Citations ranking for series: International Journal of Forecasting / Elsevier

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Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
1990		0.09	75	75	6	0.08	280	186		0	3	0.04	0.04
1991	0.03	0.09	62	137	12	0.09	213	172	5	0			0.04
1992	0.02	0.09	90	227	14	0.06	415	137	3	0			0.04
1993	0.03	0.1	79	306	19	0.06	319	152	4	0			0.05
1994		0.11	70	376	14	0.04	231	169		0	2	0.03	0.05
1995	0.06	0.2	61	437	94	0.22	220	149	9	55.6	1	0.02	0.08
1996	0.12	0.24	65	502	163	0.32	231	131	16	25			0.1
1997	0.1	0.3	67	569	117	0.21	710	126	12	50	6	0.09	0.11
1998	0.07	0.29	35	604	149	0.25	338	132	9	22.2			0.11
1999	0.29	0.34	39	643	228	0.35	291	102	30	13.3	6	0.15	0.15
2000	0.35	0.42	59	702	211	0.3	497	74	26	46.2	6	0.1	0.16
2001	0.24	0.44	45	747	217	0.29	273	98	24	37.5	13	0.29	0.17
2002	0.28	0.45	58	805	241	0.3	255	104	29	20.7	12	0.21	0.2
2003	0.35	0.47	81	886	419	0.47	350	103	36	27.8	8	0.1	0.2
2004	0.34	0.53	69	955	393	0.41	566	139	47	23.4	16	0.23	0.22
2005	0.41	0.56	67	1022	692	0.68	490	150	62	21	13	0.19	0.23
2006	0.54	0.55	63	1085	757	0.7	474	136	73	15.1	15	0.24	0.22
2007	0.61	0.47	63	1148	575	0.5	331	130	79	21.5	24	0.38	0.19
2008	0.97	0.5	64	1212	722	0.6	354	126	122	11.5	18	0.28	0.21
2009	0.68	0.51	72	1284	681	0.53	342	127	86	11.6	28	0.39	0.21
2010	0.7	0.47	75	1359	733	0.54	220	136	95	11.6	6	0.08	0.17
2011	0.8	0.55	148	1507	1180	0.78	226	147	118	14.4	43	0.29	0.22
2012	0.57	0.67	64	1571	1000	0.64	125	223	126	12.7	25	0.39	0.26
2013	0.64	0.92	56	1627	1130	0.69	65	212	136	11	28	0.5	0.34
2014	0.53	0.68	60	1687	588	0.35	14	120	64	4.7	14	0.23	0.24

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
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:

