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 2021-05-01 to 2025-05-01.)
ArticleCitations
Exploiting News Analytics for Volatility Forecasting144
Issue Information99
Tracking Economic Activity With Alternative High‐Frequency Data77
The bilateral trade effects of announcement shocks: Brexit as a natural field experiment52
Identifying the effects of sanctions on the Iranian economy using newspaper coverage51
A maximum likelihood bunching estimator of the elasticity of taxable income46
Information gains from using short‐dated options for measuring and forecasting volatility39
A Random Forest–Based Panel Data Approach for Program Evaluation37
Short T dynamic panel data models with individual, time and interactive effects37
Identifying structural VARs from sparse narrative instruments: Dynamic effects of US macroprudential policies37
Regression with an imputed dependent variable34
Common factors of commodity prices31
Nowcasting tail risk to economic activity at a weekly frequency30
Understanding women's wage growth using indirect inference with importance sampling27
Inferring financial bubbles from option data23
Does model complexity add value to asset allocation? Evidence from machine learning forecasting models22
Penalized sieve estimation of zero‐inefficiency stochastic frontiers18
The US structural transformation and regional convergence: Racial heterogeneity18
US Monetary Policy and Indeterminacy18
0.065207958221436