0.69
Impact Factor
0.9
5-Years IF
28
5-Years H index
Journal of Forecasting / John Wiley & Sons, Ltd.
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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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 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 2 | 0 | 0 | (%) | 0.09 | |||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 3 | 0 | 0 | (%) | 0.13 | |||||||||
| 2000 | 0.4 | 0 | 1 | 0 | 0 | (%) | 0.15 | |||||||||
| 2001 | 0.4 | 38 | 38 | 13 | 0.34 | 350 | 0 | 0 | (%) | 7 | 0.18 | 0.15 | ||||
| 2002 |  0.29 | 0.42 | 0.29 | 31 | 69 | 21 | 0.3 | 173 | 38 | 11 | 38 | 11 | (%) | 3 | 0.1 | 0.18 |
| 2003 | 0.42 | 0.44 | 0.42 | 28 | 97 | 43 | 0.44 | 212 | 69 | 29 | 69 | 29 | (%) | 4 | 0.14 | 0.18 |
| 2004 | 0.22 | 0.49 | 0.32 | 35 | 132 | 40 | 0.3 | 562 | 59 | 13 | 97 | 31 | (%) | 7 | 0.2 | 0.2 |
| 2005 |  0.83 | 0.53 | 0.72 | 32 | 164 | 112 | 0.68 | 251 | 63 | 52 | 132 | 95 | (%) | 8 | 0.25 | 0.21 |
| 2006 | 0.45 | 0.51 | 0.49 | 33 | 197 | 88 | 0.45 | 251 | 67 | 30 | 164 | 80 | (%) | 3 | 0.09 | 0.2 |
| 2007 | 0.48 | 0.44 | 0.62 | 32 | 229 | 142 | 0.62 | 211 | 65 | 31 | 159 | 98 | (%) | 1 | 0.03 | 0.18 |
| 2008 | 0.58 | 0.47 | 0.73 | 41 | 270 | 200 | 0.74 | 471 | 65 | 38 | 160 | 116 | (%) | 11 | 0.27 | 0.2 |
| 2009 | 1.33 | 0.47 | 1.09 | 43 | 313 | 299 | 0.96 | 221 | 73 | 97 | 173 | 189 | (%) | 4 | 0.09 | 0.19 |
| 2010 | 0.74 | 0.44 | 0.72 | 40 | 353 | 268 | 0.76 | 306 | 84 | 62 | 181 | 131 | (%) | 19 | 0.48 | 0.16 |
| 2011 | 1.07 | 0.51 | 0.95 | 36 | 389 | 350 | 0.9 | 195 | 83 | 89 | 189 | 180 | (%) | 9 | 0.25 | 0.2 |
| 2012 | 0.89 | 0.56 | 0.85 | 39 | 428 | 341 | 0.8 | 102 | 76 | 68 | 192 | 164 | (%) | 7 | 0.18 | 0.21 |
| 2013 | 0.8 | 0.66 | 1.17 | 56 | 484 | 500 | 1.03 | 188 | 75 | 60 | 199 | 232 | (%) | 34 | 0.61 | 0.23 |
| 2014 | 0.66 | 0.67 | 0.89 | 43 | 527 | 466 | 0.88 | 65 | 95 | 63 | 214 | 190 | (%) | 20 | 0.47 | 0.22 |
| 2015 | 0.69 | 0.82 | 0.9 | 44 | 571 | 462 | 0.81 | 33 | 99 | 68 | 214 | 192 | (%) | 9 | 0.2 | 0.27 |
| 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 | 262 |
| 2 | 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 | 77 |
| 3 | 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 | 76 |
| 4 | 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 | 75 |
| 5 | 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (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 | 75 |
| 6 | 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 | 73 |
| 7 | 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 |
| 8 | 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 | 66 |
| 9 | 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 | 59 |
| 10 | 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 | 56 |
| 11 | 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 | 56 |
| 12 | 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 | 53 |
| 13 | 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 | 51 |
| 14 | 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 |
| 15 | 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 | 50 |
| 16 | 2009 | Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, 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 | 49 |
| 17 | 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 | 49 |
| 18 | 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 | 49 |
| 19 | 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 | 45 |
| 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 | 41 |
| 21 | 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 |
| 22 | 2010 | Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers || Download paper | 38 |
| 23 | 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 | 37 |
| 24 | 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 | 33 |
| 25 | 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 |
| 26 | 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 | 32 |
| 27 | 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 |
| 28 | 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 | 30 |
| 29 | 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 |
| 30 | 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 |
| 31 | 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 | 26 |
| 32 | 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 | 26 |
| 33 | 2006 | Building neural network models for time series: a statistical approach. (2006). Teräsvirta, 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 |
