International Journal of Forecasting

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.07 0.17 65 31 131 9 0 1 0.02 0.08 1997 0.03 0.2 67 168 126 4 0 1 0.01 0.08 1998 0.01 0.23 35 38 132 1 0 0.1 1999 0.14 0.32 39 35 102 14 0 1 0.03 0.16 2000 0.08 0.43 59 64 74 6 0 2 0.03 0.19 2001 0.1 0.39 45 67 98 10 0 12 0.27 0.17 2002 0.13 0.42 58 52 104 14 0 3 0.05 0.2 2003 0.17 0.47 81 50 103 18 0 4 0.05 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2 CiY: Cites in year y to documents published in year y IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291 Testing the equality of prediction mean squared errors (1997). International Journal of Forecasting
Cited: 104 times.

(2) RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 Combining forecasts: A review and annotated bibliography (1989). International Journal of Forecasting
Cited: 66 times.

(3) RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 The performance of alternative forecasting methods for SETAR models (1997). International Journal of Forecasting
Cited: 17 times.

(4) RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454 A state space framework for automatic forecasting using exponential smoothing methods (2002). International Journal of Forecasting
Cited: 16 times.

(5) RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51 Cointegration and models of exchange rate determination (1987). International Journal of Forecasting
Cited: 16 times.

(6) RePEc:eee:intfor:v:10:y:1994:i:4:p:557-571 Forecasts for the Australian economy using the MONASH model (1994). International Journal of Forecasting
Cited: 16 times.

(7) RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997). International Journal of Forecasting
Cited: 15 times.

(8) RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80 Error measures for generalizing about forecasting methods: Empirical comparisons (1992). International Journal of Forecasting
Cited: 14 times.

(9) RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 The combination of forecasts using changing weights (1994). International Journal of Forecasting
Cited: 14 times.

(10) RePEc:eee:intfor:v:15:y:1999:i:4:p:383-392 Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS (1999). International Journal of Forecasting
Cited: 13 times.

(11) RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508 The use of prior information in forecast combination (1990). International Journal of Forecasting
Cited: 12 times.

(12) RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 A comparison of financial duration models via density forecasts (2004). International Journal of Forecasting
Cited: 12 times.

(13) RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 A survey of seasonality in UK macroeconomic variables (1990). International Journal of Forecasting
Cited: 12 times.

(14) RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 Forecasting tourism demand: A review of empirical research (1995). International Journal of Forecasting
Cited: 12 times.

(15) RePEc:eee:intfor:v:17:y:2001:i:1:p:57-69 Neural network forecasting of Canadian GDP growth (2001). International Journal of Forecasting
Cited: 11 times.

(16) RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371 Betting on trends: Intuitive forecasts of financial risk and return (1993). International Journal of Forecasting
Cited: 11 times.

(17) RePEc:eee:intfor:v:8:y:1992:i:2:p:135-156 Some recent developments in non-linear time series modelling, testing, and forecasting (1992). International Journal of Forecasting
Cited: 11 times.

(18) RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355 An empirical study of seasonal unit roots in forecasting (1997). International Journal of Forecasting
Cited: 10 times.

(19) RePEc:eee:intfor:v:2:y:1986:i:4:p:496-497 The effects of seat belt legislation on British road casualities: A case study in structural modelling : A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in (1986). International Journal of Forecasting
Cited: 9 times.

(20) RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 Forecast combination and encompassing: Reconciling two divergent literatures (1989). International Journal of Forecasting
Cited: 9 times.

(21) RePEc:eee:intfor:v:17:y:2001:i:3:p:349-368 Business cycle measurement in the presence of structural change: international evidence (2001). International Journal of Forecasting
Cited: 8 times.

(22) RePEc:eee:intfor:v:14:y:1998:i:2:p:171-186 Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity (1998). International Journal of Forecasting
Cited: 8 times.

