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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

Journal of Forecasting / Journal of Forecasting

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), 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
19900.090000.04
19910.090000.05
19920.080000.04
19930.090000.05
19940.10000.05
19950.120000.06
19960.160000.08
19970.210000.08
19980.220000.09
19990.280000.13
20000.370000.16
20010.38391290070.180.16
20020.180.413170397030.10.2
20030.270.43285470195.310.040.2
20040.140.4935137598050.140.22
20050.570.5232746336070.220.24
20060.250.533586717020.060.23
20070.290.4232436519010.030.19
20080.280.4341896518070.170.21
20090.640.4343217347010.020.19
20100.270.36403684234.380.20.15
 
 
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

 

Main indicators

Most cited documents in this series:
YearTitleCited
2004Combination forecasts of output growth in a seven-country data set
RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430 [Citation Analysis]
44
2001Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.
RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79 [Citation Analysis]
28
2007Forecasting German GDP using alternative factor models based on large datasets
RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302 [Citation Analysis]
23
2008Single-index and portfolio models for forecasting value-at-risk thresholds
RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235 [Citation Analysis]
22
2005Forecasting recessions using the yield curve
RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103 [Citation Analysis]
21
2008Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model
RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19 [Citation Analysis]
21
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach
RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265 [Citation Analysis]
20
2004Finding good predictors for inflation: a Bayesian model averaging approach
RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496 [Citation Analysis]
17
2004Vector smooth transition regression models for US GDP and the composite index of leading indicators
RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196 [Citation Analysis]
16
2004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447 [Citation Analysis]
16
2002An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns.
RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93 [Citation Analysis]
16
2003Volatility forecasting for risk management
RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22 [Citation Analysis]
16
2001Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.
RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601 [Citation Analysis]
16
2001Evaluating the Predictive Accuracy of Volatility Models.
RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109 [Citation Analysis]
14
2002The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.
RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42 [Citation Analysis]
13
2001Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment.
RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49 [Citation Analysis]
12
2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128 [Citation Analysis]
11
2003On SETAR non-linearity and forecasting
RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375 [Citation Analysis]
11
2008Scalar BEKK and indirect DCC
RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549 [Citation Analysis]
11
2005Beating the random walk in Central and Eastern Europe
RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201 [Citation Analysis]
10
2003Selection of Value-at-Risk models
RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358 [Citation Analysis]
10
2006Autoregressive gamma processes
RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152 [Citation Analysis]
9
2004Forecasting football results and the efficiency of fixed-odds betting
RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66 [Citation Analysis]
9
2004Comparing the accuracy of density forecasts from competing models
RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557 [Citation Analysis]
8
2006Building neural network models for time series: a statistical approach
RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75 [Citation Analysis]
8
2010Dynamic probit models and financial variables in recession forecasting
RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230 [Citation Analysis]
8
2005Prediction intervals for exponential smoothing using two new classes of state space models
RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37 [Citation Analysis]
8
2002A Threshold Stochastic Volatility Model.
RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500 [Citation Analysis]
8
2008Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data
RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390 [Citation Analysis]
7
2010Combining inflation density forecasts
RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250 [Citation Analysis]
7
2001Testing in Unobserved Components Models.
RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19 [Citation Analysis]
7
2002Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks.
RePEc:jof:jforec:v:21:y:2002:i:7:p:501-11 [Citation Analysis]
7
2008Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate
RePEc:jof:jforec:v:27:y:2008:i:1:p:41-51 [Citation Analysis]
6
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.
RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43 [Citation Analysis]
6
2003Subset threshold autoregression
RePEc:jof:jforec:v:22:y:2003:i:1:p:49-66 [Citation Analysis]
6
2005The multi-chain Markov switching model
RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537 [Citation Analysis]
6
2011Forecasting private consumption: survey‐based indicators vs. Google trends
RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578 [Citation Analysis]
6
2007The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries
RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94 [Citation Analysis]
6
2005Nowcasting quarterly GDP growth in a monthly coincident indicator model
RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592 [Citation Analysis]
5
2001Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection.
RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40 [Citation Analysis]
5
2002Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency.
RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92 [Citation Analysis]
5
2007Forecasting inflation using economic indicators: the case of France

The views expressed in the paper are those of the authors and do not necessarily reflect those of
RePEc:jof:jforec:v:26:y:2007:i:1:p:1-22 [Citation Analysis]

5
2006The importance of interest rates for forecasting the exchange rate
RePEc:jof:jforec:v:25:y:2006:i:3:p:209-221 [Citation Analysis]
5
2004Medium-term forecasts of potential GDP and inflation using age structure information
RePEc:jof:jforec:v:23:y:2004:i:1:p:19-49 [Citation Analysis]
5
2001Analysis of the US Business Cycle with a Vector-Markov-Switching Model.
RePEc:jof:jforec:v:20:y:2001:i:1:p:47-61 [Citation Analysis]
5
2009Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment
RePEc:jof:jforec:v:28:y:2009:i:2:p:167-182 [Citation Analysis]
5
2010GDP nowcasting with ragged-edge data: a semi-parametric modeling
RePEc:jof:jforec:v:29:y:2010:i:1-2:p:186-199 [Citation Analysis]
4

repec:jof:jforec:v:27:y:2008:i:7:p:621-636 [Citation Analysis]
4
2004Updating ARMA predictions for temporal aggregates
RePEc:jof:jforec:v:23:y:2004:i:4:p:275-296 [Citation Analysis]
4
2005A common model approach to macroeconomics: using panel data to reduce sampling error
RePEc:jof:jforec:v:24:y:2005:i:3:p:203-219 [Citation Analysis]
4

