Is it a good idea to apply for PhD in Econ before finishing my Msc in Economics first?
Actually, it is the perfect time to apply for a start date of Fall 2020. Your background sounds pretty solid, but only the institutions will provide valid judgements on that. Waiting will only put off your possible acceptance by a year. 

Don't worry about the current "lack" of research experience. It is pretty normal at your stage for applicants to US institutions. 

Make your best case in any application. Show that you are a solid candidate with a high likelihood of success. 

Note that most US doctoral programs are willing to accept candidates with only an undergraduate education. Of course at the top end of the scale the competition is fierce.