Citation analysis for Journal of Forecasting / John Wiley & Sons, Ltd.

Journal of Forecasting / John Wiley & Sons, Ltd.

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Impact Factor

1.26

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.05
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27			0	4			0		0		(%)			0.09
1998		0.27			0				0		0		(%)			0.1
1999		0.31			0	4			0		0		(%)			0.13
2000		0.4			0				0		0		(%)			0.15
2001		0.4		39	39	16	0.41	331	0		0		1 (%)	7	0.18	0.15
2002	0.31	0.42	0.31	31	70	23	0.33	165	39	12	39	12	3 (1.8%)	3	0.1	0.18
2003	0.41	0.44	0.41	28	98	43	0.44	196	70	29	70	29	1 (%)	3	0.11	0.19
2004	0.22	0.5	0.28	35	133	39	0.29	518	59	13	98	27	2 (%)	7	0.2	0.2
2005	0.79	0.54	0.68	32	165	108	0.65	232	63	50	133	90	1 (%)	8	0.25	0.22
2006	0.43	0.52	0.45	33	198	85	0.43	238	67	29	165	74	(%)	3	0.09	0.2
2007	0.45	0.45	0.55	32	230	134	0.58	195	65	29	159	87	(%)	1	0.03	0.18
2008	0.54	0.47	0.64	41	271	183	0.68	435	65	35	160	103	1 (%)	10	0.24	0.2
2009	1.23	0.48	1	43	314	282	0.9	205	73	90	173	173	(%)	3	0.07	0.19
2010	0.65	0.45	0.65	40	354	245	0.69	285	84	55	181	118	(%)	17	0.43	0.16
2011	1	0.51	0.88	36	390	324	0.83	185	83	83	189	167	(%)	9	0.25	0.2
2012	0.87	0.56	0.83		390	312	0.8		76	66	192	159	(%)			0.21
2013	1	0.66	1.28		390	441	1.13		36	36	160	204	(%)			0.24
2014		0.7	1.04		390	377	0.97		0		119	124	(%)			0.23
2015		0.87	1.26		390	361	0.93		0		76	96	(%)			0.29

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
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
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

#	Year	Title	Cited
1	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	240
2	2008	Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers \|\| Download paper	75
3	2008	Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19. Full description at Econpapers \|\| Download paper	73
4	2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers \|\| Download paper	69
5	2008	Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers \|\| Download paper	69
6	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	68
7	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	61
8	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	52
9	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	50
10	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	50
11	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	50
12	2004	Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers \|\| Download paper	50
13	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	48
14	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	48
15	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	48
16	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	46
17	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	46
18	2003	Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	42
19	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	39
20	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	36
21	2001	Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601. Full description at Econpapers \|\| Download paper	36
22	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	35
23	2002	The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). Marrocu, Emanuela ; Boero, Gianna. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42. Full description at Econpapers \|\| Download paper	32
24	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	32
25	2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers \|\| Download paper	30
26	2002	A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500. Full description at Econpapers \|\| Download paper	30
27	2004	Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers \|\| Download paper	28
28	2007	Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers \|\| Download paper	27
29	2011	Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735. Full description at Econpapers \|\| Download paper	26
30	2006	Building neural network models for time series: a statistical approach. (2006). TerÃÂ¤svirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75. Full description at Econpapers \|\| Download paper	25
31	2010	Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340. Full description at Econpapers \|\| Download paper	24
32	2004	Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers \|\| Download paper	24
33	2001	Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19. Full description at Econpapers \|\| Download paper	23
34	2004	Finding good predictors for inflation: a Bayesian model averaging approach. (2004). Karlsson, Sune ; Jacobson, Tor. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496. Full description at Econpapers \|\| Download paper	23
35	2002	An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns.. (2002). Park, Beum Jo. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93. Full description at Econpapers \|\| Download paper	21
36	2005	Prediction intervals for exponential smoothing using two new classes of state space models. (2005). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37. Full description at Econpapers \|\| Download paper	21
37	2001	A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43. Full description at Econpapers \|\| Download paper	21
38	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	20
39	2007	Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; s. (2007). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong ; Burak Saltoğlu, . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225. Full description at Econpapers \|\| Download paper	20
40	2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers \|\| Download paper	20
41	2001	Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment.. (2001). Hall, Stephen ; Liu, Hong. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49. Full description at Econpapers \|\| Download paper	19
42	2005	Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592. Full description at Econpapers \|\| Download paper	19
43	2005	The multi-chain Markov switching model. (2005). Otranto, Edoardo. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537. Full description at Econpapers \|\| Download paper	18
44	2009	A New-Keynesian DSGE model for forecasting the South African economy. (2009). Schaling, Eric ; Liu, Guangling ; GUPTA, RANGAN ; Guangling 'Dave' Liu, . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:387-404. Full description at Econpapers \|\| Download paper	18
45	2008	Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506. Full description at Econpapers \|\| Download paper	18
46	2010	Survey data as coincident or leading indicators. (2010). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131. Full description at Econpapers \|\| Download paper	18
47	2004	Bias-corrected bootstrap prediction regions for vector autoregression. (2004). Kim, Jae. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:141-154. Full description at Econpapers \|\| Download paper	17
48	2001	Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection.. (2001). Swanson, Norman ; Zeng, Tian . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40. Full description at Econpapers \|\| Download paper	17
49	2002	Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency.. (2002). Wilson, Patrick ; Okunev, John ; Zurbruegg, Ralf . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92. Full description at Econpapers \|\| Download paper	17
50	2005	A Bayesian threshold nonlinearity test for financial time series. (2005). Chen, Cathy W. S. ; Mike K. P. So, ; Mike K. P. So, . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:61-75. Full description at Econpapers \|\| Download paper	17

