Test Cover Image of:  Journal of Time Series Econometrics

Journal of Time Series Econometrics

Editor In Chief: Javier Hidalgo
Your benefits:
  • A pioneer journal in the field
  • Important cutting-edge research in both theoretical and applied time series, spatial, and panel data econometrics
  • Wide range of methodological aspects that are involved when applying time series and spatial analytic techniques to economic and financial data
  • Interdisciplinary debate with participation of economists and statisticians

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.

  • theoretical and applied classical and Bayesian time series
  • spatial econometrics
  • panel data econometrics

Article formats
Research articles

>Information on submission process

Journal Metrics

Cite Score
European Reference Index for the Humanities
Mathematical Citation Quotient
SCImago Journal Rank
Source Normalized Impact per Paper


Content available since 2009 (Volume 1, Issue 1)

Abstracting & Indexing

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

  • ABDC - Australian Business Deans Council
  • Academic Journal Guide (CABS, UK)
  • Baidu Scholar
  • Cabell's Whitelist
  • CNKI Scholar (China National Knowledge Infrastructure)
  • CNPIEC - cnpLINKer
  • Current Index to Statistics
  • Dimensions
  • EBSCO (relevant databases)
  • EBSCO Discovery Service
  • EconBiz
  • EconLit
  • ERIH PLUS (European Reference Index for the Humanities and Social Sciences)
  • Genamics JournalSeek
  • Google Scholar
  • IBR (International Bibliography of Reviews of Scholarly Literature in the Humanities and Social Sciences)
  • IBZ (International Bibliography of Periodical Literature in the Humanities and Social Sciences)
  • Japan Science and Technology Agency (JST)
  • J-Gate
  • JournalGuide
  • JournalTOCs
  • KESLI-NDSL (Korean National Discovery for Science Leaders)
  • Mathematical Reviews (MathSciNet)
  • Microsoft Academic
  • MyScienceWork
  • Naver Academic
  • Naviga (Softweco)
  • Norwegian Register for Scientific Journals, Series and Publishers
  • Primo Central (ExLibris)
  • ProQuest (relevant databases)
  • Publons
  • QOAM (Quality Open Access Market)
  • ReadCube
  • Research Papers in Economics (RePEc)
  • SCImago (SJR)
  • Semantic Scholar
  • Sherpa/RoMEO
  • Summon (ProQuest)
  • TDNet
  • Ulrich's Periodicals Directory/ulrichsweb
  • WanFang Data
  • Web of Science - Emerging Sources Citation Index
  • WorldCat (OCLC)
  • Yewno
  • Zentralblatt Math (zbMATH)

Supplementary Materials

You can easily submit your manuscript online. Simply go to...
...and you will be guided through the whole peer-reviewing and publishing process.

Your benefits of publishing with us
  • Rapid online publication ahead-of-print with short turnaround times
  • High quality manuscript processing through ScholarOne Manuscripts®
  • Optional open access publication
  • Accepted papers will be published online first as DOI-citable, forward-linked articles for quickest possible visibility for the scientific community
  • Every article easily discoverable because of SEO and comprehensive abstracting and indexing services
  • Convenient citation tracking via e-mail alert
  • Secure archiving by De Gruyter and the independent archiving service Portico
  • Professional sales and marketing support
Submission process
  • Submission of your paper via our submission management tool
  • Peer review process (you will be guided through every step)
  • Decision on your paper
  • If accepted: you have the option to publish it open access
  • Publication online and in print
Please note

We look forward to receiving your manuscript!

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



Audience: macroeconomists, applied statisticians, and financial analysts