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

Journal of Forecasting / John Wiley & Sons, Ltd.

[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
19900.08000000.04
19910.08000000.04
19920.08000000.04
19930.09000000.05
19940.1000000.04
19950.19000000.07
19960.23000000.09
19970.29000000.1
19980.29000000.11
19990.33000000.14
20000.42000000.16
20010.44000000.17
20020.44000000.19
20030.46000000.2
20040.53000000.22
20050.56000000.23
20060.53010000.22
20070.46000000.19
20080.49000000.21
20090.5010000.2
20100.46010000.16
20110.570100000.22
20120.66393990.23230060.150.26
 
 
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
2013Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394.

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18
2012Predicting the Direction of the Feds Target Rate. (2012). Kauppi, Heikki. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:47-67.

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5
Using Firm‐Level Leverage as an Investment Strategy. (2012). Muradoglu, Yaz ; Sivaprasad, Sheeja ; Muradolu, Yaz Glnur . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:3:p:260-279.

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3
2012Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns. (2012). Entorf, Horst ; Gross, Anne ; Steiner, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:1-14.

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2
2012Second‐Generation Prediction Markets for Information Aggregation: A Comparison of Payoff Mechanisms. (2012). Skiera, Bernd ; Jank, Wolfgang ; Slamka, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:469-489.

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2
2013Nowcasting with Google Trends in an Emerging Market. (2013). Labbé, Felipe ; Carrière-Swallow, Yan ; CarriereSwallow, Yan . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:289-298.

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2
2013Forecasting the Yield Curve in a Data‐Rich Environment Using the Factor‐Augmented Nelson–Siegel Model. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, Christiaan ; Patrick J. F. Groenen, . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:193-214.

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2
2012The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46.

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2
2013Shrinkage‐Based Tests of Predictability. (2013). Pincheira, Pablo ; Pablo Matias Pincheira Brown, . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:307-332.

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1
2012Forecasting Performance of Nonlinear Models for Intraday Stock Returns. (2012). Matias, Jose M. ; Reboredo, Juan C.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:172-188.

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1
2012Are Analysts Loss Functions Asymmetric?. (2012). Peel, David ; Clatworthy, Mark ; Pope, Peter F.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:736-756.

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1
2012Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach. (2012). Leon, Costas ; BENEKI, CHRISTINA ; Eeckels, Bruno . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:5:p:391-400.

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1
2012Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Favero, Carlo ; Niu, Linlin . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.

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1
2012Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2012). Lin, Edward ; Chen, Cathy W. S. ; Cathy W. S. Chen, ; W. C. W. Lee, ; Gerlach, Richard ; Edward M. H.  Lin, ; Cathy W. S. Chen, . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:661-687.

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1
2014Hierarchical Shrinkage in Time‐Varying Parameter Models. (2014). Korobilis, Dimitris ; Miguel A. G. Belmonte, ; Koop, Gary . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94.

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1
2012Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis. (2012). Feldkircher, Martin. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:361-376.

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1
2012Twisting the Dollar? On the Consistency of Short‐Run and Long‐Run Exchange Rate Expectations. (2012). Stadtmann, Georg ; Frenkel, Michael ; Rulke, JanChristoph . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:596-616.

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1
2012Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models. (2012). Madsen, Henrik ; Pinson, Pierre . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:281-313.

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1
2013Estimation and Forecasting of Locally Stationary Processes. (2013). Ferreira, Guillermo ; Palma, Wilfredo ; Olea, Ricardo . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:86-96.

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1
2012Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates. (2012). Peel, David ; Pavlidis, Efthymios ; Paya, Ivan. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:580-595.

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1
2013Forecasting Temperature Indices Density with Time‐Varying Long‐Memory Models. (2013). Caporin, Massimiliano ; Pre, Juliusz . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:339-352.

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1
2013Nonlinear Forecasting Using Factor‐Augmented Models. (2013). Giovannetti, Bruno Cara . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:32-40.

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1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012The Effects of Prediction Market Design and Price Elasticity on Trading Performance of Users: An Experimental Analysis. (2012). Riedl, Christoph ; Koroglu, Orhan ; Fuller, Johann ; Leimeister, Jan Marco ; Blohm, Ivo ; Krcmar, Helmut . In: Papers. RePEc:arx:papers:1204.3457.

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[Citation Analysis]
2012Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047.

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[Citation Analysis]
2012Do Confidence Indicators Help Predict Economic Activity? The Case of the Czech Republic. (2012). Horvath, Roman. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:5:p:398-412.

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[Citation Analysis]
2012Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk. (2012). Rubaszek, Michał ; Ca' Zorzi, Michele. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:123.

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[Citation Analysis]
2012Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:12-09.

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[Citation Analysis]
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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[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.