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 2020-11-01 to 2024-11-01.)

Article	Citations
How to estimate a vector autoregression after March 2020	110
How is machine learning useful for macroeconomic forecasting?	52
The global component of inflation volatility	51
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization	50
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China	38
Oil prices, gasoline prices, and inflation expectations	37
News media versus FRED‐MD for macroeconomic forecasting	29
Common factors of commodity prices	29
Measuring real activity using a weekly economic index	26
Making text count: Economic forecasting using newspaper text	25
Nowcasting tail risk to economic activity at a weekly frequency	25
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	24
Supply flexibility in the shale patch: Evidence from North Dakota	23
Measurement of factor strength: Theory and practice	21
A regularization approach to common correlated effects estimation	20
The role of precautionary and speculative demand in the global market for crude oil	18
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone	18
Nonlinear effects of government spending shocks in the USA: Evidence from state‐level data	16
How far can we forecast? Statistical tests of the predictive content	16
Focused Bayesian prediction	16
The impact of product and labour market reform on growth: Evidence for OECD countries based on local projections	15
Uncertainty and monetary policy in good and bad times: A replication of the vector autoregressive investigation by Bloom (2009)	14
Are there no wage returns to compulsory schooling in Germany? A reassessment	13
The double‐edged sword of global integration: Robustness, fragility, and contagion in the international firm network	13
On the real‐time predictive content of financial condition indices for growth	12

The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	11
ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R	11
Inferring financial bubbles from option data	11
Global financial uncertainty	10
Testing random assignment to peer groups	9
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	9
The government spending multiplier at the zero lower bound: International evidence from historical data	9
Individual forecaster perceptions of the persistence of shocks to GDP	8
Commodity prices and inflation risk	8
If not now, when? The timing of childbirth and labor market outcomes	8
Inflation expectations and nonlinearities in the Phillips curve	8
Uncertain Kingdom: Nowcasting Gross Domestic Product and its revisions	7
Dynamic shrinkage in time‐varying parameter stochastic volatility in mean models	7
Covariate distribution balance via propensity scores	7
Forecasting and stress testing with quantile vector autoregression	7
Inference in difference‐in‐differences: How much should we trust in independent clusters?	7
Ranking intersecting distribution functions	7
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	7
Heavy tailed but not Zipf: Firm and establishment size in the United States	7
Cointegration and control: Assessing the impact of events using time series data	6
The deposits channel revisited	6
Combining shrinkage and sparsity in conjugate vector autoregressive models	6
Recurrent conditional heteroskedasticity	6
The role of observed and unobserved heterogeneity in the duration of unemployment	6
Estimating household consumption insurance	6
Dynamic treatment effects of job training	5
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	5
Information gains from using short‐dated options for measuring and forecasting volatility	5
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	5
Measurement error in earnings data: Replication of Meijer, Rohwedder, and Wansbeek's mixture model approach to combining survey and register data	5
Regression with an imputed dependent variable	5
Forecast uncertainty, disagreement, and the linear pool	5
Consumer inflation expectations, income changes and economic downturns	5
Social interactions and social preferences in social networks	5
Interpretation of point forecasts with unknown directive	4
Equity‐premium prediction: Attention is all you need	4
Nonparametric tests of tail behavior in stochastic frontier models	4
Permutation tests for equality of distributions of functional data	4
Identification of dynamic latent factor models of skill formation with translog production	4
Early‐life famine exposure, hunger recall, and later‐life health	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
Endogenous health groups and heterogeneous dynamics of the elderly	4
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors	4
New evidence on the importance of instruction time for student achievement on international assessments	4
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	4
Early child development and parents' labor supply	4
The economics of state fragmentation: Assessing the economic impact of secession	4
When can we ignore measurement error in the running variable?	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
Sparse change‐point VAR models	4
Declining discount rates in Singapore's market for privately developed apartments	4
Understanding women's wage growth using indirect inference with importance sampling	4
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	4