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 2021-06-01 to 2025-06-01.)

Article	Citations
Exploiting News Analytics for Volatility Forecasting	152
Issue Information	104
Tracking Economic Activity With Alternative High‐Frequency Data	85
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	64
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	57
A maximum likelihood bunching estimator of the elasticity of taxable income	46
Information gains from using short‐dated options for measuring and forecasting volatility	40
Short T dynamic panel data models with individual, time and interactive effects	38
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	37
A Random Forest–Based Panel Data Approach for Program Evaluation	37
Regression with an imputed dependent variable	37
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	31
US Monetary Policy and Indeterminacy	31
The US structural transformation and regional convergence: Racial heterogeneity	28
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	25
Addressing sample selection bias for machine learning methods	24
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	19
Inferring financial bubbles from option data	19
Common factors of commodity prices	17
Nowcasting tail risk to economic activity at a weekly frequency	16
Empirical evidence on the Euler equation for investment in the US	16
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	16
Identification and forecasting of bull and bear markets using multivariate returns	15
Declining discount rates in Singapore's market for privately developed apartments	15
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	14

Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	14
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
Issue Information	14
New evidence on the importance of instruction time for student achievement on international assessments	13
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	13
Measurement of factor strength: Theory and practice	12
Oil prices, gasoline prices, and inflation expectations	12
Revisiting the effects of conventional and unconventional monetary policies	12
Issue Information	11
Correction	11
Estimating separable matching models	10
Issue Information	10
	9
Macroeconomic forecasting in a multi‐country context	9
	8
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	8
Issue Information	8
Reduced‐form factor augmented VAR—Exploiting sparsity to include meaningful factors	8
On the real‐time predictive content of financial condition indices for growth	8
Issue Information	8
Testing random assignment to peer groups	8
Robust forecast superiority testing with an application to assessing pools of expert forecasters	8
Identifying factor‐augmented vector autoregression models via changes in shock variances	7
Dependence‐robust inference using resampled statistics	7
Terrorism and education: Evidence from instrumental variables estimators	7
Partial identification and inference for conditional distributions of treatment effects	7
Heterogeneous autoregressions in short T panel data models	7
Large devaluations and inflation inequality: Replicating Cravino and Levchenko (2017) with evidence from Brazil	7
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	7
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	7
Inattention and the impact of monetary policy	7
Should we trust cross‐sectional multiplier estimates?	6
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	6
	6
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	6
Tests for equal forecast accuracy under heteroskedasticity	6
Hours worked and the US distribution of real annual earnings 1976–2019	6
Did Protestantism promote prosperity via higher human capital? Replicating the Becker–Woessmann (2009) results	5
Matching theory and evidence on Covid‐19 using a stochastic network SIR model	5
Expanding health insurance for the elderly of the Philippines	5
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	5
Disease and development—The predicted mortality instrument revisited	5
Macroeconomic forecasting in times of crises	5
Panel data nowcasting: The case of price–earnings ratios	5
Issue Information	5
	5
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	5
Identifying program benefits when participation is misreported	5
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	5
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	5

Featured Cover	5
	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
Permutation tests for equality of distributions of functional data	4
Agglomerative hierarchical clustering for selecting valid instrumental variables	4
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	4
Labour supply, service intensity, and contracts: Theory and evidence on physicians	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Oil prices in the real economy	4
Inflation expectations and nonlinearities in the Phillips curve	4
Interacting Treatments With Endogenous Takeup	4
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
	4
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	4
Measuring real activity using a weekly economic index	4
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4