Journal of Applied Econometrics

Aims & Scope

The Journal of Applied Econometrics is an international journal published bi-monthly, plus 1 additional issue (total 7 issues).

It aims to publish articles of high quality dealing with the application of existing as well as new econometric techniques to a wide variety of problems in economics and related subjects, covering topics in measurement, estimation, testing, forecasting, and policy analysis.

The emphasis is on the careful and rigorous application of econometric techniques and the appropriate interpretation of the results.

The economic content of the articles is stressed.

A special feature of the Journal is its emphasis on the replicability of results by other researchers.

To achieve this aim, authors are expected to make available a complete set of the data used as well as any specialised computer programs employed through a readily accessible medium, preferably in a machine-readable form.

The use of microcomputers in applied research and transferability of data is emphasised.

The Journal also features occasional sections of short papers re-evaluating previously published papers.

The intention of the Journal of Applied Econometrics is to provide an outlet for innovative, quantitative research in economics which cuts across areas of specialisation, involves transferable techniques, and is easily replicable by other researchers.

Contributions that introduce statistical methods that are applicable to a variety of economic problems are actively encouraged.

The Journal also aims to publish review and survey articles that make recent developments in the field of theoretical and applied econometrics more readily accessible to applied economists in general.

View Aims & Scope

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Metrics & Ranking

Impact Factor

Year	Value
2025	3.1
2024	2.30

SJR (SCImago Journal Rank)

Year	Value
2024	2.305

Quartile

Year	Value
2024	Q1

h-index

Year	Value
2024	123

Journal Rank

Year	Value
2024	1103

Journal Citation Indicator

Year	Value
2024	595

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Abstracting & Indexing

Journal is indexed in leading academic databases, ensuring global visibility and accessibility of our peer-reviewed research.

• Scopus
• Google Scholar
• Web of Science

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Subjects & Keywords

Journal’s research areas, covering key disciplines and specialized sub-topics in Economics, Econometrics and Finance and Social Sciences, designed to support cutting-edge academic discovery.

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Most Cited Articles

The Most Cited Articles section features the journal's most impactful research, based on citation counts. These articles have been referenced frequently by other researchers, indicating their significant contribution to their respective fields.

• Bounds testing approaches to the analysis of level relationships

  Citation: 11966

  Authors: M. Hashem, Yongcheol, Richard J.

• A simple panel unit root test in the presence of cross‐section dependence

  Citation: 8971

  Authors: M. Hashem

• Computation and analysis of multiple structural change models

  Citation: 3779

  Authors: Jushan, Pierre

• Mixed MNL models for discrete response

  Citation: 2862

  Authors: Daniel, Kenneth

• Econometric methods for fractional response variables with an application to 401(k) plan participation rates

  Citation: 2850

  Authors: Leslie E., Jeffrey M.

• Numerical distribution functions for unit root and cointegration tests

  Citation: 1776

  Authors: James G.

• Multivariate GARCH models: a survey

  Citation: 1359

  Authors: Luc, Sébastien, Jeroen V. K.

• A forecast comparison of volatility models: does anything beat a GARCH(1,1)?

  Citation: 1265

  Authors: Peter R., Asger

• Econometric models based on count data. Comparisons and applications of some estimators and tests

  Citation: 1173

  Authors: A. Colin, Pravin K.

• Simple solutions to the initial conditions problem in dynamic, nonlinear panel data models with unobserved heterogeneity

  Citation: 1170

  Authors: Jeffrey M.

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