| 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 | 24 |
| 35 | 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 | 24 |
| 36 | 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 |
| 37 | 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 | 22 |
| 38 | 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 | 22 |
| 39 | 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 | 22 |
| 40 | 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 |
| 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 | 20 |
| 42 | 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 |
| 43 | 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 | 20 |
| 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 | 20 |
| 45 | 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 |
| 46 | 2003 | On SETAR non-linearity and forecasting. (2003). van Dijk, Dick ; Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375. Full description at Econpapers || Download paper | 19 |
| 47 | 2003 | From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers || Download paper | 19 |
| 48 | 2007 | Forecasting inflation using economic indicators: the case of France. (2007). DE BANDT, OLIVIER ; Flageollet, A. ; Michaux, E. ; Bruneau, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:1:p:1-22. Full description at Econpapers || Download paper | 19 |
| 49 | 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 | 19 |
| 50 | 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 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2004 | 101 | |
| 2 | 2008 | 49 | |
| 3 | 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (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 | 47 |
| 4 | 2011 | 29 | |
| 5 | 2009 | 27 | |
| 6 | 2010 | 21 | |
| 7 | 2010 | 21 | |
| 8 | 2007 | 20 | |
| 9 | 2001 | 18 | |
| 10 | 2008 | 18 | |
| 11 | 2010 | 17 | |
| 12 | 2004 | 17 | |
| 13 | 2006 | 17 | |
| 14 | 2005 | 15 | |
| 15 | 2011 | 15 | |
| 16 | 2006 | 15 | |
| 17 | 2008 | 14 | |
| 18 | 2014 | Hierarchical Shrinkage in TimeâVarying 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 | 13 |
| 19 | 2008 | 12 | |
| 20 | 2007 | 11 | |
| 21 | 2009 | 11 | |
| 22 | 2008 | 11 | |
| 23 | 2012 | Forecast 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 | 10 |
| 24 | 2012 | The 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 | 10 |
| 25 | 2008 | 10 | |
| 26 | 2014 | Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany. (2014). Wohlrabe, Klaus ; Buchen, Teresa . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:4:p:231-242. Full description at Econpapers || Download paper | 9 |
| 27 | 2001 | 9 | |
| 28 | 2011 | 9 | |
| 29 | 2009 | 9 | |
| 30 | 2013 | Nowcasting 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 | 9 |
| 31 | 2013 | The Role of HighâFrequency Intraâdaily Data, Daily Range and Implied Volatility in Multiâperiod ValueâatâRisk Forecasting. (2013). Louzis, Dimitrios ; Refenes, Apostolos P. ; XanthopoulosSisinis, Spyros . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:561-576. Full description at Econpapers || Download paper | 9 |
| 32 | 2003 | 9 | |
| 33 | 2004 | 8 | |
| 34 | 2010 | 8 | |
| 35 | 2014 | Forecasting MixedâFrequency Time Series with ECMâMIDAS Models. (2014). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213. Full description at Econpapers || Download paper | 8 |
| 36 | 2004 | 8 | |
| 37 | 2004 | 8 | |
| 38 | 2011 | 8 | |
| 39 | 2011 | 7 | |
| 40 | 2002 | 7 | |
| 41 | 2005 | 7 | |
| 42 | 2006 | 7 | |
| 43 | 2009 | 7 | |
| 44 | 2008 | 7 | |
| 45 | 2011 | 7 | |
| 46 | 2011 | 7 | |
| 47 | 2013 | Forecasting 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 | 7 |
| 48 | 2013 | The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers || Download paper | 7 |
| 49 | 2010 | 7 | |
| 50 | 2008 | 6 |
Citing documents used to compute impact factor 68:
| Year | Title | |
|---|---|---|
| 2015 | Testing for Granger causality in large mixed-frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas. In: Discussion Papers. RePEc:zbw:bubdps:452015. Full description at Econpapers || Download paper | |
| 2015 | Testing for Granger Causality in Large Mixed-Frequency VARs. (2015). Smeekes, Stephan ; Hecq, Alain ; Götz, Thomas. In: Research Memorandum. RePEc:unm:umagsb:2015036. Full description at Econpapers || Download paper | |