Citing documents used to compute impact factor 23:
YearTitleSee
2010Efficient Bayesian Estimation and Combination of GARCH-Type Models
RePEc:dgr:uvatin:20100046
[Citation Analysis]
2010Efficient Bayesian estimation and combination of GARCH-type models
RePEc:pra:mprapa:22919
[Citation Analysis]
2010Should We Trust in Leading Indicators? Evidence from the Recent Recession
RePEc:iwh:dispap:10-10
[Citation Analysis]
2010Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
RePEc:pre:wpaper:201019
[Citation Analysis]
2010Automatic forecasting with a modified exponential smoothing state space framework
RePEc:msh:ebswps:2010-10
[Citation Analysis]
2010Forecasting with DSGE models
RePEc:ecb:ecbwps:20101185
[Citation Analysis]
2010The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
RePEc:cfs:cfswop:wp201008
[Citation Analysis]
2010The Diversity of Forecasts from Macroeconomic Models of the U.S. Economy
RePEc:cpr:ceprdp:7870
[Citation Analysis]
2010Forecasting volatility with support vector machine-based GARCH model
RePEc:jof:jforec:v:29:y:2010:i:4:p:406-433
[Citation Analysis]
2010GDP nowcasting with ragged-edge data: a semi-parametric modeling
RePEc:hal:cesptp:halshs-00460461
[Citation Analysis]
2010Outliers in Garch models and the estimation of risk measures
RePEc:cte:wsrepe:ws100502
[Citation Analysis]
2010The Impact Of The Global Crisis on Canada: What Do Macro-Financial Linkages Tell Us?
RePEc:imf:imfwpa:10/5
[Citation Analysis]
2010External Linkages and Economic Growth in Colombia: Insights from a Bayesian VAR Model
RePEc:bla:worlde:v:33:y:2010:i:12:p:1788-1810
[Citation Analysis]
2010Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
RePEc:tky:fseres:2010cf704
[Citation Analysis]
2010Ranking Multivariate GARCH Models by Problem Dimension
RePEc:cfi:fseres:cf219
[Citation Analysis]
2010Ranking multivariate GARCH models by problem dimension
RePEc:dgr:eureir:1765019447
[Citation Analysis]
2010Is hazard or probit more accurate in predicting financial distress? Evidence from U.S. bank failures
RePEc:pra:mprapa:24688
[Citation Analysis]
2010Risk Management of Precious Metals
RePEc:cbt:econwp:10/37
[Citation Analysis]
2010Monetary policy, housing booms and financial (im)balances
RePEc:ecb:ecbwps:20101178
[Citation Analysis]
2010Forecasting with Factor-augmented Error Correction
RePEc:bir:birmec:09-06r
[Citation Analysis]
2010Monetary policy, housing booms and financial (im)balances
RePEc:zbw:bubdp1:201007
[Citation Analysis]
2010Forecasting with Factor-augmented Error Correction Models
RePEc:cpr:ceprdp:7677
[Citation Analysis]
2010Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production
RePEc:lmu:muenec:11442
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Measuring Output Gap Uncertainty
RePEc:cpr:ceprdp:7742
[Citation Analysis]
2010Testing an autoregressive structure in binary time series models
RePEc:ebl:ecbull:eb-10-00253
[Citation Analysis]
2010Alternative methods for forecasting GDP
RePEc:hal:cesptp:halshs-00505165
[Citation Analysis]
2010Alternative methods for forecasting GDP.
RePEc:mse:cesdoc:10065
[Citation Analysis]
2010Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts
RePEc:oxf:wpaper:484
[Citation Analysis]
2010QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles
RePEc:pra:mprapa:23724
[Citation Analysis]
2010Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model
RePEc:pre:wpaper:201019
[Citation Analysis]
2010Measuring Core Inflation in Australia with Disaggregate Ensembles
RePEc:rba:rbaacv:acv2009-10
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009Prediction Accuracy of Different Market Structures – Bookmakers versus a Betting Exchange
RePEc:iso:wpaper:0096
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee
2008Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models
RePEc:ces:ifowps:_57
[Citation Analysis]
2008Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP
RePEc:cpr:ceprdp:6708
[Citation Analysis]
2008Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP
RePEc:eui:euiwps:eco2008/16
[Citation Analysis]
2008Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging
RePEc:ihs:ihsesp:231
[Citation Analysis]
2008External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model
RePEc:imf:imfwpa:08/46
[Citation Analysis]
2008Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes
RePEc:pit:wpaper:367
[Citation Analysis]
2008Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs
RePEc:zbw:fubsbe:200810
[Citation Analysis]

Recent citations received in: 2007

YearTitleSee
2007Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area
RePEc:ces:ifowps:_46
[Citation Analysis]

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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