Discipline | Econometrics |
---|---|
Language | English |
Edited by | Jaap H. Abbring |
Publication details | |
History | 1998–present |
Publisher | |
Frequency | Triannual |
4.571 (2020) | |
Standard abbreviations | |
ISO 4 | Econom. J. |
Indexing | |
ISSN | 1368-4221 (print) 1368-423X (web) |
LCCN | sn99038106 |
JSTOR | econometricsj |
OCLC no. | 858834121 |
Links | |
The Econometrics Journal was established in 1998 by the Royal Economic Society to promote the general advancement and application of econometric methods and techniques to problems of relevance to modern economics. It aims to publish high quality research papers relevant to contemporary econometrics in which primary emphasis is placed on important and original contributions of substantive direct or potential value in applications. It is particularly interested in path-breaking articles in econometrics and empirical economics that address leading cases rather than provide an exhaustive treatment.
The journal is published by Oxford University Press on behalf of the Royal Economic Society. According to the Journal Citation Reports , the journal has a 2020 impact factor of 4.571. [1]
Econometrics is an application of statistical methods to economic data in order to give empirical content to economic relationships. More precisely, it is "the quantitative analysis of actual economic phenomena based on the concurrent development of theory and observation, related by appropriate methods of inference". An introductory economics textbook describes econometrics as allowing economists "to sift through mountains of data to extract simple relationships". Jan Tinbergen is one of the two founding fathers of econometrics. The other, Ragnar Frisch, also coined the term in the sense in which it is used today.
Lawrence Robert Klein was an American economist. For his work in creating computer models to forecast economic trends in the field of econometrics in the Department of Economics at the University of Pennsylvania, he was awarded the Nobel Memorial Prize in Economic Sciences in 1980 specifically "for the creation of econometric models and their application to the analysis of economic fluctuations and economic policies." Due to his efforts, such models have become widespread among economists. Harvard University professor Martin Feldstein told the Wall Street Journal that Klein "was the first to create the statistical models that embodied Keynesian economics," tools still used by the Federal Reserve Bank and other central banks.
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Sir Richard William Blundell CBE FBA is a British economist and econometrician.
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Yongcheol Shin is a South Korean-born British economist at the University of York. He has previously held positions at leading academic institutions such as University of Cambridge, University of Edinburgh and University of Leeds. His notable contributions to econometrics include asymmetric autoregressive distributed lag model, unit root tests in ESTAR framework, and the long-run structural VAR modelling approach.
Journal of Economic Surveys is a peer-reviewed academic journal published by John Wiley & Sons. The journal was established in 1987. The journal covers developments in economics in areas such as econometrics, economic history and business economics. Specific topics include business, finance, banking, regulation and exchanges.
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