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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:

Identification of structural vector autoregressions through higher unconditional moments
Alain Guay
Journal of Econometrics (2020) Vol. 225, Iss. 1, pp. 27-46
Closed Access | Times Cited: 31

Showing 1-25 of 31 citing articles:

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
Locally robust inference for non‐Gaussian SVAR models
Lukas Hoesch, Adam F. Lee, Geert Mesters
Quantitative Economics (2024) Vol. 15, Iss. 2, pp. 523-570
Open Access | Times Cited: 5
Identification and Estimation in Non-Fundamental Structural VARMA Models
Christian Gouriéroux, Alain Monfort, Jean‐Paul Renne
The Review of Economic Studies (2019) Vol. 87, Iss. 4, pp. 1915-1953
Open Access | Times Cited: 32
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
Locally robust inference for non-Gaussian linear simultaneous equations models
Adam Lee, Geert Mesters
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105647-105647
Open Access | Times Cited: 3
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
Jetro Anttonen, Markku Lanne, Jani Luoto
Journal of Applied Econometrics (2024) Vol. 39, Iss. 3, pp. 422-437
Open Access | Times Cited: 3
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
Sascha Alexander Keweloh, Mathias Klein, Jan Prüser
(2024)
Open Access | Times Cited: 2
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Gabriele Fiorentini, Enrique Sentana
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 643-665
Open Access | Times Cited: 10
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Markku Lanne, Keyan Liu, Jani Luoto
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1341-1351
Open Access | Times Cited: 10
Government spending multipliers in (un)certain times
Jan Philipp Fritsche, Mathias Klein, Malte Rieth
Journal of Public Economics (2021) Vol. 203, pp. 104513-104513
Open Access | Times Cited: 11
Statistical identification of independent shocks with kernel-based maximum likelihood estimation and an application to the global crude oil market
Christian Hafner, Helmut Herwartz, Shu Wang
Journal of Business and Economic Statistics (2024), pp. 1-16
Closed Access | Times Cited: 1
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Alessio Moneta, Gianluca Pallante
Journal of Economic Dynamics and Control (2022) Vol. 144, pp. 104530-104530
Open Access | Times Cited: 7
Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions
Jetro Anttonen, Markku Lanne, Jani Luoto
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Monetary policy and information shocks in a block-recursive SVAR
Sascha Alexander Keweloh, Stephan Hetzenecker, Andre Seepe
Journal of International Money and Finance (2023) Vol. 137, pp. 102892-102892
Closed Access | Times Cited: 3
Identifying Structural Vector Autoregressions Via Non-Gaussianity of Potentially Dependent Structural Shocks
Markku Lanne, Keyan Liu, Jani Luoto
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Generalized Covariance Estimator
Christian Gouriéroux, Joann Jasiak
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1315-1327
Open Access | Times Cited: 5
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
Identification based on higher moments
Daniel Lewis
(2024)
Open Access
Identification of vector autoregressive models with nonlinear contemporaneous structure
Francesco Cordoni, Nicolas Dorémus, Alessio Moneta
Journal of Economic Dynamics and Control (2024) Vol. 162, pp. 104852-104852
Open Access
Bayesian Inference on Fully and Partially Identified Structural Vector Autoregressions
Jetro Anttonen, Markku Lanne, Jani Luoto
(2024)
Closed Access
Commodity Price and Indonesian Fiscal Policy: An SVAR Analysis with Non-Gaussian Errors
Alfan Mansur
Journal of Time Series Econometrics (2024) Vol. 16, Iss. 1, pp. 29-66
Closed Access
Generalized covariance‐based inference for models set‐identified from independence restrictions
Christian Gouriéroux, Joann Jasiak
Journal of Time Series Analysis (2024)
Open Access
Testing for strong exogeneity in Proxy-VARs
Martin Bruns, Sascha A. Keweloh
Journal of Econometrics (2024) Vol. 245, Iss. 1-2, pp. 105876-105876
Open Access
Nonndependent components analysis
Geert Mesters, Piotr Zwiernik
The Annals of Statistics (2024) Vol. 52, Iss. 6
Closed Access
Consistent Statistical Identification of SVARs Under (Co-)heteroskedasticity of Unknown Form
Helmut Herwartz, Shu Wang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
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