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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 macroeconomic risks
Patrick Adams, Tobias Adrian, Nina Boyarchenko, et al.
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1173-1191
Open Access | Times Cited: 51

Showing 1-25 of 51 citing articles:

High-frequency monitoring of growth at risk
Laurent Ferrara, Matteo Mogliani, Jean‐Guillaume Sahuc
International Journal of Forecasting (2021) Vol. 38, Iss. 2, pp. 582-595
Open Access | Times Cited: 53
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Journal of money credit and banking (2023) Vol. 56, Iss. 5, pp. 1099-1127
Open Access | Times Cited: 20
Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression
Ilias Chronopoulos, Aristeidis Raftapostolos, George Kapetanios
Journal of Financial Econometrics (2023) Vol. 22, Iss. 3, pp. 636-669
Open Access | Times Cited: 17
COVID-19 uncertainty, financial markets and monetary policy effects in case of two emerging Asian countries
Harendra Behera, Iman Gunadi, Badri Narayan Rath
Economic Analysis and Policy (2023) Vol. 78, pp. 173-189
Open Access | Times Cited: 11
Gauging growth risk in an international financial centre: some evidence from Singapore
Hwee Kwan Chow
Empirical Economics (2025)
Closed Access
Belief Shocks and Implications of Expectations About Growth‐at‐Risk
Maximilian Boeck, Michael Pfarrhofer
Journal of Applied Econometrics (2025)
Open Access
Integrating IoT data and reinforcement learning for adaptive macroeconomic policy optimization
Cong Peng, Y X Zhang, Liheng Jiang
Alexandria Engineering Journal (2025) Vol. 119, pp. 222-231
Open Access
The Taming of the Skew: Asymmetric Inflation Risk and Monetary Policy
Andrea De Polis, Leonardo Melosi, Iván Petrella
SSRN Electronic Journal (2025)
Closed Access
Medium-Term Growth-at-Risk in the Euro Area
Jan Hannes Lang, Marek Rusnák, Moritz Greiwe
IMF Economic Review (2025)
Closed Access
Predicting Tail-Risks for the Italian Economy
Maximilian Boeck, Massimiliano Marcellino, Michael Pfarrhofer, et al.
Journal of Business Cycle Research (2025)
Open Access
High-frequency Growth-at-Risk of China: the Role of Macro-financial Environment
Mengnan Xu, Qifa Xu, Cuixia Jiang, et al.
Computational Economics (2025)
Closed Access
An Understanding of How GDP, Unemployment and Inflation Interact and Change across Time and Frequency
Yegnanew A. Shiferaw
Economies (2023) Vol. 11, Iss. 5, pp. 131-131
Open Access | Times Cited: 8
Modeling tail risks of inflation using unobserved component quantile regressions
Michael Pfarrhofer
Journal of Economic Dynamics and Control (2022) Vol. 143, pp. 104493-104493
Open Access | Times Cited: 12
Forecasting macroeconomic tail risk in real time: Do textual data add value?
Philipp Adämmer, Jan Prüser, Rainer Alexander Schüssler
International Journal of Forecasting (2024) Vol. 41, Iss. 1, pp. 307-320
Open Access | Times Cited: 2
China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects
Sui Jianli, Wenqiang Lv, Xiang Gao, et al.
Journal of International Money and Finance (2024) Vol. 147, pp. 103150-103150
Closed Access | Times Cited: 2
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
Jan Prüser, Florian Huber
Journal of Applied Econometrics (2023) Vol. 39, Iss. 2, pp. 269-291
Open Access | Times Cited: 6
Mixed-frequency Growth-at-Risk with the MIDAS-QR method: Evidence from China
Qifa Xu, Mengnan Xu, Cuixia Jiang, et al.
Economic Systems (2023) Vol. 47, Iss. 4, pp. 101131-101131
Closed Access | Times Cited: 5
Bayesian mixed-frequency quantile vector autoregression: Eliciting tail risks of monthly US GDP
Matteo Iacopini, Aubrey Poon, Luca Rossini, et al.
Journal of Economic Dynamics and Control (2023) Vol. 157, pp. 104757-104757
Open Access | Times Cited: 5
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges
Nina Boyarchenko, Giovanni Favara, Moritz Schularick
Finance and Economics Discussion Series (2022) Vol. 2022.0, Iss. 5, pp. 1-33
Open Access | Times Cited: 8
Testing Quantile Forecast Optimality
Jack Fosten, Daniel Gutknecht, Marc-Oliver Pohle
Journal of Business and Economic Statistics (2024) Vol. 42, Iss. 4, pp. 1367-1378
Open Access | Times Cited: 1
Real-time Nowcasting Growth-at-Risk using the Survey of Professional Forecasters
Manuel Schick
(2024)
Closed Access | Times Cited: 1
Time-varying firm cash holding and economic policy uncertainty nexus: a quantile regression approach
Christos Floros, Emilios Galariotis, Κωνσταντίνος Γκίλλας, et al.
Annals of Operations Research (2024) Vol. 341, Iss. 2-3, pp. 859-895
Closed Access | Times Cited: 1
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields
Manfréd M. Fischer, Niko Hauzenberger, Florian Huber, et al.
Journal of Applied Econometrics (2022) Vol. 38, Iss. 1, pp. 69-87
Open Access | Times Cited: 7
Constructing fan charts from the ragged edge of SPF forecasts
Todd E. Clark, Gergely Ganics, Elmar Mertens
Working paper (2022)
Open Access | Times Cited: 6
Horseshoe prior Bayesian quantile regression
David Kohns, Tibor Szendrei
Journal of the Royal Statistical Society Series C (Applied Statistics) (2023) Vol. 73, Iss. 1, pp. 193-220
Open Access | Times Cited: 3
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