
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:
Asymmetric conjugate priors for large Bayesian VARs
Joshua C. C. Chan
Quantitative Economics (2022) Vol. 13, Iss. 3, pp. 1145-1169
Open Access | Times Cited: 31
Joshua C. C. Chan
Quantitative Economics (2022) Vol. 13, Iss. 3, pp. 1145-1169
Open Access | Times Cited: 31
Showing 1-25 of 31 citing articles:
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Joshua C. C. Chan
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1212-1226
Open Access | Times Cited: 35
Joshua C. C. Chan
International Journal of Forecasting (2021) Vol. 37, Iss. 3, pp. 1212-1226
Open Access | Times Cited: 35
Heterogeneity and Aggregate Fluctuations
Minsu Chang, Xiaohong Chen, Frank Schorfheide
Journal of Political Economy (2024), pp. 000-000
Closed Access | Times Cited: 5
Minsu Chang, Xiaohong Chen, Frank Schorfheide
Journal of Political Economy (2024), pp. 000-000
Closed Access | Times Cited: 5
Investigating Economic Uncertainty Using Stochastic Volatility in Mean VARs: The Importance of Model Size, Order-Invariance and Classification*
Sharada Nia Davidson, Chenghan Hou, Gary Koop
Journal of Business and Economic Statistics (2025), pp. 1-21
Open Access
Sharada Nia Davidson, Chenghan Hou, Gary Koop
Journal of Business and Economic Statistics (2025), pp. 1-21
Open Access
Frequency-dependent regime-switching in VAR models
Youngjin Hwang
Macroeconomic Dynamics (2025), pp. 1-31
Open Access
Youngjin Hwang
Macroeconomic Dynamics (2025), pp. 1-31
Open Access
Conditional Forecasts in Large Bayesian VARs with Multiple Equality and Inequality Constraints
Joshua C. C. Chan, Davide Pettenuzzo, Aubrey Poon, et al.
Journal of Economic Dynamics and Control (2025), pp. 105061-105061
Open Access
Joshua C. C. Chan, Davide Pettenuzzo, Aubrey Poon, et al.
Journal of Economic Dynamics and Control (2025), pp. 105061-105061
Open Access
Forecasting macroeconomic data with Bayesian VARs: Sparse or dense? It depends!
Luis Gruber, Gregor Kastner
International Journal of Forecasting (2025)
Open Access
Luis Gruber, Gregor Kastner
International Journal of Forecasting (2025)
Open Access
Natural Gas Prices and Unnatural Propagation Effects: The Role of Inflation Expectations in the Euro Area
Maximilian Böck, Thomas O. Zoerner
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 12
Maximilian Böck, Thomas O. Zoerner
SSRN Electronic Journal (2023)
Closed Access | Times Cited: 12
Bayesian forecasting in economics and finance: A modern review
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 2, pp. 811-839
Open Access | Times Cited: 11
Gael M. Martin, David T. Frazier, Worapree Maneesoonthorn, et al.
International Journal of Forecasting (2023) Vol. 40, Iss. 2, pp. 811-839
Open Access | Times Cited: 11
On the Effects of Monetary Policy Shocks on Income and Consumption Heterogeneity
Minsu Chang, Frank Schorfheide
(2024)
Open Access | Times Cited: 4
Minsu Chang, Frank Schorfheide
(2024)
Open Access | Times Cited: 4
Large stochastic volatility in mean VARs
Jamie Cross, Chenghan Hou, Gary Koop, et al.
Journal of Econometrics (2023) Vol. 236, Iss. 1, pp. 105469-105469
Closed Access | Times Cited: 8
Jamie Cross, Chenghan Hou, Gary Koop, et al.
