OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Applied Econometrics is 3. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Standard Errors for Difference‐in‐Difference Regression	143
Estimating household consumption insurance	92
Did earnings mobility change after minimum wage introduction? Evidence from parametric and semi‐nonparametric methods in Germany	76
General Bayesian time‐varying parameter vector autoregressions for modeling government bond yields	51
A high‐dimensional multinomial logit model	44
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	41
	37
The economics of state fragmentation: Assessing the economic impact of secession	37
Exploiting News Analytics for Volatility Forecasting	36
Tracking Economic Activity With Alternative High‐Frequency Data	35
	31
Featured Cover	29
Issue Information	28
Bootstrap inference and diagnostics in state space models: With applications to dynamic macro models	27
Expecting the unexpected: Stressed scenarios for economic growth	22
The multifaceted impact of US trade policy on financial markets	19
Disease and development—The predicted mortality instrument revisited	18
Issue Information	18
Forecast uncertainty, disagreement, and the linear pool	16
Do rural banks matter that much? Burgess and Pande (2005) reconsidered	16
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	15
Understanding trend inflation through the lens of the goods and services sectors	14
Bayesian optimization of hyperparameters from noisy marginal likelihood estimates	14
Issue Information	13
The impact of HIV/AIDS on human capital investment in Sub‐Saharan Africa: New evidence	13

The Federal Reserve's output gap: The unreliability of real‐time reliability tests	12
Fiscal targets. A guide to forecasters?	12
Monetary policy and exchange rate anomalies in set‐identified SVARs: Revisited	11
Labour supply, service intensity, and contracts: Theory and evidence on physicians	11
Subspace shrinkage in conjugate Bayesian vector autoregressions	11
	10
Narrow and wide replication of Chalfin and McCrary (REStat, 2018)	10
Re‐examining the relationship between patience, risk‐taking, and human capital investment across countries*	10
Are there no wage returns to compulsory schooling in Germany? A reassessment	9
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment	9
Ranking intersecting distribution functions	9
Correction to “Exogenous uncertainty and the identification of structural vector autoregressions with external instruments”	8
A regularization approach to common correlated effects estimation	8
Bayesian estimation of the exact affine Stone index demand system: Replicating the Lewbel and Pendakur (2009) results	8
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	8
Correction	8
A maximum likelihood bunching estimator of the elasticity of taxable income	7
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	7
Short T dynamic panel data models with individual, time and interactive effects	7
Modelling Volatility Cycles: The MF2‐GARCH Model	7
US Monetary Policy and Indeterminacy	7
Addressing sample selection bias for machine learning methods	7
Approximating grouped fixed effects estimation via fuzzy clustering regression	6
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	6
Understanding women's wage growth using indirect inference with importance sampling	6
Gains from trade: Demand, supply, and idiosyncratic shocks	6
	6
A flexible stochastic production frontier model with panel data	6
Early‐life famine exposure, hunger recall, and later‐life health	6
Regression with an imputed dependent variable	6
Inflation expectations and nonlinearities in the Phillips curve	5
Issue Information	5
Featured Cover	5
	5
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models	5
Quantifying investor narratives and their role during COVID‐19	5
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	5
	5
	5
Revisiting Sweden's comprehensive school reform: Effects on education and earnings	5
Dynamic evaluation of job search assistance	4
The US structural transformation and regional convergence: Racial heterogeneity	4
Individual consumption in collective households: Identification using repeated observations with an application to PROGRESA	4
Dynamic Effects of Persistent Shocks	4
Partial identification and inference in duration models with endogenous censoring	4
The boosted Hodrick‐Prescott filter is more general than you might think	4
Issue Information	4
Encompassing measures of international consumption risk sharing and their link with trade and financial globalization	4
Model Averaging and Double Machine Learning	4
Migration in China: To work or to wed?	4

Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension	4
Information gains from using short‐dated options for measuring and forecasting volatility	4
Inferring financial bubbles from option data	4
Dynamic treatment effects of job training	4
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	4
Quantiles of the gain distribution of an early childhood intervention	4
Common factors of commodity prices	4
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	4
Sudden stop: Supply and demand shocks in the German natural gas market	4
Forward guidance and expectation formation: A narrative approach	3
Covariate distribution balance via propensity scores	3
The government spending multiplier at the zero lower bound: International evidence from historical data	3
Recurrent conditional heteroskedasticity	3
The benefits of forecasting inflation with machine learning: New evidence	3
Issue Information	3
Spread Regression, Skewness Regression, and Kurtosis Regression With an Application to the US Wage Structure	3
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	3
Nowcasting tail risk to economic activity at a weekly frequency	3
How is machine learning useful for macroeconomic forecasting?	3
Robust inference under time‐varying volatility: A real‐time evaluation of professional forecasters	3
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	3
Measuring real activity using a weekly economic index	3
How to estimate a vector autoregression after March 2020	3
Multiple Structural Breaks in Interactive Effects Panel Data Models	3
Issue Information	3
Transitory and permanent shocks in the global market for crude oil	3