| 2015 | Shifts in volatility driven by large stock market shocks. (2015). Tzavalis, Elias ; Dendramis, Yiannis ; Kapetanios, George . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:55:y:2015:i:c:p:130-147. Full description at Econpapers || Download paper | |
| 2015 | Toward an early warning system of financial crises: What can index futures and options tell us?. (2015). French, Joseph ; Chen, Clara Chia-Sheng ; Li, Wei-Xuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:55:y:2015:i:c:p:87-99. Full description at Econpapers || Download paper | |
| 2015 | Density characteristics and density forecast performance: a panel analysis. (2015). Masera, Federico ; Kostka, Thomas ; Kenny, Geoff. In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:3:p:1203-1231. Full description at Econpapers || Download paper | |
| 2015 | Modeling Autoregressive Processes with Moving-Quantiles-Implied Nonlinearity. (2015). Ishida, Isao ; Kvedaras, Virmantas . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:1:p:2-54:d:44835. Full description at Econpapers || Download paper | |
| 2015 | Golden rule of forecasting: Be conservative. (2015). Green, Kesten ; Armstrong, J. ; Graefe, Andreas . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1717-1731. Full description at Econpapers || Download paper | |
| 2015 | Information use in supply chain forecasting. (2015). Fildes, Robert ; onkal, Dilek ; Goodwin, Paul . In: MPRA Paper. RePEc:pra:mprapa:66034. Full description at Econpapers || Download paper | |
| 2015 | On Flexible Linear Factor Stochastic Volatility Models. (2015). Malefaki, Valia . In: MPRA Paper. RePEc:pra:mprapa:62216. Full description at Econpapers || Download paper | |
| 2015 | Fundamental shock selection in DSGE models. (2015). Leon-Ledesma, Miguel ; Grassi, Stefano ; ferroni, filippo. In: Studies in Economics. RePEc:ukc:ukcedp:1508. Full description at Econpapers || Download paper | |
| 2015 | Bayesian model comparison for time-varying parameter VARs with stochastic volatility. (2015). Chan, Joshua ; Eisenstat, Eric . In: CAMA Working Papers. RePEc:een:camaaa:2015-32. Full description at Econpapers || Download paper | |
| 2015 | Forecasting with Instabilities: an Application to DSGE Models with Financial Frictions. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta . In: Working Papers. RePEc:ucn:wpaper:201523. Full description at Econpapers || Download paper | |
| 2015 | Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta . In: Working Papers. RePEc:mib:wpaper:292. Full description at Econpapers || Download paper | |
| 2015 | Risk and regulation in water utilities: a cross-country comparison of evidence from the CAPM. (2015). Beecher, Janice ; Buckland, Roger ; Williams, Julian . In: Journal of Regulatory Economics. RePEc:kap:regeco:v:47:y:2015:i:2:p:117-145. Full description at Econpapers || Download paper | |
| 2015 | Semiparametric generalized long-memory modeling of some mena stock market returns: A wavelet approach. (2015). Boubaker, Heni ; Sghaier, Nadia . In: Economic Modelling. RePEc:eee:ecmode:v:50:y:2015:i:c:p:254-265. Full description at Econpapers || Download paper | |
| 2015 | Looking into the Black Box of Boosting: The Case of Germany. (2015). Wohlrabe, Klaus ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:67608. Full description at Econpapers || Download paper | |
| 2015 | Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505. Full description at Econpapers || Download paper | |
| 2015 | The role of component-wise boosting for regional economic forecasting. (2015). Wohlrabe, Klaus ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:68186. Full description at Econpapers || Download paper | |
| 2015 | Predicting Recessions With Boosted Regression Trees. (2015). Fritsche, Ulrich ; Pierdzioch, Christian ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers || Download paper | |
| 2015 | Fixed income strategies based on the prediction of parameters in the NS model for the Spanish public debt market. (2015). Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:6:y:2015:i:2:p:207-245. Full description at Econpapers || Download paper | |
| 2015 | Measuring Risk in Fixed Income Portfolios using Yield Curve Models. (2015). Santos, Andre ; Moura, Guilherme ; Caldeira, Joo . In: Computational Economics. RePEc:kap:compec:v:46:y:2015:i:1:p:65-82. Full description at Econpapers || Download paper | |
