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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:

Time series estimation of the dynamic effects of disaster-type shocks
Richard A. Davis, Serena Ng
Journal of Econometrics (2022) Vol. 235, Iss. 1, pp. 180-201
Open Access | Times Cited: 16

Showing 16 citing articles:

Modeling Macroeconomic Variations after Covid-19
Serena Ng
(2021)
Open Access | Times Cited: 89
Severe Weather and the Macroeconomy
Hee Soo Kim, Christian Matthes, Toàn Phan
American Economic Journal Macroeconomics (2025) Vol. 17, Iss. 2, pp. 315-341
Closed Access | Times Cited: 1
SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?
José Luis Montiel Olea, Mikkel Plagborg‐Møller, Eric Qian
AEA Papers and Proceedings (2022) Vol. 112, pp. 481-485
Closed Access | Times Cited: 27
The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
Robin Braun
Quantitative Economics (2023) Vol. 14, Iss. 4, pp. 1163-1198
Open Access | Times Cited: 14
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
The effects and the macroeconomic dynamics of natural disaster damages: investigation of local evidence
Agim Kukeli
Regional Studies Regional Science (2025) Vol. 12, Iss. 1, pp. 5-22
Open Access
Green Innovation Under Pressure
Xintong Li, Abhirup Sarkar
(2025)
Closed Access
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
Specification tests for non-Gaussian structural vector autoregressions
Dante Amengual, Gabriele Fiorentini, Enrique Sentana
Journal of Econometrics (2024) Vol. 244, Iss. 2, pp. 105803-105803
Closed Access | Times Cited: 3
Identification based on higher moments
Daniel Lewis
(2024)
Open Access
Generalized covariance‐based inference for models set‐identified from independence restrictions
Christian Gouriéroux, Joann Jasiak
Journal of Time Series Analysis (2024)
Open Access
Natural disasters as macroeconomic tail risks
Sulkhan Chavleishvili, Emanuel Moench
Journal of Econometrics (2024) Vol. 247, pp. 105914-105914
Open Access
Nonndependent components analysis
Geert Mesters, Piotr Zwiernik
The Annals of Statistics (2024) Vol. 52, Iss. 6
Closed Access
The Dynamic Impact of World Pandemic Uncertainty on Stock Market Crash Risk: An International Study
Wenjun Xue, Zhu Chen, Yu Hu
Asian Economics Letters (2023) Vol. 5, Iss. Early View
Open Access | Times Cited: 1
A Comprehensive Macroeconomic Uncertainty Measure for the Euro Area and its Implications to COVID-19
Mariarosaria Comunale
IMF Working Paper (2023) Vol. 2023, Iss. 229, pp. 1-1
Open Access | Times Cited: 1
Natural Disasters as Macroeconomic Tail Risks
Sulkhan Chavleishvili, Emanuel Moench
SSRN Electronic Journal (2023)
Closed Access
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