Journal Report

Journal of Time Series Econometrics

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Journal Information
Journal Title
Journal of Time Series Econometrics
Publisher
De Gruyter
ISSN
1941-1928
E-ISSN
Database
ABDC
Domain
Physical Sciences, Social Sciences
Classification History
Year A+ A B C
2026 ✓
2025 ✓
2024 ✓
2023
2021/2022 ✓
2020 ✓
2019 ✓
2018
A journal may have more than one classification in the same year. All recorded classifications are displayed.
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
2026-1-1 Vol. 18 Issue 1 Pages i-ii
DOI: 10.1515/jtse-2026-frontmatter1
Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index
Nima Nonejad
2025-10-29 Vol. 18 Issue 1 Pages 1-47
DOI: 10.1515/jtse-2025-0007
Forecasting High-Dimensional Non-Normal Time Series Using Averaged Quantile Regression
Tae Yeon Kim, Hee-Seok Oh, Yaeji Lim
2025-8-19 Vol. 18 Issue 1 Pages 49-61
DOI: 10.1515/jtse-2024-0014
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Printed: November 9, 2026 04:43