Year	Title	Cited
1997	Testing 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. Full description at Econpapers \|\| Download paper	428
1989	Combining 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. Full description at Econpapers \|\| Download paper	276
2000	The 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. Full description at Econpapers \|\| Download paper	115
1992	Error 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. Full description at Econpapers \|\| Download paper	100
1998	Forecasting 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. Full description at Econpapers \|\| Download paper	84
1992	Modeling 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. Full description at Econpapers \|\| Download paper	72
1995	Forecasting 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. Full description at Econpapers \|\| Download paper	71
1992	The 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. Full description at Econpapers \|\| Download paper	68
2010	Comparing 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. Full description at Econpapers \|\| Download paper	65
2002	A 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. Full description at Econpapers \|\| Download paper	62
1987	Cointegration 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. Full description at Econpapers \|\| Download paper	60
2006	Another 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. Full description at Econpapers \|\| Download paper	58
2004	Bridge 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. Full description at Econpapers \|\| Download paper	56
1997	Forecasting 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. Full description at Econpapers \|\| Download paper	56
2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	56
2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	55
2005	Macro 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. Full description at Econpapers \|\| Download paper	50
2004	A 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. Full description at Econpapers \|\| Download paper	50
1991	Seasonality, 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. Full description at Econpapers \|\| Download paper	49
1997	Shorte-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. Full description at Econpapers \|\| Download paper	48
1999	Additive 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. Full description at Econpapers \|\| Download paper	48
2012		47
2001	How 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. Full description at Econpapers \|\| Download paper	47
2000	An 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. Full description at Econpapers \|\| Download paper	46
2004	Efficient 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. Full description at Econpapers \|\| Download paper	45
1991	Microsimulation -- 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. Full description at Econpapers \|\| Download paper	44
1993	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:295-320. Full description at Econpapers \|\| Download paper	44
1997	The 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. Full description at Econpapers \|\| Download paper	43
1998	Are 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. Full description at Econpapers \|\| Download paper	42
2006	Are 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. Full description at Econpapers \|\| Download paper	42
1994	The combination of forecasts using changing weights. (1994). TerÃ¤svirta, Timo ; Granger, Clive ; Deutsch, Melinda ; Terasvirta, Timo . In: International Journal of Forecasting. RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57. Full description at Econpapers \|\| Download paper	41
1998	Forecasting economic processes. (1998). Hendry, David ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131. Full description at Econpapers \|\| Download paper	41
2004	Extreme 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. Full description at Econpapers \|\| Download paper	40
1990	The 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. Full description at Econpapers \|\| Download paper	40
2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	39
1989	Forecast 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. Full description at Econpapers \|\| Download paper	39
1990	A 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. Full description at Econpapers \|\| Download paper	38
2007	Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203. Full description at Econpapers \|\| Download paper	38
2009	Effective 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. Full description at Econpapers \|\| Download paper	38
2006	Judgmental 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. Full description at Econpapers \|\| Download paper	38
1992	Some 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. Full description at Econpapers \|\| Download paper	38
2005	Forecasting 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. Full description at Econpapers \|\| Download paper	38
1993	Betting 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. Full description at Econpapers \|\| Download paper	36
2000	Forecasting 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. Full description at Econpapers \|\| Download paper	36
2000	The 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. Full description at Econpapers \|\| Download paper	36
2005	Non-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. Full description at Econpapers \|\| Download paper	34
1997	An 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. Full description at Econpapers \|\| Download paper	34
2004	How 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. Full description at Econpapers \|\| Download paper	33
2009	Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	32
1993	Accuracy 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. Full description at Econpapers \|\| Download paper	32

Citing documents used to compute impact factor 64:

