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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:

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

Showing 1-25 of 67 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
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: 345
Bayesian and Frequentist Inference in Partially Identified Models

Econometrica (2012) Vol. 80, Iss. 2, pp. 755-782
Open Access | Times Cited: 150
DISENTANGLING DEMAND AND SUPPLY SHOCKS IN THE CRUDE OIL MARKET: HOW TO CHECK SIGN RESTRICTIONS IN STRUCTURAL VARS
Helmut Lütkepohl, Aleksei Netšunajev
Journal of Applied Econometrics (2013) Vol. 29, Iss. 3, pp. 479-496
Open Access | Times Cited: 106
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: 102
Robust Bayesian Inference for Set‐Identified Models
Raffaella Giacomini, Toru Kitagawa
Econometrica (2021) Vol. 89, Iss. 4, pp. 1519-1556
Open Access | Times Cited: 58
Fiscal policy in good and bad times
Bertrand Candelon, Lenard Lieb
Journal of Economic Dynamics and Control (2013) Vol. 37, Iss. 12, pp. 2679-2694
Open Access | Times Cited: 82
Microeconometrics with partial identification
Francesca Molinari
Handbook of econometrics (2020), pp. 355-486
Open Access | Times Cited: 64
Delta-method inference for a class of set-identified SVARs
Bulat Gafarov, Matthias Meier, José Luis Montiel Olea
Journal of Econometrics (2018) Vol. 203, Iss. 2, pp. 316-327
Open Access | Times Cited: 59
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
Identification-robust analysis of DSGE and structural macroeconomic models
Jean–Marie Dufour, Lynda Khalaf, Maral Kichian
Journal of Monetary Economics (2013) Vol. 60, Iss. 3, pp. 340-350
Closed Access | Times Cited: 53
Inference Based on SVARs Identified with Sign and Zero Restrictions: Theory and Applications
Jonas E. Arias, Juan Francisco Rubio-Ramı́rez, Daniel F. Waggoner
International Finance Discussion Paper (2014) Vol. 2014, Iss. 1100, pp. 1-70
Open Access | Times Cited: 43
Endogenous Uncertainty
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
Working paper (2018)
Open Access | Times Cited: 41
Microeconometrics with Partial Identification
Francesca Molinari
(2020)
Open Access | Times Cited: 35
Robust Bayesian inference in proxy SVARs
Raffaella Giacomini, Toru Kitagawa, Matthew Read
Journal of Econometrics (2021) Vol. 228, Iss. 1, pp. 107-126
Open Access | Times Cited: 30
Testing the Effectiveness of Unconventional Monetary Policy in Japan and the United States
Daisuke Ikeda, Shangshang Li, Sophocles Mavroeidis, et al.
American Economic Journal Macroeconomics (2024) Vol. 16, Iss. 2, pp. 250-286
Closed Access | Times Cited: 4
Robust Bayesian inference for set-identified models
Raffaella Giacomini, Toru Kitagawa
(2018)
Open Access | Times Cited: 32
Refining set-identification in VARs through independence
Thorsten Drautzburg, Jonathan H. Wright
Journal of Econometrics (2023) Vol. 235, Iss. 2, pp. 1827-1847
Closed Access | Times Cited: 10
Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles
Helmut Herwartz, Shu Wang
Journal of Economic Dynamics and Control (2023) Vol. 151, pp. 104630-104630
Closed Access | Times Cited: 10
Locally robust inference for non-Gaussian linear simultaneous equations models
Adam Lee, Geert Mesters
Journal of Econometrics (2024) Vol. 240, Iss. 1, pp. 105647-105647
Open Access | Times Cited: 3
Unbiased instrumental variables estimation under known first-stage sign
Isaiah Andrews, Timothy B. Armstrong
Quantitative Economics (2017) Vol. 8, Iss. 2, pp. 479-503
Open Access | Times Cited: 29
Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis
Max Diegel, Dieter Nautz
Journal of Economic Dynamics and Control (2021) Vol. 130, pp. 104192-104192
Closed Access | Times Cited: 22
Identification and inference with ranking restrictions
Pooyan Amir-Ahmadi, Thorsten Drautzburg
Quantitative Economics (2021) Vol. 12, Iss. 1, pp. 1-39
Open Access | Times Cited: 20
What do inventories tell us about news-driven business cycles?
Nicolas Crouzet, Hyunseung Oh
Journal of Monetary Economics (2016) Vol. 79, pp. 49-66
Closed Access | Times Cited: 23
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