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 2020-04-01 to 2024-04-01.)

Article	Citations
How to estimate a vector autoregression after March 2020	69
Negative interest rate policy and the yield curve	48
How is machine learning useful for macroeconomic forecasting?	39
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices	38
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China	33
Oil prices, gasoline prices, and inflation expectations	27
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics	25
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization	23
Measuring real activity using a weekly economic index	22
News media versus FRED‐MD for macroeconomic forecasting	22
Exchange rate predictability and dynamic Bayesian learning	21
Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing	20
The global component of inflation volatility	19
Supply flexibility in the shale patch: Evidence from North Dakota	19
Common factors of commodity prices	18
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?	17
Measurement of factor strength: Theory and practice	17
Nowcasting tail risk to economic activity at a weekly frequency	16
Making text count: Economic forecasting using newspaper text	16
The informativeness of estimation moments	16
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone	15
Fueling conflict? (De)escalation and bilateral aid	14
A regularization approach to common correlated effects estimation	14
The role of precautionary and speculative demand in the global market for crude oil	13
Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data	13

How far can we forecast? Statistical tests of the predictive content	13
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)	13
Focused Bayesian prediction	12
Are there no wage returns to compulsory schooling in Germany? A reassessment	11
Fixed effects demeaning in the presence of interactive effects in treatment effects regressions and elsewhere	10
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	10
The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network	10
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	10
Direct and indirect effects of continuous treatments based on generalized propensity score weighting	9
If not now, when? The timing of childbirth and labor market outcomes	8
Endogeneity and non‐response bias in treatment evaluation – nonparametric identification of causal effects by instruments	8
Replicating the Levitt and Porter estimates of drunk driving	8
Measuring the slowly evolving trend in US inflation with professional forecasts	8
Inferring financial bubbles from option data	8
On the real‐time predictive content of financial condition indices for growth	8
Change point estimation in panel data with time‐varying individual effects	8
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	7
Global financial uncertainty	7
The government spending multiplier at the zero lower bound: International evidence from historical data	7
Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions	7
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	7
Robust political economy correlates of major product and labor market reforms in advanced economies: Evidence from BAMLE for logit models	6
Commodity prices and inflation risk	6
Inflation expectations and nonlinearities in the Phillips curve	6
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models	6
A distributional synthetic control method for policy evaluation	6
Composite likelihood methods for large Bayesian VARs with stochastic volatility	6
Family planning in a life‐cycle model with income risk	6
The deposits channel revisited	5
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	5
Combining shrinkage and sparsity in conjugate vector autoregressive models	5
Common correlated effect cross‐sectional dependence corrections for nonlinear conditional mean panel models	5
Real‐time detection of regimes of predictability in the US equity premium	5
Cointegration and control: Assessing the impact of events using time series data	5
The evolution of the US family income–schooling relationship and educational selectivity	5
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	5
Predicting interest rates using shrinkage methods, real‐time diffusion indexes, and model combinations	5
ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R	5
Consumer inflation expectations, income changes and economic downturns	4
Who benefits from privileged peers? Evidence from siblings in schools	4
Social interactions and social preferences in social networks	4
Understanding women's wage growth using indirect inference with importance sampling	4
Recurrent conditional heteroskedasticity	4
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields	4
Tracking and specialization of high schools: Heterogeneous effects of school choice	4
Comparing econometric methods to empirically evaluate activation programs for job seekers	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
Early child development and parents' labor supply	4
Forecast uncertainty, disagreement, and the linear pool	4
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	4

Is euro area lowflation here to stay? Insights from a time‐varying parameter model with survey data	4
Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek's mixture model approach to combining survey and register data	4
Declining discount rates in Singapore's market for privately developed apartments	4
Complementary Bayesian method of moments strategies	4
The price of forced attendance	4