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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:

SVAR Identification from Higher Moments: Has the Simultaneous Causality Problem Been Solved?
José Luis Montiel Olea, Mikkel Plagborg‐Møller, Eric Qian
AEA Papers and Proceedings (2022) Vol. 112, pp. 481-485
Closed Access | Times Cited: 27

Showing 1-25 of 27 citing articles:

Estimating the Fed’s unconventional policy shocks
Marek Jarociński
Journal of Monetary Economics (2024) Vol. 144, pp. 103548-103548
Closed Access | Times Cited: 14
Locally robust inference for non‐Gaussian SVAR models
Lukas Hoesch, Adam F. Lee, Geert Mesters
Quantitative Economics (2024) Vol. 15, Iss. 2, pp. 523-570
Open Access | Times Cited: 5
What Drives Core Inflation? The Role of Supply Shocks
Marta Bánbura, Elena Bobeica, Catalina Martínez Hernández
SSRN Electronic Journal (2023)
Open Access | Times Cited: 12
Drivers of the global financial cycle
John Rogers, Bo Sun, Wenbin Wu
Journal of International Economics (2025), pp. 104088-104088
Closed Access
Refining set-identification in VARs through independence
Thorsten Drautzburg, Jonathan H. Wright
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1827-1847
Closed Access | Times Cited: 10
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Helmut Herwartz, Shu Wang
Journal of Economic Dynamics and Control (2023) Vol. 151, pp. 104630-104630
Closed Access | Times Cited: 10
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors
Jetro Anttonen, Markku Lanne, Jani Luoto
Journal of Applied Econometrics (2024) Vol. 39, Iss. 3, pp. 422-437
Open Access | Times Cited: 3
Specification tests for non-Gaussian structural vector autoregressions
Dante Amengual, Gabriele Fiorentini, Enrique Sentana
Journal of Econometrics (2024) Vol. 244, Iss. 2, pp. 105803-105803
Closed Access | Times Cited: 3
Time series estimation of the dynamic effects of disaster-type shocks
Richard A. Davis, Serena Ng
Journal of Econometrics (2022) Vol. 235, Iss. 1, pp. 180-201
Open Access | Times Cited: 16
Estimating Fiscal Multipliers by Combining Statistical Identification with Potentially Endogenous Proxies
Sascha Alexander Keweloh, Mathias Klein, Jan Prüser
(2024)
Open Access | Times Cited: 2
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
Drivers of the Global Financial Cycle
John H. Rogers, Bo Sun, Wenbin Wu
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 5
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
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
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
Monetary policy and information shocks in a block-recursive SVAR
Sascha Alexander Keweloh, Stephan Hetzenecker, Andre Seepe
Journal of International Money and Finance (2023) Vol. 137, pp. 102892-102892
Closed Access | Times Cited: 3
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
European Carbon Pricing in Boom and Bust Times
Simone Maxand
(2024)
Closed Access
Identification based on higher moments
Daniel Lewis
(2024)
Open 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
Nonndependent components analysis
Geert Mesters, Piotr Zwiernik
The Annals of Statistics (2024) Vol. 52, Iss. 6
Closed 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
What Drives Core Inflation? The Role of Supply Shocks
Catalina Martínez Hernández, Marta Bánbura, Elena Bobeica
(2023)
Open Access | Times Cited: 1
Refining Set-Identification in Vars Through Independence
Thorsten Drautzburg, Jonathan H. Wright
SSRN Electronic Journal (2021)
Closed Access | Times Cited: 3
Refining Set-Identification in VARs Through Independence
Thorsten Drautzburg, Jonathan P. Wright
Working paper (2021)
Open Access | Times Cited: 1
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