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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:

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

Showing 13 citing articles:

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
Blended identification in structural VARs
Andrea Carriero, Massimiliano Marcellino, Tommaso Tornese
Journal of Monetary Economics (2024) Vol. 146, pp. 103581-103581
Closed Access | Times Cited: 1
Qualitative versus quantitative external information for proxy vector autoregressive analysis
Lukas Boer, Helmut Lütkepohl
Journal of Economic Dynamics and Control (2021) Vol. 127, pp. 104118-104118
Closed Access | Times Cited: 10
Have the effects of shocks to oil price expectations changed?
Martin Bruns, Helmut Lütkepohl
Economics Letters (2023) Vol. 233, pp. 111416-111416
Open Access | Times Cited: 3
Heteroskedastic Proxy Vector Autoregressions: An Identification-Robust Test for Time-Varying Impulse Responses in the Presence of Multiple Proxies
Martin Bruns, Helmut Luetkepohl
(2023)
Open Access | Times Cited: 3
Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions
Martin Bruns, Helmut Lütkepohl
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
On Time-Varying VAR Models: Estimation, Testing and Impulse Response Analysis
Yayi Yan, Jiti Gao, Bin Peng
SSRN Electronic Journal (2021)
Open Access | Times Cited: 4
Identification based on higher moments
Daniel Lewis
(2024)
Open Access
Is There an Information Channel of Monetary Policy?
Oliver Holtemöller, Alexander Kriwoluzky, Boreum Kwak
SSRN Electronic Journal (2024)
Open Access
Testing for strong exogeneity in Proxy-VARs
Martin Bruns, Sascha A. Keweloh
Journal of Econometrics (2024) Vol. 245, Iss. 1-2, pp. 105876-105876
Open Access
Have the Effects of Shocks to Oil Price Expectations Changed? Evidence from Heteroskedastic Proxy Vector Autoregressions
Martin Bruns
(2023)
Open Access | Times Cited: 1
Heteroskedastic Proxy Vector Autoregressions: Testing for Time-Varying Impulse Responses in the Presence of Multiple Proxies
Martin Bruns, Helmut Luetkepohl
SSRN Electronic Journal (2022)
Open Access
Comparison of Local Projection Estimators for Proxy Vector Autoregressions
Martin Bruns, Helmut Lütkepohl
SSRN Electronic Journal (2021)
Open Access
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