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 2021-02-01 to 2025-02-01.)

Article	Citations
Standard Errors for Difference‐in‐Difference Regression	110
Estimating household consumption insurance	52
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields	51
A regularization approach to common correlated effects estimation	50
A high‐dimensional multinomial logit model	41
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	38
The economics of state fragmentation: Assessing the economic impact of secession	32
COUNTERFACTUAL ANALYSIS UNDER PARTIAL IDENTIFICATION USING LOCALLY ROBUST REFINEMENT	29
	29
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	28
	27
Testing monotonicity of conditional treatment effects under regression discontinuity designs	25
Featured Cover	23
Issue Information	21
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	20
Disease and development—The predicted mortality instrument revisited	18
Issue Information	18
Understanding trend inflation through the lens of the goods and services sectors	16
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates	16
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence	16
Issue Information	15
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	14
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	13
Fiscal targets. A guide to forecasters?	13
Labour supply, service intensity, and contracts: Theory and evidence on physicians	13

Exploiting News Analytics for Volatility Forecasting	13
Subspace shrinkage in conjugate Bayesian vector autoregressions	12
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	11
Forecast uncertainty, disagreement, and the linear pool	11
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	10
	9
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	9
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	9
Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries*	9
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	8
The multifaceted impact of US trade policy on financial markets	8
Are there no wage returns to compulsory schooling in Germany? A reassessment	8
Expecting the unexpected: Stressed scenarios for economic growth	8
Tracking Economic Activity With Alternative High‐Frequency Data	7
Ranking intersecting distribution functions	7
Correction	7
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	7
Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results	7
Addressing sample selection bias for machine learning methods	6
A maximum likelihood bunching estimator of the elasticity of taxable income	6
	6
Understanding women's wage growth using indirect inference with importance sampling	6
How is machine learning useful for macroeconomic forecasting?	6
Short T dynamic panel data models with individual, time and interactive effects	5
Regression with an imputed dependent variable	5
Approximating grouped fixed effects estimation via fuzzy clustering regression	5
	5
Early‐life famine exposure, hunger recall, and later‐life health	5
A flexible stochastic production frontier model with panel data	5
Gains from trade: Demand, supply, and idiosyncratic shocks	5
Featured Cover	4
Issue Information	4
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	4
Quantifying investor narratives and their role during COVID‐19	4
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	4
Quantiles of the gain distribution of an early childhood intervention	4
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	4
	4
The government spending multiplier at the zero lower bound: International evidence from historical data	4
Forward guidance and expectation formation: A narrative approach	4
Dynamic treatment effects of job training	4
Issue Information	4
US Monetary Policy and Indeterminacy	4
The US structural transformation and regional convergence: Racial heterogeneity	4
Revisiting Sweden's comprehensive school reform: Effects on education and earnings	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
	4
Model Averaging and Double Machine Learning	4
Dynamic evaluation of job search assistance	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4

Migration in China: To work or to wed?	3
Inferring financial bubbles from option data	3
Partial identification and inference in duration models with endogenous censoring	3
The boosted Hodrick‐Prescott filter is more general than you might think	3
Covariate distribution balance via propensity scores	3
Measuring real activity using a weekly economic index	3
Inflation expectations and nonlinearities in the Phillips curve	3
How to estimate a vector autoregression after March 2020	3
Supply flexibility in the shale patch: Evidence from North Dakota	3
Sudden stop: Supply and demand shocks in the German natural gas market	3
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	3
Multiple Structural Breaks in Interactive Effects Panel Data Models	3
Information gains from using short‐dated options for measuring and forecasting volatility	3
	3
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization	3
Common factors of commodity prices	3
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	3
The benefits of forecasting inflation with machine learning: New evidence	3
Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension	3
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	3