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 2022-06-01 to 2026-06-01.)

Article	Citations
Issue Information	182
Tracking Economic Activity With Alternative High‐Frequency Data	146
Beyond Truth‐Telling: A Replication Study on School Choice	60
Joint Estimation and Bandwidth Selection in Partially Parametric Models	59
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	51
Exploiting News Analytics for Volatility Forecasting	40
Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies	40
The US structural transformation and regional convergence: Racial heterogeneity	39
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	38
Nowcasting tail risk to economic activity at a weekly frequency	35
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	34
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset	32
US Monetary Policy and Indeterminacy	29
Regression with an imputed dependent variable	25
Short T dynamic panel data models with individual, time and interactive effects	24
Addressing sample selection bias for machine learning methods	23
A Random Forest–Based Panel Data Approach for Program Evaluation	21
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	19
A maximum likelihood bunching estimator of the elasticity of taxable income	18
Identification and forecasting of bull and bear markets using multivariate returns	17
	17
Issue Information	17
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	17
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	16
New evidence on the importance of instruction time for student achievement on international assessments	16

Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	15
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	15
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	15
Revisiting the effects of conventional and unconventional monetary policies	15
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	14
Empirical evidence on the Euler equation for investment in the US	14
Issue Information	13
	13
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	12
Estimating separable matching models	12
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics	12
Macroeconomic forecasting in a multi‐country context	12
	12
On the real‐time predictive content of financial condition indices for growth	11
Issue Information	10
Testing random assignment to peer groups	10
Terrorism and education: Evidence from instrumental variables estimators	9
Partial identification and inference for conditional distributions of treatment effects	9
Inattention and the impact of monetary policy	9
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	9
Issue Information	9
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	9
	9
Heterogeneous autoregressions in short T panel data models	9
Hours worked and the US distribution of real annual earnings 1976–2019	9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	9
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	9
Robust forecast superiority testing with an application to assessing pools of expert forecasters	9
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions	8
Issue Information	8
Tests for equal forecast accuracy under heteroskedasticity	8
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	8
Should we trust cross‐sectional multiplier estimates?	8
Identifying program benefits when participation is misreported	8
Macroeconomic forecasting in times of crises	8
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	8
	8
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	8
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	7
Joint Inference for the Regression Discontinuity Effect and Its External Validity	7
	7
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	7
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	7
Bayesian Model Averaging in Causal Instrumental Variable Models	7
Panel data nowcasting: The case of price–earnings ratios	7
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	6
Revisiting the Ancient Origins of Gender Inequality	6
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	6
Disease and development—The predicted mortality instrument revisited	6

Estimating Macroeconomic News and Surprise Shocks	6
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	6
Estimating Interaction Effects With Panel Data	6
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	6
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	6
	6
Inflation expectations and nonlinearities in the Phillips curve	6
Inference in difference‐in‐differences: How much should we trust in independent clusters?	5
Issue Information	5
Exploring skill distribution tails through stochastic dominance	5
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	5
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	5
Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023)	5
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	5
Interacting Treatments With Endogenous Takeup	5
Agglomerative hierarchical clustering for selecting valid instrumental variables	5
Oil prices in the real economy	5