Journal of Econometrics (2023) Vol. 236, Iss. 1, pp. 105469-105469
Closed Access | Times Cited: 8
Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility
Joshua C. C. Chan, Xuewen Yu
Journal of Economic Dynamics and Control (2022) Vol. 143, pp. 104505-104505
Open Access | Times Cited: 11
Joshua C. C. Chan, Xuewen Yu
Journal of Economic Dynamics and Control (2022) Vol. 143, pp. 104505-104505
Open Access | Times Cited: 11
A new posterior sampler for Bayesian structural vector autoregressive models
Martin Bruns, Michele Piffer
Quantitative Economics (2023) Vol. 14, Iss. 4, pp. 1221-1250
Open Access | Times Cited: 6
Martin Bruns, Michele Piffer
Quantitative Economics (2023) Vol. 14, Iss. 4, pp. 1221-1250
Open Access | Times Cited: 6
Reliability Estimation of Retraction Mechanism Kinematic Accuracy under Small Sample
Yumeng Yan, Jiyuan Zhou, Yin Yin, et al.
Eksploatacja i Niezawodnosc - Maintenance and Reliability (2023) Vol. 26, Iss. 1
Open Access | Times Cited: 5
Yumeng Yan, Jiyuan Zhou, Yin Yin, et al.
Eksploatacja i Niezawodnosc - Maintenance and Reliability (2023) Vol. 26, Iss. 1
Open Access | Times Cited: 5
A Bayesian Large Vector Autoregression of the Yield Curve and Macroeconomic Variables with No-Arbitrage Restriction
Sunho Lee, Kyu Ho Kang
(2024)
Closed Access | Times Cited: 1
Sunho Lee, Kyu Ho Kang
(2024)
Closed Access | Times Cited: 1
Subspace shrinkage in conjugate Bayesian vector autoregressions
Florian Huber, Gary Koop
Journal of Applied Econometrics (2023) Vol. 38, Iss. 4, pp. 556-576
Open Access | Times Cited: 3
Florian Huber, Gary Koop
Journal of Applied Econometrics (2023) Vol. 38, Iss. 4, pp. 556-576
Open Access | Times Cited: 3
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
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
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
Gary Koop, Stuart McIntyre, James Mitchell, et al.
Working paper (2023)
Open Access | Times Cited: 2
Sparse time-varying parameter VECMs with an application to modeling electricity prices
Niko Hauzenberger, Michael Pfarrhofer, Luca Rossini
International Journal of Forecasting (2024)
Open Access
Niko Hauzenberger, Michael Pfarrhofer, Luca Rossini
International Journal of Forecasting (2024)
Open Access
Impact of monetary policy shocks in the Peruvian economy over time
Flavio Pérez Rojo, Gabriel Rodrı́guez
Structural Change and Economic Dynamics (2024) Vol. 71, pp. 270-288
Closed Access
Flavio Pérez Rojo, Gabriel Rodrı́guez
Structural Change and Economic Dynamics (2024) Vol. 71, pp. 270-288
Closed Access
A Large Vector Autoregression of the Yield Curve and Macroeconomic Variables with No-Arbitrage Restriction
Sun‐Ho Lee, Kyu Ho Kang
SSRN Electronic Journal (2024)
Closed Access
Sun‐Ho Lee, Kyu Ho Kang
SSRN Electronic Journal (2024)
Closed Access
Macroeconomic Forecasting with Large Language Models <br>
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
(2024)
Closed Access
Andrea Carriero, Davide Pettenuzzo, Shubhranshu Shekhar
(2024)
Closed Access
Sector-Specific Supply and Demand Shocks: Joint Identification
Sergey Ivashchenko
Research Square (Research Square) (2024)
Open Access
Sergey Ivashchenko
Research Square (Research Square) (2024)
Open Access
Natural gas prices, inflation expectations, and the pass-through to euro area inflation
Maximilian Boeck, Thomas O. Zörner
Energy Economics (2024), pp. 108061-108061
Closed Access
Maximilian Boeck, Thomas O. Zörner
Energy Economics (2024), pp. 108061-108061
Closed Access
Forecasts with Bayesian vector autoregressions under real time conditions
Michael Pfarrhofer
Journal of Forecasting (2023) Vol. 43, Iss. 3, pp. 771-801
Open Access | Times Cited: 1
Michael Pfarrhofer
Journal of Forecasting (2023) Vol. 43, Iss. 3, pp. 771-801
Open Access | Times Cited: 1