Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

International Journal of Forecasting / Elsevier


[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data:


IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08757540.05259186020.030.04
19910.030.0862137100.07199172500.04
19920.020.0890227130.06383137300.04
19930.030.0979306180.06286152400.05
19940.170376140.04223169020.030.04
19950.060.1961437930.21202149955.610.020.07
19960.120.23655021570.3120513116250.09
19970.090.29675691160.26701261154.570.10.1
19980.070.29356041410.23302132922.20.11
19990.290.33396432230.352741023013.370.180.14
20000.350.42597022050.29460742646.260.10.16
20010.260.44457472050.27250982536120.270.17
20020.250.44588052220.282291042623.1110.190.19
20030.340.46818863980.453101033528.680.10.2
20040.320.53699553810.44931394522.2160.230.22
20050.390.566710226630.654401505822.4120.180.23
20060.510.536310857360.684001367015.7150.240.22
20070.580.466311485510.482861307622.4240.380.19
20080.920.496412126940.5728812611612.1150.230.21
20090.610.57212846320.492551277711.7210.290.2
20100.680.467513597120.52175136921260.080.16
20110.750.57148150711260.7515614711015.5390.260.22
20120.530.664215499280.64022311813.6120.290.26
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:


YearTitleCited
1997Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Leybourne, Stephen ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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397
1989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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251
2000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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109
1992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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94
1998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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78
1995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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70
1992The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98.

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65
1987Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51.

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60
1992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

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58
2002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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55
2004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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54
1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

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53
2010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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53
2006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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50
2008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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50
2005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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48
2007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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47
1997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

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45
2004A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609.

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43
1991Microsimulation -- A survey of principles, developments and applications. (1991). Merz, Joachim. In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:1:p:77-104.

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43
1997The performance of alternative forecasting methods for SETAR models. (1997). Smith, Jeremy ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475.

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43
2000An evaluation of the predictions of the Federal Reserve. (2000). Stekler, Herman ; Joutz, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38.

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42
1999Additive outliers, GARCH and forecasting volatility. (1999). Franses, Philip Hans ; Ghijsels, Hendrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9.

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42
1998Forecasting economic processes. (1998). Hendry, David ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131.

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41
1993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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41
1991Seasonality, non-stationarity and the forecasting of monthly time series. (1991). Franses, Philip Hans. In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208.

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41
1994The combination of forecasts using changing weights. (1994). Teräsvirta, Timo ; Granger, Clive ; Deutsch, Melinda ; TERaSVIRTA, Timo . In: International Journal of Forecasting. RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57.

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40
1998Are OECD forecasts rational and useful?: a directional analysis. (1998). Ash, J. C. K., ; Heravi, S. M. ; Smyth, D. J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:3:p:381-391.

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37
1989Forecast combination and encompassing: Reconciling two divergent literatures. (1989). Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592.

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37
2004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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37
2001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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37
1990The use of prior information in forecast combination. (1990). Diebold, Francis ; Pauly, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508.

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36
1992Some recent developments in non-linear time series modelling, testing, and forecasting. (1992). Gooijer, Jan G. ; Kumar, Kuldeep . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:2:p:135-156.

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36
1997An empirical study of seasonal unit roots in forecasting. (1997). Hendry, David ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355.

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35
1990A survey of seasonality in UK macroeconomic variables. (1990). Osborn, Denise. In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336.

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35
2006Judgmental forecasting: A review of progress over the last 25 years. (2006). onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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34
2000Forecasting the short-term demand for electricity: Do neural networks stand a better chance?. (2000). Darbellay, Georges A. ; Slama, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:71-83.

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34
2009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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33
2004How costly is it to ignore breaks when forecasting the direction of a time series?. (2004). Timmermann, Allan ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425.

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32
2005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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32
2001Neural network forecasting of Canadian GDP growth. (2001). Tkacz, Greg. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:1:p:57-69.

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32
2000The accuracy of European growth and inflation forecasts. (2000). Barot, Bharat ; Oller, Lars-Erik. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315.

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32
2004Extreme value theory and Value-at-Risk: Relative performance in emerging markets. (2004). Selcuk, Faruk ; Gencay, Ramazan. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303.

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32
2005Non-parametric direct multi-step estimation for forecasting economic processes. (2005). Hendry, David ; Chevillon, Guillaume. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218.

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32
1993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

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31
2006Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Marcellino, Massimiliano ; Banerjee, Anindya. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151.

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31
1993Accuracy measures: theoretical and practical concerns. (1993). Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:4:p:527-529.

