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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 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

Showing 1-25 of 26 citing articles:

Large Order-Invariant Bayesian VARs with Stochastic Volatility
Joshua C. C. Chan, Gary Koop, Xuewen Yu
Journal of Business and Economic Statistics (2023) Vol. 42, Iss. 2, pp. 825-837
Open Access | Times Cited: 23
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
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
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification*
Sharada Nia Davidson, Chenghan Hou, Gary Koop
Journal of Business and Economic Statistics (2025), pp. 1-21
Open Access
Contemporaneous Spillovers Across Foreign Exchange Markets
Ahmed BenSaïda
International Journal of Finance & Economics (2025)
Closed Access
Drivers of the global financial cycle
John Rogers, Bo Sun, Wenbin Wu
Journal of International Economics (2025), pp. 104088-104088
Closed Access
Using time-varying volatility for identification in Vector Autoregressions: An application to endogenous uncertainty
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Journal of Econometrics (2021) Vol. 225, Iss. 1, pp. 47-73
Open Access | Times Cited: 22
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
Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?
Constantin Gurdgiev, Alexander Petrovskiy
International Review of Financial Analysis (2023) Vol. 92, pp. 103059-103059
Closed Access | Times Cited: 8
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
Sascha Alexander Keweloh, Mathias Klein, Jan Prüser
(2024)
Open Access | Times Cited: 2
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
Drivers of the Global Financial Cycle
John H. Rogers, Bo Sun, Wenbin Wu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
Financial markets and legal challenges to unconventional monetary policy
Stefan Griller, Florian Huber, Michael Pfarrhofer
European Economic Review (2024) Vol. 163, pp. 104680-104680
Open Access | Times Cited: 1
Uncertainty Shocks, Innovation, and Productivity
Dario Bonciani, Joonseok Oh
The B E Journal of Macroeconomics (2022) Vol. 23, Iss. 1, pp. 279-335
Closed Access | Times Cited: 7
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
Cryptocurrency shocks
Jinan Liu, Sajjadur Rahman, Apostolos Serletis
Manchester School (2020) Vol. 89, Iss. 2, pp. 190-202
Closed Access | Times Cited: 6
Macroeconomic Transmission of (Un-)Predictable Uncertainty Shocks
José Ferrer, John H. Rogers, Jiawen Xu
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 4
Simultaneous identification of fiscal and monetary policy shocks
Alfan Mansur
Empirical Economics (2022) Vol. 65, Iss. 2, pp. 697-728
Open Access | Times Cited: 3
Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
Helmut Lütkepohl, Fei Shang, Luis Uzeda, et al.
SSRN Electronic Journal (2024)
Open Access
Estimating the ordering of variables in a VAR using a Plackett–Luce prior
Wu Ping, Gary Koop
Economics Letters (2023) Vol. 230, pp. 111247-111247
Open Access | Times Cited: 1
Consistent Statistical Identification of SVARs Under (Co-)heteroskedasticity of Unknown Form
Helmut Herwartz, Shu Wang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
The Relation between Monetary Policy and the Stock Market in Europe
Helmut Lütkepohl, Aleksei Netšunajev
SSRN Electronic Journal (2018)
Open Access | Times Cited: 2
Unveiling Common Factors in Time-Varying Volatilities of VARs: A Data-Driven Approach with Applications to Macroeconomic Data
Max Diegel
SSRN Electronic Journal (2023)
Closed Access
Peculiarities of ARDL modeling in sociological time series analysis (the case of economic news in the dynamics of CSI in 2010–2017)
Stanislav G. Pashkov
Sociology methodology methods mathematical modeling (Sociology 4M) (2022) Vol. 27, Iss. 53, pp. 39-82
Open Access
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