All members of the Editorial Board have identified their affiliated institutions or organizations, along with the corresponding country or geographic region. Turnaround statistics for submissions . Top reviewers on Publons (Manuscripts reviewed in last 12 months) CiteScore values are based on citation counts in a range of four years (e.g. He also sits on the editorial board of the Review of Middle-East Economics and Finance and serves as a research fellow and on the scientific committee for the Economic Research Forum (Cairo). The submission fee is waived for papers for which one of the authors has a current year, individual subscription to the Review. Review of Economics and Political Science (REPS) publishes four issues per annum and is organized by the Faculty of Economics and Political Science at Cairo University. The Review of Economic Studies is essential reading for economists. New content ... Editorial board; Editorial policies; Editorial board. About. Although the Review welcomes theoretical papers, a privileged attention will be paid to applied works studying the interplay between economic … From time to time, the Reviewalso publishes collections of papers or symposia devoted to a single topic of methodological or … fax: 617-495-5147 Editors: E.J. CiteScore: 2.3 ℹ CiteScore: 2019: 2.3 CiteScore measures the average citations received per peer-reviewed document published in this title. Olivier Coibion, Raymond Fisman, Benjamin R. Handel , Rema N. Hanna (Co-Chair) , Brian A. Jacob , Shachar Kariv, Amit K. Khandelwal (Co-Chair), and Xiaoxia Shi, Editors. By continuing to use our website, you are agreeing to, Olivier Coibion, University of Texas, Austin, Raymond Fisman (Co-Chair), Boston University, Benjamin R. Handel, University of California, Berkeley, Rema N. Hanna (Co-Chair), Harvard University, Shachar Kariv, University of California, Berkeley, Xiaoxia Shi, University of Wisconsin-Madison, Christiane Baumeister, University of Notre Dame, Daniel Benjamin, University of Southern California, Saroj Bhattarai, University of Texas, Austin, Gregory Cox, National University of Singapore, Jonathan I. Dingel, University of Chicago, Andrew Goodman-Bacon, Vanderbilt University, Judd B. Kessler, University of Pennsylvania, Wharton, Aprajit Mahajan, University of California, Berkeley, José L. Montiel Olea, Columbia University, Benjamin A. Olken, Massachusetts Institute of Technology, Jesse Rothstein, University of California, Berkeley, Yongxiang Wang, University of Southern California, Dean Yang, Gerald R. Ford School of Public Policy, University of Michigan, Joshua Graff Zivin, University of California, San Diego, The MIT Press colophon is registered in the U.S. Patent and Trademark Office. Hashem Pesaran University of Cambridge, UK University of Southern California, USA : EDITORIAL OFFICE. [ - ] [ + ] The ... Summary Turnaround Statistics. Editorial Board Journal of Economics and Economic Education Research (JEEER) is an open access publication affiliated to the Allied Business Academies. It is one of the core economics journals, consistently ranking among the top five titles. The Editorial Board of the JEEER exercises complete control over the editorial content of the Journal and it is currently published quarterly in a year. Permission to reproduce copyright material, for print and online publication in perpetuity, must be cleared and if necessary paid for by the author; this includes applications and payments to DACS, ARS and similar licensing agencies where appropriate. Notes were not advertised on the Review of Economics and Statistics submission website (but were still allowed to be submitted). Editorial board members on Publons. Evidence in writing that such permissions have been secured from the rights-holder must be made available to the editors. restat@hks.harvard.edu, This site uses cookies. Olivier Coibion, Raymond Fisman (Co-Chair), Bryan S. Graham , Benjamin R. Handel , Rema N. Hanna (Co-Chair), Brian A. Jacob , Shachar Kariv, and Daniel Yi Xu, Editors. It is published by The Review of Economic Studies Ltd, whose objective is to encourage research in theoretical and applied economics, especially by young economists, and to publish the results in the Journal. Cookies are used by this site. The Review of Economics and Statistics is a 100-year-old general journal of applied (especially quantitative) economics. The Review of Economics and Institutions / Economia, Società e Istituzioni is a peer-reviewed journal publishing high-quality, original research on all economic fields. It is also the author's responsibility to include acknowledgements as stipulated by the particular institutions. Edited at the Harvard Kennedy