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 2021-07-01 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
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	18
Inferring financial bubbles from option data	18
	17
Empirical evidence on the Euler equation for investment in the US	17
Identification and forecasting of bull and bear markets using multivariate returns	15
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	15

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

Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
Tests for equal forecast accuracy under heteroskedasticity	5
Disease and development—The predicted mortality instrument revisited	5
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	5
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
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
Permutation tests for equality of distributions of functional data	4
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
Inflation expectations and nonlinearities in the Phillips curve	4
Oil prices in the real economy	4
Exploring skill distribution tails through stochastic dominance	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4