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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:

Testing identification via heteroskedasticity in structural vector autoregressive models
Helmut Lütkepohl, Mika Meitz, Aleksei Netšunajev, et al.
Econometrics Journal (2020) Vol. 24, Iss. 1, pp. 1-22
Open Access | Times Cited: 21

Showing 21 citing articles:

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
Deconstructing fertilizer price spikes: Evidence from Chinese urea fertilizer market
Zhepeng Hu, Lei Yan, Junji Yuan, et al.
Food Policy (2025) Vol. 133, pp. 102829-102829
Closed Access
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
A Statistically Identified Structural Vector Autoregression with Endogenously Switching Volatility Regime
Savi Virolainen
Journal of Business and Economic Statistics (2024), pp. 1-20
Open Access | Times Cited: 2
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
Robust Inference in Models Identified via Heteroskedasticity
Daniel Lewis
The Review of Economics and Statistics (2020) Vol. 104, Iss. 3, pp. 510-524
Open Access | Times Cited: 12
Government spending multipliers in (un)certain times
Jan Philipp Fritsche, Mathias Klein, Malte Rieth
Journal of Public Economics (2021) Vol. 203, pp. 104513-104513
Open Access | Times Cited: 11
Dollar reserves and U.S. yields: Identifying the price impact of official flows
Rashad Ahmed, Alessandro Rebucci
Journal of International Economics (2024) Vol. 152, pp. 103974-103974
Closed Access | Times Cited: 1
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
The multifaceted impact of US trade policy on financial markets
Lukas Boer, Lukas Menkhoff, Malte Rieth
Journal of Applied Econometrics (2022) Vol. 38, Iss. 3, pp. 388-406
Open Access | Times Cited: 3
Identification based on higher moments
Daniel Lewis
(2024)
Open Access
Partial Identification of Heteroskedastic Structural VARs: Theory and Bayesian Inference
Helmut Lütkepohl, Fei Shang, Luis Uzeda, et al.
SSRN Electronic Journal (2024)
Open Access
Evaluating the Effectiveness of Macroeconomic Determinants on the Performance of the Dhaka Stock Exchange: A Time Series Approach
Fairuz Anjum Binte Habib
Journal of Ekonomi (2024)
Open Access
Is U.S. real output growth non-normal? A tale of time-varying location and scale
Matei Demetrescu, Robinson Kruse‐Becher
Journal of Economic Dynamics and Control (2024) Vol. 171, pp. 105032-105032
Open Access
Consistent Statistical Identification of SVARs Under (Co-)heteroskedasticity of Unknown Form
Helmut Herwartz, Shu Wang
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 1
Identifying factor‐augmented vector autoregression models via changes in shock variances
Yohei Yamamoto, Naoko Hara
Journal of Applied Econometrics (2022) Vol. 37, Iss. 4, pp. 722-745
Open Access | Times Cited: 2
Structural vector autoregressive models with more shocks than variables identified via heteroskedasticity
Helmut Lütkepohl
Economics Letters (2020) Vol. 195, pp. 109458-109458
Open Access | Times Cited: 1
Stationäre strukturelle vektor-autoregressive Modelle
Klaus Neusser, Martin Wagner
Studienbücher Wirtschaftsmathematik (2022), pp. 253-289
Closed Access | Times Cited: 1
The Multifaceted Impact of US Trade Policy on Financial Markets
Lukas Boer, Lukas Menkhoff, Malte Rieth
SSRN Electronic Journal (2021)
Open Access | Times Cited: 1
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
Foreign Official Demand for U.S. Debt and U.S. Interest Rates: Accounting for Global Common Factors
Rashad Ahmed, Alessandro Rebucci
SSRN Electronic Journal (2021)
Closed Access
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