International Journal of Forecasting
Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers. Create citation feed for this series
Raw data: 

IF 
AIF 
DOC 
CIT 
D2Y 
C2Y 
SC(%) 
CiY 
II 
AII 
1996  0.07  0.17  65  36  131  9  0  1  0.02  0.08 
1997  0.03  0.2  67  201  126  4  0  1  0.01  0.08 
1998  0.02  0.23  35  53  132  2  0    0.1 
1999  0.14  0.31  39  51  102  14  0  2  0.05  0.15 
2000  0.09  0.43  59  81  74  7  0  2  0.03  0.19 
2001  0.1  0.4  45  81  98  10  0  12  0.27  0.17 
2002  0.16  0.43  58  70  104  17  0  3  0.05  0.2 
2003  0.21  0.48  81  61  103  22  0  5  0.06  0.22 
2004  0.17  0.52  69  87  139  24  0  10  0.14  0.23 
2005  0.17  0.59  67  72  150  25  0  10  0.15  0.27 
2006  0.23  0.63  63  52  136  31  0  4  0.06  0.27 
 
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:281291 Testing the equality of prediction mean squared errors (1997). Cited: 121 times. (2) RePEc:eee:intfor:v:5:y:1989:i:4:p:559583 Combining forecasts: A review and annotated bibliography (1989). Cited: 79 times. (3) RePEc:eee:intfor:v:11:y:1995:i:3:p:447475 Forecasting tourism demand: A review of empirical research (1995). Cited: 23 times. (4) RePEc:eee:intfor:v:13:y:1997:i:4:p:463475 The performance of alternative forecasting methods for SETAR models (1997). Cited: 21 times. (5) RePEc:eee:intfor:v:8:y:1992:i:1:p:6980 Error measures for generalizing about forecasting methods: Empirical comparisons (1992). Cited: 19 times. (6) RePEc:eee:intfor:v:18:y:2002:i:3:p:439454 A state space framework for automatic forecasting using exponential smoothing methods (2002). Cited: 19 times. (7) RePEc:eee:intfor:v:3:y:1987:i:1:p:4351 Cointegration and models of exchange rate determination (1987). Cited: 18 times. (8) RePEc:eee:intfor:v:15:y:1999:i:4:p:383392 Exchangerate forecasts with simultaneous nearestneighbour methods: evidence from the EMS (1999). Cited: 18 times. (9) RePEc:eee:intfor:v:13:y:1997:i:4:p:439461 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997). Cited: 17 times. (10) RePEc:eee:intfor:v:10:y:1994:i:4:p:557571 Forecasts for the Australian economy using the MONASH model (1994). Cited: 17 times. (11) RePEc:eee:intfor:v:10:y:1994:i:1:p:4757 The combination of forecasts using changing weights (1994). Cited: 16 times. (12) RePEc:eee:intfor:v:20:y:2004:i:4:p:589609 A comparison of financial duration models via density forecasts (2004). Cited: 15 times. (13) RePEc:eee:intfor:v:6:y:1990:i:3:p:327336 A survey of seasonality in UK macroeconomic variables (1990). Cited: 14 times. (14) RePEc:eee:intfor:v:17:y:2001:i:1:p:5769 Neural network forecasting of Canadian GDP growth (2001). Cited: 14 times. (15) RePEc:eee:intfor:v:22:y:2006:i:1:p:137151 Are there any reliable leading indicators for US inflation and GDP growth? (2006). Cited: 13 times. (16) RePEc:eee:intfor:v:13:y:1997:i:3:p:341355 An empirical study of seasonal unit roots in forecasting (1997). Cited: 13 times. (17) RePEc:eee:intfor:v:18:y:2002:i:2:p:243264 Inflation, forecast intervals and long memory regression models (2002). Cited: 12 times. (18) RePEc:eee:intfor:v:9:y:1993:i:3:p:355371 Betting on trends: Intuitive forecasts of financial risk and return (1993). Cited: 12 times. (19) RePEc:eee:intfor:v:8:y:1992:i:2:p:135156 Some recent developments in nonlinear time series modelling, testing, and forecasting (1992). Cited: 12 times. (20) RePEc:eee:intfor:v:6:y:1990:i:4:p:503508 The use of prior information in forecast combination (1990). Cited: 12 times. (21) RePEc:eee:intfor:v:18:y:2002:i:3:p:397407 Evaluating multivariate forecast densities: a comparison of two approaches (2002). Cited: 11 times. (22) RePEc:eee:intfor:v:20:y:2004:i:2:p:343357 Domestic and international influences on business cycle regimes in Europe (2004). Cited: 10 times. (23) RePEc:eee:intfor:v:14:y:1998:i:2:p:171186 Thresholdautoregressive, medianunbiased, and cointegration tests of purchasing power parity (1998). Cited: 10 times. (24) RePEc:eee:intfor:v:17:y:2001:i:3:p:419432 