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31
2007Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203.

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31
1993Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344.

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30
1993Betting on trends: Intuitive forecasts of financial risk and return. (1993). De Bondt, Werner P. M., . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371.

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29

Citing documents used to compute impact factor 118:


YearTitleSee
2012Bayesian Semiparametric Dynamic Nelson-Siegel Model. (2012). Çakmaklı, Cem ; akmakli, Cem . In: Working Paper Series. RePEc:rim:rimwps:59_12.

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[Citation Analysis]
2012Gram–Charlier densities: Maximum likelihood versus the method of moments. (2012). Perote, Javier ; DEL BRIO, ESTHER. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:531-537.

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[Citation Analysis]
2012Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:41516.

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[Citation Analysis]
2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: KIER Working Papers. RePEc:kyo:wpaper:821.

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[Citation Analysis]
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1214.

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[Citation Analysis]
2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:12/12.

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[Citation Analysis]
2012Evaluating Individual and Mean Non-Replicable Forecasts. (2012). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:3:p:22-43.

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[Citation Analysis]
2012Early Warning with Calibrated and Sharper Probabilistic Forecasts. (2012). Machete, Reason Lesego . In: Papers. RePEc:arx:papers:1112.6390.

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[Citation Analysis]
2012Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Billio, Monica ; Casarin, Roberto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412.

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[Citation Analysis]
2012Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:661.

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[Citation Analysis]
2012When guessing what another person would say is better than giving your own opinion: Using perspective-taking to improve advice-taking. (2012). Yaniv, Ilan ; Choshen-Hillel, Shoham . In: Discussion Paper Series. RePEc:huj:dispap:dp622.

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[Citation Analysis]
2012Forecasting national recessions using state level data. (2012). Wall, Howard ; Piger, Jeremy ; Owyang, Michael. In: Working Papers. RePEc:fip:fedlwp:2012-013.

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[Citation Analysis]
2012Forecasting national recessions using state-level data. (2012). Wall, Howard ; Piger, Jeremy ; Owyang, Michael. In: MPRA Paper. RePEc:pra:mprapa:39168.

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[Citation Analysis]
2012The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession. (2012). Österholm, Pär. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:1:p:76-86.

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[Citation Analysis]
2012Real-time Markov Switching and Leading Indicators in Times of the Financial Crisis. (2012). Theobald, Thomas . In: IMK Working Paper. RePEc:imk:wpaper:98-2012.

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[Citation Analysis]
2012A Comparison of Mixed Frequency Approaches for Modelling Euro Area Macroeconomic Variables. (2012). Marcellino, Massimiliano ; Foroni, Claudia. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/07.

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[Citation Analysis]
2012Real-time forecasting with a mixed-frequency VAR. (2012). Schorfheide, Frank ; Song, Dongho . In: Working Papers. RePEc:fip:fedmwp:701.

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[Citation Analysis]
2012Predicting quarterly aggregates with monthly indicators. (2012). Winkelried, Diego. In: Working Papers. RePEc:rbp:wpaper:2012-023.

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[Citation Analysis]
2012Nowcasting German GDP: A comparison of bridge and factor models. (2012). Barhoumi, Karim ; Darné, Olivier ; Antipa, Pamfili ; Brunhes-Lesage, Veronique ; Darne, Olivier . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:864-878.

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[Citation Analysis]
2012Monetary Policy Conditions in Spain Before and After the Changeover to the Euro: A Taylor Rule Based Assessment. (2012). Bleich, Dirk ; Fendel, Ralf . In: Review of Applied Economics. RePEc:ags:reapec:143463.

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[Citation Analysis]
2012TWO QUANTITATIVE FORECASTING METHODS FOR MACROECONOMIC INDICATORS IN CZECH REPUBLIC. (2012). Simionescu (Bratu), Mihaela. In: Annals of Spiru Haret University, Economic Series. RePEc:ris:sphecs:0165.

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[Citation Analysis]
2012A STRATEGY TO IMPROVE THE GDP INDEX FORCASTS IN ROMANIA USING MOVING AVERAGE MODELS OF HISTORICAL ERRORS OF THE DOBRESCU MACROMODEL. (2012). Simionescu (Bratu), Mihaela. In: Romanian Journal of Economics. RePEc:ine:journl:v:2:y:2012:i:44:p:128-138.

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[Citation Analysis]
2012Do professional forecasters apply the Phillips curve and Okuns law? Evidence from six Asian-Pacific countries. (2012). Rulke, Jan-Christoph . In: Japan and the World Economy. RePEc:eee:japwor:v:24:y:2012:i:4:p:317-324.

