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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:

Hodges–Lehmann Detection of Structural Shocks – An Analysis of Macroeconomic Dynamics in the Euro Area
Helmut Herwartz
Oxford Bulletin of Economics and Statistics (2018) Vol. 80, Iss. 4, pp. 736-754
Closed Access | Times Cited: 32

Showing 1-25 of 32 citing articles:

Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States
Anne Berner, Stephan B. Bruns, Alessio Moneta, et al.
Energy Economics (2022) Vol. 110, pp. 105939-105939
Open Access | Times Cited: 35
Unraveling the structural sources of oil production and their impact on CO2 emissions
Helmut Herwartz, Bernd Theilen, Shu Wang
Energy Economics (2024) Vol. 132, pp. 107488-107488
Open Access | Times Cited: 6
Exchange rates, foreign currency exposure and sovereign risk
Kerstin Bernoth, Helmut Herwartz
Journal of International Money and Finance (2021) Vol. 117, pp. 102454-102454
Open Access | Times Cited: 39
The importance of supply and demand for oil prices: Evidence from non‐Gaussianity
Robin Braun
Quantitative Economics (2023) Vol. 14, Iss. 4, pp. 1163-1198
Open Access | Times Cited: 14
Estimating the economy-wide rebound effect using empirically identified structural vector autoregressions
Stephan B. Bruns, Alessio Moneta, David I. Stern
Energy Economics (2021) Vol. 97, pp. 105158-105158
Open Access | Times Cited: 26
Exchange Rates, Foreign Currency Exposure and Sovereign Risk
Kerstin Bernoth, Helmut Herwartz
SSRN Electronic Journal (2019)
Open Access | Times Cited: 27
Identification of independent structural shocks in the presence of multiple Gaussian components
Simone Maxand
Econometrics and Statistics (2018) Vol. 16, pp. 55-68
Open Access | Times Cited: 27
A Generalized Method of Moments Estimator for Structural Vector Autoregressions Based on Higher Moments
Sascha Alexander Keweloh
Journal of Business and Economic Statistics (2020) Vol. 39, Iss. 3, pp. 772-782
Open Access | Times Cited: 20
svars: An R Package for Data-Driven Identification in Multivariate Time Series Analysis
Alexander Lange, Bernhard Dalheimer, Helmut Herwartz, et al.
Journal of Statistical Software (2021) Vol. 97, Iss. 5
Open Access | Times Cited: 17
Testing for Granger causality in quantiles between the wage share in income and productive capacity utilization
André M. Marques, Gilberto Tadeu Lima
Structural Change and Economic Dynamics (2022) Vol. 62, pp. 290-312
Closed Access | Times Cited: 11
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Gabriele Fiorentini, Enrique Sentana
Journal of Econometrics (2022) Vol. 235, Iss. 2, pp. 643-665
Open Access | Times Cited: 10
Proxy SVAR identification of monetary policy shocks - Monte Carlo evidence and insights for the US
Helmut Herwartz, Hannes Rohloff, Shu Wang
Journal of Economic Dynamics and Control (2022) Vol. 139, pp. 104457-104457
Open Access | Times Cited: 10
Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks
Markku Lanne, Keyan Liu, Jani Luoto
Journal of Business and Economic Statistics (2022) Vol. 41, Iss. 4, pp. 1341-1351
Open Access | Times Cited: 10
Long‐run neutrality of demand shocks: Revisiting Blanchard and Quah (1989) with independent structural shocks
Helmut Herwartz
Journal of Applied Econometrics (2018) Vol. 34, Iss. 5, pp. 811-819
Closed Access | Times Cited: 16
Statistical identification in panel structural vector autoregressive models based on independence criteria
Helmut Herwartz, Shu Wang
Journal of Applied Econometrics (2024) Vol. 39, Iss. 4, pp. 620-639
Open Access | Times Cited: 1
Calibration and validation of macroeconomic simulation models by statistical causal search
Mario Martinoli, Alessio Moneta, Gianluca Pallante
Journal of Economic Behavior & Organization (2024) Vol. 228, pp. 106786-106786
Open Access | Times Cited: 1
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Alessio Moneta, Gianluca Pallante
Journal of Economic Dynamics and Control (2022) Vol. 144, pp. 104530-104530
Open Access | Times Cited: 7
Moment tests of independent components
Dante Amengual, Gabriele Fiorentini, Enrique Sentana
SERIEs (2021) Vol. 13, Iss. 1-2, pp. 429-474
Open Access | Times Cited: 9
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
Identifying Structural Vector Autoregressions Via Non-Gaussianity of Potentially Dependent Structural Shocks
Markku Lanne, Keyan Liu, Jani Luoto
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 3
Oil and US stock market shocks: Implications for Canadian equities
Reinhold Heinlein, Scott M. R. Mahadeo
Canadian Journal of Economics/Revue canadienne d économique (2023) Vol. 56, Iss. 1, pp. 247-287
Open Access | Times Cited: 2
Statistical Identification in Svars - Monte Carlo Experiments and a Comparative Assessment of the Role of Economic Uncertainties for the US Business Cycle
Helmut Herwartz, Alexander Lange, Simone Maxand
SSRN Electronic Journal (2019)
Open Access | Times Cited: 5
European Carbon Pricing in Boom and Bust Times
Simone Maxand
(2024)
Closed Access
Identification of vector autoregressive models with nonlinear contemporaneous structure
Francesco Cordoni, Nicolas Dorémus, Alessio Moneta
Journal of Economic Dynamics and Control (2024) Vol. 162, pp. 104852-104852
Open Access
Comparative Analysis of Univariate SARIMA and Multivariate VAR Models for Time Series Forecasting: A Case Study of Climate Variables in Ninahvah City, Iraq
Sameera Abdulsalam Othman, Hasan Jameel, Sadeq Taha Abdulazeez
Mathematical Problems of Computer Science (2024) Vol. 61, pp. 27-49
Open Access
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