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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:

Confidence Bands for Impulse Responses: Bonferroni vs. Wald
Helmut Lütkepohl, Anna Staszewska‐Bystrova, Peter Winker
Oxford Bulletin of Economics and Statistics (2015) Vol. 77, Iss. 6, pp. 800-821
Closed Access | Times Cited: 37

Showing 1-25 of 37 citing articles:

Simultaneous confidence bands: Theory, implementation, and an application to SVARs
José Luis Montiel Olea, Mikkel Plagborg‐Møller
Journal of Applied Econometrics (2018) Vol. 34, Iss. 1, pp. 1-17
Open Access | Times Cited: 118
Joint Bayesian inference about impulse responses in VAR models
Atsushi Inoue, Lutz Kilian
Journal of Econometrics (2021) Vol. 231, Iss. 2, pp. 457-476
Open Access | Times Cited: 46
The Role of the Prior in Estimating VAR Models with Sign Restrictions
Atsushi Inoue, Lutz Kilian
Federal Reserve Bank of Dallas, Working Papers (2020) Vol. 2020, Iss. 2030
Open Access | Times Cited: 49
Structural Volatility Impulse Response Analysis
Matthias R. Fengler, Jeannine Polivka
Journal of Financial Econometrics (2025) Vol. 23, Iss. 2
Open Access
Uniform Priors for Impulse Responses
Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Daniel F. Waggoner
Econometrica (2025) Vol. 93, Iss. 2, pp. 695-718
Closed Access
In the long run, US unemployment follows inflation like a faithful dog
Alfred A. Haug, Ian King
Journal of Macroeconomics (2014) Vol. 41, pp. 42-52
Closed Access | Times Cited: 22
Balanced Bootstrap Joint Confidence Bands for Structural Impulse Response Functions
Stefan Bruder, Michael Wolf
Journal of Time Series Analysis (2018) Vol. 39, Iss. 5, pp. 641-664
Open Access | Times Cited: 21
The uniform validity of impulse response inference in autoregressions
Atsushi Inoue, Lutz Kilian
Journal of Econometrics (2019) Vol. 215, Iss. 2, pp. 450-472
Open Access | Times Cited: 21
MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES
Joscha Beckmann, Robert Czudaj
Economic Inquiry (2018) Vol. 56, Iss. 4, pp. 2158-2176
Open Access | Times Cited: 17
Public debt, inflation, and the Fiscal Theory of Price Level in emerging markets: the case of Paraguay
Magaly Duarte Urquhart
Macroeconomics and Finance in Emerging Market Economies (2021) Vol. 15, Iss. 3, pp. 246-272
Open Access | Times Cited: 13
Calculating joint confidence bands for impulse response functions using highest density regions
Helmut Lütkepohl, Anna Staszewska‐Bystrova, Peter Winker
Empirical Economics (2017) Vol. 55, Iss. 4, pp. 1389-1411
Closed Access | Times Cited: 16
Uniform confidence bands: Characterization and optimality
Joachim Freyberger, Yoshiyasu Rai
Journal of Econometrics (2018) Vol. 204, Iss. 1, pp. 119-130
Closed Access | Times Cited: 16
Comparison of local projection estimators for proxy vector autoregressions
Martin Bruns, Helmut Lütkepohl
Journal of Economic Dynamics and Control (2021) Vol. 134, pp. 104277-104277
Open Access | Times Cited: 12
Bootstrapping impulse responses of structural vector autoregressive models identified through GARCH
Helmut Lütkepohl, Thore Schlaak
Journal of Economic Dynamics and Control (2019) Vol. 101, pp. 41-61
Open Access | Times Cited: 12
Assessing and Visualizing Simultaneous Simulation Error
Nathan Robertson, James M. Flegal, Dootika Vats, et al.
Journal of Computational and Graphical Statistics (2020) Vol. 30, Iss. 2, pp. 324-334
Open Access | Times Cited: 12
Measuring the impact of financial cycles on family firms: how to prepare for crisis?
Marinko Škare, Małgorzata Porada-Rochoń
International Entrepreneurship and Management Journal (2021) Vol. 17, Iss. 3, pp. 1111-1130
Open Access | Times Cited: 11
Statistical identification of independent shocks with kernel-based maximum likelihood estimation and an application to the global crude oil market
Christian Hafner, Helmut Herwartz, Shu Wang
Journal of Business and Economic Statistics (2024), pp. 1-16
Closed Access | Times Cited: 1
Joint Bayesian Inference about Impulse Responses in VAR Models
Atsushi Inoue, Lutz Kilian
Federal Reserve Bank of Dallas, Working Papers (2020) Vol. 2020, Iss. 2022
Open Access | Times Cited: 11
The Role of the Prior in Estimating VAR Models with Sign Restrictions
Atsushi Inoue, Lutz Kilian
SSRN Electronic Journal (2020)
Open Access | Times Cited: 10
An Alternative Bootstrap for Proxy Vector Autoregressions
Martin Bruns, Helmut Lütkepohl
Computational Economics (2022) Vol. 62, Iss. 4, pp. 1857-1882
Open Access | Times Cited: 6
Estimation of structural impulse responses: short-run versus long-run identifying restrictions
Helmut Lütkepohl, Anna Staszewska‐Bystrova, Peter Winker
AStA Advances in Statistical Analysis (2017) Vol. 102, Iss. 2, pp. 229-244
Closed Access | Times Cited: 7
Generating prediction bands for path forecasts from SETAR models
Daniel Grabowski, Anna Staszewska‐Bystrova, Peter Winker
Studies in Nonlinear Dynamics and Econometrics (2017) Vol. 21, Iss. 5
Closed Access | Times Cited: 7
Constructing joint confidence bands for impulse response functions of VAR models – A review
Helmut Lütkepohl, Anna Staszewska‐Bystrova, Peter Winker
Econometrics and Statistics (2018) Vol. 13, pp. 69-83
Open Access | Times Cited: 7
Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets
Michael Funke, Julius Loermann, Andrew Tsang
Review of International Economics (2021) Vol. 30, Iss. 2, pp. 606-628
Closed Access | Times Cited: 7
Skewness-adjusted bootstrap confidence intervals and confidence bands for impulse response functions
Daniel Grabowski, Anna Staszewska‐Bystrova, Peter Winker
AStA Advances in Statistical Analysis (2019) Vol. 104, Iss. 1, pp. 5-32
Closed Access | Times Cited: 4
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