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[Citation Analysis]
2012Inflation targeting makes the difference: Novel evidence on inflation stabilization. (2012). Bleich, Dirk ; Fendel, Ralf ; Rulke, Jan-Christoph . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:5:p:1092-1105.

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[Citation Analysis]
2012[Citation Analysis]
2012Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. (2012). Koopman, Siem Jan ; Bräuning, Falk ; Brauning, Falk . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120042.

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[Citation Analysis]
2012Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/12.

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[Citation Analysis]
2012Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Drechsel, Katja. In: Working Papers. RePEc:snb:snbwpa:2012-16.

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[Citation Analysis]
2012Forecasting Macroeconomic Variables using Collapsed Dynamic Factor Analysis. (2012). Brauning, Falk ; Koopman, Siem Jan . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012042.

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[Citation Analysis]
2012Should macroeconomic forecasters use daily financial data and how?. (2012). Ghysels, Eric ; Andreou, Elena ; Kourtellos, Andros . In: 2012 Meeting Papers. RePEc:red:sed012:1196.

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[Citation Analysis]
2012Initial conditions estimation for improving forecast accuracy in exponential smoothing. (2012). Corberan-Vallet, A. ; Segura, J. ; Bermudez, J. ; Vercher, E.. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:20:y:2012:i:2:p:517-533.

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[Citation Analysis]
2012Forecasting GDP at the Regional Level with Many Predictors. (2012). Wohlrabe, Klaus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3956.

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[Citation Analysis]
2012An affine multifactor model with macro factors for the German term structure: Changing results during the recent crises. (2012). Halberstadt, Arne ; Stapf, Jelena . In: Discussion Papers. RePEc:zbw:bubdps:252012.

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[Citation Analysis]
2012A medium-N approach to macroeconomic forecasting. (2012). Guardabascio, Barbara ; Cubadda, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1099-1105.

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[Citation Analysis]
2012Using a nested logit model to forecast television ratings. (2012). Danaher, Peter ; Dagger, Tracey . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:3:p:607-622.

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[Citation Analysis]
2012A remark on Lin and Changs paper ‘Consistent modeling of S&P 500 and VIX derivatives’. (2012). Zhang, Jin E. ; Ibraimi, Meriton ; Leippold, Markus ; Cheng, Jun . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:36:y:2012:i:5:p:708-715.

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[Citation Analysis]
2012Are freight futures markets efficient? Evidence from IMAREX. (2012). Skiadopoulos, George ; Goulas, Lambros . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:3:p:644-659.

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[Citation Analysis]
2012Assessment of probabilistic forecasts: Proper scoring rules and moments. (2012). Tsyplakov, Alexander. In: Applied Econometrics. RePEc:ris:apltrx:0181.

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[Citation Analysis]
2012Japanese election forecasting: Classic tests of a hard case. (2012). Tien, Charles ; Lewis-Beck, Michael S.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:797-803.

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[Citation Analysis]
2012Forecasting Turkish local elections. (2012). Toros, Emre . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:813-821.

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2012Social networks – The future for health care delivery. (2012). Clarke, Aileen ; Pawlikowska, Teresa ; Ball, Robin ; Ren, Justin ; Cave, Jonathan ; Griffiths, Frances ; Boardman, Felicity ; Cohen, Alan . In: Social Science & Medicine. RePEc:eee:socmed:v:75:y:2012:i:12:p:2233-2241.

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2012Rationality of business operational forecasts: evidence from Malaysian distributive trade sector. (2012). Wong, Shirly ; Puah, Chin-Hong ; Habibullah, Muzafar Shah. In: MPRA Paper. RePEc:pra:mprapa:37599.

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2012Do disaggregated CPI data improve the accuracy of inflation forecasts?. (2012). Ibarra, Raul. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1305-1313.

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2012Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. (2012). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich . In: Economics Series. RePEc:ihs:ihsesp:292.

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2012Predicting and Capitalizing on Stock Market Bears in the U.S.. (2012). Candelon, Bertrand ; Ahmed, Jameel ; Jameel, Ahmed ; Stefan, Straetmans . In: Research Memoranda. RePEc:dgr:umamet:2012019.

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2012Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:01/2013.

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2012DSGE model-based forecasting. (2012). Schorfheide, Frank ; Del Negro, Marco. In: Staff Reports. RePEc:fip:fednsr:554.

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2012Evaluating DSGE model forecasts of comovements. (2012). Schorfheide, Frank ; Herbst, Edward. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-11.

