Journal of Applied Econometrics

Papers
(The H4-Index of Journal of Applied Econometrics is 19. 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 2021-09-01 to 2025-09-01.)
ArticleCitations
Issue Information171
Tracking Economic Activity With Alternative High‐Frequency Data122
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment93
Exploiting News Analytics for Volatility Forecasting64
Identifying the effects of sanctions on the Iranian economy using newspaper coverage62
A maximum likelihood bunching estimator of the elasticity of taxable income48
Penalized sieve estimation of zero‐inefficiency stochastic frontiers45
Common factors of commodity prices42
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis42
Short T dynamic panel data models with individual, time and interactive effects40
US Monetary Policy and Indeterminacy39
The US structural transformation and regional convergence: Racial heterogeneity33
Addressing sample selection bias for machine learning methods31
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models30
Regression with an imputed dependent variable28
A Random Forest–Based Panel Data Approach for Program Evaluation24
Nowcasting tail risk to economic activity at a weekly frequency22
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies21
Empirical evidence on the Euler equation for investment in the US19
Nonlinearities in macroeconomic tail risk through the lens of big data quantile regressions19
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