How accurate are private sector forecasts? Crosscountry evidence from consensus forecasts of output growth (2001). Cited: 10 times. (25) RePEc:eee:intfor:v:5:y:1989:i:4:p:589592 Forecast combination and encompassing: Reconciling two divergent literatures (1989). Cited: 10 times. (26) RePEc:eee:intfor:v:16:y:2000:i:4:p:451476 The M3Competition: results, conclusions and implications (2000). Cited: 10 times. (27) RePEc:eee:intfor:v:14:y:1998:i:1:p:7181 Improving macroeconomic forecasts: The role of consumer confidence (1998). Cited: 9 times. (28) RePEc:eee:intfor:v:21:y:2005:i:1:p:137166 Macro variables and international stock return predictability (2005). Cited: 9 times. (29) RePEc:eee:intfor:v:9:y:1993:i:2:p:255269 Longrange forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model (1993). Cited: 9 times. (30) RePEc:eee:intfor:v:21:y:2005:i:2:p:201218 Nonparametric direct multistep estimation for forecasting economic processes (2005). Cited: 9 times. (31) RePEc:eee:intfor:v:2:y:1986:i:4:p:496497 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). Cited: 9 times. (32) RePEc:eee:intfor:v:8:y:1992:i:1:p:8198 The evaluation of extrapolative forecasting methods (1992). Cited: 9 times. (33) RePEc:eee:intfor:v:20:y:2004:i:3:p:411425 How costly is it to ignore breaks when forecasting the direction of a time series? (2004). Cited: 8 times. (34) RePEc:eee:intfor:v:19:y:2003:i:3:p:477491 Long memory time series and short term forecasts (2003). Cited: 8 times. (35) RePEc:eee:intfor:v:14:y:1998:i:1:p:111131 Forecasting economic processes (1998). Cited: 8 times. (36) RePEc:eee:intfor:v:9:y:1993:i:1:p:522 The M2competition: A realtime judgmentally based forecasting study (1993). Cited: 8 times. (37) RePEc:eee:intfor:v:17:y:2001:i:3:p:349368 Business cycle measurement in the presence of structural change: international evidence (2001). Cited: 8 times. (38) RePEc:eee:intfor:v:17:y:2001:i:1:p:4556 Benchmarks and the accuracy of GARCH model estimation (2001). Cited: 8 times. (39) RePEc:eee:intfor:v:16:y:2000:i:3:p:333347 Estimating nonlinear ARMA models using Fourier coefficients (2000). Cited: 8 times. (40) RePEc:eee:intfor:v:16:y:2000:i:3:p:293315 The accuracy of European growth and inflation forecasts (2000). Cited: 8 times. (41) RePEc:eee:intfor:v:7:y:1991:i:1:p:3137 Prediction intervals for multiplicative HoltWinters (1991). Cited: 8 times. (42) RePEc:eee:intfor:v:2:y:1986:i:4:p:491494 A tale of forecasting 1001 series : The Bayesian knight strikes again (1986). Cited: 7 times. (43) RePEc:eee:intfor:v:13:y:1997:i:2:p:211222 Supply potential and output gaps in West German manufacturing (1997). Cited: 7 times. (44) RePEc:eee:intfor:v:16:y:2000:i:2:p:247260 Comparing seasonal components for structural time series models (2000). Cited: 7 times. (45) RePEc:eee:intfor:v:15:y:1999:i:1:p:19 Additive outliers, GARCH and forecasting volatility (1999). Cited: 7 times. (46) RePEc:eee:intfor:v:13:y:1997:i:1:p:117126 A periodic longmemory model for quarterly UK inflation (1997). Cited: 7 times. (47) RePEc:eee:intfor:v:20:y:2004:i:2:p:169183 Forecasting economic and financial timeseries with nonlinear models (2004). Cited: 7 times. (48) RePEc:eee:intfor:v:15:y:1999:i:1:p:2747 Seasonal unit roots and forecasts of twodigit European industrial production (1999). Cited: 7 times. (49) RePEc:eee:intfor:v:16:y:2000:i:1:p:1738 An evaluation of the predictions of the Federal Reserve (2000). Cited: 7 times. (50) RePEc:eee:intfor:v:12:y:1996:i:2:p:283288 Unit roots in the NelsonPlosser data: Do they matter for forecasting? (1996). Cited: 7 times. Recent citations received in:  2006  2005  2004  2003 Recent citations received in: 2006 (1) RePEc:bno:worpap:2006_02 Forecasting inflation with an uncertain output gap (2006). Norges Bank / Working Paper (2) RePEc:diw:diwvjh:7522 Geschichte der quantitativen KonjunkturprognoseEvaluation in Deutschland (2006). Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research (3) RePEc:kie:kieasw:436 Predicting GDP Components. Do Leading Indicators Increase Predictability? (2006). Kiel Institute for the World Economy / Kiel Advanced Studies Working Papers (4) RePEc:xrs:sfbmaa:0612 Individual Investor Sentiment and Stock Returns  What Do We Learn from Warrant Traders? (2006). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications Recent citations received in: 2005 (1) RePEc:dgr:eureri:30007510 A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes (2005). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper (2) RePEc:diw:diwwpp:dp494 Forecasting the Turns of German Business Cycle : Dynamic Bifactor Model with Markov Switching (2005). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (3) RePEc:diw:diwwpp:dp522 On the Forecasting Properties of the Alternative Leading Indicators for the German GDP : Recent Evidence (2005). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin (4) RePEc:fip:fedlwp:2005056 Are the dynamic linkages between the macroeconomy and asset prices timevarying? (2005). Federal Reserve Bank of St. Louis / Working Papers (5) RePEc:hhs:rbnkwp:0191 Forecast Combination and Model Averaging using Predictive Measures (2005). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series (6) RePEc:kee:kerpuk:2005/13 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from nonlinear and linear models. (2005). Centre for Economic Research, Keele University / Keele Economics Research Papers (7) RePEc:msh:ebswps:200513 Another Look at Measures of Forecast Accuracy (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (8) RePEc:msh:ebswps:200524 Demand Forecasting: Evidencebased Methods (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers (9) RePEc:pra:mprapa:3234 Does sports performance influence revenues and economic results in Spanish football? (2005). University Library of Munich, Germany / MPRA Paper (10) RePEc:wpa:wuwpem:0504001 FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS (2005). EconWPA / Econometrics Recent citations received in: 2004 (1) RePEc:dgr:umamer:2004012 Structural change in the presence of network externalities: a coevolutionary model of technological successions (2004). Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology / Research Memoranda (2) RePEc:ecm:ausm04:272 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Australasian Meetings (3) RePEc:ecm:feam04:512 Bagging Binary Predictors for Time Series (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings (4) RePEc:ecm:feam04:730 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings (5) RePEc:hhs:hastef:0557 Evaluating models of autoregressive conditional duration (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance (6) RePEc:hhs:hastef:0561 Linear models, smooth transition autoregressions, and neural
networks for forecasting macroeconomic time series: A reexamination (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance (7) RePEc:pra:mprapa:2077 Modelling and forecasting the volatility of the portuguese stock index PSI20 (2004). University Library of Munich, Germany / MPRA Paper (8) RePEc:rio:texdis:485 Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination (2004). Department of Economics PUCRio (Brazil) / Textos para discussÃ£o (9) RePEc:rut:rutres:200418 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection (2004). Rutgers University, Department of Economics / Departmental Working Papers (10) RePEc:rut:rutres:200423 Predective Density and Conditional Confidence Interval Accuracy Tests (2004). Rutgers University, Department of Economics / Departmental Working Papers Recent 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:20032 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:pen:papers:03025 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive (5) RePEc:rut:rutres:200309 Forecasting economic and financial timeseries with nonlinear models (2003). Rutgers University, Department of Economics / Departmental Working 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.
