World's Best Scientists 2026 revealed!
Journal of Applied Econometrics
H-index 20

Journal of Applied Econometrics

Ranking & Metrics

Discipline name Position Best Scientists Publications D-Index
Economics and Finance 80 72 85 20

Additional Metrics

Number of Best Scientists*: 85
Documents by Best Scientists*: 96
Top 100 Ranked Scientists*: 6
SCIMAGO H-index: 123
SCIMAGO SJR: 2.305
Impact Factor: 3.1

Overview

Top Research Topics at Journal of Applied Econometrics?

Journal of Applied Econometrics primarily focuses on research topics in Econometrics, Statistics, Estimator, Estimation and Monte Carlo method. The journal focuses on Econometrics but the discussions also offer insight into other areas such as Sample (statistics) and Bayesian probability.

  • Econometrics (60.65%)
  • Statistics (19.81%)
  • Estimator (8.71%)

What are the most cited papers published in the journal?

  • Bounds testing approaches to the analysis of level relationships (8339 citations)
  • A simple panel unit root test in the presence of cross-section dependence (3833 citations)
  • Computation and analysis of multiple structural change models (3477 citations)

Research areas of the most cited articles at Journal of Applied Econometrics:

The most cited papers aim to foster the development of research in Econometrics, Statistics, Volatility (finance), Panel data and Estimator. The journal publications explore topics in Econometrics which can be helpful for research in disciplines like Sample (statistics), Estimation and Series (mathematics). The Statistics research presented in the most cited papers places emphasis on topics like Monte Carlo method, Unit root, Bayesian inference, Cointegration and Contrast (statistics).

What topics the last edition of the journal is best known for?

  • Statistics
  • Law
  • Econometrics

The previous edition focused in particular on these issues:

Journal of Applied Econometrics tackles a plethora of topics, such as Econometrics, Monetary economics, Demographic economics, Estimator and Sample (statistics). Econometrics research is concerned with Panel data in particular. While it focused on Monetary economics, it was also able to explore topics like Financial market and Recession.

The Demographic economics works featured in Journal of Applied Econometrics incorporate elements from Instrumental variable and Human capital. Estimator studies covered in Journal of Applied Econometrics falls within the purview of Statistics. It holds forums on Inference that merges themes from other disciplines such as Statistical hypothesis testing and Null hypothesis.

The most cited articles from the last journal are:

  • Measuring global economic activity (49 citations)
  • Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices (8 citations)
  • Dynamic Evaluation of Job Search Assistance (7 citations)

Papers citation over time

A key indicator for each journal is its effectiveness in reaching other researchers with the papers published at that venue.

The chart below presents the interquartile range (first quartile 25%, median 50% and third quartile 75%) of the number of citations of articles over time.

The top authors publishing in Journal of Applied Econometrics (based on the number of publications) are:

  • M. Hashem Pesaran (23 papers) published 2 papers at the last edition, 1 more than at the previous edition,
  • Massimiliano Marcellino (18 papers) absent at the last edition,
  • Gary Koop (16 papers) absent at the last edition,
  • Badi H. Baltagi (13 papers) absent at the last edition,
  • Peter C.B. Phillips (12 papers) absent at the last edition.

The overall trend for top authors publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top authors.

Only papers with recognized affiliations are considered

The top affiliations publishing in Journal of Applied Econometrics (based on the number of publications) are:

  • University of Cambridge (47 papers) published 5 papers at the last edition, 4 more than at the previous edition,
  • Erasmus University Rotterdam (36 papers) published 3 papers at the last edition,
  • Federal Reserve System (36 papers) published 1 paper at the last edition the same number as at the previous edition,
  • European Central Bank (33 papers) absent at the last edition,
  • University of Warwick (32 papers) published 2 papers at the last edition, 1 more than at the previous edition.

The overall trend for top affiliations publishing in this journal is outlined below. The chart shows the number of publications at each edition of the journal for top affiliations.

Publication chance based on affiliation

The publication chance index shows the ratio of articles published by the best research institutions in the journal edition to all articles published within that journal. The best research institutions were selected based on the largest number of articles published during all editions of the journal.

The chart below presents the percentage ratio of articles from top institutions (based on their ranking of total papers).Top affiliations were grouped by their rank into the following tiers: top 1-10, top 11-20, top 21-50, and top 51+. Only articles with a recognized affiliation are considered.

