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 2020-03-01 to 2024-03-01.)
ArticleCitations
How to estimate a vector autoregression after March 202065
Negative interest rate policy and the yield curve47
How is machine learning useful for macroeconomic forecasting?38
Estimation and inference for spatial models with heterogeneous coefficients: An application to US house prices35
Economic impact of the most drastic lockdown during COVID‐19 pandemic—The experience of Hubei, China32
Oil prices, gasoline prices, and inflation expectations25
Comparing predictive accuracy in small samples using fixed‐smoothing asymptotics23
News media versus FRED‐MD for macroeconomic forecasting20
On event studies and distributed‐lags in two‐way fixed effects models: Identification, equivalence, and generalization20
Exchange rate predictability and dynamic Bayesian learning20
Supply flexibility in the shale patch: Evidence from North Dakota19
Measuring real activity using a weekly economic index19
Common factors of commodity prices18
Estimation of firm‐level productivity in the presence of exports: Evidence from China's manufacturing18
Does drawing down the US Strategic Petroleum Reserve help stabilize oil prices?17
Measurement of factor strength: Theory and practice17
The global component of inflation volatility17
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