Journal of Time Series Econometrics
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Editor-in-Chief:
Javier Hidalgo
About this journal
Starting 2026, Journal of Time Series Econometrics will be transferred to Gold Open Access on a year-by-year basis. All articles will thus immediately appear under the Creative Commons license CC-BY. There will be no publication costs for the authors. The Open Access transformation is based on Subscribe-to-Open, an alternative model that enables the full Open Access transformation of journals through the continuation of existing subscriptions. The prerequisite for successful transformation is that subscriptions are continued to the same extent as before. The editors of Journal of Time Series Econometrics and the publisher De Gruyter would therefore like to thank all subscribers for their support, which has made the transformation to Open Access possible.
Objective
The principal aim of the Journal of Time Series Econometrics (JTSE) isto 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.
Topics
- theoretical and applied cl assical and Bayesian time series
- spatial econometrics
- panel data econometrics
Article formats
Research articles
Your Benefits
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
Complete Archive Access
As of 2026, all De Gruyter journal subscriptions include access to every issue, from Volume 1, Issue 1 through to today, meaning subscribers can access even more research at no additional cost.
| Journal Impact Factor | 0.1 | 2024, Journal Citation Reports (Clarivate, 2025) |
| 5-year Journal Impact Factor | 0.7 | 2024, Journal Citation Reports (Clarivate, 2025) |
| Journal Citation Indicator | 0.23 | 2024, Journal Citation Reports (Clarivate, 2025) |
| CiteScore | 1.7 | 2024, Scopus (Elsevier B.V., 2025) |
| SCImago Journal Rank | 0.168 | 2024, SJR (Scimago Lab, 2025; Data Source: Scopus) |
| Source Normalized Impact per Paper | 0.34 | 2024, CWTS Journal Indicators (CWTS B.V., 2025; Data Source: Scopus) |
| Mathematical Citation Quotient | 0.03 | |
| European Reference Index for the Humanities | 0 |
Submission
You can easily submit your manuscript online. Simply go to...
http://mc.manuscriptcentral.com/dgjtse
...and you will be guided through the whole peer-reviewing and publishing process.
- 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 Search Engine Optimization (SEO) and comprehensive abstracting and indexing services
- Secure archiving by De Gruyter and the independent archiving service Portico
- Professional sales and marketing activities
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
- Manuscripts must be written in clear and concise English
- Before submitting your article please have a look at our Instruction for Authors, Publication Ethics and Malpractice Statement as well as Copyright Agreement
- Once your article is accepted you have the option to publish it open access
- Our Repository Policy allows you to distribute 30 PDF copies of your published article to colleagues (the PDF has to include the information that it is an author's copy). Please also feel free to distribute the link to the online abstract
- If you have any general questions please visit our FAQ for authors
We look forward to receiving your manuscript!
Editor-in-Chief
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
Journal of Time Series Econometrics is covered by the following services:
- ABDC Journal Quality List
- Academic Journal Guide (CABS, UK)
- Baidu Scholar
- Cabells Journalytics
- CNKI Scholar (China National Knowledge Infrastructure)
- CNPIEC - cnpLINKer
- Current Index to Statistics
- Dimensions
- EBSCO (relevant databases)
- EBSCO Discovery Service
- EconBiz
- ECONIS
- 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
- Mathematical Reviews (MathSciNet)
- 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
- RePEc (Research Papers in Economics): IDEAS, EconPapers
- ScienceON (Korea Institute of Science and Technology Information)
- Scilit
- SCImago (SJR)
- SCOPUS
- Semantic Scholar
- Sherpa/RoMEO
- Summon (ProQuest)
- TDNet
- Ulrich's Periodicals Directory/ulrichsweb
- WanFang Data
- Web of Science - Emerging Sources Citation Index
- WorldCat (OCLC)
- X-MOL
- Yewno Discover
- zbMATH Open
Supplementary Materials
Topics
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Manufacturer information:
Walter de Gruyter GmbH
Genthiner Straße 13
10785 Berlin
productsafety@degruyterbrill.com