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 2022-08-01 to 2026-08-01.)

Article	Citations
Issue Information	199
Beyond Truth‐Telling: A Replication Study on School Choice	64
Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies	58
Exploiting News Analytics for Volatility Forecasting	57
Joint Estimation and Bandwidth Selection in Partially Parametric Models	45
Deniers and Compliers: Unpacking the Heterogeneous Effectiveness of U.S. Stay‐at‐Home Mandates During the COVID‐19 Pandemic	43
Identifying the effects of sanctions on the Iranian economy using newspaper coverage	42
Tracking Economic Activity With Alternative High‐Frequency Data	35
The US structural transformation and regional convergence: Racial heterogeneity	26
Penalized sieve estimation of zero‐inefficiency stochastic frontiers	25
Robust Tests of Forecast Accuracy for Factor‐Augmented Regressions With an Application to the Novel EA‐MD‐QD Dataset	24
A Random Forest–Based Panel Data Approach for Program Evaluation	23
Short T dynamic panel data models with individual, time and interactive effects	23
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies	21
A maximum likelihood bunching estimator of the elasticity of taxable income	20
US Monetary Policy and Indeterminacy	19
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity	18
Regression with an imputed dependent variable	18
Addressing sample selection bias for machine learning methods	18
	18
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis	18
Identification and forecasting of bull and bear markets using multivariate returns	17
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions	17
Bayesian collapsed Gibbs sampling for a stochastic volatility model with a Dirichlet process mixture	16
Unveiling Plant‐Product Productivity via First‐Order Conditions: Robust Replication of Orr (2022)	16

Policy Evaluation with Nonlinear Trended Outcomes: Covid‐19 Vaccination Rates in the United States	16
Empirical evidence on the Euler equation for investment in the US	15
Revisiting the effects of conventional and unconventional monetary policies	15
Uncertainty, Skewness, and the Business Cycle Through the MIDAS Lens	14
Identifying the Sources of the Slowdown in Growth: Demand Versus Supply	14
New evidence on the importance of instruction time for student achievement on international assessments	13
Does paid parental leave affect children's schooling outcomes? Replicating Danzer and Lavy (2018)	13
Issue Information	13
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Testing random assignment to peer groups	12
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Macroeconomic forecasting in a multi‐country context	12
Estimating separable matching models	12
High‐Frequency Instruments With Time‐Varying Reliability: Understanding Identification in Macroeconomics	12
On the real‐time predictive content of financial condition indices for growth	11
Large Datasets for the Euro Area and Its Member Countries and the Dynamic Effects of the Common Monetary Policy	11
Hours worked and the US distribution of real annual earnings 1976–2019	10
Issue Information	10
Partial identification and inference for conditional distributions of treatment effects	10
Issue Information	10
	9
Identifying exchange rate effects and spillovers of US monetary policy shocks in the presence of time‐varying instrument relevance	9
Statistically identified structural VAR model with potentially skewed and fat‐tailed errors	9
Inattention and the impact of monetary policy	9
	9
Binary endogenous treatment in stochastic frontier models with an application to soil conservation in El Salvador	9
Identifying Peer Effects in Networks with Unobserved Effort and Isolated Students	9
Robust forecast superiority testing with an application to assessing pools of expert forecasters	9
Heterogeneous autoregressions in short T panel data models	9
Joint Inference for the Regression Discontinuity Effect and Its External Validity	8
Issue Information	8
Dynamic Mixture Vector Autoregressions With Score‐Driven Weights	8
Bayesian Model Averaging in Causal Instrumental Variable Models	8
Panel data nowcasting: The case of price–earnings ratios	8
Should we trust cross‐sectional multiplier estimates?	8
	8
Sensitivity of Policy‐Relevant Treatment Parameters to Violations of Monotonicity	8
Identifying program benefits when participation is misreported	8
Terrorism and education: Evidence from instrumental variables estimators	8
The Conventional Impulse Response Prior in VAR Models With Sign Restrictions	8
Macroeconomic forecasting in times of crises	8
Difference‐in‐Difference Causal Forests With an Application to Payroll Tax Incidence in Norway	7
	7
Instrumental‐variable estimation of exponential‐regression models with two‐way fixed effects with an application to gravity equations	7
Deep distributional time series models and the probabilistic forecasting of intraday electricity prices	7
Oil prices uncertainty, endogenous regime switching, and inflation anchoring	7
Tests for equal forecast accuracy under heteroskedasticity	7
Medical marijuana legalization and parenting behaviors: An analysis of the time use of parents	6
The Federal Reserve's output gap: The unreliability of real‐time reliability tests	6
A direct approach to Kilian–Lewis style counterfactual analysis in vector autoregression models	6

	6
Estimating Macroeconomic News and Surprise Shocks	6
How does the dramatic rise of nonresponse in the Current Population Survey impact labor market indicators?	6
A Reassessment of Likelihood Approximation by Integration on Sparse Grids	6
Revisiting the Ancient Origins of Gender Inequality	6
Disease and development—The predicted mortality instrument revisited	6
Inference in difference‐in‐differences: How much should we trust in independent clusters?	5
Exploring skill distribution tails through stochastic dominance	5
Interacting Treatments With Endogenous Takeup	5
Issue Information	5
Constructing density forecasts from quantile regressions: Multimodality in macrofinancial dynamics	5
Forecasting low‐frequency macroeconomic events with high‐frequency data	5
Spatial Polarization. A Replication Study of Cerina et al. (The Economic Journal, 2023)	5
Estimating Interaction Effects With Panel Data	5
Oil prices in the real economy	5
Inflation expectations and nonlinearities in the Phillips curve	5
Fiscal Policy Regimes in Resource‐Rich Economies	5
Agglomerative hierarchical clustering for selecting valid instrumental variables	5
Fast and reliable jackknife and bootstrap methods for cluster‐robust inference	5