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  Updated November, 1 2010 270.084 documents processed, 5.971.319 references and 2.485.965 citations

 

 
 

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
19960.180000.08
19970.220000.09
19980.250000.1
19990.310000.15
20000.420000.19
20010.41381040050.130.16
20020.180.443155387030.10.2
20030.290.4628406920510.040.21
20040.140.5135110598050.140.23
20050.540.5432476334060.190.24
20060.250.5633386717020.060.24
20070.250.453226651600.21
20080.280.541466518050.120.24
 
 
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:jof:jforec:v:23:y:2004:i:6:p:405-430 Combination forecasts of output growth in a seven-country data set (2004).
Cited: 37 times.

(2) RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79 Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. (2001).
Cited: 24 times.

(3) RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302 Forecasting German GDP using alternative factor models based on large datasets (2007).
Cited: 19 times.

(4) RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496 Finding good predictors for inflation: a Bayesian model averaging approach (2004).
Cited: 14 times.

(5) RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601 Forecasting with k-Factor Gegenbauer Processes: Theory and Applications. (2001).
Cited: 13 times.

(6) RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103 Forecasting recessions using the yield curve (2005).
Cited: 13 times.

(7) RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447 Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation (2004).
Cited: 12 times.

(8) RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22 Volatility forecasting for risk management (2003).
Cited: 12 times.

(9) RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42 The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison. (2002).
Cited: 12 times.

(10) RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196 Vector smooth transition regression models for US GDP and the composite index of leading indicators (2004).
Cited: 11 times.

(11) RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49 Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. (2001).
Cited: 11 times.

(12) RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109 Evaluating the Predictive Accuracy of Volatility Models. (2001).
Cited: 11 times.

(13) RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235 Single-index and portfolio models for forecasting value-at-risk thresholds (2008).
Cited: 10 times.

(14) RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19 Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model (2008).
Cited: 10 times.

(15) RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265 How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach (2008).
Cited: 10 times.

(16) RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201 Beating the random walk in Central and Eastern Europe (2005).
Cited: 9 times.

(17) RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19 Testing in Unobserved Components Models. (2001).
Cited: 8 times.

(18) RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557 Comparing the accuracy of density forecasts from competing models (2004).
Cited: 8 times.

(19) RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128 Evaluating predictive performance of value-at-risk models in emerging markets: a reality check (2006).
Cited: 8 times.

(20) RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500 A Threshold Stochastic Volatility Model. (2002).
Cited: 8 times.

(21) RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152 Autoregressive gamma processes (2006).
Cited: 7 times.

(22) RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37 Prediction intervals for exponential smoothing using two new classes of state space models (2005).
Cited: 7 times.

(23) RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40 Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection. (2001).
Cited: 6 times.

(24) RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375 On SETAR non-linearity and forecasting (2003).
Cited: 6 times.

(25) RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75 Building neural network models for time series: a statistical approach (2006).
Cited: 6 times.

(26) RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358 Selection of Value-at-Risk models (2003).
Cited: 6 times.

(27) RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66 Forecasting football results and the efficiency of fixed-odds betting (2004).
Cited: 6 times.

(28) RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93 An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns. (2002).
Cited: 5 times.

(29) RePEc:jof:jforec:v:27:y:2008:i:1:p:41-51 Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate (2008).
Cited: 5 times.

(30) RePEc:jof:jforec:v:23:y:2004:i:1:p:19-49 Medium-term forecasts of potential GDP and inflation using age structure information (2004).
Cited: 5 times.

(31) RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549 Scalar BEKK and indirect DCC (2008).
Cited: 5 times.

(32) RePEc:jof:jforec:v:21:y:2002:i:7:p:501-11 Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks. (2002).
Cited: 5 times.

(33) RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92 Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency. (2002).
Cited: 5 times.

(34) RePEc:jof:jforec:v:22:y:2003:i:1:p:49-66 Subset threshold autoregression (2003).
Cited: 5 times.

