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 2021-12-01 to 2025-12-01.)

Article	Citations
Issue Information	199
Tracking Economic Activity With Alternative High‐Frequency Data	141
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	118
Exploiting News Analytics for Volatility Forecasting	82
A maximum likelihood bunching estimator of the elasticity of taxable income	67
The US structural transformation and regional convergence: Racial heterogeneity	53
US Monetary Policy and Indeterminacy	51
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	40
Regression with an imputed dependent variable	37
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	33
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	29
A Random Forest–Based Panel Data Approach for Program Evaluation	29
Nowcasting tail risk to economic activity at a weekly frequency	27
Addressing sample selection bias for machine learning methods	24
Short T dynamic panel data models with individual, time and interactive effects	24
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	22
Empirical evidence on the Euler equation for investment in the US	21
	21
Identification and forecasting of bull and bear markets using multivariate returns	20
Issue Information	18
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	15
Revisiting the effects of conventional and unconventional monetary policies	15
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	14
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	14
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	13

Issue Information	12
New evidence on the importance of instruction time for student achievement on international assessments	12
Correction	12
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	12
Oil prices, gasoline prices, and inflation expectations	12
	11
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	11
Issue Information	11
Macroeconomic forecasting in a multi‐country context	11
	10
Testing random assignment to peer groups	10
Estimating separable matching models	10
Issue Information	9
Inattention and the impact of monetary policy	9
On the real‐time predictive content of financial condition indices for growth	9
Issue Information	9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	8
Partial identification and inference for conditional distributions of treatment effects	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
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
Terrorism and education: Evidence from instrumental variables estimators	8
Hours worked and the US distribution of real annual earnings 1976–2019	8
Heterogeneous autoregressions in short T panel data models	8
	7
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	7
	7
Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Robust forecast superiority testing with an application to assessing pools of expert forecasters	7
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	6
Identifying program benefits when participation is misreported	6
Macroeconomic forecasting in times of crises	6
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	6
Expanding health insurance for the elderly of the Philippines	6
Panel data nowcasting: The case of price–earnings ratios	6
Tests for equal forecast accuracy under heteroskedasticity	6
Issue Information	6
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	6
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
	5
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	5
	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
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	5
Featured Cover	5
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	5
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	5
	4

Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Oil prices in the real economy	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Issue Information	4
Inflation expectations and nonlinearities in the Phillips curve	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
Real estate agents' influence on housing search	4
Forecasting low‐frequency macroeconomic events with high‐frequency data	4
	4
Quantile‐Based Test for Heterogeneous Treatment Effects	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Interacting Treatments With Endogenous Takeup	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
	4
Exploring skill distribution tails through stochastic dominance	4