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 2021-11-01 to 2025-11-01.)

Article	Citations
Issue Information	190
Exploiting News Analytics for Volatility Forecasting	135
Tracking Economic Activity With Alternative High‐Frequency Data	116
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	75
A maximum likelihood bunching estimator of the elasticity of taxable income	67
Addressing sample selection bias for machine learning methods	50
The US structural transformation and regional convergence: Racial heterogeneity	49
US Monetary Policy and Indeterminacy	46
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	38
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	37
Regression with an imputed dependent variable	33
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	30
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	27
A Random Forest–Based Panel Data Approach for Program Evaluation	26
Nowcasting tail risk to economic activity at a weekly frequency	24
Short T dynamic panel data models with individual, time and interactive effects	23
Common factors of commodity prices	21
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	20
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Identification and forecasting of bull and bear markets using multivariate returns	17
Empirical evidence on the Euler equation for investment in the US	17
Issue Information	15
Revisiting the effects of conventional and unconventional monetary policies	15
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	13

Oil prices, gasoline prices, and inflation expectations	13
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	12
New evidence on the importance of instruction time for student achievement on international assessments	12
Correction	11
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	11
Issue Information	11
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	11
Issue Information	11
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Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	10
Macroeconomic forecasting in a multi‐country context	10
Testing random assignment to peer groups	9
Estimating separable matching models	9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	8
Inattention and the impact of monetary policy	8
Terrorism and education: Evidence from instrumental variables estimators	8
Partial identification and inference for conditional distributions of treatment effects	8
On the real‐time predictive content of financial condition indices for growth	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Hours worked and the US distribution of real annual earnings 1976–2019	8
Issue Information	8
Issue Information	8
Identifying factor‐augmented vector autoregression models via changes in shock variances	8
Heterogeneous autoregressions in short T panel data models	7
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Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	7
Should we trust cross‐sectional multiplier estimates?	7
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	7
Issue Information	7
Expanding health insurance for the elderly of the Philippines	6
Macroeconomic forecasting in times of crises	6
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	6
Tests for equal forecast accuracy under heteroskedasticity	6
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	6
Panel data nowcasting: The case of price–earnings ratios	6
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5
Featured Cover	5
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	5
	5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	5
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
Identifying program benefits when participation is misreported	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
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	5
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
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Exploring skill distribution tails through stochastic dominance	4
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Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Real estate agents' influence on housing search	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
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Interacting Treatments With Endogenous Takeup	4
Semiparametric estimation and variable selection for single‐index copula models	4
Inflation expectations and nonlinearities in the Phillips curve	4
Oil prices in the real economy	4