OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Applied Econometrics is 19. 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 2021-07-01 to 2025-07-01.)

Article	Citations
Exploiting News Analytics for Volatility Forecasting	161
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	108
Issue Information	88
Tracking Economic Activity With Alternative High‐Frequency Data	64
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	59
A maximum likelihood bunching estimator of the elasticity of taxable income	46
A Random Forest–Based Panel Data Approach for Program Evaluation	41
Short T dynamic panel data models with individual, time and interactive effects	41
Regression with an imputed dependent variable	40
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	39
US Monetary Policy and Indeterminacy	38
The US structural transformation and regional convergence: Racial heterogeneity	32
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	31
Common factors of commodity prices	28
Addressing sample selection bias for machine learning methods	28
Information gains from using short‐dated options for measuring and forecasting volatility	27
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	21
Nowcasting tail risk to economic activity at a weekly frequency	19
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	19