School, the Review has published some of the most important articles in empirical economics. ISSN: 0034-6535 E-ISSN: 1530-9142. post their code and programs; post and document their data (or document their data and include instructions for how other researchers can obtain the data when the data have been obtained under an arrangement that … OHIO STATE UNIVERSITY, Columbus, Ohio, United States of America, Statistical learning and multivariate analysis, Optimal inferential procedures, rank-based procedures, non-Gaussian distributions, directional data, Maximum Likelihood Estimation, Non- and semi-parametric statistics, High-dimensional inferential procedures, Nonparametric estimation, kernel smoothing, non-life insurance,bootstrap, bandwidth, Miguel Hernandez University of Elche, Elche, Alicante, Spain, Small Area Estimation, Statistical Information Theory, Simulation and Resampling Methods, Survey Sampling, Asymptotic Statistics, Statistical Models, Bayesian asymptotics, Bayesian inference, Bayesian nonparametrics, Bayesian survival analysis, distribution theory, mixture models, predictive inference, random measures, species sampling, University of Salzburg, Salzburg, Austria, Dependence Modeling and Copulas, Nonparametric Methods, Robustness, multivariate analysis, model selection, Functional data analysis, depth, nonparametric statistics, supervised classification, classification, high-dimensional statistics, information geometry, computational geometry, Bayesian inference, machine learning, computational statistics, predictive inference, City University of Hong Kong Department of Mathematics, Kowloon, Hong Kong, Learning theory, wavelet analysis, approximation theory, Download the ‘Understanding the Publishing Process’ PDF, Check the status of your submitted manuscript in the. The Review of Economics and Statistics is a 100-year-old general journal of applied (especially quantitative) economics. Editors: E.J. Editorial Information Editorial Address. Edited at the Harvard Kennedy School, the Reviewhas published some of the most important articles in empirical economics. J. Bagger. Menu. She has published in journals like Econometrica, Review of Economics studies, Journal of Political Economy, etc. Cambridge, MA 02138 tel: 617-495-2111 Search. Her work has been published in leading economics journals, such as the American Economic Review, the Quarterly Journal of Economics, and the Journal of Political Economy, among others. CiteScore: 3.0 ℹ CiteScore: 2019: 3.0 CiteScore measures the average citations received per peer-reviewed document published in this title. The Review of Economics and Statistics is a 100-year-old general journal of applied (especially quantitative) economics. CiteScore values are based on citation counts in a range of four years (e.g. The Review of Economics and Statistics is a 100-year-old general journal of applied (especially quantitative) economics. The Editors Review of Economics and Statistics Harvard Kennedy School 79 JFK Street, Box 142 Cambridge, MA 02138 U.S.A. tel: 617-495-2111 fax: 617-495-5147 restat@hks.harvard.edu. Editors. Journal Journal of Business & Economic Statistics Submit an article Journal homepage. Chaaru Gupta Founding Editor Chaaru Gupta is a student at National Law University Jodhpur and takes keen interest in Corporate Law and Competition Law and Economics Yashaswi Pande Founding Editor Yashaswi Pande is a student at Maharastra National Law University Mumbai and takes a keen interest in Intellectual Property Laws, Space Laws and Criminal Law. Teodosio Perez Amaral, Complutense University of Madrid, Madrid, Spain. ... Group of National Economics and Statistics Schools, Paris, France. Mike Elsby, University of Edinburgh Nagore Iriberri, University of the Basque Country Áureo de Paula, University College London Dimitri Vayanos, London School of Economics Fabian Waldinger, University of Munich Mirko Wiederholt, Sciences Po Editorial Board. The Review of Economics and Statisticsis a 100-year-old general journal of applied (especially quantitative) economics. Olivier Coibion, University of Texas, Austin; Raymond Fisman (Co-Chair), Boston University The Review of Economics and Statistics (May,2001) Interest Liberalization and the Estimation of Implicit Interest Rates in China's Banking Sector Asian Economic Papers (November,2017) The Editors International Advisory Board: David Allen, School of Mathematics and Statistics, University of Sydney, Australia . To decline or learn more, visit our Cookies page. The Review of Economics and Statistics is implementing a strict data and computer code availability policy for empirical papers. Careers - Terms and Conditions - Privacy Policy. Please