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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:

Feedbacks: Financial Markets and Economic Activity
Markus K. Brunnermeier, Darius Palia, Karthik Sastry, et al.
American Economic Review (2021) Vol. 111, Iss. 6, pp. 1845-1879
Open Access | Times Cited: 92

Showing 1-25 of 92 citing articles:

Monetary Stimulus amidst the Infrastructure Investment Spree: Evidence from China's Loan‐Level Data
Kaiji Chen, Haoyu Gao, Patrick Higgins, et al.
The Journal of Finance (2023) Vol. 78, Iss. 2, pp. 1147-1204
Open Access | Times Cited: 23
Estimating the Fed’s unconventional policy shocks
Marek Jarociński
Journal of Monetary Economics (2024) Vol. 144, pp. 103548-103548
Closed Access | Times Cited: 13
Severe Weather and the Macroeconomy
Hee Soo Kim, Christian Matthes, Toàn Phan
American Economic Journal Macroeconomics (2025) Vol. 17, Iss. 2, pp. 315-341
Closed Access | Times Cited: 1
Forecasting macroeconomic risks
Patrick Adams, Tobias Adrian, Nina Boyarchenko, et al.
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1173-1191
Open Access | Times Cited: 51
The impact of VIX on China’s financial market: A new perspective based on high-dimensional and time-varying methods
Bin-xia Chen, Yan-Lin Sun
The North American Journal of Economics and Finance (2022) Vol. 63, pp. 101831-101831
Closed Access | Times Cited: 25
What Can Time‐Series Regressions Tell Us About Policy Counterfactuals?
Alisdair McKay, Christian K. Wolf
Econometrica (2023) Vol. 91, Iss. 5, pp. 1695-1725
Open Access | Times Cited: 15
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
Drivers of the global financial cycle
John Rogers, Bo Sun, Wenbin Wu
Journal of International Economics (2025), pp. 104088-104088
Closed Access
Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails
Juan Drechsel Antolin-Diaz, Thomas Drechsel, Iván Petrella
Journal of Econometrics (2023) Vol. 238, Iss. 2, pp. 105634-105634
Closed Access | Times Cited: 11
Expectation Shocks: Structural VAR Insights and the Case of Brazil
Thiago Drummond de Mendonça Giudici
International Journal of Economics and Finance (2025) Vol. 17, Iss. 2, pp. 45-45
Open Access
The effects of macro uncertainty shocks in the euro area: a FAVAR approach
Carlos Cañizares Martínez, Arne Gieseck
Empirical Economics (2025)
Closed Access
Is There a Common Financial Cycle in Systemic Economies?
Khwazi Magubane
Journal of risk and financial management (2025) Vol. 18, Iss. 3, pp. 119-119
Open Access
Monetary Policy and Credit Flows: A Tale of Two Effective Lower Bounds
Timothy Bianco, Ana María Herrera
Journal of Economic Dynamics and Control (2025), pp. 105084-105084
Closed Access
Learning to detect change: an experimental investigation
Ye Li, Cade Massey, G. Y. Wu
Experimental Economics (2025), pp. 1-26
Closed Access
Impact of financial stress on the REIT market stability
Oğuzhan Özçelebi, Seong‐Min Yoon
International Review of Economics & Finance (2025), pp. 104114-104114
Open Access
Understanding the Macro-Financial Effects of Household Debt: A Global Perspective
Adrian Alter, Alan Feng, Nico Valckx
IMF Working Paper (2018) Vol. 18, Iss. 76, pp. 1-1
Open Access | Times Cited: 37
Do Credit Markets Respond to Macroeconomic Shocks? The Case for Reverse Causality
Martijn Boons, Giorgio Ottonello, Rossen Valkanov
The Journal of Finance (2023) Vol. 78, Iss. 5, pp. 2901-2943
Open 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
CORPORATE EARNINGS ANNOUNCEMENTS AND ECONOMIC ACTIVITY
Mirela Miescu, Haroon Mumtaz
International Economic Review (2024) Vol. 65, Iss. 4, pp. 1777-1793
Open Access | Times Cited: 3
The Global Credit Cycle
Nina Boyarchenko, Leonardo Elías
Staff reports (2024)
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
What Can Time-Series Regressions Tell Us About Policy Counterfactuals?
Alisdair McKay, Christian K. Wolf
(2023)
Open Access | Times Cited: 8
Novel Financial Capital Flow Forecast Framework Using Time Series Theory and Deep Learning: A Case Study Analysis of Yu’e Bao Transaction Data
Xiaoxian Yang, Shunyi Mao, Honghao Gao, et al.
IEEE Access (2019) Vol. 7, pp. 70662-70672
Open Access | Times Cited: 23
Extreme Weather and the Macroeconomy
Hee Soo Kim, Christian Matthes, Toàn Phan
Federal Reserve Bank of Richmond Working Papers (2021) Vol. 21, Iss. 14, pp. 1-31
Open Access | Times Cited: 18
Bank credit, inflation, and default risks over an infinite horizon
Charles Goodhart, Dimitrios P. Tsomocos, Xuan Wang
Journal of Financial Stability (2023) Vol. 67, pp. 101131-101131
Open Access | Times Cited: 7
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