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Journal of Time Series Econometrics

Editor-in-Chief: Hidalgo, Javier

2 Issues per year

Aims and Scope

The principal aim of the Journal of Time Series Econometrics (JTSE) is to serve as an internationally recognized outlet for important new research in both theoretical and applied classical and Bayesian time series, spatial, and panel data econometrics. The scope of the journal includes papers dealing with estimation, testing, and other methodological aspects involved in the application of time series and spatial analytic techniques to economic, financial, and related data.

Thanks to its electronic format, the Journal of Time Series Econometrics can publish authors’ algorithms, programs, and data sets alongside traditional articles, allowing other scholars to replicate empirical results, and encouraging applied researchers and practitioners to reproduce and extend academic findings. Authors are invited to assist replication of empirical results by providing copies of data and programs online.

Type of Publication:

A pioneer in its field, Journal of Time Series Econometrics (JTSE) publishes important new research in both theoretical and applied time series, spatial, and panel data econometrics. Papers address estimation, testing, and other methodological aspects that are involved when applying time series and spatial analytic techniques to economic and financial data. The peer-reviewed journal brings together an interdisciplinary community of economists and statisticians and is of particular interest to macroeconomists, applied statisticians, and financial analysts. Editors come from the London School of Economics, UC San Diego, Yale, the University of Chicago, and other institutions with widely respected econometrics programs.

Publication History

One issue/year, updated continuously
Content available since 2009 (Volume 1, Issue 1)
ISSN: 1941-1928

Instructions for Authors


This document provides authors with details on policy, copyediting, formatting, and layout requirements pertaining to final manuscript submission to this journal. All manuscripts must have correct formatting to be considered for publication. 

The manuscript submission and review process is handled through ScholarOne Manuscripts. All manuscripts should be submitted to http://mc.manuscriptcentral.com/dgjtse.


Unpublished material: Submission of a manuscript implies that the work described is not copyrighted, published or submitted elsewhere, except in abstract form. The corresponding author should ensure that all authors approve the manuscript before its submission.

Copyright: Manuscripts are accepted on condition of transfer of copyright (for U.S. government employees: to the extent transferable) to Journal of Time Series Econometrics. Once the manuscript is accepted, it may not be published elsewhere without the consent of the copyright holders.


The ScholarOne system has been designed to improve the scholarly publication process for authors. Among the many improvements we offer over traditional journals, the most significant is that we have dramatically shortened the period between the initial submission and the final publication of a peer-reviewed article. Much of this time savings is due to the innovative use of electronic publication. These innovations, however, require certain changes in the way authors need to prepare accepted manuscripts for electronic publication.

De Gruyter does provide a light copyedit of manuscripts for this journal, but authors remain responsible for being their own copyeditors.


All manuscripts must be written in clear and concise English.  If you have reasons to doubt your proficiency with respect to spelling, grammar, etc. (e.g., because English is not your native language), then you may wish to employ—at your expense—the services of a professional language editor.

Please get in touch with the Language Editors directly to discuss details. 

• Alexandra Griswold
Areas of expertise: public policy, political science, education, economics, social sciences, humanities, ethics

• Cyndy Brown
Areas of expertise: political science, social sciences, humanities, ethics

• Donna Reeder
Reeder Literary Services
Areas of expertise: political science, economics, mathematical economics, natural sciences, social sciences, technology, law, humanities, liberal arts, literary studies, health and medicine 

• Dorothy Schepps
Areas of expertise: political science, emergency management, homeland security, community/land use planning, law, economics, cyber terrorism, and cyber security 

• Jane Cotnoir
Areas of expertise: Local government management, international crime and terrorism, emergency/disaster management, humanities, social science

• Patience Kramer
Areas of expertise: Health and Medicine (CAM and drug policy and analysis), Economics and Business (with a focus on marketing) 

• Steve Peter
Areas of expertise: LaTeX, Linguistics, economics, mathematics 

• Manuscripts should be submitted as Word, docx, rtf, or LaTex files
• If your manuscript contains special characters, equations, etc. please make sure to also supply a PDF version as a reference file. This will be used to ensure any formatting issues introduced during the submission process can be corrected accurately.
• Write your article in English
• Use the following document structure:
1. Introduction (titling this section is optional)
2. Subsequent sections which include tables, references to figures and figure captions.
3. Appendices (if any).
4. Explanation of symbols mentioned in the text.
5. References - Include a proper bibliography following the guidelines in the References section below.
6.  Please supply figures in separate files, not embedded in the text. Please see the “Tables, Figures, and Graphs” section below for more detailed instructions regarding figure submission.


• Book reviews must start with the citation of the book at the top of the first page.


For authors working with LaTeX files, please see the related files and documentation at http://www.degruyter.com/staticfiles/pdfs/DeGruyter_LaTeX_template_package.zip, including a template for author use and instructions for working with the files.


• Only use Unicode fonts (e.g. Times New Roman, Arial)


• Set the font color to black for the majority of the text. De Gruyter encourages authors to take advantage of the ability to use color in the production of figures, maps, images, and graphs. However, you need to appreciate that this will cause some of your readers problems when they print the document on a black and white printer. For this reason, you are advised to avoid the use of colors in situations where their translation to black and white would render the material illegible or incomprehensible.