address all editorial correspondence to: Editor, Journal of Labor Economics 1427 East 60th Street Chicago, IL 60637 USA. Editorial Board Members of Journal of Reviews on Global Economics. Francis X. Diebold is Paul F. and Warren S. Miller Professor of Social Sciences, and Professor of Economics, Finance and Statistics, at the University of Pennsylvania. Find out more about the editorial board for European Economic Review. As part of this strategy the Bulletin has been developing an online submission process, ScholarOne Manuscripts, which has now become operational. Authors of papers accepted for publication will be required to. The Oxford Bulletin of Economics and Statistics continues to look for ways of improving the quality of its service to authors. ... Econometrics and Statistics - Editorial Board. Massimiliano Caporin, University of Padova, Padova, Italy Review of Economic Design explores the art and science of inventing, analyzing, and testing economic, social, and political institutions and mechanisms.. Department of Econometrics & Business Statistics Monash University Australia : FOUNDING EDITOR. Functional data analysis, time series analysis, statistical inference, applications to financial and geophysical time series. Edited at the Harvard Kennedy School, the Review has published some of the most important articles in empirical … Help expand a public dataset of research that support the SDGs. Review of Economics and Statistics Kontoghiorghes, A.M. Colubi, M. Deistler, Associate Editors of Part A: Econometrics, Gender Diversity distribution of the Editors, Benchmark Gender Diversity distribution across Applied Mathematics and Statistics portfolio Editors, Birkbeck University of London, London, United Kingdom and Cyprus University of Technology, Lemesos, Cyprus, Duke University, Durham, North Carolina, United States of America, Measuring, modeling, and forecasting financial market volatility, University of Pennsylvania, Philadelphia, Pennsylvania, United States of America, Economic and financial measurement, modeling and forecasting, with emphasis on asset return volatility and correlation, yield curves, links to macroeconomic fundamentals, risk management, and business cycles, New York University, New York, United States of America, Macro economics, energy markets, urban economies and emerging markets, financial asset classes, University of Southern California, Los Angeles, California, United States of America, Heterogeneous panels with unobserved common effects, panel unit root tests, PVAR, long-run structural macroeconometric modelling, GVAR, structural breaks, financial econometrics, Yale University, New Haven, Connecticut, United States of America, Time series, panels, trends, bubbles, financial warning alert systems, Erasmus University Rotterdam, Rotterdam, Netherlands, Bayesian statistics involving stochastic modelling in higher-dimensional problems: dynamic models in time series analysis, multivariate analysis, latent structure, stochastic computational methods, parallel/GPU computing, Statistics, machine learning, computational biology, University of Technology Sydney, Sydney, Australia, Bayesian inference in complex stochastic systems, Markov chain Monte Carlo methodology, forensic genetics, Bayesian nonparametrics graphical models, University of Michigan, Ann Arbor, Michigan, United States of America, Robust statistics, quantile regression, subgroup analysis, model selection, Mathematical statistics, survival analysis, semiparametric M- and Z-estimation, non- and semiparametric regression, endogeneity problems in econometrics, The University of North Carolina at Chapel Hill, Chapel Hill, North Carolina, United States of America, Object oriented data analysis, smoothing methods for curve estimation, University of California Davis, Davis, California, United States of America, Seoul National University, Seoul, South Korea, Nonparametric inference, functional data analysis, Washington State University, Pullman, Washington, United States of America, Time Series, Nonlinear Models, Forecasting, Financial Data Analysis, Ca'Foscari University of Venice, Venezia, Italy, Dynamic latent factor models, simulation-based Inference, volatility and risk modelling, switching regime models, volatility transmission and contagion, business cycle analysis, hedge funds, systemic risk, McGill University, Montreal, Quebec, Canada, Econometrics, time series, structural models, identification, macroeconomics, financial econometrics, University of Cambridge, Cambridge, United Kingdom, Time series and econometrics; macroecometrics and financial econometrics; state space models; signal extraction; volatility; quantiles and copulas, Maastricht