To explain country differences in an analytical or structural dependent variable, the application of a macro-micro-model containing contextual hypotheses is necessary. Our methodological study examines whether empirical studies apply such a model. We propose that a theoretical base for country differences is well described in multilevel studies, but aggregate and individual data analyses fail to specify contextual hypotheses ex ante (in the theory section of an article) and instead elaborate on macro-micro explanations ex post (in the discussion section). To test our assumptions, we analyzed 22 studies published in journals cited in the Social Science Citation Index between 2007 and 2010, which compare countries with respect to life satisfaction. Results are in accordance with our expectations. We conclude that cross-country comparisons should apply a macro-micro-model theoretically and empirically, if possible, and include the meso level, if appropriate. In case of insufficient data (i. e. only individual level or aggregate level data), applying a macro-micro-model theoretically may prevent premature conclusions.