OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Applied Econometrics is 3. 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 2021-03-01 to 2025-03-01.)

Article	Citations
Standard Errors for Difference‐in‐Difference Regression	110
Tracking Economic Activity With Alternative High‐Frequency Data	52
Estimating household consumption insurance	51
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields	50
A regularization approach to common correlated effects estimation	41
A high‐dimensional multinomial logit model	38
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	32
	29
The economics of state fragmentation: Assessing the economic impact of secession	29
Exploiting News Analytics for Volatility Forecasting	28
	27
Featured Cover	25
Issue Information	23
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	21
Expecting the unexpected: Stressed scenarios for economic growth	20
The multifaceted impact of US trade policy on financial markets	18
Issue Information	18
Disease and development—The predicted mortality instrument revisited	16
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	16
Forecast uncertainty, disagreement, and the linear pool	16
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	15
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates	14
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence	13
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	13
Understanding trend inflation through the lens of the goods and services sectors	13

Issue Information	13
Fiscal targets. A guide to forecasters?	12
Labour supply, service intensity, and contracts: Theory and evidence on physicians	11
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	11
Subspace shrinkage in conjugate Bayesian vector autoregressions	10
Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries*	9
	9
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	9
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	9
Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results	8
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	8
Ranking intersecting distribution functions	8
Are there no wage returns to compulsory schooling in Germany? A reassessment	8
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	7
	7
Correction	7
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	7
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	7
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization	6
Addressing sample selection bias for machine learning methods	6
A flexible stochastic production frontier model with panel data	6
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	6
Early‐life famine exposure, hunger recall, and later‐life health	6
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	5
	5
The US structural transformation and regional convergence: Racial heterogeneity	5
How to estimate a vector autoregression after March 2020	5
Approximating grouped fixed effects estimation via fuzzy clustering regression	5
Quantiles of the gain distribution of an early childhood intervention	5
The government spending multiplier at the zero lower bound: International evidence from historical data	5
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
Dynamic evaluation of job search assistance	4
	4
A maximum likelihood bunching estimator of the elasticity of taxable income	4
	4
Model Averaging and Double Machine Learning	4
Issue Information	4
Supply flexibility in the shale patch: Evidence from North Dakota	4
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	4
Featured Cover	4
Revisiting Sweden's comprehensive school reform: Effects on education and earnings	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Forward guidance and expectation formation: A narrative approach	4
Inflation expectations and nonlinearities in the Phillips curve	4
US Monetary Policy and Indeterminacy	4
Issue Information	4
Understanding women's wage growth using indirect inference with importance sampling	4
Measuring real activity using a weekly economic index	4
Dynamic treatment effects of job training	4
Common factors of commodity prices	4

Inferring financial bubbles from option data	3
Partial identification and inference in duration models with endogenous censoring	3
Recurrent conditional heteroskedasticity	3
Regression with an imputed dependent variable	3
The boosted Hodrick‐Prescott filter is more general than you might think	3
Gains from trade: Demand, supply, and idiosyncratic shocks	3
Information gains from using short‐dated options for measuring and forecasting volatility	3
Short T dynamic panel data models with individual, time and interactive effects	3
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	3
Quantifying investor narratives and their role during COVID‐19	3
Sudden stop: Supply and demand shocks in the German natural gas market	3
Migration in China: To work or to wed?	3
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	3
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	3
Covariate distribution balance via propensity scores	3
Nowcasting tail risk to economic activity at a weekly frequency	3
	3
The benefits of forecasting inflation with machine learning: New evidence	3
How is machine learning useful for macroeconomic forecasting?	3
Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension	3