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 2021-09-01 to 2025-09-01.)

Article	Citations
Issue Information	171
Tracking Economic Activity With Alternative High‐Frequency Data	122
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	93
Exploiting News Analytics for Volatility Forecasting	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	48
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	45
Common factors of commodity prices	42
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	42
Short T dynamic panel data models with individual, time and interactive effects	40
US Monetary Policy and Indeterminacy	39
The US structural transformation and regional convergence: Racial heterogeneity	33
Addressing sample selection bias for machine learning methods	31
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	30
Regression with an imputed dependent variable	28
A Random Forest–Based Panel Data Approach for Program Evaluation	24
Nowcasting tail risk to economic activity at a weekly frequency	22
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	21
Empirical evidence on the Euler equation for investment in the US	19
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	19
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	18
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Declining discount rates in Singapore's market for privately developed apartments	16
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	15
Identification and forecasting of bull and bear markets using multivariate returns	13

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

Forecasting low‐frequency macroeconomic events with high‐frequency data	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	4
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Real estate agents' influence on housing search	4
Exploring skill distribution tails through stochastic dominance	4
Oil prices in the real economy	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	4
Measuring real activity using a weekly economic index	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
The dynamic interdependence in the demand of primary and emergency secondary care: A hidden Markov approach	4
Inflation expectations and nonlinearities in the Phillips curve	4
	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
	4
Permutation tests for equality of distributions of functional data	4