• To indicate text you wish to emphasize, use italics rather than underlining. The use of color to emphasize text is discouraged.
• Foreign terms should be set in italics rather than underlined.
• Titles of books, movies, etc., should be set in italics rather than underlined.


The use of abbreviations and acronyms is permitted provided they are defined the first time they are used.


Headings (e.g., title of sections) should be distinguished from the main body text:
• Clearly indicate the heading hierarchy.
• Be consistent in whether or not you use headline case, or you capitalize the first word and leave the rest in lower-case.

• Footnotes must appear at the bottom of the page on which they are referenced rather than at the end of the paper.
• Excessively long footnotes are better handled in an appendix.


General requirements: All illustrations must be of reproduction-ready quality and in EPS, TIF, or JPG format. They will be reduced in size to fit, whenever possible, the width of a single column. Lettering of all figures within the article should be uniform in style (preferably a sans serif typeface like Helvetica) and of sufficient size (ca. 8 pt.).Uppercase letters A, B, C, etc. should be used to identify parts of multi-part figures. Cite all figures in the text in numerical order. Indicate the approximate placement of each figure. Do not embed figures within the text body of the manuscript; submit figures in separate files. Only figures (graphs, line drawings, photographs, etc) should be labeled as ‘figures’, not tables or equations.                        
Halftone figures (grayscale and color) should have a minimum resolution of 300 dpi and be of good contrast. Authors are welcome to submit color illustrations. We are pleased to offer both Print and Online publication of color figures free of charge.the services of a professional language editor.
Line drawings must be of reproduction-ready quality. Please note that faint shading may be lost upon reproduction. When drawing bar graphs, use patterning instead of grey scales. Lettering of all figures should be uniform in style. A resolution of 1200 dpi is recommended.
Figure legends: Provide a short descriptive title and a legend to make each figure self-explanatory on separate pages. Explain all symbols used in the figures. Remember to use the same abbreviations as in the text body.
Permissions: It is the authors’ responsibility to obtain permission to reproduce original or modified material that has been previously published.  Any permissions fees are the responsibility of the author(s).
Offprints: The electronic files of typeset articles in Adobe Acrobat PDF format are provided free of charge; corresponding authors receive notification that their article has been published online. Paper offprints can be ordered in addition; an offprint order form will accompany the page proofs and should be completed and returned with the corrected proofs immediately.
• Please do not embed figures in the text. Instead, they should be referenced in the text and submitted in separate files.
• Number tables consecutively using Arabic numerals. Tables should appear in the document near where they are referenced in the text. Provide a short descriptive title, column headings, and (if necessary) footnotes to make each table self-explanatory. Refer to tables in the text as Table 1, 2, etc. Use Table 1, etc. in the table legends.
• Tables must not be displayed as images.


• Roman letters used in mathematical expressions as variables must be italicized. Roman letters used as part of multi-letter function names should not be italicized. Subscripts and superscripts must be a smaller font size than the main text.
• Type short mathematical expressions inline.
• Longer expressions must appear as display math, as must expressions using many different levels (e.g., such as fractions).
• Ensure that Equations are typed or created with a plug-in, such as Word Formula Editor or MathType. Mathematical expressions must not be displayed as images
• Important definitions or concepts can also be set off as display math.
• Number your equations sequentially.
• Insert a blank line before and after each equation.
• Whether equation numbers are on the right or left is the choice of the author(s). However, make sure to be consistent in this.
• When proofing your document, pay particular attention to the rendering of the mathematics, especially symbols and notation drawn from other-than-standard fonts.


Please use the Chicago Manual of Style author-date system for parenthetical citation in the text and the related reference list entry. For more specific details please visit: http://www.chicagomanualofstyle.org/tools_citationguide.html and click on the Author-Date tab.

Journal of Time Series Econometrics is covered by the following services:

  • Celdes
  • CNKI Scholar (China National Knowledge Infrastructure)
  • Current Index to Statistics
  • EBSCO - TOC Premier
  • EBSCO Discovery Service
  • EconLit
  • Google Scholar
  • J-Gate
  • Mathematical Reviews (MathSciNet)
  • Naviga (Softweco)
  • Primo Central (ExLibris)
  • Research Papers in Economics (RePEc)
  • Summon (Serials Solutions/ProQuest)
  • TDOne (TDNet)
  • Ulrich's Periodicals Directory/ulrichsweb
  • WorldCat (OCLC)
  • Zentralblatt Math


Javier Hidalgo
London School of Economics

Advisory Editors

Pierre Perron 
Boston University

Associate Editors

Yoosoon Chang 
Texas A&M University

Xiaohong Chen 
Yale University

Tim Conley 
University of Chicago

Niels Haldrup 
Aarhus University

Yongmiao Hong 
Cornell University

Lajos Horvath 
University of Utah

Lutz Killian 
University of Michigan

Gary Koop 
University of Strathclyde

Stephen Leybourne 
Nottingham University

Efstathios Paparoditis 
University of Cyprus

Joon Park 
Texas A&M University

Joris Pinkse 
Pennsylvania State University

Carlos Velasco 
Universidad Carlos III

Tim Vogelsang 
Michigan State University

Zhijie Xiao 
Boston University

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