OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Applied Econometrics is 4. 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 2021-08-01 to 2025-08-01.)

Article	Citations
Exploiting News Analytics for Volatility Forecasting	165
Issue Information	117
Tracking Economic Activity With Alternative High‐Frequency Data	90
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	64
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	62
A maximum likelihood bunching estimator of the elasticity of taxable income	47
Short T dynamic panel data models with individual, time and interactive effects	43
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	42
Nowcasting tail risk to economic activity at a weekly frequency	40
US Monetary Policy and Indeterminacy	39
The US structural transformation and regional convergence: Racial heterogeneity	38
Addressing sample selection bias for machine learning methods	32
Common factors of commodity prices	31
Information gains from using short‐dated options for measuring and forecasting volatility	29
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	28
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	28
Inferring financial bubbles from option data	22
Regression with an imputed dependent variable	22
A Random Forest–Based Panel Data Approach for Program Evaluation	21
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	20
Empirical evidence on the Euler equation for investment in the US	18
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	18
Declining discount rates in Singapore's market for privately developed apartments	17
	17
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	16

Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	15
Measurement of factor strength: Theory and practice	15
Identification and forecasting of bull and bear markets using multivariate returns	15
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	14
Issue Information	14
New evidence on the importance of instruction time for student achievement on international assessments	13
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	13
Oil prices, gasoline prices, and inflation expectations	12
Revisiting the effects of conventional and unconventional monetary policies	12
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	12
Issue Information	11
Correction	11
	10
Estimating separable matching models	10
Macroeconomic forecasting in a multi‐country context	10
Issue Information	10
	10
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors	9
Testing random assignment to peer groups	8
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	8
Partial identification and inference for conditional distributions of treatment effects	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Issue Information	8
Dependence‐robust inference using resampled statistics	8
Inattention and the impact of monetary policy	8
On the real‐time predictive content of financial condition indices for growth	8
Issue Information	8
Terrorism and education: Evidence from instrumental variables estimators	8
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	7
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	7
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	7
Hours worked and the US distribution of real annual earnings 1976–2019	7
Heterogeneous autoregressions in short T panel data models	7
Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Should we trust cross‐sectional multiplier estimates?	7
Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil	7
Expanding health insurance for the elderly of the Philippines	6
Issue Information	6
Tests for equal forecast accuracy under heteroskedasticity	6
Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results	6
Macroeconomic forecasting in times of crises	6
	6
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	5
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
Identifying program benefits when participation is misreported	5
Disease and development—The predicted mortality instrument revisited	5
Panel data nowcasting: The case of price–earnings ratios	5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
	5

Labour supply, service intensity, and contracts: Theory and evidence on physicians	5
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	5
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	5
Featured Cover	5
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	5
Real estate agents' influence on housing search	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Permutation tests for equality of distributions of functional data	4
Oil prices in the real economy	4
Exploring skill distribution tails through stochastic dominance	4
Interacting Treatments With Endogenous Takeup	4
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	4
	4
Measuring real activity using a weekly economic index	4
	4
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	4
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Inflation expectations and nonlinearities in the Phillips curve	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4