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:

GMM Estimation of Non-Gaussian Structural Vector Autoregression
Markku Lanne, Jani Luoto
Journal of Business and Economic Statistics (2019) Vol. 39, Iss. 1, pp. 69-81
Open Access | Times Cited: 54

Showing 1-25 of 54 citing articles:

Role of renewable energy investment and geopolitical risk in green finance development: Empirical evidence from BRICS countries
Chunlong Dong, Hao Wu, Jian Zhou, et al.
Renewable Energy (2023) Vol. 207, pp. 234-241
Closed Access | Times Cited: 56

The Positive Influences of Renewable Energy Consumption on Financial Development and Economic Growth
Zhe Li, Serhat Yüksel, Hasan Dınçer, et al.
SAGE Open (2021) Vol. 11, Iss. 3
Open Access | Times Cited: 70

Estimating the Fed’s unconventional policy shocks
Marek Jarociński
Journal of Monetary Economics (2024) Vol. 144, pp. 103548-103548
Closed Access | Times Cited: 14

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

Unraveling the structural sources of oil production and their impact on CO2 emissions
Helmut Herwartz, Bernd Theilen, Shu Wang
Energy Economics (2024) Vol. 132, pp. 107488-107488
Open Access | Times Cited: 6

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

Promoting green investment for renewable energy sources in China: Case study from autoregressive distributed Lagged in error correction approach
Shuzhi Zhang, Guangxiong Xie
Renewable Energy (2023) Vol. 214, pp. 359-368
Closed Access | Times Cited: 15

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

Is environmental pressure distributed equally in China? Empirical evidence from provincial and industrial panel data analysis
Yunwei Li, Haitao Wu, Keyuan Shen, et al.
The Science of The Total Environment (2020) Vol. 718, pp. 137363-137363
Closed Access | Times Cited: 34

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

Nexus between oil price volatility and inflation: Mediating nexus from exchange rate
Yonggang Zhang, Mansoor Hyder, Zulfiqar Ali Baloch, et al.
Resources Policy (2022) Vol. 79, pp. 102977-102977
Closed 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

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 of Structural Vector Autoregressions by Stochastic Volatility
Dominik Bertsche, Robin Braun
Journal of Business and Economic Statistics (2020) Vol. 40, Iss. 1, pp. 328-341
Open Access | Times Cited: 26

Identification of Economic Shocks by Inequality Constraints in Bayesian Structural Vector Autoregression
Markku Lanne, Jani Luoto
Oxford Bulletin of Economics and Statistics (2019) Vol. 82, Iss. 2, pp. 425-452
Open Access | Times Cited: 23

A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments
Sascha Alexander Keweloh
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 3, pp. 772-782
Open Access | Times Cited: 20

Economic recovery through multisector management resources in small and medium businesses in China
Cong Ma, Mui Yee Cheok, Nyen Vui Chok
Resources Policy (2022) Vol. 80, pp. 103181-103181
Closed Access | Times Cited: 11

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

Edge computing-Based mobile object tracking in internet of things
Yalong Wu, Tian Pu, Yuwei Cao, et al.
High-Confidence Computing (2021) Vol. 2, Iss. 1, pp. 100045-100045
Open Access | Times Cited: 12

Statistical identification in panel structural vector autoregressive models based on independence criteria
Helmut Herwartz, Shu Wang
Journal of Applied Econometrics (2024) Vol. 39, Iss. 4, pp. 620-639
Open Access | Times Cited: 1

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