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 2022-01-01 to 2026-01-01.)
ArticleCitations
Issue Information203
Tracking Economic Activity With Alternative High‐Frequency Data146
Identifying the effects of sanctions on the Iranian economy using newspaper coverage121
Exploiting News Analytics for Volatility Forecasting88
A maximum likelihood bunching estimator of the elasticity of taxable income67
The US structural transformation and regional convergence: Racial heterogeneity54
US Monetary Policy and Indeterminacy54
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis41
Regression with an imputed dependent variable38
Penalized sieve estimation of zero‐inefficiency stochastic frontiers33
A Random Forest–Based Panel Data Approach for Program Evaluation30
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies30
Nowcasting tail risk to economic activity at a weekly frequency29
Short T dynamic panel data models with individual, time and interactive effects26
Addressing sample selection bias for machine learning methods26
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity24
21
Identification and forecasting of bull and bear markets using multivariate returns21
Empirical evidence on the Euler equation for investment in the US21
Issue Information19
0.07917594909668