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2012Evaluating DSGE model forecasts of comovements. (2012). Schorfheide, Frank ; Herbst, Edward. In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:152-166.

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2012Comparing Hybrid DSGE Models. (2012). Paccagnini, Alessia. In: Working Papers. RePEc:mib:wpaper:228.

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2012Simulating a basketball match with a homogeneous Markov model and forecasting the outcome. (2012). trumbelj, Erik ; Vraaar, Petar . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:532-542.

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2012Une typologie des résultats électoraux basée sur le comportement des électeurs volatiles en Belgique. (2012). Gassner, Marjorie ; Foucart, Renaud ; Van Haute, Emilie . In: Cahiers du CEVIPOL/Brussels Working papers. RePEc:erp:cevipo:p0015.

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2012Election forecasting under opaque conditions: A model for Francophone Belgium, 1981–2010. (2012). Hooghe, Marc ; Dassonneville, Ruth . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:777-788.

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2012Initial conditions estimation for improving forecast accuracy in exponential smoothing. (2012). Corberan-Vallet, A. ; Segura, J. ; Bermudez, J. ; Vercher, E.. In: TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. RePEc:spr:topjnl:v:20:y:2012:i:2:p:517-533.

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2012Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12.

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2012Bayesian panel data analysis for exploring the impact of subprime financial crisis on the US stock market. (2012). Tsay, Ruey S. ; Ando, Tomohiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3345-3365.

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2012Forecasting Spanish elections. (2012). Aguiar-Conraria, Luis ; Magalhes, Pedro C. ; Lewis-Beck, Michael S.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:769-776.

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2012Is Hosting the Games Enough to Win? A predictive economic model of medal wins at 2014 Winter Olympics. (2012). Andreff, Wladimir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00794057.

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2012Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions. (2012). Patuelli, Roberto ; Mayor-Fernandez, M.. In: Working Papers. RePEc:bol:bodewp:wp835.

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2012Short-Run Regional Forecasts: Spatial Models through Varying Cross-Sectional and Temporal Dimensions. (2012). Patuelli, Roberto ; Mayor, Matías ; Mayor-Fernandez, Matias . In: Working Paper Series. RePEc:rim:rimwps:15_12.

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2012Forecasting GDP at the Regional Level with Many Predictors. (2012). Wohlrabe, Klaus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3956.

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2012The formation of experts expectations on labour markets : do they run with the pack?. (2012). Schanne, Norbert. In: IAB Discussion Paper. RePEc:iab:iabdpa:201225.

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2012Evaluating Macroeconomic Forecasts:A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: KIER Working Papers. RePEc:kyo:wpaper:821.

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2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1214.

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2012Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments. (2012). McAleer, Michael ; Franses, Philip Hans ; Legerstee, Rianne . In: Working Papers in Economics. RePEc:cbt:econwp:12/12.

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2012Evaluating Individual and Mean Non-Replicable Forecasts. (2012). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2012:i:3:p:22-43.

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2012Constructing Optimal Density Forecasts from Point Forecast Combinations. (2012). Lima, Luiz ; Gaglianone, Wagner ; Luiz Renato Regis de Oliveira Lima, . In: Série Textos para Discussão (Working Papers). RePEc:ppg:ppgewp:5.

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2012The macroeconomic forecasting performance of autoregressive models with alternative specifications of time-varying volatility. (2012). Ravazzolo, Francesco ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1218.

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2012Real-time nowcasting with a Bayesian mixed frequency model with stochastic volatility. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1227.

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2012Election forecasting in Lithuania: The case of municipal elections. (2012). Jastramskis, Mavydas . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:822-829.

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2012A functional linear model for time series prediction with exogenous variables. (2012). Goia, Aldo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:1005-1011.

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2012Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. (2012). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich . In: Economics Series. RePEc:ihs:ihsesp:292.

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2012The performance of short-term forecasts of the German economy before and during the 2008/2009 recession. (2012). Scheufele, Rolf ; Drechsel, Katja. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:428-445.

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2012Evaluating professional tennis players’ career performance: A Data Envelopment Analysis approach. (2012). Tzeremes, Nickolaos ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:41516.

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2012A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation. (2012). van Dijk, Herman ; Opschoor, Anne ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120026.

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2012A Class of Adaptive Importance Sampling Weighted EM Algorithms for Efficient and Robust Posterior and Predictive Simulation. (2012). Opschoor, Anne ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012026.

