Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
19900.09000000.04
19910.09000000.04
19920.09000000.04
19930.1000000.05
19940.11000000.05
19950.2000000.08
19960.24000000.1
19970.3000000.11
19980.29000000.11
19990.34000000.15
20000.42000000.16
20010.44000000.17
20020.45000000.2
20030.47000000.2
20040.53000000.22
20050.56000000.23
20060.55010000.22
20070.47000000.19
20080.5000000.21
20090.51010000.21
20100.47010000.17
20110.55080000.22
20120.673939140.36380070.180.26
20130.510.925695450.475739200240.430.34
20140.260.686101290.2959525040.670.24
 
 
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:


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.

Full description at Econpapers || Download paper

25
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.

Full description at Econpapers || Download paper

6
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.

Full description at Econpapers || Download paper

5
2014Hierarchical Shrinkage in Time‐Varying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94.

Full description at Econpapers || Download paper

5
2013International Evidence on GFC‐Robust Forecasts for Risk Management under the Basel Accord. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Juan Angel Jimenez Martin, ; PerezAmaral, Teodosio ; JimenezMartin, Juanangel . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288.

Full description at Econpapers || Download paper

5
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.

Full description at Econpapers || Download paper

5
2012Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set. (2012). Sala, Luca ; Niu, Linlin ; Favero, Carlo. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

4
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.

Full description at Econpapers || Download paper

4
2013Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range. (2013). Asai, Manabu. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:469-480.

Full description at Econpapers || Download paper

3
2013Real‐Time Forecasts of Inflation: The Role of Financial Variables. (2013). Monteforte, Libero ; Moretti, Gianluca . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:51-61.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

2
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2
2013Evaluation of Regime Switching Models for Real‐Time Business Cycle Analysis of the Euro Area. (2013). GUEGAN, Dominique ; Ferrara, Laurent ; Billio, Monica ; Mazzi, Gian Luigi . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:577-586.

Full description at Econpapers || Download paper

1
2013Does Information Help Intra‐Day Volatility Forecasts?. (2013). McMillan, David G. ; Garcia, Raquel Quiroga . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:1-9.

Full description at Econpapers || Download paper

1
2012The Volatility and Density Prediction Performance of Alternative GARCH Models. (2012). Huang, TengHao ; Wang, YawHuei . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:157-171.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

1
2013Forecasting Monetary Policy Decisions in Australia: A Forecast Combinations Approach. (2013). Vasnev, Andrey ; Pauwels, Laurent ; Skirtun, Margaret . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:151-166.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

1
2012A Robust Data‐Mining Approach to Bankruptcy Prediction. (2012). Behrooz, Amir Hossein ; Divsalar, Mehdi ; Roodsaz, Habib ; Norouzzadeh, Ghassem ; Vahdatinia, Farshad . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:504-523.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

1
2013Long‐Term Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach. (2013). Strazicich, Mark ; McKitrick, Ross ; Lee, Junsoo. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:435-451.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

1
2012Forecasting Stock Market Volatility in Central and Eastern European Countries. (2012). Moore, Winston ; Harrison, Barry . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:490-503.

Full description at Econpapers || Download paper

1
2013Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis. (2013). Hassani, Hossein ; Zhigljavsky, Anatoly ; Heravi, Saeed . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:395-408.

Full description at Econpapers || Download paper

1
2012The Realised–Implied Volatility Relationship: Recent Empirical Evidence from FTSE‐100 Stocks. (2012). Gallagher, Liam ; Garvey, John F.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:639-660.

Full description at Econpapers || Download paper

1
2013Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out‐of‐Sample Forecasts?. (2013). Waliullah, ; Matsuda, Yasumasa ; Tsukuda, Yoshihiko . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:8:p:702-723.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

1

Citing documents used to compute impact factor 25:


YearTitleSee
2014Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?. (2014). Waliullah, ; Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:312.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting the Price of Gold. (2014). Hassani, Hossein ; Gupta, Rangan ; Silva, Emmanuel Sirimal . In: Working Papers. RePEc:pre:wpaper:201428.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecast combination for U.S. recessions with real-time data. (2014). Pauwels, Laurent ; Vasnev, Andrey . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:138-148.

Full description at Econpapers || Download paper

[Citation Analysis]
2014On the regime-switching and asymmetric dynamics of economic growth in the OECD countries. (2014). Singh, Tarlok . In: Research in Economics. RePEc:eee:reecon:v:68:y:2014:i:2:p:169-192.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A Stochastic Dominance Approach to Financial Risk Management Strategies. (2014). perez-amaral, teodosio ; Jimenez-Martin, Juan ; Chang, Chia-Lin ; Maasoumi, Esfandiar . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1408.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises. (2014). Caporin, Massimiliano ; Fontini, Fulvio . In: MPRA Paper. RePEc:pra:mprapa:53779.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Internet information arrival and volatility of SME PRICE INDEX. (2014). ZHANG, YONG JIE ; Xiong, Xiong ; Shen, Dehua ; JIN, XI ; Feng, Lina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:70-74.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: CAMA Working Papers. RePEc:een:camaaa:2014-13.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Kilian, Lutz ; Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Oil prices and the economy: A global perspective. (2014). Vespignani, Joaquin ; Ratti, Ronald. In: CAMA Working Papers. RePEc:een:camaaa:2014-41.

