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 2022-05-01 to 2026-05-01.)

Article	Citations
Issue Information	178
Beyond Truth‐Telling: A Replication Study on School Choice	136
Joint Estimation and Bandwidth Selection in Partially Parametric Models	100
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	60
Exploiting News Analytics for Volatility Forecasting	59
Tracking Economic Activity With Alternative High‐Frequency Data	49
A maximum likelihood bunching estimator of the elasticity of taxable income	38
The US structural transformation and regional convergence: Racial heterogeneity	37
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	36
Nowcasting tail risk to economic activity at a weekly frequency	36
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	35
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset	33
US Monetary Policy and Indeterminacy	28
Short T dynamic panel data models with individual, time and interactive effects	26
Addressing sample selection bias for machine learning methods	25
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	24
A Random Forest–Based Panel Data Approach for Program Evaluation	23
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	18
Regression with an imputed dependent variable	18
Identification and forecasting of bull and bear markets using multivariate returns	17
	17
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	16
Issue Information	16
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	16
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	16

New evidence on the importance of instruction time for student achievement on international assessments	15
Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	15
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Issue Information	14
Empirical evidence on the Euler equation for investment in the US	14
Revisiting the effects of conventional and unconventional monetary policies	14
Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	14
Oil prices, gasoline prices, and inflation expectations	14
	13
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics	12
	12
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	12
Testing random assignment to peer groups	11
Macroeconomic forecasting in a multi‐country context	11
On the real‐time predictive content of financial condition indices for growth	10
Estimating separable matching models	10
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	9
Partial identification and inference for conditional distributions of treatment effects	9
Issue Information	9
Terrorism and education: Evidence from instrumental variables estimators	9
Hours worked and the US distribution of real annual earnings 1976–2019	9
Issue Information	9
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	9
Inattention and the impact of monetary policy	9
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
	8
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	8
Issue Information	8
Heterogeneous autoregressions in short T panel data models	8
Should we trust cross‐sectional multiplier estimates?	8
	8
Panel data nowcasting: The case of price–earnings ratios	8
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	8
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	8
Macroeconomic forecasting in times of crises	8
Tests for equal forecast accuracy under heteroskedasticity	7
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	7
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	7
Identifying program benefits when participation is misreported	7
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	7
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions	7
	7
Inflation expectations and nonlinearities in the Phillips curve	6
Revisiting the Ancient Origins of Gender Inequality	6
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	6
	6
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	6
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	6

Disease and development—The predicted mortality instrument revisited	6
Estimating Interaction Effects With Panel Data	6
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	6
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	6
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	5
Interacting Treatments With Endogenous Takeup	5
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	5
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	5
Exploring skill distribution tails through stochastic dominance	5
Oil prices in the real economy	5
Issue Information	5