Year	Title	See
2014	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Quaedvlieg, Rogier ; Laurent, SÃ©bastien ; Boudt, Kris ; Lunde, Asger . In: CREATES Research Papers. RePEc:aah:create:2014-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Fritsche, Ulrich ; Dovern, Jonas ; Tamirisa, Natalia ; Loungani, Prakash . In: Working Papers. RePEc:gwc:wpaper:2014-001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The pairwise approach to model a large set of disaggregates with common trends. (2014). Espasa, Antoni ; Carlomagnol, Guillermo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining forecasts: An application to elections. (2014). Armstrong, J. ; Cuzan, Alfred G. ; Jones, Randall J. ; Graefe, Andreas . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:43-54. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Selecting and combining experts from survey forecasts. (2014). Poncela, Pilar ; Rodriguez, Julio ; Fuentes, Julieta . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1354. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-007. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk Assessment of the Brazilian FX Rate. (2014). Gaglianone, Wagner ; Jaqueline Terra Moura Marins, . In: Working Papers Series. RePEc:bcb:wpaper:344. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Delphi method in forecasting financial marketsâ An experimental study. (2014). Kauko, Karlo ; Palmroos, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:313-327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Interpreting and evaluating CESIfos World Economic Survey directional forecasts. (2014). Stekler, Herman ; Hutson, Mark ; Joutz, Fred . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:6-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility persistence in crude oil markets. (2014). DarnÃ©, Olivier ; Charles, Amelie ; Darne, Olivier . In: Energy Policy. RePEc:eee:enepol:v:65:y:2014:i:c:p:729-742. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Outliers in multivariate Garch models. (2014). Veiga, Helena ; Martin-Barragan, Belen ; Grane, Aurea . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Large shocks in the volatility of the Dow Jones Industrial Average index: 1928â2013. (2014). DarnÃ©, Olivier ; Charles, Amelie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:188-199. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:05_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the U.S. Real House Price Index. (2014). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gogas, Periklis ; Papadimitriou, Theophilos . In: Working Papers. RePEc:pre:wpaper:201418. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors. (2014). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working papers. RePEc:uct:uconnp:2014-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Nguyen, Duc Khuong ; Reboredo, Juan Carlos ; Hammoudeh, Shawkat ; Mensi, Walid . In: Working Papers. RePEc:ipg:wpaper:2014-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Multivariate Time Series under Present-Value-Model Short- and Long-run Co-movement Restrictions. (2014). Hecq, Alain ; Santos, Marcelo dos ; Ferreira, Pedro Cavalcanti ; Saraiva, Diogo ; Issler, Joo Victor ; Guillen, Osmani ; Pessoa, Samuel . In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:753. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Golden Rule of Forecasting: Be conservative. (2014). Green, Kesten ; Armstrong, J. ; Graefe, Andreas . In: MPRA Paper. RePEc:pra:mprapa:53579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Loss given default for leasing: Parametric and nonparametric estimations. (2014). Hartmann-Wendels, Thomas ; Tows, Eugen ; Miller, Patrick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:364-375. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intensity models and transition probabilities for credit card loan delinquencies. (2014). Leow, Mindy ; Crook, Jonathan . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:2:p:685-694. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	AN EVOLVING FUZZY-GARCH APPROACH FORFINANCIAL VOLATILITY MODELING AND FORECASTING. (2014). MACIEL, LEANDRO ; Ballini, Rosangela ; GOMIDE, FERNANDO . In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. RePEc:anp:en2012:138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian estimation of smoothly mixing time-varying parameter GARCH models. (2014). Chen, Cathy W. S., ; Lin, Edward M. H., ; Gerlach, Richard . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:194-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ultimate recovery mixtures. (2014). Kalotay, Egon A. ; Altman, Edward I.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:116-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Antonakakis, Nikolaos ; Kizys, Renatas . In: MPRA Paper. RePEc:pra:mprapa:53876. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?. (2014). Scharler, Johann ; Antonakakis, Nikolaos ; Breitenlechner, Max . In: Working Papers. RePEc:inn:wpaper:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan C.. In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Return and volatility transmission between oil prices and oil-exporting and oil-importing countries. (2014). GUESMI, Khaled ; Fattoum, Salma . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:305-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:172077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach. (2014). GUESMI, Khaled ; Fattoum, Salma . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric volatility spillovers between UK regional worker flows and vacancies. (2014). Gefang, Deborah ; Johnes, Geraint . In: Discussion Papers in Economics. RePEc:lec:leecon:14/08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:166079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Alter, Adrian ; Beyer, Andreas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:134-153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How does bad and good volatility spill over across petroleum markets?. (2014). Vacha, Lukas ; KoÄenda, EvÅ¾en ; BarunÃk, Jozef. In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, FrÃ©dÃ©ric ; Jebabli, Ikram ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Avoiding the bullwhip effect using Damped Trend forecasting and the Order-Up-To replenishment policy. (2014). Li, Qinyun ; Gaalman, Gerard ; Disney, Stephen M.. In: International Journal of Production Economics. RePEc:eee:proeco:v:149:y:2014:i:c:p:3-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). Teulon, FrÃ©dÃ©ric ; Ftiti, Zied ; chaouachi, slim. In: Working Papers. RePEc:ipg:wpaper:2014-147. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Christiansen, Charlotte ; Hou, Ai Jun ; Asgharian, Hossein . In: CREATES Research Papers. RePEc:aah:create:2014-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Continuous-time meanâvariance portfolio selection with only risky assets. (2014). Yao, Haixiang ; Chen, Shumin ; Li, Zhongfei . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:244-251. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Drivers of Bond and Equity Risks. (2014). Viceira, Luis ; Pflueger, Carolin ; Campbell, John. In: NBER Working Papers. RePEc:nbr:nberwo:20070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast disagreement in the Survey of Professional Forecasters. (2014). Sill, Keith . In: Business Review. RePEc:fip:fedpbr:00010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient Modeling and Forecasting of the Electricity Spot Price. (2014). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1402.7027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Hurn, A. S. ; Terasvirta, Timo ; Silvennoinen, Annastiina . In: CREATES Research Papers. RePEc:aah:create:2014-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). TerÃ¤svirta, Timo ; Terasvirta, Timo ; Silvennoinen, Annastiina ; Hurn, A S. In: NCER Working Paper Series. RePEc:qut:auncer:2014_01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling price spikes in electricity markets - the impact of load, weather and capacity. (2014). Weron, RafaÅ ; Handika, Rangga ; Trueck, Stefan ; Truong, Chi . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Forecasting Austrian national elections: The Grand Coalition model. (2014). Aichholzer, Julian ; Willmann, Johanna . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:55-64. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The economics of debt collection: enforcement of consumer credit contracts. (2014). Hunt, Robert ; Fedaseyeu, Viktar . In: Working Papers. RePEc:fip:fedpwp:14-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Noncausal Bayesian Vector Autoregression. (2014). Lanne, Markku ; Luoto, Jani . In: CREATES Research Papers. RePEc:aah:create:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with a noncausal VAR model. (2014). Nyberg, Henri ; Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick ; GUPTA, RANGAN ; Balcilar, Mehmet ; bahramian, pejman. In: Working Papers. RePEc:pre:wpaper:201416. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