Full description at Econpapers || Download paper

[Citation Analysis]
2014[Citation Analysis]
2014Bayesian Variable Selection for Nowcasting Economic Time Series. (2014). Scott, Steven L. ; Varian, Hal . In: NBER Chapters. RePEc:nbr:nberch:12995.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators. (2014). Pincheira, Pablo ; Pablo Pincheira B., . In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:17:y:2014:i:1:p:66-87.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting Chilean Inflation with International Factors. (2014). Pincheira, Pablo ; Gatty, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:723.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20140037.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Working Papers in Economics. RePEc:cbt:econwp:14/10.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). McAleer, Michael ; Asai, Manabu. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1405.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Claudia . In: Working Papers. RePEc:ptu:wpaper:w201401.

Full description at Econpapers || Download paper

[Citation Analysis]
2014[Citation Analysis]
2014[Citation Analysis]
2014Market Set-Up in Advance of Federal Reserve Policy Decisions. (2014). van der Wel, Michel ; van Dijk, Dick ; Lumsdaine, Robin L.. In: NBER Working Papers. RePEc:nbr:nberwo:19814.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Review on probabilistic forecasting of wind power generation. (2014). Zhang, Yao ; Wang, Xifan . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:32:y:2014:i:c:p:255-270.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A statistical analysis of reliability of audit opinions as bankruptcy predictors.. (2014). Carlo, Caserio ; Sara, Trucco ; Delio, Panaro . In: Discussion Papers. RePEc:pie:dsedps:2014/174.

Full description at Econpapers || Download paper

[Citation Analysis]
2014The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Do money and financial variables help forecasting output in emerging European Economies?. (2014). Caraiani, Petre. In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:2:p:743-763.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2014


YearTitleSee
2014Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Chan, Joshua ; Joshua C. C. Chan, ; Grant, Angelia L.. In: CAMA Working Papers. RePEc:een:camaaa:2014-09.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Data-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]
2014Data-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]

Recent citations received in: 2013


YearTitleSee
2013Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression. (2013). van Dijk, Dick ; Groenen, Patrick ; Exterkate, Peter ; Heij, Christiaan ; Patrick J. F. Groenen, . In: CREATES Research Papers. RePEc:aah:create:2013-16.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Can Google Trends search queries contribute to risk diversification?. (2013). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:1310.1444.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Do Oil Price Increases Cause Higher Food Prices?. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Working Papers. RePEc:bca:bocawp:13-52.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Modelling public debt strategies. (2013). Dottori, Davide ; Manna, Michele ; Bufano, Mauro ; Bernardini, Emmanuela . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_199_13.

Full description at Econpapers || Download paper

[Citation Analysis]
2013A Simple Out-of-Sample Test for the Martingale Difference Hypothesis. (2013). Pincheira, Pablo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:698.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Liquidity and crude oil prices: Chinas influence over 1996–2011. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Has the Basel Accord improved risk management during the global financial crisis?. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Co-fluctuation patterns of per capita carbon dioxide emissions: The role of energy markets. (2013). Wood, Joel ; McKitrick, Ross. In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:1-12.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Crude oil prices and liquidity, the BRIC and G3 countries. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model. (2013). van der Wel, Michel ; Koopman, Siem Jan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:676-694.

Full description at Econpapers || Download paper

[Citation Analysis]
2013GFC-robust risk management under the Basel Accord using extreme value methodologies. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237.

Full description at Econpapers || Download paper

[Citation Analysis]
2013GFC-robust risk management strategies under the Basel Accord. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:97-111.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Futures trading and the excess comovement of commodity prices. (2013). Le Pen, Yannick ; Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:19.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Strobl, Eric ; Le Pen, Yannick ; Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:2013-019.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Not all international monetary shocks are alike for the Japanese economy. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:48709.

Full description at Econpapers || Download paper

[Citation Analysis]
2013International monetary transmission to the Euro area: Evidence from the U.S., Japan and China. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49153.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49324.

Full description at Econpapers || Download paper

[Citation Analysis]
2013International monetary transmission to the Euro area: Evidence from the U.S., Japan and China. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: MPRA Paper. RePEc:pra:mprapa:49707.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Statistical analysis of autoregressive fractionally integrated moving average models in R. (2013). Contreras, Salvador ; Contreras-Reyes, Javier ; Palma, Wilfredo . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2309-2331.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Chinese Monetary Expansion and the US Economy. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16874.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals. (2013). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:18.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Do oil price increases cause higher food prices?. (2013). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:201310.

Full description at Econpapers || Download paper

[Citation Analysis]
2013The determinants of stagflation in a panel of countries. (2013). Berthold, Norbert ; Grundler, Klaus . In: Wirtschaftswissenschaftliche Beiträge. RePEc:zbw:wuewwb:117r.

Full description at Econpapers || Download paper

[Citation Analysis]

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.

Full description at Econpapers || Download paper

[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.

Full description at Econpapers || Download paper

[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.

Full description at Econpapers || Download paper

[Citation Analysis]
2012Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599.

Full description at Econpapers || Download paper

[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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

[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.