| 2015 | Aggregate volatility expectations and threshold CAPM. (2015). ARISOY, Yakup. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:231-253. Full description at Econpapers || Download paper | |
| 2015 | A stochastic dominance approach to financial risk management strategies. (2015). Maasoumi, Esfandiar ; Jimenez-Martin, Juan ; Chang, Chia-Lin. In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:2:p:472-485. Full description at Econpapers || Download paper | |
| 2015 | Market risk of BRIC Eurobonds in the financial crisis period. (2015). VORTELINOS, DIMITRIOS ; Lakshmi, Geeta . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:295-310. Full description at Econpapers || Download paper | |
| 2015 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÂk, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1204.1452. Full description at Econpapers || Download paper | |
| 2015 | The Internet as a Data Source for Advancement in Social Sciences. (2015). Zimmermann, Klaus ; Askitas, Nikos. In: IZA Discussion Papers. RePEc:iza:izadps:dp8899. Full description at Econpapers || Download paper | |
| 2015 | The Internet as a Data Source for Advancement in Social Sciences. (2015). Zimmermann, Klaus ; Askitas, Nikos. In: Working Paper Series of the German Council for Social and Economic Data. RePEc:rsw:rswwps:rswwps248. Full description at Econpapers || Download paper | |
| 2015 | Score Driven exponentially Weighted Moving Average and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, André ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140092. Full description at Econpapers || Download paper | |
| 2015 | Score Driven Exponentially Weighted Moving Averages and Value-at-Risk Forecasting. (2015). Zhang, Xin ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0309. Full description at Econpapers || Download paper | |
| 2015 | Business failure research. (2015). Amankwah-Amoah, Joseph ; Zhang, Hongxu . In: MPRA Paper. RePEc:pra:mprapa:67848. Full description at Econpapers || Download paper | |
| 2015 | Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers || Download paper | |
| 2015 | Short term inflation forecasting: the M.E.T.A. approach. (2015). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1016_15. Full description at Econpapers || Download paper | |
| 2015 | Inference on factor structures in heterogeneous panels. (2015). Rossi, Eduardo ; Castagnetti, Carolina ; Trapani, Lorenzo . In: Journal of Econometrics. RePEc:eee:econom:v:184:y:2015:i:1:p:145-157. Full description at Econpapers || Download paper | |
| 2015 | Effects of Macroeconomic Uncertainty upon the Stock and Bond Markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Aijun . In: CREATES Research Papers. RePEc:aah:create:2015-15. Full description at Econpapers || Download paper | |
| 2015 | Are the KOSPI 200 implied volatilities useful in value-at-risk models?. (2015). Ryu, Doojin ; Kim, Jun Sik . In: Emerging Markets Review. RePEc:eee:ememar:v:22:y:2015:i:c:p:43-64. Full description at Econpapers || Download paper | |
| 2015 | Effects of macroeconomic uncertainty on the stock and bond markets. (2015). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:10-16. Full description at Econpapers || Download paper | |
| 2015 | Misspeciï¬cation Testing in GARCH-MIDAS Models. (2015). Schienle, Melanie ; Conrad, Christian. In: Working Papers. RePEc:awi:wpaper:0597. Full description at Econpapers || Download paper | |
| 2015 | Macro-Driven VaR Forecasts: From Very High to Very Low Frequency Data. (2015). Vander Elst, Harry. In: Working Papers ECARES. RePEc:eca:wpaper:2013/220550. Full description at Econpapers || Download paper | |
| 2015 | On the influence of the U.S. monetary policy on the crude oil price volatility. (2015). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo . In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy. RePEc:ags:aiea15:207860. Full description at Econpapers || Download paper | |
| 2015 | Commodity prices and BRIC and G3 liquidity: A SFAVEC approach. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:53:y:2015:i:c:p:18-33. Full description at Econpapers || Download paper | |
| 2015 | Does the euro area macroeconomy affect global commodity prices? Evidence from a SVAR approach. (2015). Papież, Monika ; DÄ
browski, Marek ; Dbrowski, Marek A ; Miech, Sawomir . In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:485-503. Full description at Econpapers || Download paper | |