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2012Density prediction of stock index returns using GARCH models: Frequentist or Bayesian estimation?. (2012). Ardia, David ; HOOGERHEIDE, Lennart F. ; Corre, Nienke . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:3:p:322-325.

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2012A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation. (2012). van Dijk, Herman ; Opschoor, Anne ; Hoogerheide, Lennart . In: Journal of Econometrics. RePEc:eee:econom:v:171:y:2012:i:2:p:101-120.

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2012Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. (2012). Chen, Qian ; Lu, Zudi ; Gerlach, Richard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3498-3516.

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2012A new methodology for generating and combining statistical forecasting models to enhance competitive event prediction. (2012). Johnson, Johnnie E. V., ; Ma, Tiejun ; Lessmann, Stefan ; Sung, Ming-Chien . In: European Journal of Operational Research. RePEc:eee:ejores:v:218:y:2012:i:1:p:163-174.

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2012Do professional forecasters pay attention to data releases?. (2012). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:297-308.

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2012Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation. (2012). Stekler, Herman ; Sinclair, Tara ; Gamber, Edward N. ; Reid, Elizabeth . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:309-314.

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2012Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: MPRA Paper. RePEc:pra:mprapa:39452.

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2012Real-time forecasting in a data-rich environment. (2012). Liebermann, Joëlle. In: Research Technical Papers. RePEc:cbi:wpaper:07/rt/12.

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2012Gil-Alana, Luis ; Barros, Carlos. (2012) Inflation forecasting in Angola: a fractional approach. In: CEsA Working Papers. RePEc:cav:cavwpp:wp103.

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2012A comparative analysis of data mining methods in predicting NCAA bowl outcomes. (2012). Cogdell, Douglas ; Kasap, Nihat ; Delen, Dursun. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:543-552.

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2012How important are external shocks in explaining growth in Sub-Saharan Africa? Evidence from a Bayesian VAR. (2012). Senbeta, Sisay ; Senbeta Sisay R., . In: Working Papers. RePEc:ant:wpaper:2012010.

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2012Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Billio, Monica ; Casarin, Roberto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412.

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2012Forecasting Turkish local elections. (2012). Toros, Emre . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:813-821.

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2012Signal extraction for nonstationary multivariate time series with illustrations for trend inflation. (2012). McElroy, Tucker ; Trimbur, Thomas M.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-45.

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2012Measuring and Predicting Heterogeneous Recessions. (2012). van Dijk, Dick ; Paap, Richard ; Çakmaklı, Cem ; Cakmakl, Cem . In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1206.

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2012Bayesian Estimation of Generalized Hyperbolic Skewed Student GARCH Models. (2012). Deschamps, Philippe. In: DQE Working Papers. RePEc:fri:dqewps:wp0016.

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2012Identifying speculative bubbles with an in finite hidden Markov model. (2012). Song, Yong ; Shi, Shu-Ping. In: MPRA Paper. RePEc:pra:mprapa:36455.

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2012A new structural break model with application to Canadian inflation forecasting. (2012). Song, Yong ; Maheu, John. In: MPRA Paper. RePEc:pra:mprapa:36870.

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2012A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John. In: Working Papers. RePEc:tor:tecipa:tecipa-448.

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2012Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8894.

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2012Common Drifting Volatility in Large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Economics Working Papers. RePEc:eui:euiwps:eco2012/08.

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2012Common drifting volatility in large Bayesian VARs. (2012). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Paper. RePEc:fip:fedcwp:1206.

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2012Identifying Speculative Bubbles with an Infinite Hidden Markov Model. (2012). Song, Yong ; Shi, Shu-Ping. In: Working Paper Series. RePEc:rim:rimwps:26_12.

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2012A New Structural Break Model with Application to Canadian Inflation Forecasting. (2012). Song, Yong ; Maheu, John. In: Working Paper Series. RePEc:rim:rimwps:27_12.

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2012Modelling Regime Switching and Structural Breaks with an Infinite Hidden Markov Model. (2012). Song, Yong. In: Working Paper Series. RePEc:rim:rimwps:28_12.

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2012Bayesian Semiparametric Dynamic Nelson-Siegel Model. (2012). Çakmaklı, Cem ; akmakli, Cem . In: Working Paper Series. RePEc:rim:rimwps:59_12.

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2012Improving Bayesian VAR density forecasts through autoregressive Wishart Stochastic Volatility. (2012). Karapanagiotidis, Paul. In: MPRA Paper. RePEc:pra:mprapa:38885.

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2012.