(35) RePEc:jof:jforec:v:21:y:2002:i:2:p:81-105 Testing for (Common) Stochastic Trends in the Presence of Structural Breaks. (2002).
Cited: 4 times.

(36) RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230 Dynamic probit models and financial variables in recession forecasting (2010).
Cited: 4 times.

(37) RePEc:jof:jforec:v:25:y:2006:i:3:p:209-221 The importance of interest rates for forecasting the exchange rate (2006).
Cited: 4 times.

(38) RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43 A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. (2001).
Cited: 4 times.

(39) RePEc:jof:jforec:v:22:y:2003:i:4:p:277-297 In search of leading indicators of economic activity in Germany (2003).
Cited: 4 times.

(40) RePEc:jof:jforec:v:23:y:2004:i:5:p:315-335 Long-run forecasting in multicointegrated systems (2004).
Cited: 3 times.

(41) RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139 Can out-of-sample forecast comparisons help prevent overfitting? (2004).
Cited: 3 times.

(42) RePEc:jof:jforec:v:22:y:2003:i:4:p:299-315 Non-linear forecasts of stock returns (2003).
Cited: 3 times.

(43) RePEc:jof:jforec:v:21:y:2002:i:8:p:543-58 Forecasting Trend Output in the Euro Area. (2002).
Cited: 3 times.

(44) RePEc:jof:jforec:v:20:y:2001:i:5:p:329-40 A Fractionally Integrated Exponential Model for UK Unemployment. (2001).
Cited: 3 times.

(45) RePEc:jof:jforec:v:21:y:2002:i:4:p:225-44 Forecasting European GNP Data through Common Factor Models and Other Procedures. (2002).
Cited: 3 times.

(46) RePEc:jof:jforec:v:20:y:2001:i:1:p:21-35 Alternative Regime Switching Models for Forecasting Inflation. (2001).
Cited: 3 times.

(47) RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592 Nowcasting quarterly GDP growth in a monthly coincident indicator model (2005).
Cited: 3 times.

(48) RePEc:jof:jforec:v:23:y:2004:i:4:p:275-296 Updating ARMA predictions for temporal aggregates (2004).
Cited: 3 times.

(49) RePEc:jof:jforec:v:27:y:2008:i:7:p:621-636 Tourism in the Canary Islands: forecasting using several seasonal time series models (2008).
Cited: 3 times.

(50) RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537 The multi-chain Markov switching model (2005).
Cited: 3 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

(1) RePEc:cpr:ceprdp:6708 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP (2008). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:ihs:ihsesp:231 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging (2008). Institute for Advanced Studies / Economics Series

(3) RePEc:imf:imfwpa:08/46 External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model (2008). International Monetary Fund / IMF Working Papers

(4) RePEc:pit:wpaper:367 Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes (2008). University of Pittsburgh, Department of Economics / Working Papers

(5) RePEc:zbw:fubsbe:200810 Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs (2008). Free University Berlin, School of Business & Economics / Discussion Papers

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:diw:diwvjh:75-2-2 Geschichte der quantitativen Konjunkturprognose-Evaluation in Deutschland (2006). Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research

(2) RePEc:fgv:epgewp:630 Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange (2006). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

Recent citations received in: 2005

(1) RePEc:fau:wpaper:wp075 Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity? (2005). Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies / Working Papers IES

(2) RePEc:fau:wpaper:wp076 Fiscal Policy in New EU Member States: Go East, Prudent Man! (2005). Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies / Working Papers IES

(3) RePEc:hhs:hastef:0598 Forecasting economic variables with nonlinear models (2005). Stockholm School of Economics / Working Paper Series in Economics and Finance

(4) RePEc:sza:wpaper:wpapers13 The properties of cycles in South African financial variables and their relation to the business cycle (2005). Stellenbosch University, Department of Economics / Working Papers

(5) RePEc:wpa:wuwpif:0509006 Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity? (2005). EconWPA / International Finance

(6) RePEc:wpa:wuwpur:0501005 Borderplex Bridge and Air Econometric Forecast Accuracy (2005). EconWPA / Urban/Regional

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.

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