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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:

Inference in Bayesian Proxy-SVARs
Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Daniel F. Waggoner
Journal of Econometrics (2021) Vol. 225, Iss. 1, pp. 88-106
Open Access | Times Cited: 45

Showing 1-25 of 45 citing articles:

The credit channel of the sovereign spread: A Bayesian SVAR analysis
Gianluca Cafiso, Alessandro Missale, Giulia Rivolta
Economic Modelling (2025) Vol. 144, pp. 106984-106984
Closed Access | Times Cited: 2
Global risk and the dollar
Georgios Georgiadis, Gernot J. Müller, Ben Schumann
Journal of Monetary Economics (2024) Vol. 144, pp. 103549-103549
Open Access | Times Cited: 8
Oil price shocks in real time
Andrea Gazzani, Fabrizio Venditti, Giovanni Veronese
Journal of Monetary Economics (2024) Vol. 144, pp. 103547-103547
Closed Access | Times Cited: 6
On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity
Minsu Chang, Frank Schorfheide
(2024)
Open Access | Times Cited: 5
What goes around comes around: How large are spillbacks from US monetary policy?
Max Breitenlechner, Georgios Georgiadis, Ben Schumann
Journal of Monetary Economics (2022) Vol. 131, pp. 45-60
Open Access | Times Cited: 19
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
Monetary policy, external instruments, and heteroskedasticity
Thore Schlaak, Malte Rieth, Maximilian Podstawski
Quantitative Economics (2023) Vol. 14, Iss. 1, pp. 161-200
Open Access | Times Cited: 10
Tractable Bayesian estimation of smooth transition vector autoregressive models
Martin Bruns, Michele Piffer
Econometrics Journal (2024) Vol. 27, Iss. 3, pp. 343-361
Closed Access | Times Cited: 3
Announcement and Implementation Effects of Central Bank Asset Purchases
Marco Bernardini, Antonio Maria Conti
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 3
The Macroeconomic Effects of the Federal Reserve’s Conventional and Unconventional Monetary Policies
Eric T. Swanson
IMF Economic Review (2024)
Closed Access | Times Cited: 3
Identification of SVAR Models by Combining Sign Restrictions With External Instruments
Robin Braun, Ralf Brüggemann
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1077-1089
Open Access | Times Cited: 15
Identification of SVAR models by combining sign restrictions with external instruments
Ralf Brüggemann, Robin Braun
SSRN Electronic Journal (2022)
Open Access | Times Cited: 15
Heteroskedastic proxy vector autoregressions: An identification-robust test for time-varying impulse responses in the presence of multiple proxies
Martin Bruns, Helmut Lütkepohl
Journal of Economic Dynamics and Control (2024) Vol. 161, pp. 104837-104837
Open Access | Times Cited: 2
The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy
Robert Goodhead
European Economic Review (2024) Vol. 164, pp. 104716-104716
Open Access | Times Cited: 2
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
Sascha Alexander Keweloh, Mathias Klein, Jan Prüser
(2024)
Open Access | Times Cited: 2
How to Construct Monthly VAR Proxies Based on Daily Surprises in Futures Markets
Lutz Kilian
Journal of Economic Dynamics and Control (2024) Vol. 168, pp. 104966-104966
Closed Access | Times Cited: 2
Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US
Helmut Herwartz, Hannes Rohloff, Shu Wang
Journal of Economic Dynamics and Control (2022) Vol. 139, pp. 104457-104457
Open Access | Times Cited: 10
Heteroscedastic Proxy Vector Autoregressions
Helmut Lütkepohl, Thore Schlaak
Journal of Business and Economic Statistics (2021) Vol. 40, Iss. 3, pp. 1268-1281
Open Access | Times Cited: 13
Identification and Inference under Narrative Restrictions
Raffaella Giacomini, Toru Kitagawa, Matthew Read
(2023)
Open Access | Times Cited: 5
The Macroeconomic Effects of the Federal Reserve's Conventional and Unconventional Monetary Policies
Eric T. Swanson
(2023)
Open Access | Times Cited: 5
Oil Price Shocks in Real Time
Andrea Gazzani, Fabrizio Venditti, Giovanni Veronese
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Friend, Not Foe - Energy Prices and European Monetary Policy
Gökhan Ider, Alexander Kriwoluzky, Frederik Kurcz, et al.
SSRN Electronic Journal (2024)
Closed Access | Times Cited: 1
Large Bayesian SVARs with linear restrictions
Chenghan Hou
Journal of Econometrics (2024) Vol. 244, Iss. 1, pp. 105850-105850
Closed Access | Times Cited: 1
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies
Katarzyna Budnik, Gerhard Rünstler
Journal of Applied Econometrics (2022) Vol. 38, Iss. 2, pp. 186-201
Closed Access | Times Cited: 6
Estimating the Effects of Monetary Policy in Australia Using Sign-restricted Structural Vector Autoregressions
Matthew Read
(2023)
Open Access | Times Cited: 3
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