Econometrica Explained

Econometrica
Language:	English
Editor:	Guido Imbens
Discipline:	Economics
Abbreviation:	Econometrica
Publisher:	Wiley-Blackwell on behalf of the Econometric Society
Frequency:	Bimonthly
History:	1933–present
Impact:	5.844
Impact-Year:	2020
Website:	http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1468-0262
Link1:	http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1468-0262/currentissue
Link1-Name:	Online access
Link2:	http://onlinelibrary.wiley.com/journal/10.1111/(ISSN)1468-0262/issues
Link2-Name:	Online archive
Jstor:	00129682
Oclc:	01567366
Lccn:	34016980
Coden:	ECMTA7
Issn:	0012-9682
Eissn:	1468-0262

Econometrica is a peer-reviewed academic journal of economics, publishing articles in many areas of economics, especially econometrics. It is published by Wiley-Blackwell on behalf of the Econometric Society. The current editor-in-chief is Guido Imbens.

History

Econometrica was established in 1933. Its first editor was Ragnar Frisch, recipient of the first Nobel Memorial Prize in Economic Sciences in 1969, who served as an editor from 1933 to 1954. Although Econometrica is currently published entirely in English, the first few issues also contained scientific articles written in French.

Indexing and abstracting

Econometrica is abstracted and indexed in:

• Scopus^[1]
• EconLit^[2]
• Social Sciences Citation Index

According to the Journal Citation Reports, the journal has a 2020 impact factor of 5.844, ranking it 22/557 in the category "Economics".^[3]

Awards issued

The Econometric Society aims to attract high-quality applied work in economics for publication in Econometrica through the Frisch Medal. This prize is awarded every two years for an empirical or theoretical applied article published in Econometrica during the past five years.^[4]

Notable papers

Even apart from those being awarded with the Frisch medal, numerous Econometrica articles have been highly influential in economics and social sciences,^[5] including:

• Ragnar . Frisch . Ragnar Frisch . Frederick V. . Waugh. Frederick V. Waugh . Partial Time Regressions as Compared with Individual Trends . Econometrica . 1 . 4 . 1933 . 387–401 . 1907330 . 10.2307/1907330. Frisch–Waugh–Lovell theorem .
• Domar . Evsey D. . Evsey Domar . Capital Expansion, Rate of Growth, and Employment . Econometrica . 14 . 2 . 1946 . 137–147 . 1905364 . 10.2307/1905364 . Harrod–Domar_model .
• Muth . John F. . John F. Muth . Rational Expectations and the Theory of Price Movements . Econometrica . 29 . 3 . 1961 . 315–335 . 1909635 . 10.2307/1909635.
• Pratt . J. W. . Risk Aversion in the Small and in the Large . Econometrica . 32 . 1–2 . 1964 . 122–136 . 1913738 . 10.2307/1913738.
• Prospect Theory: An Analysis of Decision under Risk . Econometrica . 1979 . 263–291 . 47 . 10.2307/1914185 . Kahneman . Daniel . Daniel Kahnemann . 1914185 . Tversky . Amos . Amos Tversky . 2 . 10.1.1.407.1910 .
• Macroeconomics and Reality . Christopher A. . Sims . Christopher A. Sims . Econometrica . 48 . 1 . 1980 . 1–48 . 1912017 . 10.2307/1912017. 10.1.1.163.5425 .
• 10.2307/1912934 . 817–838 . Halbert White . Halbert . White . A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity . Econometrica . 48 . 4 . 1980 . 1912934. 10.1.1.11.7646 .
• Robert F. . Engle . Robert F. Engle . Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation . Econometrica . 50 . 4 . 1982 . 987–1007 . 1912773 . 10.2307/1912773.
• Finn E. . Kydland . Finn Kydland . Edward C. . Prescott . Edward C. Prescott . Time to Build and Aggregate Fluctuations . Econometrica . 50 . 6 . 1982 . 1345–1370 . 1913386 . 10.2307/1913386.
• Engle . Robert F. . C. W. J. . Granger . Clive Granger . Co-Integration and Error Correction: Representation, Estimation, and Testing . Econometrica . 55 . 2 . 1987 . 251–276 . 1913236 . 10.2307/1913236. 16616066 .
• Aghion . Philippe . Philippe Aghion . Peter . Howitt . Peter Howitt (economist) . A Model of Growth Through Creative Destruction . Econometrica . 60 . 2 . 1992 . 323–351 . 2951599 . 10.2307/2951599. 1721.1/63839 .
• Marc J. . Melitz . Marc Melitz . The Impact of Trade on Intra-Industry Reallocations and Aggregate Industry Productivity . Econometrica . 71 . 6 . 1695–1725 . 2003 . 10.1111/1468-0262.00467 . 10.1.1.563.6294 .

Notes and References

1. Web site: Source details: Econometrica . . Scopus Preview . 2022-02-25.
2. Web site: Journals Indexed . EconLit . American Economic Association . 2022-02-25.
3. Book: 2021 . Journals Ranked by Impact: Economics . 2020 Journal Citation Reports . . Social Sciences . . Journal Citation Reports.
4. Web site: Awards The Econometric Society . 2022-03-18 . www.econometricsociety.org . en.
5. What Has Mattered to Economics since 1970 . . 20 . 2006 . 189–202 . Kim . E.H. . Morse . A. . Zingales . L. . 10.1257/jep.20.4.189 . 4. free .