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.

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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
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).
Cited: 121 times.

(2) RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 Combining forecasts: A review and annotated bibliography (1989).
Cited: 79 times.

(3) RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 Forecasting tourism demand: A review of empirical research (1995).
Cited: 23 times.

(4) RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 The performance of alternative forecasting methods for SETAR models (1997).
Cited: 21 times.

(5) RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80 Error measures for generalizing about forecasting methods: Empirical comparisons (1992).
Cited: 19 times.

(6) RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454 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:43-51 Cointegration and models of exchange rate determination (1987).
Cited: 18 times.

(8) 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).
Cited: 18 times.

(9) 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).
Cited: 17 times.

(10) RePEc:eee:intfor:v:10:y:1994:i:4:p:557-571 Forecasts for the Australian economy using the MONASH model (1994).
Cited: 17 times.

(11) RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 The combination of forecasts using changing weights (1994).
Cited: 16 times.

(12) RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 A comparison of financial duration models via density forecasts (2004).
Cited: 15 times.

(13) RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 A survey of seasonality in UK macroeconomic variables (1990).
Cited: 14 times.

(14) RePEc:eee:intfor:v:17:y:2001:i:1:p:57-69 Neural network forecasting of Canadian GDP growth (2001).
Cited: 14 times.

(15) 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).
Cited: 13 times.

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

(17) RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264 Inflation, forecast intervals and long memory regression models (2002).
Cited: 12 times.

(18) RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371 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:135-156 Some recent developments in non-linear time series modelling, testing, and forecasting (1992).
Cited: 12 times.

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

(21) RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407 Evaluating multivariate forecast densities: a comparison of two approaches (2002).
Cited: 11 times.

(22) RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357 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:171-186 Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity (1998).
Cited: 10 times.

(24) RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432 How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth (2001).
Cited: 10 times.

(25) RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 Forecast combination and encompassing: Reconciling two divergent literatures (1989).
Cited: 10 times.

(26) RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 The M3-Competition: results, conclusions and implications (2000).
Cited: 10 times.

(27) RePEc:eee:intfor:v:14:y:1998:i:1:p:71-81 Improving macro-economic forecasts: The role of consumer confidence (1998).
Cited: 9 times.

(28) RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166 Macro variables and international stock return predictability (2005).
Cited: 9 times.

(29) 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).
Cited: 9 times.

(30) RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218 Non-parametric direct multi-step estimation for forecasting economic processes (2005).
Cited: 9 times.

(31) 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).
Cited: 9 times.

(32) RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98 The evaluation of extrapolative forecasting methods (1992).
Cited: 9 times.

(33) 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).
Cited: 8 times.

(34) RePEc:eee:intfor:v:19:y:2003:i:3:p:477-491 Long memory time series and short term forecasts (2003).
Cited: 8 times.

(35) RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131 Forecasting economic processes (1998).
Cited: 8 times.

(36) RePEc:eee:intfor:v:9:y:1993:i:1:p:5-22 The M2-competition: A real-time judgmentally based forecasting study (1993).
Cited: 8 times.

(37) RePEc:eee:intfor:v:17:y:2001:i:3:p:349-368 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:45-56 Benchmarks and the accuracy of GARCH model estimation (2001).
Cited: 8 times.

(39) RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347 Estimating non-linear ARMA models using Fourier coefficients (2000).
Cited: 8 times.

(40) RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315 The accuracy of European growth and inflation forecasts (2000).
Cited: 8 times.

(41) RePEc:eee:intfor:v:7:y:1991:i:1:p:31-37 Prediction intervals for multiplicative Holt-Winters (1991).
Cited: 8 times.

(42) RePEc:eee:intfor:v:2:y:1986:i:4:p:491-494 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:211-222 Supply potential and output gaps in West German manufacturing (1997).
Cited: 7 times.

(44) RePEc:eee:intfor:v:16:y:2000:i:2:p:247-260 Comparing seasonal components for structural time series models (2000).
Cited: 7 times.

(45) RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9 Additive outliers, GARCH and forecasting volatility (1999).
Cited: 7 times.

(46) RePEc:eee:intfor:v:13:y:1997:i:1:p:117-126 A periodic long-memory model for quarterly UK inflation (1997).
Cited: 7 times.

(47) RePEc:eee:intfor:v:20:y:2004:i:2:p:169-183 Forecasting economic and financial time-series with non-linear models (2004).
Cited: 7 times.

(48) RePEc:eee:intfor:v:15:y:1999:i:1:p:27-47 Seasonal unit roots and forecasts of two-digit European industrial production (1999).
Cited: 7 times.

(49) RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 An evaluation of the predictions of the Federal Reserve (2000).
Cited: 7 times.

(50) 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).
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:75-2-2 Geschichte der quantitativen Konjunkturprognose-Evaluation 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:06-12 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 Bi-factor 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:2005-056 Are the dynamic linkages between the macroeconomy and asset prices time-varying? (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 non-linear and linear models. (2005). Centre for Economic Research, Keele University / Keele Economics Research Papers

(7) RePEc:msh:ebswps:2005-13 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:2005-24 Demand Forecasting: Evidence-based 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 co-evolutionary 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 re-examination (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 PSI-20 (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 PUC-Rio (Brazil) / Textos para discussão

(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: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:pen:papers:03-025 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 time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers

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