| 2015 | What Are The Macroeconomic Effects of High-Frequency Uncertainty Shocks?. (2015). Guérin, Pierre ; Ferrara, Laurent. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-12. Full description at Econpapers || Download paper | |
| 2015 | A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: CAMA Working Papers. RePEc:een:camaaa:2015-13. Full description at Econpapers || Download paper | |
| 2015 | A New Monthly Indicator of Global Real Economic Activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0030. Full description at Econpapers || Download paper | |
| 2015 | Speculative behaviour and oil price predictability. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:128-136. Full description at Econpapers || Download paper | |
| 2015 | The oil cycle, the Federal Reserve, and the monetary and exchange rate policies of Qatar. (2015). Basher, Syed ; Rashid, Alkhater Khalid . In: MPRA Paper. RePEc:pra:mprapa:65900. Full description at Econpapers || Download paper | |
| 2015 | A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:244. Full description at Econpapers || Download paper | |
| 2015 | Commodity Prices and Volatility in Response to Anticipated Climate Change. (2015). Roberts, Michael ; Welch, Jarrod R ; Schlenker, Wolfram ; Lobell, David ; Tran, Nam A. In: Working Papers. RePEc:hai:wpaper:201512. Full description at Econpapers || Download paper | |
| 2015 | Towards Recoupling? Assessing the Global Impact of a Chinese Hard Landing through Trade and Commodity Price Channels. (2015). Rebillard, Cyril ; Gauvin, Ludovic. In: EconomiX Working Papers. RePEc:drm:wpaper:2015-21. Full description at Econpapers || Download paper | |
| 2015 | The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1035_15. Full description at Econpapers || Download paper | |
| 2015 | The time varying effect of oil price shocks on euro-area exports. (2015). Venditti, Fabrizio ; Riggi, Marianna. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:59:y:2015:i:c:p:75-94. Full description at Econpapers || Download paper | |
| 2015 | Causes and Consequences of Oil Price Shocks on the UK Economy. (2015). Pieroni, Luca ; Lorusso, Marco. In: CEERP Working Paper Series. RePEc:hwc:wpaper:002. Full description at Econpapers || Download paper | |
| 2015 | Oil shocks, policy uncertainty and stock returns in China. (2015). Ratti, Ronald ; Kang, Wensheng . In: The Economics of Transition. RePEc:bla:etrans:v:23:y:2015:i:4:p:657-676. Full description at Econpapers || Download paper | |
| 2015 | Forty years of oil price fluctuations: Why the price of oil may still surprise us. (2015). Kilian, Lutz ; Baumeister, Christiane. In: CFS Working Paper Series. RePEc:zbw:cfswop:525. Full description at Econpapers || Download paper | |
| 2015 | A new monthly indicator of global real economic activity. (2015). Vespignani, Joaquin ; Ravazzolo, Francesco. In: Working Papers. RePEc:tas:wpaper:22664. Full description at Econpapers || Download paper | |
| 2015 | The macroeconomic effects of oil price shocks on ASEAN-5 economies. (2015). Raghavan, Mala. In: Working Papers. RePEc:tas:wpaper:22667. Full description at Econpapers || Download paper | |
| 2015 | OPEC and non-OPEC oil production and the global economy. (2015). Vespignani, Joaquin ; Ratti, Ronald. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:364-378. Full description at Econpapers || Download paper | |
| 2015 | Surveys as leading information to support central bank policy formulation: the case of Indonesia. (2015). Wuryandani, Gantiah ; Mardiani, Indri . In: IFC Bulletins chapters. RePEc:bis:bisifc:39-21. Full description at Econpapers || Download paper | |
| 2015 | How does Google search affect trader positions and crude oil prices?. (2015). Li, Xin ; Zhang, Xun ; Wang, Shouyang . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:162-171. Full description at Econpapers || Download paper | |
| 2015 | Forecasting German car sales using Google data and multivariate models. (2015). Fantazzini, Dean ; Toktamysova, Zhamal . In: International Journal of Production Economics. RePEc:eee:proeco:v:170:y:2015:i:pa:p:97-135. Full description at Econpapers || Download paper | |
| 2015 | Forecasting German Car Sales Using Google Data and Multivariate Models. (2015). Fantazzini, Dean ; Toktamysova, Zhamal . In: MPRA Paper. RePEc:pra:mprapa:67110. Full description at Econpapers || Download paper | |
