Journal of Applied Econometrics

Papers
(The H4-Index of Journal of Applied Econometrics is 17. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
How to estimate a vector autoregression after March 2020110
How is machine learning useful for macroeconomic forecasting?52
The global component of inflation volatility51
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization50
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China38
Oil prices, gasoline prices, and inflation expectations37
Common factors of commodity prices29
News media versus FRED‐MD for macroeconomic forecasting29
Measuring real activity using a weekly economic index26
Making text count: Economic forecasting using newspaper text25
Nowcasting tail risk to economic activity at a weekly frequency25
Identifying the effects of sanctions on the Iranian economy using newspaper coverage24
Supply flexibility in the shale patch: Evidence from North Dakota23
Measurement of factor strength: Theory and practice21
A regularization approach to common correlated effects estimation20
The role of precautionary and speculative demand in the global market for crude oil18
Time‐varying income elasticities of healthcare expenditure for the OECD and Eurozone18
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