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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:

Computationally efficient inference in large Bayesian mixed frequency VARs
Deborah Gefang, Gary Koop, Aubrey Poon
Economics Letters (2020) Vol. 191, pp. 109120-109120
Open Access | Times Cited: 15

Showing 15 citing articles:

Forecasting Half-Hourly Electricity Prices Using a Mixed-Frequency Structural VAR Framework
Gaurav Kapoor, Nuttanan Wichitaksorn, Mengheng Li, et al.
Econometrics (2025) Vol. 13, Iss. 1, pp. 2-2
Open Access
Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses
Robert Lehmann, Ida Wikman
Oxford Bulletin of Economics and Statistics (2025)
Closed Access
Fast two-stage variational Bayesian approach to estimating panel spatial autoregressive models with unrestricted spatial weights matrices
Deborah Gefang, Stephen G. Hall, George S. Tavlas
Spatial Economic Analysis (2025), pp. 1-26
Open Access
Approximate Bayesian Inference
Pierre Alquier
Entropy (2020) Vol. 22, Iss. 11, pp. 1272-1272
Open Access | Times Cited: 29
Nowcasting Tail Risks to Economic Activity with Many Indicators
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Working paper (2020)
Open Access | Times Cited: 20
Nowcasting Tail Risks to Economic Activity with Many Indicators
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Working paper (2020)
Open Access | Times Cited: 15
Nowcasting Tail Risks to Economic Activity with Many Indicators
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Working paper (2020)
Open Access | Times Cited: 14
Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting
Gary Koop, Stuart McIntyre, James Mitchell, et al.
Journal of the Royal Statistical Society Series A (Statistics in Society) (2023) Vol. 187, Iss. 2, pp. 477-495
Open Access | Times Cited: 3
Quarterly GDP Estimates for the German States: New Data for Business Cycle Analyses and Long-Run Dynamics
Robert Lehmann, Ida Wikman
SSRN Electronic Journal (2023)
Open Access | Times Cited: 2
Incorporating short data into large mixed-frequency VARs for regional nowcasting
Gary Koop, Stuart McIntyre, James Mitchell, et al.
Working paper (2023)
Open Access | Times Cited: 2
A multi-task encoder-dual-decoder framework for mixed frequency data prediction
Jiahe Lin, George Michailidis
International Journal of Forecasting (2023) Vol. 40, Iss. 3, pp. 942-957
Open Access | Times Cited: 2
A real-time regional accounts database for Germany with applications to GDP revisions and nowcasting
Robert Lehmann
Empirical Economics (2024) Vol. 67, Iss. 2, pp. 817-838
Closed Access
Macroeconomic Effects of Fiscal Policy Shocks in Nigeria: A New Proof from Mixed-Frequency Vector Autoregression Approach
Olusola Joel Oyeleke, Olufemi Gbenga Onatunji
Global Business Review (2024)
Closed Access
Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions
Alain Hecq, Marie Ternes, Ines Wilms
Journal of Computational and Graphical Statistics (2022) Vol. 31, Iss. 4, pp. 1076-1090
Open Access | Times Cited: 2
A Multi-Task Encoder-Dual-Decoder Framework for Mixed Frequency Data Prediction
Jiahe Lin, George Michailidis
SSRN Electronic Journal (2023)
Closed Access
The Bayesian nested lasso for mixed frequency regression models
Satyajit Ghosh, Kshitij Khare, George Michailidis
The Annals of Applied Statistics (2023) Vol. 17, Iss. 3
Closed Access
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