Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

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

Showing 1-25 of 33 citing articles:

Investigating Growth-at-Risk Using a Multicountry Nonparametric Quantile Factor Model
Todd E. Clark, Florian Huber, Gary Koop, et al.
Journal of Business and Economic Statistics (2024) Vol. 42, Iss. 4, pp. 1302-1317
Open Access | Times Cited: 12
Forecasting UK inflation bottom up
Andreas Joseph, Galina Potjagailo, Chiranjit Chakraborty, et al.
International Journal of Forecasting (2024) Vol. 40, Iss. 4, pp. 1521-1538
Closed Access | Times Cited: 8
Forecasting U.S. inflation using Bayesian nonparametric models
Todd E. Clark, Florian Huber, Gary Koop, et al.
The Annals of Applied Statistics (2024) Vol. 18, Iss. 2
Open Access | Times Cited: 8
Partial Least Squares Regression Trees for Multivariate Response Data With Multicollinear Predictors
Wenxing Yu, Shin‐Jae Lee, HyungJun Cho
IEEE Access (2024) Vol. 12, pp. 36636-36644
Open Access | Times Cited: 5
Bayesian neural networks for macroeconomic analysis
Niko Hauzenberger, Florian Huber, Karin Klieber, et al.
Journal of Econometrics (2024), pp. 105843-105843
Open Access | Times Cited: 5
Belief Shocks and Implications of Expectations About Growth‐at‐Risk
Maximilian Boeck, Michael Pfarrhofer
Journal of Applied Econometrics (2025)
Open Access
PREDICTIVE DENSITY COMBINATION USING BAYESIAN MACHINE LEARNING
Tony Chernis, Niko Hauzenberger, Florian Huber, et al.
International Economic Review (2025)
Open Access
Iterated Dynamic Model Averaging and application to inflation forecasting
Sihan Chen, Ming Lei, Haoxi Yang, et al.
International Review of Financial Analysis (2025), pp. 104095-104095
Closed Access
Predicting Tail-Risks for the Italian Economy
Maximilian Boeck, Massimiliano Marcellino, Michael Pfarrhofer, et al.
Journal of Business Cycle Research (2025)
Open Access
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?
Martin Feldkircher, Luis Gruber, Florian Huber, et al.
Journal of Forecasting (2024) Vol. 43, Iss. 6, pp. 2126-2145
Open Access | Times Cited: 3
On the Oracle Properties of Bayesian Random Forest for Sparse High-Dimensional Gaussian Regression
Oyebayo Ridwan Olaniran, Ali Alzahrani
Mathematics (2023) Vol. 11, Iss. 24, pp. 4957-4957
Open Access | Times Cited: 7
Forecasting macroeconomic tail risk in real time: Do textual data add value?
Philipp Adämmer, Jan Prüser, Rainer Alexander Schüssler
International Journal of Forecasting (2024) Vol. 41, Iss. 1, pp. 307-320
Open Access | Times Cited: 2
China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects
Sui Jianli, Wenqiang Lv, Xiang Gao, et al.
Journal of International Money and Finance (2024) Vol. 147, pp. 103150-103150
Closed 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
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
Inflation forecasting in turbulent times
Martin Ertl, Ines Fortin, Jaroslava Hlouskova, et al.
Empirica (2024)
Open Access | Times Cited: 1
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian VARs?
Martin Feldkircher, Florian Huber, Gregor Kastner
arXiv (Cornell University) (2017)
Open Access | Times Cited: 11
Nowcasting Russian GDP using forecast combination approach
Michael I. Zhemkov
International Economics (2021) Vol. 168, pp. 10-24
Closed Access | Times Cited: 8
From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks
Philippe Goulet Coulombe, Mikael Frenette, Karin Klieber
SSRN Electronic Journal (2023)
Open Access | Times Cited: 3
Measuring Causal Effect with ARDL-BART: A Macroeconomic Application
Pegah Mahdavi, Mohammad Ali Ehsani, Daniel Felix Ahelegbey, et al.
Applied Mathematics (2024) Vol. 15, Iss. 04, pp. 292-312
Open Access
Risky Oil: It's All in the Tails
Christiane Baumeister, Florian Huber, Massimiliano Marcellino
SSRN Electronic Journal (2024)
Closed Access
Bayesian Nonparametric Methods for Macroeconomic Forecasting
Massimiliano Marcellino, Michael Pfarrhofer
(2024)
Closed Access
Does US Financial Uncertainty Spill Over through the (Asymmetric) International Credit Channel? The Role of Market Expectations
Yu‐Fan Huang, Wenting Liao, Taining Wang
Journal of International Money and Finance (2024) Vol. 148, pp. 103171-103171
Closed Access
Asymmetries in International Financial Spillovers
Florian Huber, Karin Klieber, Massimiliano Marcellino, et al.
(2024)
Closed Access
An intelligent framework based on optimized variational mode decomposition and temporal convolutional network: Applications to stock index multi-step forecasting
Yuanyuan Yu, D Dai, Qu Yang, et al.
Expert Systems with Applications (2024), pp. 126222-126222
Closed Access
Page 1 - Next Page

Scroll to top