Journal Report

Journal of Time Series Econometrics

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Journal Information
Journal Title
Journal of Time Series Econometrics
Publisher
Walter de Gruyter GmbH
ISSN
2194-6507
E-ISSN
1941-1928
Database
SCOPUS
Domain
Not available
Classification History
Year A+ A B C
2026 ✓
2025 ✓
2024 ✓
2023 ✓
2021/2022 ✓
2020 ✓
2019 ✓
2018
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Recent Articles
Decomposed Oil Shocks and State-Dependent Spillovers Across Commodity Markets: A QVAR-Based Quantile Connectedness Approach
Muhammed Benli, Halil Altıntaş
2026-10-8
DOI: 10.1515/jtse-2026-0015
(Seasonal) Unit Roots and Forecasting
Philip Hans Franses, Egbert Swarts
2026-9-28
DOI: 10.1515/jtse-2026-0019
Frontmatter
2026-7-1 Vol. 18 Issue 2 Pages i-ii
DOI: 10.1515/jtse-2026-frontmatter2
Trend-Cycle Estimation: An Exhaustive Revision Analysis for DMH and DMH-D Methods Using Nondefault Henderson Filters
Verónica L. Beritich, Aldana M. Armendáriz, Emanuel J. Ciardullo
2026-7-1 Vol. 18 Issue 2 Pages 159-191
DOI: 10.1515/jtse-2025-0031
Revisiting Unit Root Testing Strategy When Presence of Deterministic Time Trend Is Uncertain
Tapan Kar, Malay Bhattacharyya
2026-5-26 Vol. 18 Issue 2 Pages 133-158
DOI: 10.1515/jtse-2024-0032
Outlier Robust Unit Root Tests in Nonlinear Dynamic Models
Rickard Sandberg
2026-5-7 Vol. 18 Issue 2 Pages 97-132
DOI: 10.1515/jtse-2025-0001
A Basic Step-by-Step Weighted X-11 Algorithm and the Cascade Filters
Verónica L. Beritich, Aldana M. Armendáriz, Emanuel J. Ciardullo
2026-3-16 Vol. 18 Issue 2 Pages 63-95
DOI: 10.1515/jtse-2025-0018
Frontmatter
2025-1-1 Vol. 17 Issue 1 Pages i-ii
DOI: 10.1515/jtse-2025-frontmatter1
Forecasting High-Dimensional Portfolios
Raffaele Mattera
2025-1-1 Vol. 17 Issue 1 Pages 35-67
DOI: 10.1515/jtse-2023-0011
VS-LTGARCHX: A Flexible Variable Selection in Log-TGARCHX Models
Samir Orujov, Victor Elvira, Audrey Poterie et al.
2024-11-5 Vol. 17 Issue 1 Pages 1-34
DOI: 10.1515/jtse-2023-0035
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Printed: October 25, 2026 17:49