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Journal of Econometrics

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Journal of Econometrics
TitleJournal of Econometrics
DisciplineEconometrics
AbbreviationJ. Econom.
PublisherElsevier
CountryNetherlands
FrequencyMonthly
History1973–present
Impact2.3
Impact-year2023

Journal of Econometrics The Journal of Econometrics is a peer-reviewed academic journal publishing research in econometrics. It serves as a platform for contributions in theoretical econometrics, applied econometrics, and computational methods, attracting submissions from scholars associated with institutions such as Massachusetts Institute of Technology, Harvard University, Stanford University, London School of Economics, and University of Chicago. The journal has historically intersected with work by researchers affiliated with National Bureau of Economic Research, Institute for Advanced Study, Cowles Foundation, Centre for Economic Policy Research, and CEPR.

History

The journal was established in 1973 during a period of rapid development in quantitative methods that included contemporaneous advances at Princeton University, Yale University, Columbia University, University of California, Berkeley, and University of Pennsylvania. Early volumes featured contributions that dialogued with research emerging from the Cowles Commission, the RAND Corporation, and the Econometric Society. Throughout the 1980s and 1990s the journal published work tied to methodological innovations from scholars at Oxford University, Cambridge University, University of Toronto, University of Michigan, and Northwestern University. Special issues have occasionally aligned with conferences at Royal Economic Society, American Economic Association, Institute of Mathematical Statistics, and the International Statistical Institute.

Scope and Editorial Policy

The journal focuses on identification, estimation, and inference in models influenced by research traditions at London School of Economics, University of California, Los Angeles, Princeton University, Columbia University, and MIT. It publishes methodological papers building on techniques linked to John von Neumann-era numerical analysis, extensions of work associated with Kenneth Arrow, Trygve Haavelmo, James Heckman, and Robert Engle. Editorial policy emphasizes replication and robustness, reflecting standards championed by institutions such as National Science Foundation, European Research Council, and Wellcome Trust-style funding agencies. The journal solicits submissions addressing time series problems related to frameworks developed at Federal Reserve Bank of New York, European Central Bank, and Bank of England as well as microeconometric applications tied to datasets curated by World Bank, International Monetary Fund, and OECD.

Abstracting and Indexing

The journal is indexed in major bibliographic services including Web of Science, Scopus (Elsevier), EBSCO, ProQuest, and RePEc. It is catalogued in databases that also index periodicals from publishers such as Elsevier, Wiley-Blackwell, Springer Nature, Cambridge University Press, and Oxford University Press. Library holdings include records in the Library of Congress, the British Library, and university systems like Harvard Library, Bodleian Library, and Yale University Library.

Impact and Rankings

Impact metrics reported by citation services place the journal alongside other leading outlets such as Econometrica, Review of Economic Studies, Journal of Political Economy, American Economic Review, and Review of Economics and Statistics. Rankings compiled by research assessment exercises at University of California campuses, University of Oxford, University of Cambridge, and Australian Research Council exercises often consider the journal among top-tier venues for methodologically oriented manuscripts. Citation classics in the journal have been cited by scholars affiliated with Princeton, Stanford, Harvard, Chicago, and MIT.

Notable Articles and Contributions

The journal has published influential papers that built on estimation strategies related to work by Clive Granger, Robert F. Engle, Thomas Sargent, Christopher Sims, James Heckman, Angus Deaton, Daniel McFadden, Joseph Stiglitz, and Paul Krugman. Contributions have advanced topics such as cointegration linked to Trygve Haavelmo-inspired identification, semiparametric methods connected to research at University of Texas at Austin and Northwestern University, and high-dimensional estimation related to projects at Carnegie Mellon University and Max Planck Institute for Innovation and Competition. Papers have informed policy debates at institutions like International Monetary Fund, World Bank, European Commission, Organisation for Economic Co-operation and Development, and national central banks.

Editors and Editorial Board

The editorial leadership has historically included editors and board members with affiliations across Harvard University, Massachusetts Institute of Technology, Stanford University, London School of Economics, University of Chicago, Princeton University, Yale University, Columbia University, University of California, Berkeley, and Northwestern University. Editorial boards typically include associate editors who have worked at research centers such as National Bureau of Economic Research, Centre for Economic Policy Research, Institute for Fiscal Studies, IZA Institute of Labor Economics, and CEMFI.

Publication and Access Model

Published by Elsevier on a monthly schedule, the journal follows a subscription and hybrid open-access model similar to many periodicals produced by Elsevier, Springer Nature, Wiley-Blackwell, and Taylor & Francis. Authors often seek funding for open-access fees from bodies like European Research Council, National Science Foundation, Wellcome Trust, and university open-access funds at Harvard University, University of Oxford, and University of California.

Category:Econometrics journals