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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:

Delta-method inference for a class of set-identified SVARs
Bulat Gafarov, Matthias Meier, José Luis Montiel Olea
Journal of Econometrics (2018) Vol. 203, Iss. 2, pp. 316-327
Open Access | Times Cited: 59

Showing 1-25 of 59 citing articles:

Local Projections and VARs Estimate the Same Impulse Responses
Mikkel Plagborg‐Møller, Christian K. Wolf
Econometrica (2021) Vol. 89, Iss. 2, pp. 955-980
Open Access | Times Cited: 504
Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
Christiane Baumeister, James D. Hamilton
Journal of Monetary Economics (2018) Vol. 100, pp. 48-65
Open Access | Times Cited: 103
Robust Bayesian Inference for Set‐Identified Models
Raffaella Giacomini, Toru Kitagawa
Econometrica (2021) Vol. 89, Iss. 4, pp. 1519-1556
Open Access | Times Cited: 59
Instrumental Variable Identification of Dynamic Variance Decompositions
Mikkel Plagborg‐Møller, Christian K. Wolf
Journal of Political Economy (2022) Vol. 130, Iss. 8, pp. 2164-2202
Open Access | Times Cited: 47
Inference for VARs identified with sign restrictions
Eleonora Granziera, Hyungsik Roger Moon, Frank Schorfheide
Quantitative Economics (2018) Vol. 9, Iss. 3, pp. 1087-1121
Open Access | Times Cited: 67
Microeconometrics with partial identification
Francesca Molinari
Handbook of econometrics (2020), pp. 355-486
Open Access | Times Cited: 64
Bayesian inference on structural impulse response functions
Mikkel Plagborg‐Møller
Quantitative Economics (2019) Vol. 10, Iss. 1, pp. 145-184
Open Access | Times Cited: 47
The dynamic effects of international oil price shocks on economic fluctuation
Xiao-Li Gong, Liu Jian-min, Xiong Xiong, et al.
Resources Policy (2021) Vol. 74, pp. 102304-102304
Closed Access | Times Cited: 34
Time Consistency and Duration of Government Debt: A Model of Quantitative Easing
Saroj Bhattarai, Gauti B. Eggertsson, Bulat Gafarov
The Review of Economic Studies (2022) Vol. 90, Iss. 4, pp. 1759-1799
Closed Access | Times Cited: 25
Microeconometrics with Partial Identification
Francesca Molinari
(2020)
Open Access | Times Cited: 35
Robust Bayesian inference in proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
Journal of Econometrics (2021) Vol. 228, Iss. 1, pp. 107-126
Open Access | Times Cited: 30
Simple subvector inference on sharp identified set in affine models
Bulat Gafarov
Journal of Econometrics (2025) Vol. 249, pp. 105952-105952
Closed Access
ADVANCES IN USING VECTOR AUTOREGRESSIONS TO ESTIMATE STRUCTURAL MAGNITUDES
Christiane Baumeister, James D. Hamilton
Econometric Theory (2022) Vol. 40, Iss. 3, pp. 472-510
Open Access | Times Cited: 17
Refining set-identification in VARs through independence
Thorsten Drautzburg, Jonathan H. Wright
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1827-1847
Closed Access | Times Cited: 10
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Helmut Herwartz, Shu Wang
Journal of Economic Dynamics and Control (2023) Vol. 151, pp. 104630-104630
Closed Access | Times Cited: 10
Robust Bayesian inference for set-identified models
Raffaella Giacomini, Toru Kitagawa
(2018)
Open Access | Times Cited: 32
Instrumental Variable Identification of Dynamic Variance Decompositions
Mikkel Plagborg‐Møller, Christian K. Wolf
(2021)
Open Access | Times Cited: 23
Identification and inference with ranking restrictions
Pooyan Amir-Ahmadi, Thorsten Drautzburg
Quantitative Economics (2021) Vol. 12, Iss. 1, pp. 1-39
Open Access | Times Cited: 21
Simple Inference on Functionals of Set-Identified Parameters Defined by Linear Moments
JoonHwan Cho, Thomas M. Russell
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 2, pp. 563-578
Open Access | Times Cited: 8
The uniform validity of impulse response inference in autoregressions
Atsushi Inoue, Lutz Kilian
Journal of Econometrics (2019) Vol. 215, Iss. 2, pp. 450-472
Open Access | Times Cited: 21
Identification and Inference under Narrative Restrictions
Raffaella Giacomini, Toru Kitagawa, Matthew Read
(2023)
Open Access | Times Cited: 5
Recent Developments in Partial Identification
Brendan Kline, Elie Tamer
Annual Review of Economics (2023) Vol. 15, Iss. 1, pp. 125-150
Open Access | Times Cited: 5
SVARs Identification Through Bounds on the Forecast Error Variance
Alessio Volpicella
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1291-1301
Open Access | Times Cited: 10
Algorithms for inference in SVARs identified with sign and zero restrictions
Matthew Read
Econometrics Journal (2022) Vol. 25, Iss. 3, pp. 699-718
Open Access | Times Cited: 7
Robust Bayesian Analysis for Econometrics
Raffaella Giacomini, Toru Kitagawa, Matthew Read
(2021)
Open Access | Times Cited: 8
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