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	92
2	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	39
3	2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers \|\| Download paper	34
4	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	29
5	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	25
6	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	20
7	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	17
8	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	17
9	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	17
10	2011	Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735. Full description at Econpapers \|\| Download paper	17
11	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	17
12	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	16
13	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	16
14	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	15
15	2008	Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers \|\| Download paper	12
16	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	12
17	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	11
18	2008	Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers \|\| Download paper	11
19	2008	Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506. Full description at Econpapers \|\| Download paper	10
20	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	10
21	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	9
22	2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers \|\| Download paper	9
23	2003	Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	9
24	2011	Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Labhard, Vincent ; Caggiano, Giovanni ; Kapetanios, George . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752. Full description at Econpapers \|\| Download paper	8
25	2011	Particle filters and Bayesian inference in financial econometrics. (2011). Lopes, Hedibert F. ; Tsay, Ruey S.. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:1:p:168-209. Full description at Econpapers \|\| Download paper	8
26	2010	Survey data as coincident or leading indicators. (2010). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131. Full description at Econpapers \|\| Download paper	8
27	2009	A New-Keynesian DSGE model for forecasting the South African economy. (2009). Schaling, Eric ; Liu, Guangling ; GUPTA, RANGAN ; Guangling 'Dave' Liu, . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:387-404. Full description at Econpapers \|\| Download paper	8
28	2004	Bias-corrected bootstrap prediction regions for vector autoregression. (2004). Kim, Jae. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:141-154. Full description at Econpapers \|\| Download paper	8
29	2002	Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency.. (2002). Wilson, Patrick ; Okunev, John ; Zurbruegg, Ralf . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92. Full description at Econpapers \|\| Download paper	7
30	2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers \|\| Download paper	7
31	2011	Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models. (2011). Kabundi, Alain ; GUPTA, RANGAN ; DAS, SONALI. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:2:p:288-302. Full description at Econpapers \|\| Download paper	7
32	2011	Flow of conjunctural information and forecast of euro area economic activity. (2011). Heinisch, Katja ; Drechsel, Katja ; Maurin, Laurent . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:3:p:336-354. Full description at Econpapers \|\| Download paper	7
33	2004	Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers \|\| Download paper	7
34	2004	Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers \|\| Download paper	7
35	2009	Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies. (2009). SchÃÂ¤fer, Dorothea ; HÃÂ¤rdle, Wolfgang ; Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:6:p:512-534. Full description at Econpapers \|\| Download paper	7
36	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	6
37	2008	Forecasting euro area variables with German pre-EMU data. (2008). Marcellino, Massimiliano ; LÃÂ¼tkepohl, Helmut ; BrÃÂ¼ggemann, Ralf ; Lutkepohl, Helmut ; Bruggemann, Ralf . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:465-481. Full description at Econpapers \|\| Download paper	6
38	2007	Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers \|\| Download paper	6
39	2010	Business failure prediction using decision trees. (2010). Gepp, Adrian ; Bhattacharya, Sukanto ; Kumar, Kuldeep . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:6:p:536-555. Full description at Econpapers \|\| Download paper	6
40	2010	Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269. Full description at Econpapers \|\| Download paper	6
41	2004	Unemployment variation over the business cycles: a comparison of forecasting models. (2004). Moshiri, Saeed ; Brown, Laura. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:497-511. Full description at Econpapers \|\| Download paper	6
42	2005	The multi-chain Markov switching model. (2005). Otranto, Edoardo. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537. Full description at Econpapers \|\| Download paper	6
43	2001	Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19. Full description at Econpapers \|\| Download paper	6
44	2008	Forecasting US employment growth using forecast combining methods. (2008). Strauss, Jack ; Rapach, David E.. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:75-93. Full description at Econpapers \|\| Download paper	5
45	2010	Nowcasting from disaggregates in the face of location shifts. (2010). Hendry, David ; Castle, Jennifer. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:200-214. Full description at Econpapers \|\| Download paper	5
46	2011	Do professional forecasters believe in the Phillips curve? evidence from the G7 countries. (2011). Lis, Eliza M. ; Fendel, Ralf ; Rulke, JanChristoph . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:2:p:268-287. Full description at Econpapers \|\| Download paper	5
47	2008	Forecasting volatility with outliers in GARCH models. (2008). CHARLES, Amelie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:7:p:551-565. Full description at Econpapers \|\| Download paper	5
48	2001	Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection.. (2001). Swanson, Norman ; Zeng, Tian . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40. Full description at Econpapers \|\| Download paper	5
49	2011	Combining forecasts based on multiple encompassing tests in a macroeconomic core system. (2011). Kunst, Robert ; Costantini, Mauro. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:579-596. Full description at Econpapers \|\| Download paper	5
50	2007	Econometric modelling for short-term inflation forecasting in the euro area. (2007). Espasa, Antoni ; Albacete, Rebeca . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:5:p:303-316. Full description at Econpapers \|\| Download paper	5

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

10 most frequent citing series

#	Series	Cites
1	International Journal of Forecasting / Elsevier	84
2	MPRA Paper / University Library of Munich, Germany	55
3	Economic Modelling / Elsevier	36
4	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	34
5	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	34
6	Tinbergen Institute Discussion Papers / Tinbergen Institute	33
7	Journal of Econometrics / Elsevier	27
8	CEPR Discussion Papers / C.E.P.R. Discussion Papers	24
9	Working papers / Banque de France	21
10	Handbook of Economic Forecasting / Elsevier	18
11	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	18

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.