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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:

DSGE Models with Student-tErrors
Siddhartha Chib, Srikanth Ramamurthy
Econometric Reviews (2013) Vol. 33, Iss. 1-4, pp. 152-171
Open Access | Times Cited: 54

Showing 1-25 of 54 citing articles:

Identification and estimation of non-Gaussian structural vector autoregressions
Markku Lanne, Mika Meitz, Pentti Saikkonen
Journal of Econometrics (2016) Vol. 196, Iss. 2, pp. 288-304
Open Access | Times Cited: 156
RARE SHOCKS, GREAT RECESSIONS
Vasco Cúrdia, Marco Del Negro, Daniel Greenwald
Journal of Applied Econometrics (2014) Vol. 29, Iss. 7, pp. 1031-1052
Open Access | Times Cited: 100
Challenges for Central Banks’ Macro Models
Jesper Lindé, Frank Smets, Raf Wouters
Handbook of macroeconomics (2016), pp. 2185-2262
Open Access | Times Cited: 100
Feedbacks: Financial Markets and Economic Activity
Markus K. Brunnermeier, Darius Palia, Karthik Sastry, et al.
American Economic Review (2021) Vol. 111, Iss. 6, pp. 1845-1879
Open Access | Times Cited: 94
The COVID-19 shock and challenges for inflation modelling
Elena Bobeica, Benny Hartwig
International Journal of Forecasting (2022) Vol. 39, Iss. 1, pp. 519-539
Open Access | Times Cited: 52
Forecasting with VAR models: Fat tails and stochastic volatility
Ching‐Wai Chiu, Haroon Mumtaz, Gábor Pintér
International Journal of Forecasting (2017) Vol. 33, Iss. 4, pp. 1124-1143
Open Access | Times Cited: 76
Disaster risk and preference shifts in a New Keynesian model
Marlène Isoré, Urszula Szczerbowicz
Journal of Economic Dynamics and Control (2017) Vol. 79, pp. 97-125
Open Access | Times Cited: 53
The threat of oil market turmoils to food price stability in Sub-Saharan Africa
Bernhard Dalheimer, Helmut Herwartz, Alexander Lange
Energy Economics (2020) Vol. 93, pp. 105029-105029
Closed Access | Times Cited: 45
Forecasting structural change and fat-tailed events in Australian macroeconomic variables
Jamie Cross, Aubrey Poon
Economic Modelling (2016) Vol. 58, pp. 34-51
Closed Access | Times Cited: 45
Rare Shocks, Great Recessions
Vasco Cúrdia, Marco Del Negro, Daniel Greenwald
SSRN Electronic Journal (2012)
Open Access | Times Cited: 22
Challenges for Central Bankss Macro Models
Jesper Lindé, Frank Smets, Rafael Wouters
SSRN Electronic Journal (2016)
Closed Access | Times Cited: 15
Bayesian VARs and prior calibration in times of COVID-19
Benny Hartwig
Studies in Nonlinear Dynamics and Econometrics (2022) Vol. 28, Iss. 1, pp. 1-24
Open Access | Times Cited: 9
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach
Cathy W. S. Chen, Sangyeol Lee, Shuyu Chen
Computational Statistics (2015) Vol. 31, Iss. 1, pp. 1-24
Closed Access | Times Cited: 14
On tail fatness of macroeconomic dynamics
Xiaochun Liu
Journal of Macroeconomics (2019) Vol. 62, pp. 103154-103154
Closed Access | Times Cited: 14
Vector autoregression models with skewness and heavy tails
Sune Karlsson, Stepan Mazur, Hoang Nguyen
Journal of Economic Dynamics and Control (2022) Vol. 146, pp. 104580-104580
Open Access | Times Cited: 8
Fat‐tailed DSGE models: A survey and new results
Chetan Dave, Marco M. Sorge
Journal of Economic Surveys (2024)
Open Access | Times Cited: 1
Data-driven structural BVAR analysis of unconventional monetary policy
Päivi Puonti
Journal of Macroeconomics (2019) Vol. 61, pp. 103131-103131
Open Access | Times Cited: 11
A tale of fat tails
Chetan Dave, Samreen Malik
European Economic Review (2017) Vol. 100, pp. 293-317
Closed Access | Times Cited: 10
Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?
Helmut Herwartz, Alexander Lange, Simone Maxand
Economic Inquiry (2021) Vol. 60, Iss. 2, pp. 668-693
Open Access | Times Cited: 9
Bayesian VARs and Prior Calibration in Times of COVID-19
Benny Hartwig
SSRN Electronic Journal (2021)
Open Access | Times Cited: 9
A New Time‐Varying Parameter Autoregressive Model for U.S. Inflation Expectations
Markku Lanne, Jani Luoto
Journal of money credit and banking (2017) Vol. 49, Iss. 5, pp. 969-995
Closed Access | Times Cited: 9
Higher-order statistics for DSGE models
Willi Mutschler
Econometrics and Statistics (2016) Vol. 6, pp. 44-56
Open Access | Times Cited: 7
Sunspot-driven fat tails: A note
Chetan Dave, Marco M. Sorge
Economics Letters (2020) Vol. 193, pp. 109304-109304
Closed Access | Times Cited: 7
Equilibrium indeterminacy and sunspot tales
Chetan Dave, Marco M. Sorge
European Economic Review (2021) Vol. 140, pp. 103933-103933
Closed Access | Times Cited: 7
Identification of DSGE models—The effect of higher-order approximation and pruning
Willi Mutschler
Journal of Economic Dynamics and Control (2015) Vol. 56, pp. 34-54
Open Access | Times Cited: 6
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