(23) RePEc:eee:intfor:v:12:y:1996:i:2:p:283-288 Unit roots in the Nelson-Plosser data: Do they matter for forecasting? (1996). International Journal of Forecasting
Cited: 7 times.

(24) RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347 Estimating non-linear ARMA models using Fourier coefficients (2000). International Journal of Forecasting
Cited: 7 times.

(25) RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407 Evaluating multivariate forecast densities: a comparison of two approaches (2002). International Journal of Forecasting
Cited: 7 times.

(26) RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131 Forecasting economic processes (1998). International Journal of Forecasting
Cited: 7 times.

(27) RePEc:eee:intfor:v:17:y:2001:i:1:p:45-56 Benchmarks and the accuracy of GARCH model estimation (2001). International Journal of Forecasting
Cited: 7 times.

(28) RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 The M3-Competition: results, conclusions and implications (2000). International Journal of Forecasting
Cited: 6 times.

(29) RePEc:eee:intfor:v:7:y:1992:i:4:p:435-455 Diagnostic verification of probability forecasts (1992). International Journal of Forecasting
Cited: 6 times.

(30) RePEc:eee:intfor:v:6:y:1990:i:2:p:163-174 A comparative study of market share models using disaggregate data (1990). International Journal of Forecasting
Cited: 6 times.

(31) RePEc:eee:intfor:v:7:y:1991:i:1:p:31-37 Prediction intervals for multiplicative Holt-Winters (1991). International Journal of Forecasting
Cited: 6 times.

(32) RePEc:eee:intfor:v:19:y:2003:i:3:p:477-491 Long memory time series and short term forecasts (2003). International Journal of Forecasting
Cited: 6 times.

(33) RePEc:eee:intfor:v:9:y:1993:i:2:p:255-269 Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model (1993). International Journal of Forecasting
Cited: 6 times.

(34) RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315 The accuracy of European growth and inflation forecasts (2000). International Journal of Forecasting
Cited: 6 times.

(35) RePEc:eee:intfor:v:6:y:1990:i:4:p:521-530 Stochastic methods in population forecasting (1990). International Journal of Forecasting
Cited: 6 times.

(36) RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 An evaluation of the predictions of the Federal Reserve (2000). International Journal of Forecasting
Cited: 6 times.

(37) RePEc:eee:intfor:v:9:y:1993:i:2:p:173-185 Forecasting replacement demand by occupation and education (1993). International Journal of Forecasting
Cited: 6 times.

(38) RePEc:eee:intfor:v:14:y:1998:i:1:p:71-81 Improving macro-economic forecasts: The role of consumer confidence (1998). International Journal of Forecasting
Cited: 6 times.

(39) RePEc:eee:intfor:v:19:y:2003:i:1:p:87-94 Forecasting combination and encompassing tests (2003). International Journal of Forecasting
Cited: 6 times.

(40) RePEc:eee:intfor:v:13:y:1997:i:2:p:211-222 Supply potential and output gaps in West German manufacturing (1997). International Journal of Forecasting
Cited: 6 times.

(41) RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425 How costly is it to ignore breaks when forecasting the direction of a time series? (2004). International Journal of Forecasting
Cited: 6 times.

(42) RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151 Are there any reliable leading indicators for US inflation and GDP growth? (2006). International Journal of Forecasting
Cited: 6 times.

(43) RePEc:eee:intfor:v:15:y:1999:i:1:p:27-47 Seasonal unit roots and forecasts of two-digit European industrial production (1999). International Journal of Forecasting
Cited: 6 times.

(44) RePEc:eee:intfor:v:13:y:1997:i:3:p:329-340 Seasonal integration and the evolving seasonals model (1997). International Journal of Forecasting
Cited: 6 times.

(45) RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264 Inflation, forecast intervals and long memory regression models (2002). International Journal of Forecasting
Cited: 6 times.

(46) RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357 Domestic and international influences on business cycle regimes in Europe (2004). International Journal of Forecasting
Cited: 6 times.

