OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Applied Econometrics is 5. 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 2022-01-01 to 2026-01-01.)

Article	Citations
Issue Information	203
Tracking Economic Activity With Alternative High‐Frequency Data	146
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	121
Exploiting News Analytics for Volatility Forecasting	88
A maximum likelihood bunching estimator of the elasticity of taxable income	67
The US structural transformation and regional convergence: Racial heterogeneity	54
US Monetary Policy and Indeterminacy	54
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	41
Regression with an imputed dependent variable	38
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	33
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	30
A Random Forest–Based Panel Data Approach for Program Evaluation	30
Nowcasting tail risk to economic activity at a weekly frequency	29
Addressing sample selection bias for machine learning methods	26
Short T dynamic panel data models with individual, time and interactive effects	26
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	24
Empirical evidence on the Euler equation for investment in the US	21
	21
Identification and forecasting of bull and bear markets using multivariate returns	21
Issue Information	19
Revisiting the effects of conventional and unconventional monetary policies	15
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	15
New evidence on the importance of instruction time for student achievement on international assessments	14
Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	14
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	14

Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	14
Oil prices, gasoline prices, and inflation expectations	13
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	13
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	12
Correction	12
Issue Information	11
Macroeconomic forecasting in a multi‐country context	11
Issue Information	11
	11
	10
Testing random assignment to peer groups	10
Estimating separable matching models	10
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	10
Issue Information	9
Partial identification and inference for conditional distributions of treatment effects	9
Issue Information	9
Inattention and the impact of monetary policy	9
On the real‐time predictive content of financial condition indices for growth	9
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
Heterogeneous autoregressions in short T panel data models	8
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	8
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	8
Should we trust cross‐sectional multiplier estimates?	8
Hours worked and the US distribution of real annual earnings 1976–2019	7
Robust forecast superiority testing with an application to assessing pools of expert forecasters	7
	7
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
	7
Identifying program benefits when participation is misreported	7
Terrorism and education: Evidence from instrumental variables estimators	7
Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Issue Information	7
Macroeconomic forecasting in times of crises	6
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	6
Tests for equal forecast accuracy under heteroskedasticity	6
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	6
Panel data nowcasting: The case of price–earnings ratios	6
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	6
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	6
	5
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	5
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	5
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	5
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	5
Disease and development—The predicted mortality instrument revisited	5
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
	5
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	5
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	5

Featured Cover	5
Inflation expectations and nonlinearities in the Phillips curve	5
Revisiting the Ancient Origins of Gender Inequality	5