| 2015 | Using time series structural characteristics to analyze grain prices in food insecure countries. (2015). Funk, Chris ; Davenport, Frank . In: Food Security: The Science, Sociology and Economics of Food Production and Access to Food. RePEc:spr:ssefpa:v:7:y:2015:i:5:p:1055-1070. Full description at Econpapers || Download paper | |
| 2015 | Do Swedish Consumer Confidence Indicators Do What They Are Intended to Do?. (2015). ÃÂsterholm, Pär ; Assarsson, Bengt ; Osterholm, Par . In: Occasional Papers. RePEc:hhs:nierwp:0139. Full description at Econpapers || Download paper | |
| 2015 | A mean-variance approach to forecasting with the consumer confidence index. (2015). Crain, W. ; BRUESTLE, STEPHEN . In: Applied Economics. RePEc:taf:applec:v:47:y:2015:i:23:p:2430-2444. Full description at Econpapers || Download paper | |
| 2015 | Can consumer confidence provide independent information on consumption spending?. (2015). Mendicino, Caterina ; D'Agostino, Antonello ; Daagostino, Antonello . In: Working Papers. RePEc:stm:wpaper:2. Full description at Econpapers || Download paper | |
| 2015 | A Kolmogorov-Smirnov Based Test for Comparing the Predictive Accuracy of Two Sets of Forecasts. (2015). Hassani, Hossein ; Silva, Emmanuel Sirimal . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:3:p:590-609:d:53676. Full description at Econpapers || Download paper | |
| 2015 | Forecasting implied volatility indices worldwide: A new approach. (2015). Filis, George ; Degiannakis, Stavros ; Hassani, Hossein . In: MPRA Paper. RePEc:pra:mprapa:72084. Full description at Econpapers || Download paper | |
| 2015 | Multivariate and 2D Extensions of Singular Spectrum Analysis with the Rssa Package. (2015). Golyandina, Nina ; Usevich, Konstantin ; Shlemov, Alex ; Korobeynikov, Anton . In: Journal of Statistical Software. RePEc:jss:jstsof:v:067:i02. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436. Full description at Econpapers || Download paper | |
| 2015 | Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers || Download paper | |
| 2015 | A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306. Full description at Econpapers || Download paper | |
| 2015 | Predicting Recessions With Boosted Regression Trees. (2015). Fritsche, Ulrich ; Pierdzioch, Christian ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers || Download paper | |
| 2015 | Disagreement à la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; Dräger, Lena ; Drager, Lena . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201503. Full description at Econpapers || Download paper | |
| 2015 | Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505. Full description at Econpapers || Download paper | |
| 2015 | Disagreement à la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; Dräger, Lena ; Drager, Lena . In: KOF Working papers. RePEc:kof:wpskof:15-380. Full description at Econpapers || Download paper | |
| 2015 | FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280. Full description at Econpapers || Download paper | |
| 2015 | Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius . In: Working Papers. RePEc:tas:wpaper:22658. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Analysis of aggregated inflation expectations based on the ECB SPF survey. (2014). Oinonen, Sami ; Paloviita, Maritta . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_029. Full description at Econpapers || Download paper | |
| 2014 | Higher order beliefs and the dynamics of exchange rates. (2014). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: Working Papers. RePEc:bol:bodewp:wp957. Full description at Econpapers || Download paper | |
| 2014 | Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers || Download paper | |
| 2014 | Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles. (2014). Kholodilin, Konstantin ; Herwartz, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1405. Full description at Econpapers || Download paper | |
| 2014 | Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:567. Full description at Econpapers || Download paper | |
| 2014 | Relevance of actors in bridging positions for product-related information diffusion. (2014). Spann, Martin ; Pescher, Christian . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:8:p:1630-1637. Full description at Econpapers || Download paper | |
| 2014 | Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers || Download paper | |
