Open Access Helper

OpenAlex Citation Counts

OpenAlex Citations Logo

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:

A Survey of Econometric Methods for Mixed-Frequency Data
Claudia Foroni, Massimiliano Marcellino
SSRN Electronic Journal (2013)
Open Access | Times Cited: 96

Showing 1-25 of 96 citing articles:

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: 351
Words are the New Numbers: A Newsy Coincident Index of the Business Cycle
Leif Anders Thorsrud
Journal of Business and Economic Statistics (2018) Vol. 38, Iss. 2, pp. 393-409
Open Access | Times Cited: 152
Oil shocks and stock market volatility of the BRICS: A GARCH-MIDAS approach
Afees A. Salisu, Rangan Gupta
Global Finance Journal (2020) Vol. 48, pp. 100546-100546
Open Access | Times Cited: 90
Estimating MIDAS regressions via OLS with polynomial parameter profiling
Éric Ghysels, Hang Qian
Econometrics and Statistics (2018) Vol. 9, pp. 1-16
Closed Access | Times Cited: 61
Does Monetary Policy Affect Income Inequality in the Euro Area?
Anna Samarina, Anh D. M. Nguyen
Journal of money credit and banking (2023) Vol. 56, Iss. 1, pp. 35-80
Open Access | Times Cited: 20
Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data
Paul Smith
Journal of Forecasting (2016) Vol. 35, Iss. 3, pp. 263-284
Closed Access | Times Cited: 59
On factor models with random missing: EM estimation, inference, and cross validation
Sainan Jin, Ke Miao, Liangjun Su
Journal of Econometrics (2020) Vol. 222, Iss. 1, pp. 745-777
Open Access | Times Cited: 48
GDPNow: A Model for GDP 'Nowcasting'
Patrick Higgins
SSRN Electronic Journal (2014)
Open Access | Times Cited: 47
A comparison of MIDAS and bridge equations
Christian Schumacher
International Journal of Forecasting (2016) Vol. 32, Iss. 2, pp. 257-270
Closed Access | Times Cited: 43
Mixed-frequency data Sampling Grey system Model: Forecasting annual CO2 emissions in China with quarterly and monthly economic-energy indicators
Yimeng An, Yaoguo Dang, Junjie Wang, et al.
Applied Energy (2024) Vol. 370, pp. 123531-123531
Closed Access | Times Cited: 4
Does Monetary Policy Affect Income Inequality in the Euro Area?
Anna Samarina, Anh D. M. Nguyen
SSRN Electronic Journal (2019)
Open Access | Times Cited: 31
Dynamic panels with MIDAS covariates: Nonlinearity, estimation and fit
Lynda Khalaf, Maral Kichian, Charles J. Saunders, et al.
Journal of Econometrics (2020) Vol. 220, Iss. 2, pp. 589-605
Open Access | Times Cited: 24
Forecasting oil prices: New approaches
Rennan Kertlly de Medeiros, Cássio da Nóbrega Besarria, Diego Pitta de Jesus, et al.
Energy (2021) Vol. 238, pp. 121968-121968
Closed Access | Times Cited: 20
Markov-switching mixed-frequency VAR models
Claudia Foroni, Pierre Guérin, Massimiliano Marcellino
International Journal of Forecasting (2014) Vol. 31, Iss. 3, pp. 692-711
Closed Access | Times Cited: 28
Model and survey estimates of the term structure of US macroeconomic uncertainty
Michael P. Clements, Ana Beatriz Galvão
International Journal of Forecasting (2017) Vol. 33, Iss. 3, pp. 591-604
Open Access | Times Cited: 26
Combining Time Variation and Mixed Frequencies: an Analysis of Government Spending Multipliers in Italy
Jacopo Cimadomo, Antonello D’Agostino
Journal of Applied Econometrics (2015) Vol. 31, Iss. 7, pp. 1276-1290
Open Access | Times Cited: 25
Reinvigorating GVA Nowcasting in the Post-pandemic Period: A Case Study for India
Kaustubh NA, Soumya Bhadury, Saurabh Ghosh
Deleted Journal (2024) Vol. 27, pp. 95-130
Open Access | Times Cited: 2
Should we Sample a time Series more Frequently?: Decision Support via Multirate Spectrum Estimation
Guy P. Nason, Ben Powell, D. G. Elliott, et al.
Journal of the Royal Statistical Society Series A (Statistics in Society) (2016) Vol. 180, Iss. 2, pp. 353-407
Open Access | Times Cited: 21
Mixed data sampling (MIDAS) regression models
Éric Ghysels, Virmantas Kvedaras, Vaidotas Zemlys-Balevičius
Handbook of statistics (2019), pp. 117-153
Closed Access | Times Cited: 21
A new ordinal mixed-data sampling model with an application to corporate credit rating levels
L.H. Goldmann, Jonathan Crook, Raffaella Calabrese
European Journal of Operational Research (2023) Vol. 314, Iss. 3, pp. 1111-1126
Open Access | Times Cited: 6
Short‐term forecasts of economic activity: Are fortnightly factors useful?
Libero Monteforte, Valentina Raponi
Journal of Forecasting (2018) Vol. 38, Iss. 3, pp. 207-221
Closed Access | Times Cited: 20
The estimation of continuous time models with mixed frequency data
Marcus J. Chambers
Journal of Econometrics (2016) Vol. 193, Iss. 2, pp. 390-404
Open Access | Times Cited: 19
Wilful defaulters of Indian banks: A first cut analysis
M Jayadev, N Padma
IIMB Management Review (2019) Vol. 32, Iss. 2, pp. 129-142
Open Access | Times Cited: 19
Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts
Boriss Siliverstovs
Empirical Economics (2019) Vol. 58, Iss. 1, pp. 7-27
Closed Access | Times Cited: 16
Did the policy responses influence credit and business cycle co-movement during the COVID-19 crisis? Evidence from Indonesia
K.P. Prabheesh, Aryo Sasongko, Fiskara Indawan
Economic Analysis and Policy (2023) Vol. 78, pp. 243-255
Open Access | Times Cited: 5
Page 1 - Next Page

Scroll to top