The Econometrics Journal Newsletter 11: Growth, high impact, new editors, and fine events


We are much looking forward to the RES Annual Conference, where EctJ will hold a Special Session on The New Difference-in-Differences with Xavier D’Haultfœuille and Jeffrey Wooldridge, present the 2020 and 2021 Sargan prizes to Neng-Chieh Chang and Xuewen Yu, and have Serena Ng deliver the Sargan lecture, all on Tuesday, April 12. We hope to see many of you there (it is online and you should still be able to sign up).

We expect to publish Serena Ng’s lecture and the Special Session in a future issue. We are currently working on publishing the 2021 Sargan lecture on causal panel data models by Guido Imbens, with a Special Issue on Econometrics of Dynamic Discrete Choice with papers by the 2021 Special Session speakers, Martin Pesendorfer and Victor Aguirregabiria.

In the meantime, you may want to check out the May 2021 issue, in which we have published James Heckman’s 2019 Sargan lecture and Iván Fernández-Val and Bo Honoré’s contributions to the 2019 Special Session on Econometrics of Panel Data. Its Editorial (freely accessible, like all Editorials) discusses the history of the Sargan lecture.

Since the previous newsletter, EctJ has also published Special Issues on Methodology and Applications of Structural Dynamic Models and Machine Learning and Structural Macroeconometrics, Virtual Issues on Macroeconometrics and COVID-19, and an increasing number of fine regular submissions. We received about 150 (compliant) submissions, and accepted 30-40 papers, in each of the past two years. We have grown from publishing just under 20 papers in each of the 2017 and 2018 volumes to printing (likely) 36 articles this year.
This growth came with increasing impact: EctJ’s Journal Impact Factor (JIF) more than doubled to 4.571. EctJ is now well ahead of its direct competitors JFE (3.225), JAE (2.424), JoE (2.388), ET (2.099), and QE (1.782). It is also just ahead of JRSSB (4.488) and AnnStat (4.028) and behind JBES (6.565), Econometrica (5.844), and JASA (5.033). This JIF measures the impact of publications in 2018 and 2019 and therefore is the first that fully reflects EctJ’s 2017 shift in editorial policy towards applied value and quick review.
Michael Jansson presented the 2018 Denis Sargan Econometrics Prize to Matt Goldman and David Kaplan and the 2019 prize to Art?ras Juodis at the start of the 2021 Sargan lecture. Dennis Kristensen will present the 2020 prize to Neng-Chieh Chang and the 2021 prize to Xuewen Yu before the 2022 Sargan lecture. You may want to look out for the Editorial of the upcoming May 2022 issue, which will celebrate the tenth anniversary of the Denis Sargan Econometrics Prize.

We also have some excellent editorial news. We are delighted that Raffaella Giacomini has agreed to join Dennis Kristensen, Petra Todd, and Victor Chernozhukov as a Co-editor from May 1. Raffaella has done great work on macroeconometrics, macro-finance, and forecasting with a keen eye for econometrics that has applied relevance. She is also a seasoned editor. She is a perfect fit to EctJ’s editorial aims and will complement the other Co-editors very well.

Raffaella will succeed Michael Jansson, whose third and final (by the Society’s rules) term expires on May 1. Michael has been with EctJ for many years, including the last nine as a Co-editor. He was closely involved in developing EctJ’s new editorial policy in 2016 and has been instrumental in making it a success in the following years. His service to EctJ has been flawless and will be dearly missed.
In addition, Dacheng Xiu, Daniel Wilhelm, Demian Pouzo, Drew Creal, Marine Carrasco, Koen Jochmans, and Michal Kolesar joined EctJ as Associate Editors last year and Christoph Rothe and Jörg Stoye this year. They will bring key expertise across all subfields of econometrics to EctJ.
Finally, Joan Llull has joined EctJ as its Data Editor. Joan was already serving the The Economic Journal in this role and has now fully taken over EctJ’s replication checks from the Deputy Managing Editor, Tobias Klein, and his Tilburg pool of research assistants.
Visit the journal content page to access accepted but unpublished papers (Advance Articles) and all other content. You can also sign up for email alerts from OUP. We hope to add some of your best research in econometrics to this content in the near future. By submitting to EctJ, you will not only benefit from the exposure of your work in a high-impact journal on the rise, but also from fast review and publication.
On behalf of The Econometrics Journal, I wish you a peaceful, healthy, and productive time ahead!

Kind regards,

Jaap Abbring
Managing Editor



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