OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Applied Econometrics is 20. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-10-01 to 2025-10-01.)

Article	Citations
Exploiting News Analytics for Volatility Forecasting	179
Issue Information	131
Tracking Economic Activity With Alternative High‐Frequency Data	104
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	67
A maximum likelihood bunching estimator of the elasticity of taxable income	65
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	49
Short T dynamic panel data models with individual, time and interactive effects	46
Regression with an imputed dependent variable	45
Common factors of commodity prices	44
US Monetary Policy and Indeterminacy	43
The US structural transformation and regional convergence: Racial heterogeneity	34
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	33
Addressing sample selection bias for machine learning methods	33
A Random Forest–Based Panel Data Approach for Program Evaluation	30
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	25
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	23
Empirical evidence on the Euler equation for investment in the US	22
Nowcasting tail risk to economic activity at a weekly frequency	22
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	20
	20