| 2014 | Stochastic 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 | |
| 2014 | Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Laurini, Márcio ; Neto, Armenio Westin . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:77-99. Full description at Econpapers || Download paper | |
| 2014 | Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:78-100. Full description at Econpapers || Download paper | |
| 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 | |
| 2014 | Analysis of aggregated inflation expectations based on the ECB SPF survey. (2014). Paloviita, Maritta ; Oinonen, Sami . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_029. Full description at Econpapers || Download paper | |
| 2014 | Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1420. Full description at Econpapers || Download paper | |
| 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 | |
| 2014 | An empirical examination of stock market integration in EMU. (2014). Matei, Florin . In: MPRA Paper. RePEc:pra:mprapa:60717. Full description at Econpapers || Download paper | |
| 2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_14. Full description at Econpapers || Download paper | |
| 2014 | On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. (2014). Miller, J. ; Ghysels, Eric . In: Working Papers. RePEc:umc:wpaper:1403. Full description at Econpapers || Download paper | |
| 2014 | Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series. (2014). Miller, J.. In: Working Papers. RePEc:umc:wpaper:1412. Full description at Econpapers || Download paper | |
| 2014 | Combining distributions of real-time forecasts: An application to U.S. growth. (2014). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas ; Gotz T. B., ; Urbain J. R. Y. J., ; Hecq A. W., . In: Research Memorandum. RePEc:unm:umagsb:2014027. Full description at Econpapers || Download paper | |
| 2014 | Testing for Granger causality in large mixed-frequency VARs. (2014). Hecq, Alain ; Götz, Thomas ; Gotz T. B., ; Hecq A. W., . In: Research Memorandum. RePEc:unm:umagsb:2014028. Full description at Econpapers || Download paper |
Recent citations received in 2013
| Year | Citing document | |
|---|---|---|
| 2013 | Nonlinear 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 | |
| 2013 | The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2013). Mahadeva, Lavan ; Kilian, Lutz ; Bassam Fattouh, Lutz Kilian,, . In: The Energy Journal. RePEc:aen:journl:ej34-3-01. Full description at Econpapers || Download paper | |
| 2013 | Can Google Trends search queries contribute to risk diversification?. (2013). Krištoufek, Ladislav. In: Papers. RePEc:arx:papers:1310.1444. Full description at Econpapers || Download paper | |
| 2013 | Do Oil Price Increases Cause Higher Food Prices?. (2013). Kilian, Lutz ; Baumeister, Christiane. In: Staff Working Papers. RePEc:bca:bocawp:13-52. Full description at Econpapers || Download paper | |
| 2013 | Modelling public debt strategies. (2013). Manna, Michele ; Dottori, Davide ; Bernardini, Emmanuela ; Bufano, Mauro . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_199_13. Full description at Econpapers || Download paper | |
| 2013 | Forecasting Latin-American yield curves: An artificial neural network approach. (2013). vela, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:761. Full description at Econpapers || Download paper | |
| 2013 | A 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 | |
| 2013 | Forecasting Latin-American yield curves: An artificial neural network approach. (2013). vela, Daniel . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010502. Full description at Econpapers || Download paper | |
| 2013 | Quantifying 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 | |
| 2013 | Do Oil Price Increases Cause Higher Food Prices?. (2013). Kilian, Lutz ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9689. Full description at Econpapers || Download paper | |
| 2013 | Kalman filter estimation for a regression model with locally stationary errors. (2013). Rodriguez, Alejandro ; Ferreira, Guillermo ; Lagos, Bernardo . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:62:y:2013:i:c:p:52-69. Full description at Econpapers || Download paper | |
| 2013 | Liquidity and crude oil prices: Chinas influence over 1996â2011. (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 | |