(47) RePEc:eee:intfor:v:16:y:2000:i:2:p:247-260 Comparing seasonal components for structural time series models (2000). International Journal of Forecasting
Cited: 5 times.

(48) RePEc:eee:intfor:v:9:y:1993:i:1:p:1-3 Neural networks: Forecasting breakthrough or passing fad? (1993). International Journal of Forecasting
Cited: 5 times.

(49) RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530 The theta model: a decomposition approach to forecasting (2000). International Journal of Forecasting
Cited: 5 times.

(50) RePEc:eee:intfor:v:16:y:2000:i:2:p:207-227 Forecasting OECD industrial turning points using unobserved components models with business survey data (2000). International Journal of Forecasting
Cited: 5 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:cfs:cfswop:wp200335 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Center for Financial Studies / CFS Working Paper Series

(2) RePEc:fgv:epgewp:489 Convex Combinations of Long Memory Estimates from Different Sampling Rates (2003). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(3) RePEc:msh:ebswps:2003-2 Empirical Information Criteria for Time Series Forecasting Model Selection (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(4) RePEc:rut:rutres:200309 Forecasting economic and financial time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers

Latest citations received in: 2002

(1) RePEc:msh:ebswps:2002-10 Local Linear Forecasts Using Cubic Smoothing Splines (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(2) RePEc:msh:ebswps:2002-3 Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:una:unccee:wp0207 Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models (2002). School of Economics and Business Administration, University of Navarra / Faculty Working Papers

Latest citations received in: 2001

(1) RePEc:auu:dpaper:443 International Shocks and the Role of Domestic Policy in Australia (2001). Centre for Economic Policy Research, RSSS, ANU / Discussion Papers

(2) RePEc:bca:bocawp:01-18 Evaluating Factor Models: An Application to Forecasting Inflation in Canada (2001). Bank of Canada / Working Papers

(3) RePEc:cte:wsrepe:ws013422 FORECAST OF THE EXPECTED NON-EPIDEMIC MORBIDITY OF ACUTE DISEASES USING RESAMPLING METHODS (2001). Universidad Carlos III, Departamento de Estadística y Econometría / Statistics and Econometrics Working Papers

(4) RePEc:dgr:eureir:2001222 The Forecasting Performance of Various Models for Seasonality and Nonlinearity for Quarterly Industrial Production (2001). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(5) RePEc:dgr:eureri:200183 Econometric Analysis of the Market Share Attraction Model (2001). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(6) RePEc:dgr:kubcen:200138 Forecasting the winner of a tennis match (2001). Tilburg University, Center for Economic Research / Discussion Paper

(7) RePEc:diw:diwvjh:70-30-3 Is There a Common European Business Cycle? : New Insights from a Frequency Domain Analysis (2001). Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research

(8) RePEc:fip:fedbne:y:2001:p:35-56:n:1 An evaluation of recent macroeconomic forecast errors (2001). New England Economic Review

(9) RePEc:hhs:osloec:2001_027 Employment behaviour in slack and tight labour markets (2001). Oslo University, Department of Economics / Memorandum

(10) RePEc:iae:iaewps:wp2001n19 Policy Options to Reduce Unemployment: TRYM Simulations (2001). Melbourne Institute of Applied Economic and Social Research, The University of Melbourne / Melbourne Institute Working Paper Series

(11) RePEc:msh:ebswps:2001-11 Prediction Intervals for Exponential Smoothing State Space Models. (2001). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(12) RePEc:wpa:wuwpex:0110001 On the Measurement of the Predictive Success of Learning Theories in Repeated Games (2001). EconWPA / Experimental

Latest citations received in: 2000

(1) RePEc:dgr:eureir:2000204 A nonlinear long memory model for US unemployment (2000). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(2) RePEc:ecm:wc2000:0752 Dynamic Regressions with Variables Observed at Different Frequencies (2000). Econometric Society / Econometric Society World Congress 2000 Contributed Papers

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.