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2012Bayesian estimation of generalized hyperbolic skewed student GARCH models. (2012). Deschamps, Philippe. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3035-3054.

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2012The power of weather. (2012). Zhou, Chen ; Ravazzolo, Francesco ; Huurman, Christian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:56:y:2012:i:11:p:3793-3807.

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2012Modeling spike occurrences in electricity spot prices for forecasting. (2012). Eichler, Michael ; Michael, Eichler ; Dennis, Tuerk ; Hans, Manner ; Oliver, Grothe . In: Research Memoranda. RePEc:dgr:umamet:2012029.

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2012The properties of survey-based inflation expectations in Sweden. (2012). Österholm, Pär ; osterholm, Par ; Jonsson, Thomas . In: Empirical Economics. RePEc:spr:empeco:v:42:y:2012:i:1:p:79-94.

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2012Forecasting Inflation Using Constant Gain Least Squares. (2012). Österholm, Pär ; Boumediene, Farid Jimmy ; osterholm, Par ; Antipin, Jan-Erik . In: Working Paper. RePEc:hhs:nierwp:0126.

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2012Forecasting with Bayesian Vector Autoregressions. (2012). Karlsson, Sune. In: Working Papers. RePEc:hhs:oruesi:2012_012.

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2012The limited usefulness of macroeconomic Bayesian VARs when estimating the probability of a US recession. (2012). Österholm, Pär. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:1:p:76-86.

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2012Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. (2012). van Dijk, Herman ; Baştürk, Nalan ; ZELLNER, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120098.

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2012Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo. (2012). ZELLNER, Arnold ; Ando, Tomohiro ; Basturk, Nalan ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012098.

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2012Unbiased estimation of maximum expected profits in the Newsvendor Model: a case study analysis. (2012). Kevork, Ilias ; HALKOS, GEORGE. In: MPRA Paper. RePEc:pra:mprapa:40724.

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2012Forecasting the intermittent demand for slow-moving inventories: A modelling approach. (2012). Snyder, Ralph ; Ord, Keith ; Beaumont, Adrian . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:485-496.

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2012Forecast errors and inventory performance under forecast information sharing. (2012). Syntetos, Aris A. ; Ali, Mohammad M. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:830-841.

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2012Forecasting method selection in a global supply chain. (2012). Gardner, Everette S. ; Acar, Yavuz . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:4:p:842-848.

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2012The development of a hierarchical forecasting method for predicting spare parts demand in the South Korean Navy—A case study. (2012). Simpson, Andrew ; Moon, Seongmin ; Hicks, Christian . In: International Journal of Production Economics. RePEc:eee:proeco:v:140:y:2012:i:2:p:794-802.

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Recent citations received in: 2012


YearTitleSee
2012Modeling spike occurrences in electricity spot prices for forecasting. (2012). Eichler, Michael ; Michael, Eichler ; Dennis, Tuerk ; Hans, Manner ; Oliver, Grothe . In: Research Memoranda. RePEc:dgr:umamet:2012029.

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2012Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Eichler, Michael ; Michael, Eichler ; Dennis, Tuerk . In: Research Memoranda. RePEc:dgr:umamet:2012036.

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2012A note on predicting recessions in the euro area using real M1. (2012). Boysen-Hogrefe, Jens. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00730.

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2012A new approach for evaluating economic forecasts. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00339.

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2012Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360.

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2012Statistical Significance in the New Tom and the Old Tom: A Reply to Thomas Mayer. (2012). MCCLOSKEY, DEIRDRE N. ; Ziliak, Stephen T.. In: Econ Journal Watch. RePEc:ejw:journl:v:9:y:2012:i:3:p:298-308.

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2012Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti ; Nyberg, Henri. In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033.

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2012Government Regulations of Business, Corruption, Reforms, and the Economic Growth of Nations. (2012). Woodside, Arch G. ; Chang, Man-Ling ; Cheng, Cheng-Feng . In: International Journal of Business and Economics. RePEc:ijb:journl:v:11:y:2012:i:2:p:127-142.

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2012Monthly recession predictions in real time: A density forecast approach for German industrial production. (2012). Rietzler, Katja ; Stephan, Sabine . In: IMK Working Paper. RePEc:imk:wpaper:94-2012.

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2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity. (2012). Saikkonen, Pentti ; Meitz, Mika. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1226.

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2012Intermittent demand forecasting for inventory control: A multi-series approach. (2012). Snyder, Ralph ; Ord, Keith ; Beaumont, Adrian . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-15.

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2012Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Drechsel, Katja. In: Working Papers. RePEc:snb:snbwpa:2012-16.

