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 2021-05-01 to 2025-05-01.)

Article	Citations
Exploiting News Analytics for Volatility Forecasting	144
Issue Information	99
Tracking Economic Activity With Alternative High‐Frequency Data	77
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	52
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	51
A maximum likelihood bunching estimator of the elasticity of taxable income	46
Information gains from using short‐dated options for measuring and forecasting volatility	39
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	37
A Random Forest–Based Panel Data Approach for Program Evaluation	37
Short T dynamic panel data models with individual, time and interactive effects	37
Regression with an imputed dependent variable	34
Common factors of commodity prices	31
Nowcasting tail risk to economic activity at a weekly frequency	30
Understanding women's wage growth using indirect inference with importance sampling	27
Inferring financial bubbles from option data	23
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	22
US Monetary Policy and Indeterminacy	18
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	18
The US structural transformation and regional convergence: Racial heterogeneity	18
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	16
Migration in China: To work or to wed?	16
Addressing sample selection bias for machine learning methods	15
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	14
Empirical evidence on the Euler equation for investment in the US	14
When are instruments generated from geographic characteristics in bilateral relationships invalid?	14

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

Expanding health insurance for the elderly of the Philippines	5
	4
Inference in difference‐in‐differences: How much should we trust in independent clusters?	4
Inflation expectations and nonlinearities in the Phillips curve	4
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	4
Disease and development—The predicted mortality instrument revisited	4
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	4
	4
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	4
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	4
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	4
Identifying program benefits when participation is misreported	4
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	4
Exploring skill distribution tails through stochastic dominance	4
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	4
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	4
Measuring real activity using a weekly economic index	4
Featured Cover	4
Labour supply, service intensity, and contracts: Theory and evidence on physicians	4