During the most recent 2021 edition, 1.20% of publications had an unrecognized affiliation. Out of the publications with recognized affiliations, 18.29% were posted by at least one author from the top 10 institutions publishing in the journal. Another 10.98% included authors affiliated with research institutions from the top 11-20 affiliations. Institutions from the 21-50 range included 18.29% of all publications and 52.44% were from other institutions.

Returning Authors Index

A very common phenomenon observed among researchers publishing scientific articles is the intentional selection of journals they have already attended in the past. In particular, it is worth analyzing the case when the authors participate in the same journal from year to year.

The Returning Authors Index presented below illustrates the ratio of authors who participated in both a given as well as the previous edition of the journal in relation to all participants in a given year.

Returning Institution Index

The graph below shows the Returning Institution Index, illustrating the ratio of institutions that participated in both a given and the previous edition of the conference in relation to all affiliations present in a given year.

The experience to innovation index

Our experience to innovation index was created to show a cross-section of the experience level of authors publishing in a journal. The index includes the authors publishing at the last edition of a journal, grouped by total number of publications throughout their academic career (P) and the total number of citations of these publications ever received (C).

The group intervals were selected empirically to best show the diversity of the authors' experiences, their labels were selected as a convenience, not as judgment. The authors were divided into the following groups:

  • Novice - P < 5 or C < 25 (the number of publications less than 5 or the number of citations less than 25),
  • Competent - P < 10 or C < 100 (the number of publications less than 10 or the number of citations less than 100),
  • Experienced - P < 25 or C < 625 (the number of publications less than 25 or the number of citations less than 625),
  • Master - P < 50 or C < 2500 (the number of publications less than 50 or the number of citations less than 2500),
  • Star - P ≥ 50 and C ≥ 2500 (both the number of publications greater than 50 and the number of citations greater than 2500).

The chart below illustrates experience levels of first authors in cases of publications with multiple authors.

Relation of Journal to Other Fields of Study

Having examined the various aspects of econometrics and statistics research presented in the Journal of Applied Econometrics, it is also crucial to highlight how this knowledge integrates with other areas of study. Pertinently, a strong undercurrent in this regard will be the correlation between econometrics, accounting, and finance. Accounting relies heavily on statistical data analysis for accurate financial forecasting and decision making. Therefore, the econometric tools discussed in the journal are of significant relevance to those pursuing studies in accounting, specifically within programs that emphasize the interplay between economics and accounting. For instance, some of the best accounting programs in Colorado offer crucial courses that look at econometrics from an accounting perspective, thus preparing students comprehensively for the financial job market. This area of study is gaining traction, as it provides financial professionals with the skills necessary to interpret complex data sets and make decisions that have far-reaching implications on the corporate financial health. So, it would not be wrong to suggest that the Journal of Applied Econometrics offers valuable insights and research not only to those involved in econometrics research but also to students, academicians, and professionals in the field of accounting and finance.

Top Publications

  • Measuring global economic activity

    James D. Hamilton

    (2021)
    160 Citations
  • How to estimate a vector autoregression after March 2020

    (2022)
    130 Citations
  • Oil Prices, Gasoline Prices and Inflation Expectations

    (2022)
    75 Citations
  • Making text count: economic forecasting using newspaper text

    Eleni Kalamara;Arthur Turrell;Chris Redl;George Kapetanios

    (2020)
    69 Citations
  • Measuring Real Activity Using a Weekly Economic Index

    Daniel J. Lewis;Karel Mertens;James H. Stock;Mihir Trivedi

    (2021)
    58 Citations

Related Online Degrees & Career Pathways

Pursuing a career in Economics and Finance offers diverse opportunities through various educational pathways. Many students opt for online finance degrees to gain flexibility while building essential skills in investment, financial analysis, and risk management. These programs allow learners to balance professional and academic commitments effectively.

For those aiming to advance into leadership roles, enrolling in one of the fastest executive MBA programs can be a strategic choice. These accelerated programs focus on strengthening business acumen, strategic thinking, and executive leadership in a condensed timeframe.

Complementing finance expertise with practical skills is also critical. Accredited bookkeeping courses can serve as a foundational step, and exploring the accredited bookkeeping courses available online ensures you receive quality instruction recognized by industry standards.

Additionally, professionals interested in streamlining business operations may consider combining their finance background with an operations management degree. This equips graduates with the skills needed to optimize supply chains, improve processes, and enhance overall efficiency in organizations.

Best Scientists Contributing to This Journal