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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:

NONCAUSAL VECTOR AUTOREGRESSION
Markku Lanne, Pentti Saikkonen
Econometric Theory (2012) Vol. 29, Iss. 3, pp. 447-481
Open Access | Times Cited: 98

Showing 1-25 of 98 citing articles:

Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
James H. Stock, Mark W. Watson
The Economic Journal (2018) Vol. 128, Iss. 610, pp. 917-948
Open Access | Times Cited: 411
News-Driven Business Cycles: Insights and Challenges
Paul Beaudry, Franck Portier
Journal of Economic Literature (2014) Vol. 52, Iss. 4, pp. 993-1074
Open Access | Times Cited: 269
Financial crises and bank failures: A review of prediction methods
Yuliya Demyanyk, Iftekhar Hasan
Omega (2009) Vol. 38, Iss. 5, pp. 315-324
Open Access | Times Cited: 235
Causal Inference by Independent Component Analysis: Theory and Applications*
Alessio Moneta, Doris Entner, Patrik O. Hoyer, et al.
Oxford Bulletin of Economics and Statistics (2012) Vol. 75, Iss. 5, pp. 705-730
Open Access | Times Cited: 165
Monetary Policy, Inflation Expectations and The Price Puzzle
Efrem Castelnuovo, Paolo Surico
The Economic Journal (2010) Vol. 120, Iss. 549, pp. 1262-1283
Open Access | Times Cited: 165
Autoregressive models for matrix-valued time series
Rong Chen, Xiao Han, Dan Yang
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 539-560
Open Access | Times Cited: 80
Noncausal Autoregressive Model in Application to Bitcoin/USD Exchange Rates
Andrew Hencic, Christian Gouriéroux
Studies in computational intelligence (2014), pp. 17-40
Closed Access | Times Cited: 85
Identification and Estimation of Dynamic Causal Effects in Macroeconomics Using External Instruments
James H. Stock, Mark Watson
(2018)
Open Access | Times Cited: 81
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
Filtering, Prediction and Simulation Methods for Noncausal Processes
Christian Gouriéroux, Joann Jasiak
Journal of Time Series Analysis (2015) Vol. 37, Iss. 3, pp. 405-430
Closed Access | Times Cited: 48
Recoverability and Expectations-Driven Fluctuations
Ryan Chahrour, Kyle Jurado
The Review of Economic Studies (2021) Vol. 89, Iss. 1, pp. 214-239
Closed Access | Times Cited: 31
Modelling common bubbles in cryptocurrency prices
M. Hall, Joann Jasiak
Economic Modelling (2024) Vol. 139, pp. 106782-106782
Open Access | Times Cited: 4
The Impact of Pillar 3 Disclosure Requirements on Bank Safety
Jukka Vauhkonen
Journal of Financial Services Research (2011) Vol. 41, Iss. 1-2, pp. 37-49
Closed Access | Times Cited: 41
Noncausality and the commodity currency hypothesis
Matthijs Lof, Henri Nyberg
Energy Economics (2017) Vol. 65, pp. 424-433
Closed Access | Times Cited: 36
Bank Relationships and Firms' Financial Performance: The Italian Experience
Annalisa Castelli, Gerald P. Dwyer, Iftekhar Hasan
European Financial Management (2010) Vol. 18, Iss. 1, pp. 28-67
Open Access | Times Cited: 40
Testing the Structural Interpretation of the Price Puzzle with a Cost‐Channel Model*
Efrem Castelnuovo
Oxford Bulletin of Economics and Statistics (2011) Vol. 74, Iss. 3, pp. 425-452
Open Access | Times Cited: 38
Nominal and true cost of loan collateral
Juha-Pekka Niinimäki
Journal of Banking & Finance (2011) Vol. 35, Iss. 10, pp. 2782-2790
Closed Access | Times Cited: 34
Noncausal vector AR processes with application to economic time series
Richard A. Davis, Li Song
Journal of Econometrics (2020) Vol. 216, Iss. 1, pp. 246-267
Closed Access | Times Cited: 24
Forecasting with a noncausal VAR model
Henri Nyberg, Pentti Saikkonen
Computational Statistics & Data Analysis (2013) Vol. 76, pp. 536-555
Open Access | Times Cited: 30
Testing the Structural Interpretation of the Price Puzzle with a Cost Channel Model
Efrem Castelnuovo
SSRN Electronic Journal (2009)
Open Access | Times Cited: 28
Identifiability and estimation of possibly non-invertible SVARMA Models: The normalised canonical WHF parametrisation
Bernd Funovits
Journal of Econometrics (2024) Vol. 241, Iss. 2, pp. 105766-105766
Open Access | Times Cited: 2
Optimization of the generalized covariance estimator in noncausal processes
Gianluca Cubadda, Francesco Giancaterini, Alain Hecq, et al.
Statistics and Computing (2024) Vol. 34, Iss. 4
Open Access | Times Cited: 2
Monetary Policy, Inflation Expectations and the Price Puzzle
Efrem Castelnuovo, Paolo Surico
SSRN Electronic Journal (2009)
Open Access | Times Cited: 25
Noncausal vector autoregressive process: Representation, identification and semi-parametric estimation
Christian Gouriéroux, Joann Jasiak
Journal of Econometrics (2017) Vol. 200, Iss. 1, pp. 118-134
Closed Access | Times Cited: 21
Financial Crises and Bank Failures: A Review of Prediction Methods
Yuliya Demyanyk, Iftekhar Hasan
SSRN Electronic Journal (2009)
Open Access | Times Cited: 22
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