Year	Title	See
2014		[Citation Analysis]
2014	Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie. In: Working Paper. RePEc:bno:worpap:2014_02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C.. In: Working Papers. RePEc:bol:bodewp:wp919. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014	Forecasting employment in Europe: Are survey results helpful?. (2014). Lehmann, Robert ; Weyh, Antje . In: Ifo Working Paper Series. RePEc:ces:ifowps:_182. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining multiple probability predictions using a simple logit model. (2014). Satopaa, Ville A. ; Ungar, Lyle H. ; Tetlock, Philip E. ; Mellers, Barbara A. ; Foster, Dean P. ; Baron, Jonathan . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:344-356. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A gradient boosting approach to the Kaggle load forecasting competition. (2014). Hyndman, Rob ; Ben Taieb, Souhaib . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:382-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nowcasting Using the Chicago Fed National Activity Index. (2014). Brave, Scott ; Butters, Andrew R.. In: Economic Perspectives. RePEc:fip:fedhep:00005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric volatility spillovers between UK regional worker flows and vacancies. (2014). Gefang, Deborah ; Johnes, Geraint . In: Discussion Papers in Economics. RePEc:lec:leecon:14/08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Golden Rule of Forecasting: Be conservative. (2014). Green, Kesten ; Armstrong, J. ; Graefe, Andreas . In: MPRA Paper. RePEc:pra:mprapa:53579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014		[Citation Analysis]
2014		[Citation Analysis]

