Journal of Applied Econometrics

Papers
(The H4-Index of Journal of Applied Econometrics is 18. 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 2021-11-01 to 2025-11-01.)
ArticleCitations
Issue Information190
Exploiting News Analytics for Volatility Forecasting135
Tracking Economic Activity With Alternative High‐Frequency Data116
Identifying the effects of sanctions on the Iranian economy using newspaper coverage75
A maximum likelihood bunching estimator of the elasticity of taxable income67
Addressing sample selection bias for machine learning methods50
The US structural transformation and regional convergence: Racial heterogeneity49
US Monetary Policy and Indeterminacy46
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models38
Part‐time subsidies and maternal reemployment: Evidence from a difference‐in‐differences analysis37
Regression with an imputed dependent variable33
Penalized sieve estimation of zero‐inefficiency stochastic frontiers30
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies27
A Random Forest–Based Panel Data Approach for Program Evaluation26
Nowcasting tail risk to economic activity at a weekly frequency24
Short T dynamic panel data models with individual, time and interactive effects23
Common factors of commodity prices21
Estimating the price elasticity of gasoline demand in correlated random coefficient models with endogeneity20
18
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