| 2013 | Has 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 | |
| 2013 | Co-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 | |
| 2013 | Crude 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 | |
| 2013 | The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence. (2013). Pauwels, Laurent ; Chan, Felix ; Wongsosaputro, Johnathan . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:93:y:2013:i:c:p:175-189. Full description at Econpapers || Download paper | |
| 2013 | GFC-robust risk management under the Basel Accord using extreme value methodologies. (2013). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan ; Santos, Paulo Araujo ; AraujoSantos, Paulo . 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 | |
| 2013 | GFC-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 | |
| 2013 | Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:19. Full description at Econpapers || Download paper | |
| 2013 | Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:2013-019. Full description at Econpapers || Download paper | |
| 2013 | Futures trading and the excess comovement of commodity prices. (2013). Sévi, Benoît ; Sevi, Benoit . In: Working Papers. RePEc:ipg:wpaper:2013-19. Full description at Econpapers || Download paper | |
| 2013 | Not 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 | |
| 2013 | International 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 | |
| 2013 | Commodity 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 | |
| 2013 | International 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 | |
| 2013 | . Full description at Econpapers || Download paper | |
| 2013 | Statistical analysis of autoregressive fractionally integrated moving average models in R. (2013). 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 | |
| 2013 | Chinese Monetary Expansion and the US Economy. (2013). Vespignani, Joaquin ; Ratti, Ronald. In: Working Papers. RePEc:tas:wpaper:16874. Full description at Econpapers || Download paper | |
| 2013 | Prediction Bias Correction for Dynamic Term Structure Models. (2013). Raviv, Eran . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130041. Full description at Econpapers || Download paper | |
| 2013 | Stylized 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 | |
| 2013 | The Return-Volatility Relation in Commodity Futures Markets. (2013). Nikitopoulos-Sklibosios, Christina ; Kang, Boda ; Chiarella, Carl. In: Research Paper Series. RePEc:uts:rpaper:336. Full description at Econpapers || Download paper | |
| 2013 | Do 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 | |
| 2013 | Transportation Data as a Tool for Nowcasting Economic Activity â The German Road Pricing System as an Example. (2013). Döhrn, Roland ; Dohrn, Roland . In: Ruhr Economic Papers. RePEc:zbw:rwirep:395. Full description at Econpapers || Download paper | |
| 2013 | The determinants of stagflation in a panel of countries. (2013). Gründler, Klaus ; Grundler, Klaus ; Berthold, Norbert . In: Discussion Paper Series. RePEc:zbw:wuewwb:117r. Full description at Econpapers || Download paper |
Recent citations received in 2012
| Year | Citing document | |
|---|---|---|
| 2012 | The Effects of Prediction Market Design and Price Elasticity on Trading Performance of Users: An Experimental Analysis. (2012). Krcmar, Helmut ; Riedl, Christoph ; Koroglu, Orhan ; Fuller, Johann ; Leimeister, Jan Marco . In: Papers. RePEc:arx:papers:1204.3457. Full description at Econpapers || Download paper | |
| 2012 | Forecasting 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 | |
| 2012 | Do 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 | |
| 2012 | Forecasting interest rates. (2012). Duffee, Greg. In: Economics Working Paper Archive. RePEc:jhu:papers:599. Full description at Econpapers || Download paper | |
| 2012 | Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk. (2012). Rubaszek, MichaÅ ; Ca' Zorzi, Michele. In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:123. Full description at Econpapers || Download paper | |
| 2012 | Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:12-09. Full description at Econpapers || Download paper | |
| 2012 | Practical 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 |
10 most frequent citing series
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Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team