Recent citations received in: 2013

Year	Title	See
2013	Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Model. (2013). Blasques, Francisco ; Silde, Erkki ; Lucas, Andre . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20130097. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1292. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area. (2013). Wouters, Raf ; Warne, Anders ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20131571. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Conditional and joint credit risk. (2013). Schwaab, Bernd ; Lucas, AndrÃ© ; Zhang, Xin . In: Working Paper Series. RePEc:ecb:ecbwps:20131621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The yield spread puzzle and the information content of SPF forecasts. (2013). Zhao, Yongchen ; Monokroussos, George ; Lahiri, Kajal. In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:1:p:219-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Good for one, bad for all: Determinants of individual versus systemic risk. (2013). Lopez-Espinosa, German ; Anton, Miguel ; Valderrama, Laura ; Rubia, Antonio . In: Journal of Financial Stability. RePEc:eee:finsta:v:9:y:2013:i:3:p:287-299. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; KnÃ¼ppel, Malte ; Jorda, Oscar ; Knuppel, Malte . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Overnight stock returns and realized volatility. (2013). Lanne, Markku ; Ahoniemi, Katja . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:592-604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Some considerations about âForecasting aggregates and disaggregates with common featuresâ. (2013). Garcia-Hiernaux, Alfredo ; Bujosa, Marcos. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:733-735. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework. (2013). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Production Economics. RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Risk Measure Inference. (2013). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, SÃ©bastien ; Hurlin, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-00877279. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Conditional euro area sovereign default risk. (2013). Schwaab, Bernd ; Lucas, AndrÃ© ; Zhang, Xin . In: Working Paper Series. RePEc:hhs:rbnkwp:0269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modified ScheffÃ©âs Prediction Bands. (2013). Staszewska-Bystrova, Anna. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃ¼tkepohl, Helmut ; Lutkepohl, Helmut . In: MAGKS Papers on Economics. RePEc:mar:magkse:201325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited. (2013). Zhao, Yongchen ; Lahiri, Kajal. In: Discussion Papers. RePEc:nya:albaec:13-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Introducing time-changing economics into credit scoring. (2013). Sousa, Maria Rocha ; Brando, Elisio ; Gama, Joo . In: FEP Working Papers. RePEc:por:fepwps:513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang . In: MPRA Paper. RePEc:pra:mprapa:50005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An evaluation of simple forecasting model selection rules. (2013). Petropoulos, Fotios ; Fildes, Robert . In: MPRA Paper. RePEc:pra:mprapa:51772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:52724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201348. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology. (2013). Ratuszny, Ewa . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:35-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Kabundi, Alain ; Nombulelo Gumata, Alain Kabundi, ; Ndou, Eliphas . In: Working Papers. RePEc:rza:wpaper:375. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Does Central Bank Staff Beat Private Forecasters?. (2013). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79925. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

Year	Title	See
2012	A note on predicting recessions in the euro area using real M1. (2012). Boysen-Hogrefe, Jens. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00730. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A new approach for evaluating economic forecasts. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00339. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph . In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti ; Nyberg, Henri. In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Government 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monthly recession predictions in real time: A density forecast approach for German industrial production. (2012). Stephan, Sabine ; Rietzler, Katja. In: IMK Working Paper. RePEc:imk:wpaper:94-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity. (2012). Saikkonen, Pentti ; Meitz, Mika. In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intermittent 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange return co-movements and volatility spillovers before and after the introduction of Euro. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:37869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Drechsel, Katja. In: Working Papers. RePEc:snb:snbwpa:2012-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating bank loans loss given default by generalized additive models. (2012). Calabrese, Raffaella. In: Working Papers. RePEc:ucd:wpaper:201224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Mayordomo, Sergio ; Arce, Oscar. In: Faculty Working Papers. RePEc:una:unccee:wp2512. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling spike occurrences in electricity spot prices for forecasting. (2012). Eichler, Michael ; Oliver, Grothe ; Hans, Manner ; Dennis, Tuerk . In: Research Memorandum. RePEc:unm:umamet:2012029. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Eichler, Michael ; Dennis, Tuerk . In: Research Memorandum. RePEc:unm:umamet:2012036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Research Paper Series. RePEc:uts:rpaper:312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro. (2012). Antonakakis, Nikolaos. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:080. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Alter, Adrian ; Beyer, Andreas . In: CFS Working Paper Series. RePEc:zbw:cfswop:201213. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

