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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:

Sign Restrictions, Structural Vector Autoregressions, and Useful Prior Information
Christiane Baumeister, James D. Hamilton
Econometrica (2015) Vol. 83, Iss. 5, pp. 1963-1999
Closed Access | Times Cited: 348

Showing 1-25 of 348 citing articles:

Macroeconomic Shocks and Their Propagation
Valerie Ramey
Handbook of macroeconomics (2016), pp. 71-162
Open Access | Times Cited: 800
Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
Christiane Baumeister, James D. Hamilton
American Economic Review (2019) Vol. 109, Iss. 5, pp. 1873-1910
Open Access | Times Cited: 649
Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics
James H. Stock, Mark W. Watson
Handbook of macroeconomics (2016), pp. 415-525
Closed Access | Times Cited: 353
Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?
Sydney C. Ludvigson, Sai Ma, Serena Ng
(2015)
Open Access | Times Cited: 265
Macroeconomic Shocks and Their Propagation
Valerie Ramey
(2016)
Open Access | Times Cited: 250
Monetary Policy, Real Activity, and Credit Spreads: Evidence from Bayesian Proxy SVARs
Dario Caldara, Edward Herbst
American Economic Journal Macroeconomics (2019) Vol. 11, Iss. 1, pp. 157-192
Open Access | Times Cited: 247
Oil price elasticities and oil price fluctuations
Dario Caldara, Michele Cavallo, Matteo Iacoviello
Journal of Monetary Economics (2018) Vol. 103, pp. 1-20
Open Access | Times Cited: 229
If the Fed sneezes, who catches a cold?
Luca Dedola, Giulia Rivolta, Livio Stracca
Journal of International Economics (2017) Vol. 108, pp. S23-S41
Open Access | Times Cited: 215
The Analytics of SVARs: A Unified Framework to Measure Fiscal Multipliers
Dario Caldara, Christophe Kamps
The Review of Economic Studies (2017) Vol. 84, Iss. 3, pp. 1015-1040
Open Access | Times Cited: 173
The relationship between oil prices and exchange rates: Revisiting theory and evidence
Joscha Beckmann, Robert Czudaj, Vipin Arora
Energy Economics (2020) Vol. 88, pp. 104772-104772
Open Access | Times Cited: 167
Measuring labor supply and demand shocks during COVID-19
Pedro Brinca, João B. Duarte, Miguel Faria-e-Castro
European Economic Review (2021) Vol. 139, pp. 103901-103901
Open Access | Times Cited: 119
The systematic component of monetary policy in SVARs: An agnostic identification procedure
Jonas E. Arias, Dario Caldara, Juan Francisco Rubio-Ramı́rez
Journal of Monetary Economics (2018) Vol. 101, pp. 1-13
Open Access | Times Cited: 115
Inference in structural vector autoregressions when the identifying assumptions are not fully believed: Re-evaluating the role of monetary policy in economic fluctuations
Christiane Baumeister, James D. Hamilton
Journal of Monetary Economics (2018) Vol. 100, pp. 48-65
Open Access | Times Cited: 103
Structural scenario analysis with SVARs
Juan Drechsel Antolin-Diaz, Iván Petrella, Juan Francisco Rubio-Ramı́rez
Journal of Monetary Economics (2020) Vol. 117, pp. 798-815
Open Access | Times Cited: 76
SVAR (Mis)Identification and the Real Effects of Monetary Policy Shocks
Christian K. Wolf
American Economic Journal Macroeconomics (2020) Vol. 12, Iss. 4, pp. 1-32
Closed Access | Times Cited: 74
Common shocks in stocks and bonds
Anna Cieślak, Hao Pang
Journal of Financial Economics (2021) Vol. 142, Iss. 2, pp. 880-904
Open Access | Times Cited: 70
Robust Bayesian Inference for Set‐Identified Models
Raffaella Giacomini, Toru Kitagawa
Econometrica (2021) Vol. 89, Iss. 4, pp. 1519-1556
Open Access | Times Cited: 59
Identifying the effects of sanctions on the Iranian economy using newspaper coverage
Dario Laudati, M. Hashem Pesaran
Journal of Applied Econometrics (2022) Vol. 38, Iss. 3, pp. 271-294
Open Access | Times Cited: 44
Supply Chain Disruption and Energy Supply Shocks: Impact on Euro Area Output and Prices
Roberto A. De Santis
SSRN Electronic Journal (2024)
Open Access | Times Cited: 10
The oil price (Ir)relevance for global CO2 emissions
Jose Barrales‐Ruiz, Pablo Neudörfer
Energy Reports (2024) Vol. 11, pp. 3016-3021
Open Access | Times Cited: 9
Financial market Volatility, macroeconomic fundamentals and investor Sentiment
Ching-wai Chiu, Richard Harris, Evarist Stoja, et al.
Journal of Banking & Finance (2018) Vol. 92, pp. 130-145
Open Access | Times Cited: 83
Twenty Years of Time Series Econometrics in Ten Pictures
James H. Stock, Mark W. Watson
The Journal of Economic Perspectives (2017) Vol. 31, Iss. 2, pp. 59-86
Open Access | Times Cited: 76
On the Empirical (Ir)Relevance of the Zero Lower Bound Constraint
Davide Debortoli, Jordi Galı́, Luca Gambetti
NBER Macroeconomics Annual (2020) Vol. 34, pp. 141-170
Open Access | Times Cited: 70
Trade linkages and transmission of oil price fluctuations
Farhad Taghizadeh‐Hesary, Naoyuki Yoshino, Ehsan Rasoulinezhad, et al.
Energy Policy (2019) Vol. 133, pp. 110872-110872
Open Access | Times Cited: 67
Inference for VARs identified with sign restrictions
Eleonora Granziera, Hyungsik Roger Moon, Frank Schorfheide
Quantitative Economics (2018) Vol. 9, Iss. 3, pp. 1087-1121
Open Access | Times Cited: 67
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