University, Maastricht, Netherlands, Co-movements, business cycles, mixed frequency, cointegration, common cycles, VAR, noncausality, Nonparametric estimation and inference; Asymmetric kernels, Time-series econometrics, Econometrics of data combination; Applied econometrics, Time series, nonparametric and semiparametric statistics, panel data, German Institute for Economic Research Berlin, Berlin, Germany, Multiple time series analysis, cointegration, structural vector autoregressive analysis, forecasting methods, aggregation of time series, Monash University, Clayton, Victoria, Australia, Bayesian econometrics, simulation methods, non-Gaussian time series analysis, Bayesian analysis, Bayesian econometrics, Markov chain Monte Carlo, stochastic volatility, state space model, Queen Mary University of London, London, United Kingdom, Statistical analysis in the frequency domain, filtering methods, wavelets, econometric methods, time series analysis, functional analysis, University of Rome Tor Vergata, Roma, Italy, Reliability and life-testing, accelerated life testing, survival analysis, competing risks, inter-rater agreement analysis, Bayesian applications in reliability, The University of Sydney, Sydney, New South Wales, Australia, Econometric theory, semiparametric inference, copulas and dependence, heavy tailed distributions and robust inference, stochastic frontier analysis, financial applicatio, Birkbeck University of London, London, United Kingdom, Time-series econometrics, bootstrap methods, nonlinear models, applied econometrics, ESSEC Business School, Cergy Pontoise, France, Financial econometrics, volatility, option pricing, times series forecasting, Bayesian times series, The New School for Social Research, New York, New York, United States of America, Empirical macroeconomics, business cycles, macro dynamics, dynamic portfolio modeling, multi regime models, multi regime VAR, dynamic programming, Nonlinear Model Predictive Control, The Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, China, Bayesian analysis, financial time series modeling, market volatility study, risk management, University of Warwick, Coventry, United Kingdom, Bayesian inference, models with unobserved heterogeneity, MCMC methods, inference robustness, model choice and Bayesian model averaging, improper and reference priors, mixture modelling, skewness, inference in stochastic processes, spatial statistics, semi- and nonparametric Bayesian, growth theory, stochastic frontier models, contingent valuation, stochastic volatility models, University of Mannheim, Mannheim, Germany, Time series analysis, cointegration, bootstrap, City University of Hong Kong, Kowloon, Hong Kong, Model averaging and model selection, censored and missing data, shrinkage estimation, quantile regression, Time series modeling, forecasting, model selection, optimization heuristics in statistics and econometrics, Dependent data, Differentiability in statistics, Empirical processes, Non- and semi-parametric methods in reliability/survival analysis, Statistical functionals, National Taiwan University, Taipei, Taiwan, Change-points, high-dimensional data, non- and semi-parametric models, University of Nebraska-Lincoln, Lincoln, Nebraska, United States of America, Data mining and machine learning, prediction,statistical techniques for complex or high-dimensional data, model bias and uncertainty, Statistics of extremes, empirical processes, multivariate quantiles, empirical likelihood, Paul Sabatier University, Toulouse, France, Functional data analysis, high dimensional data, non/semi-parametric modelling, model selection, theory and practice, TU Dortmund University, Dortmund, Germany, Time series, changepoints, robustness, outliers, University of Strasbourg, Strasbourg, France, Computer-intensive statistical methodologies such as bootstrap, jackknife and other resampling methods, extreme value inferences and their applications, statistical inferences in presence of censoring and/or truncation, robust and nonparametric methods, University of California Irvine, Irvine, California, United States of America, Bayesian Analysis, Bayesian Nonparametrics, Biostatistics, Statistical decision making, multiple hypotheses testing, Time series, factor models, asymptotic theory of statistical experiments, King Abdullah University of Science and Technology, Thuwal, Saudi Arabia, Statistics of extremes, Spatio-temporal statistics, Copulas, Computational statistics, Environmental and financial applications, University of Pau and Pays de l’Adour, Pau, France, Colorado State University, Fort Collins, Colorado, United States of America. 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