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Recent citations received in: 2011


YearTitleSee
2011Analyzing Fixed-event Forecast Revisions. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/25.

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2011How Do Credit Supply Shocks Propagate Internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8720.

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2011Densidad de predicción basada en momentos condicionados y máxima entropía : aplicación a la predicción de potencia eólica. (2011). Pea, Daniel ; Bermejo, Miguel ngel ; Sanchez, Ismael . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111813.

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2011Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426.

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2011Combination Schemes for Turning Point Predictions. (2011). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110123.

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2011Do Experts' SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110135.

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2011Combination Schemes for Turning Point Predictions. (2011). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011123.

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2011Do Experts' SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011135.

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2011In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence. (2011). Kholodilin, Konstantin ; Herwartz, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1173.

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2011Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda. (2011). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:1:p:1-13.

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2011Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction. (2011). Nikolopoulos, Konstantinos ; Crone, Sven F. ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:635-660.

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2011Conditionally dependent strategies for multiple-step-ahead prediction in local learning. (2011). Ben Taieb, Souhaib ; Bontempi, Gianluca . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:689-699.

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2011The tourism forecasting competition. (2011). Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C. ; Song, Haiyan . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:822-844.

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2011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:845-849.

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2011Forecasting tourist arrivals using time-varying parameter structural time series models. (2011). Athanasopoulos, George ; Li, Gang ; Witt, Stephen F. ; Song, Haiyan . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:855-869.

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2011Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions. (2011). Jacobs, Jan ; Jacobs, Jan P. A. M., ; Bouwman, Kees E.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:33:y:2011:i:4:p:784-792.

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2011The European Way Out of Recessions. (2011). Ferrara, Laurent ; Bec, Frédérique ; Bouabdallah, Othman . In: THEMA Working Papers. RePEc:ema:worpap:2011-23.

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2011.

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2011.

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2011Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut ; Luetkepohl, Helmut . In: Economics Working Papers. RePEc:eui:euiwps:eco2011/29.

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2011Forecasting recessions using stall speeds. (2011). Nalewaik, Jeremy J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-24.

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2011Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model. (2011). Tsoukas, Serafeim ; Mizen, Paul. In: Working Papers. RePEc:gla:glaewp:2011_19.

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2011Tracking Chinese CPI inflation in real time. (2011). Funke, Michael ; Mehrota, Aaron ; Yu, Hao . In: Quantitative Macroeconomics Working Papers. RePEc:ham:qmwops:21112.

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2011Quantifying survey expectations: Whats wrong with the probability approach?. (2011). Schmeling, Maik ; Breitung, Jörg. In: Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Leibniz Universität Hannover. RePEc:han:dpaper:dp-485.

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2011Tracking Chinese CPI inflation in real time. (2011). Mehrotra, Aaron ; Funke, Michael ; Yu, Hao . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2011_035.

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2011.

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2011Predicting Recessions: A New Approach For Identifying Leading Indicators and Forecast Combinations. (2011). Kisinbay, Turgut ; Baba, Chikako. In: IMF Working Papers. RePEc:imf:imfwpa:11/235.

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2011Fluctuations in Economic and Activity and Stabilization Policies in the CIS. (2011). Kiani, Khurshid. In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:2:p:193-220.

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2011Disagreement, Uncertainty and the True Predictive Density. (2011). Nolte, Ingmar ; Kruger, Fabian . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1143.

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2011Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). McCabe, Brendan ; Martin, Gael ; Forbes, Catherine ; Brendan P. M. McCabe, ; Ng, Jason . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-11.

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2011The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3.

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2011Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; Lütkepohl, Helmut. In: MPRA Paper. RePEc:pra:mprapa:32294.

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2011Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns. (2011). Rodrigues, Paulo ; Salish, Nazarii ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w201128.

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2011Die wirtschaftliche Entwicklung im Inland zur Jahresmitte 2011 - Zunehmende Risiken für die Konjunktur. (2011). Zwick, Lina ; Vosen, Simeon ; Schmidt, Torsten ; Kitlinski, Tobias ; Gebhardt, Heinz ; Döhrn, Roland ; Barabas, György ; an de Meulen, Philipp ; Dohrn, Roland ; Micheli, Martin ; Zimmermann, Lina . In: RWI Konjunkturbericht. RePEc:rwi:konjbe:11_02_i.

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2011The Forecasting Performance of an Estimated Medium Run Model. (2011). Schmidt, Torsten ; Kitlinski, Tobias. In: Ruhr Economic Papers. RePEc:rwi:repape:0301.

