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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:

MULTIMODALITY IN MACROFINANCIAL DYNAMICS
Tobias Adrian, Nina Boyarchenko, Domenico Giannone
International Economic Review (2021) Vol. 62, Iss. 2, pp. 861-886
Open Access | Times Cited: 38

Showing 1-25 of 38 citing articles:

Forecasting macroeconomic risks
Patrick Adams, Tobias Adrian, Nina Boyarchenko, et al.
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1173-1191
Open Access | Times Cited: 51
TAIL FORECASTING WITH MULTIVARIATE BAYESIAN ADDITIVE REGRESSION TREES
Todd E. Clark, Florian Huber, Gary Koop, et al.
International Economic Review (2022) Vol. 64, Iss. 3, pp. 979-1022
Open Access | Times Cited: 33
Financial crises and shadow banks: A quantitative analysis
Matthias Rottner
Journal of Monetary Economics (2023) Vol. 139, pp. 74-92
Open Access | Times Cited: 20
Capturing Macro‐Economic Tail Risks with Bayesian Vector Autoregressions
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Journal of money credit and banking (2023) Vol. 56, Iss. 5, pp. 1099-1127
Open Access | Times Cited: 20
Bayesian forecasting in economics and finance: A modern review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 2, pp. 811-839
Open Access | Times Cited: 11
From Fixed‐Event to Fixed‐Horizon Density Forecasts: Obtaining Measures of Multihorizon Uncertainty from Survey Density Forecasts
Gergely Ganics, Barbara Rossi, Tatevik Sekhposyan
Journal of money credit and banking (2023)
Open Access | Times Cited: 11
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights
Alexander Georges Gretener, Matthias Neuenkirch, Dennis Umlandt
Journal of Applied Econometrics (2025)
Open Access
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics
James Mitchell, Aubrey Poon, Dan Zhu
Journal of Applied Econometrics (2024) Vol. 39, Iss. 5, pp. 790-812
Open Access | Times Cited: 2
Search Complementarities, Aggregate Fluctuations, and Fiscal Policy
Jesús Fernández‐Villaverde, Federico Mandelman, Yang Yu, et al.
The Review of Economic Studies (2024)
Open Access | Times Cited: 2
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions
Jan Prüser, Florian Huber
Journal of Applied Econometrics (2023) Vol. 39, Iss. 2, pp. 269-291
Open Access | Times Cited: 6
The impact of macroprudential policies on capital flows in CESEE
Markus Eller, Niko Hauzenberger, Florian Huber, et al.
Journal of International Money and Finance (2021) Vol. 119, pp. 102495-102495
Open Access | Times Cited: 13
Financial Stability Considerations for Monetary Policy: Empirical Evidence and Challenges
Nina Boyarchenko, Giovanni Favara, Moritz Schularick
Finance and Economics Discussion Series (2022) Vol. 2022.0, Iss. 5, pp. 1-33
Open Access | Times Cited: 8
Bayesian modeling of time-varying parameters using regression trees
Niko Hauzenberger, Florian Huber, Gary Koop, et al.
Working paper (2023)
Open Access | Times Cited: 4
Macroeconomic downside risk and the effect of monetary policy
Deng Chuang, Jian Wu
Finance research letters (2023) Vol. 54, pp. 103803-103803
Closed Access | Times Cited: 4
On the Stance of Macroprudential Policy
Stephen G. Cecchetti, Javier Suárez
SSRN Electronic Journal (2021)
Open Access | Times Cited: 10
Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach
Dimitris Korobilis, Maximilian Schröder
Journal of Econometrics (2024), pp. 105730-105730
Open Access | Times Cited: 1
Constructing density forecasts from quantile regressions: multimodality in macro-financial dynamics
James Mitchell, Aubrey Poon, Dan Zhu
Working paper (2023)
Open Access | Times Cited: 3
Tail Forecasting with Multivariate Bayesian Additive Regression Trees
Todd E. Clark, Florian Huber, Gary Koop, et al.
Working paper (2021)
Open Access | Times Cited: 6
Monitoring Multicountry Macroeconomic Risk
Dimitris Korobilis, Maximilian Schröder
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics
James Mitchell, Dan Zhu, Aubrey Poon
SSRN Electronic Journal (2022)
Open Access | Times Cited: 4
Empirically-transformed linear opinion pools
Anthony Garratt, Timo Henckel, Shaun P. Vahey
International Journal of Forecasting (2022) Vol. 39, Iss. 2, pp. 736-753
Open Access | Times Cited: 3
Constructing Density Forecasts from Quantile Regressions: Multimodality in Macro-Financial Dynamics
James Mitchell, Aubrey Poon, Dan Zhu
Working paper (2022)
Open Access | Times Cited: 3
Downside and Upside Uncertainty Shocks
Mario Forni, Luca Gambetti, Luca Sala
Journal of the European Economic Association (2024)
Closed Access
Challenges and Opportunities for Twenty First Century Bayesian Econometricians: A Personal View
Herman K. van Dijk
Studies in Nonlinear Dynamics and Econometrics (2024) Vol. 28, Iss. 2, pp. 155-176
Open Access
The Nonlinear Case Against Leaning Against the Wind
Nina Boyarchenko, Richard K. Crump, Keshav Dogra, et al.
Staff reports (2024)
Open Access
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