov-switching heteroskedasticity
Helmut Lütkepohl, Tomasz Woźniak
Journal of Economic Dynamics and Control (2020) Vol. 113, pp. 103862-103862
Open Access | Times Cited: 18
The investment-uncertainty relationship in the oil and gas industry
Maryam Ahmadi, Matteo Manera, Mehdi Sadeghzadeh
Resources Policy (2019) Vol. 63, pp. 101439-101439
Open Access | Times Cited: 16
Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?
Helmut Herwartz, Alexander Lange, Simone Maxand
Economic Inquiry (2021) Vol. 60, Iss. 2, pp. 668-693
Open Access | Times Cited: 9
The Shale Revolution, Geopolitical Risk, and Oil Price Volatility
Wenxue Wang, Fuyu Yang
SSRN Electronic Journal (2018)
Open Access | Times Cited: 7
Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics
Carlos Velasco
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 3, pp. 819-832
Open Access | Times Cited: 4
Do we reject restrictions identifying fiscal shocks? identification based on non-Gaussian innovations
Madina Karamysheva, Anton Skrobotov
Journal of Economic Dynamics and Control (2022) Vol. 138, pp. 104358-104358
Closed Access | Times Cited: 4
Statistical Identification in Svars - Monte Carlo Experiments and a Comparative Assessment of the Role of Economic Uncertainties for the US Business Cycle
Helmut Herwartz, Alexander Lange, Simone Maxand
SSRN Electronic Journal (2019)
Open Access | Times Cited: 5
Credit demand and supply shocks in Italy during the Great Recession
Andrea Cipollini, Fabio Parla
Applied Economics (2018) Vol. 50, Iss. 53, pp. 5795-5813
Closed Access | Times Cited: 4
Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis
Helmut Lütkepohl, Thore Schlaak
SSRN Electronic Journal (2017)
Open Access | Times Cited: 4
Macroeconomic Transmission of (Un-)Predictable Uncertainty Shocks
José Ferrer, John H. Rogers, Jiawen Xu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Identification of Singular and Noisy Structural VAR Models: The Collapsing-Ica Approach
Francesco Cordoni, Fulvio Corsi
SSRN Electronic Journal (2022)
Closed Access | Times Cited: 3
Ensemble Economic Scenario Generators: Unity Makes Strength
Jean‐François Bégin
North American Actuarial Journal (2022) Vol. 27, Iss. 3, pp. 444-471
Closed Access | Times Cited: 3
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