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2011Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB. (2011). Sturm, Jan-Egbert ; de Haan, Jakob. In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:147:y:2011:i:1:p:41-58.

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2011Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Helmut Lütkepohl, . In: Working Papers. RePEc:syb:wpbsba:08/2011.

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2011How do credit supply shocks propagate internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201127.

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2011U-MIDAS: MIDAS regressions with unrestricted lag polynomials. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Foroni, Claudia. In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201135.

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Recent citations received in: 2010


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2010A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model. (2010). ZELLNER, Arnold ; Ando, Tomohiro . In: Journal of Econometrics. RePEc:eee:econom:v:159:y:2010:i:1:p:33-45.

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2010Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion. (2010). Timmermann, Allan ; Patton, Andrew. In: Journal of Monetary Economics. RePEc:eee:moneco:v:57:y:2010:i:7:p:803-820.

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2010Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production. (2010). Ziegler, Christina ; Wohlrabe, Klaus ; Carstensen, Kai. In: Discussion Papers in Economics. RePEc:lmu:muenec:11442.

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2010Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model. (2010). GUPTA, RANGAN ; Steinbach, Rudi . In: Working Papers. RePEc:pre:wpaper:201019.

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2010Measuring Core Inflation in Australia with Disaggregate Ensembles. (2010). Ravazzolo, Francesco ; Vahey, Shaun P. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2009-10.

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2010Adaptive Forecasting of Exchange Rates with Panel Data. (2010). Dross, Alexander ; Morales-Arias, Leonardo . In: Research Paper Series. RePEc:uts:rpaper:285.

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Recent citations received in: 2009


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2009Forecasting with Factor-Augmented Error Correction Models. (2009). Masten, Igor ; Marcellino, Massimiliano ; Banerjee, Anindya. In: Discussion Papers. RePEc:bir:birmec:09-06.

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2009Extreme Value GARCH modelling with Bayesian Inference. (2009). Oxley, Les ; Scarrott, Carl ; Zhao, Xin ; Reale, Marco . In: Working Papers in Economics. RePEc:cbt:econwp:09/05.

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2009Forecasting Inflation in Chile With an Accurate Benchmark. (2009). Pincheira, Pablo ; Garcia Marin, Alvaro. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:514.

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2009Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7383.

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2009Information Flows around the Globe: Predicting Opening Gaps from Overnight Foreign Stock Price Patterns. (2009). Cees G. H. Diks, ; Gatarek, Lukasz T. ; De Gooijer, Jan G.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2009107.

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2009Monitoring processes with changing variances. (2009). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:3:p:518-525.

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2009Decision making and planning under low levels of predictability. (2009). Taleb, Nassim ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:716-733.

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2009Forecasting and uncertainty in the economic and business world. (2009). Hogarth, Robin ; Gaba, Anil ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:794-812.

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2009Decision making and planning under low levels of predictability: Enhancing the scenario method. (2009). Wright, George ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:813-825.

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2009Living in a world of low levels of predictability. (2009). Taleb, Nassim ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:840-844.

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2009Could we have predicted the recent downturn in the South African housing market?. (2009). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Journal of Housing Economics. RePEc:eee:jhouse:v:18:y:2009:i:4:p:325-335.

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2009.

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2009Semiparametric vector MEM. (2009). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2009_03.

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2009Disagreement among Forecasters in G7 Countries. (2009). Slacalek, Jiri ; Fritsche, Ulrich ; Dovern, Jonas. In: Macroeconomics and Finance Series. RePEc:hep:macppr:200906.

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2009Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function. (2009). Siliverstovs, Boriss ; Fritsche, Ulrich ; Dopke, Jorg . In: KOF Working papers. RePEc:kof:wpskof:09-237.

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2009Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe. In: Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP). RePEc:lau:crdeep:09.08.

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2009Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach. (2009). Athanasopoulos, George ; Deng, Minfeng . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2009-10.

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2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Working Papers. RePEc:nlv:wpaper:1001.

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2009Tamaño y Riesgo en los Mercados Financieros. (2009). Estrada, Fernando. In: MPRA Paper. RePEc:pra:mprapa:19267.

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2009Can Parameter Instability Explain the Meese-Rogoff Puzzle?. (2009). van Wincoop, Eric ; Beutler, Toni ; Bacchetta, Philippe. In: Working Papers. RePEc:szg:worpap:0904.

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2009Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals. (2009). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Working papers. RePEc:uct:uconnp:2009-42.

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