Year	Title	See
2011	Analyzing Fixed-event Forecast Revisions. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Working Papers in Economics. RePEc:cbt:econwp:11/25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How Do Credit Supply Shocks Propagate Internationally? A GVAR approach. (2011). Ng, Tim ; Eickmeier, Sandra . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8720. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Densidad de predicciÃ³n basada en momentos condicionados y mÃ¡xima entropÃa : aplicaciÃ³n a la predicciÃ³n de potencia eÃ³lica. (2011). Pea, Daniel ; Bermejo, Miguel ngel ; Sanchez, Ismael . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111813. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bootstrap 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combination Schemes for Turning Point Predictions. (2011). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110123. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Experts' SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20110135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combination 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Experts' SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2011135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Inference for the Mixed-Frequency VAR Model. (2011). Viefers, Paul . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1172. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	In-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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Group-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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Advances 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Conditionally 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures. (2011). Wei, Yingqi ; Fildes, Robert ; Ismail, Suzilah . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:902-922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The European Way Out of Recessions. (2011). Ferrara, Laurent ; Bec, FrÃ©dÃ©rique ; Bouabdallah, Othman . In: THEMA Working Papers. RePEc:ema:worpap:2011-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin ; Franses, Ph. H. B. F., ; Chang, C-L., . In: Econometric Institute Research Papers. RePEc:ems:eureir:23785. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do experts SKU forecasts improve after feedback?. (2011). Franses, Philip Hans ; Legerstee, R. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:26656. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?. (2011). Proietti, Tommaso ; LÃ¼tkepohl, Helmut ; Luetkepohl, Helmut . In: Economics Working Papers. RePEc:eui:euiwps:eco2011/29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting recessions using stall speeds. (2011). Nalewaik, Jeremy J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Quelques constats sur les prÃ©visions conjoncturelles de la croissance franÃ§aise. (2011). Jobert, Thomas ; Persyn, Lionel . In: Working Papers. RePEc:hal:wpaper:halshs-00721673. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Tracking Chinese CPI inflation in real time. (2011). HAO, Yu ; Funke, Michael ; Mehrota, Aaron ; Yu, Hao . In: Quantitative Macroeconomics Working Papers. RePEc:ham:qmwops:21112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Quantifying survey expectations: Whats wrong with the probability approach?. (2011). Schmeling, Maik ; Breitung, JÃ¶rg. In: Diskussionspapiere der Wirtschaftswissenschaftlichen FakultÃ¤t der Leibniz UniversitÃ¤t Hannover. RePEc:han:dpaper:dp-485. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Tracking Chinese CPI inflation in real time. (2011). Mehrotra, Aaron ; HAO, Yu ; Funke, Michael ; Yu, Hao . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2011_035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Those Unpredictable Recessions. (2011). Smirnov, Sergey. In: HSE Working papers. RePEc:hig:wpaper:02/ec/2011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Predicting 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Fluctuations 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Disagreement, 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Non-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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The value of feedback in forecasting competitions. (2011). Hyndman, Rob ; Athanasopoulos, George. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). Proietti, Tommaso ; LÃ¼tkepohl, Helmut. In: MPRA Paper. RePEc:pra:mprapa:32294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Modeling 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Die wirtschaftliche Entwicklung im Inland zur Jahresmitte 2011 - Zunehmende Risiken fÃ¼r die Konjunktur. (2011). Zwick, Lina ; Vosen, Simeon ; Schmidt, Torsten ; Kitlinski, Tobias ; Gebhardt, Heinz ; DÃ¶hrn, Roland ; Barabas, GyÃ¶rgy ; an de Meulen, Philipp ; Dohrn, Roland ; Micheli, Martin ; Zimmermann, Lina . In: RWI Konjunkturbericht. RePEc:rwi:konjbe:11_02_i. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Forecasting Performance of an Estimated Medium Run Model. (2011). Schmidt, Torsten ; Kitlinski, Tobias. In: Ruhr Economic Papers. RePEc:rwi:repape:0301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evaluating Individual and Mean Non-Replicable Forecasts. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions. (2011). McAleer, Michael ; Franses, Philip Hans ; Chang, Chia-Lin. In: Documentos del Instituto Complutense de AnÃ¡lisis EconÃ³mico. RePEc:ucm:doicae:1124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How 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. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	U-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. Full description at Econpapers \|\| Download paper	[Citation Analysis]

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