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International Journal of Forecasting / Elsevier


1.73

Impact Factor

1.4

5-Years IF

55

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01757560.08378186362383 (22%)30.040.04
19910.030.090.0362137150.1126117253981361 (23.4%)0.04
19920.040.090.0490227160.07662137538315157 (23.7%)0.04
19930.030.110.0379306190.0644115244131395 (21.5%)0.05
19940.020.120.0470376210.0632816934031539 (11.9%)20.030.05
19950.080.20.13614371080.25333149123764754 (16.2%)10.020.07
19960.140.240.19655021730.34307131183626980 (26.1%)10.020.09
19970.10.280.15675691160.210151261236553129 (12.7%)50.070.1
19980.080.290.14356041890.31535132113424891 (17%)0.1
19990.30.330.24396432820.444321023129871111 (25.7%)60.150.14
20000.450.40.31597022380.34772743326782171 (22.2%)50.080.15
20010.280.410.31457472390.3240798272658356 (13.8%)130.290.15
20020.330.420.43588053000.373991043424510691 (22.8%)130.220.18
20030.460.450.54818864790.545761034723612798 (17%)90.110.19
20040.40.50.53699554890.519311395628214991 (9.8%)180.260.2
20050.460.530.566710227850.7786215069312175108 (12.5%)140.210.21
20060.70.520.616310859750.993013695320194139 (14.9%)200.320.2
20070.730.460.596311487080.625701309533820182 (14.4%)250.40.18
20081.090.490.946412128340.69773126137343321120 (15.5%)190.30.2
20090.760.480.937212848140.636711279632630384 (12.5%)270.380.19
20100.850.460.867513598930.6647913611632928458 (12.1%)80.110.17
20110.950.531.15148150714520.9662514713933738975 (12%)520.350.2
20120.680.560.964157112570.850722315242237827 (5.3%)310.480.2
20130.790.63156162714340.8834721216842342250 (14.4%)330.590.22
20141.640.671.2777170417481.0350912019741552763 (12.4%)791.030.22
20151.820.741.2381178519201.0819513324242051638 (19.5%)590.730.23
20161.730.981.4102188721271.1313815827442659626 (18.8%)770.750.3
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:


#YearTitleCited
11997Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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622
21989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

401
32012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

248
42000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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199
51992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

177
61998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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170
72006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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163
81992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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148
92010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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133
102004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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120
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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113
122007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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110
132008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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106
142005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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99
151995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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96
162005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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89
172006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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86
181992The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98.

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81
192009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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79
201987Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51.

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79
212001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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77
221997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

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76
231999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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74
242006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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74
251997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

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74
262004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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73
272014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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72
282011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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72
291993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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72
302006Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Marcellino, Massimiliano ; Banerjee, Anindya. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151.

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69
312011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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68
322004A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609.

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68
332008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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68
34200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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65
351990The use of prior information in forecast combination. (1990). Diebold, Francis ; Pauly, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508.

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63
362005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.

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63
371998Are OECD forecasts rational and useful?: a directional analysis. (1998). Ash, J. C. K., ; Heravi, S. M. ; Smyth, D. J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:3:p:381-391.

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63
381999Additive outliers, GARCH and forecasting volatility. (1999). Franses, Philip Hans ; Ghijsels, Hendrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9.

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63
392009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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63
401991Seasonality, non-stationarity and the forecasting of monthly time series. (1991). Franses, Philip Hans. In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208.

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62
412000An evaluation of the predictions of the Federal Reserve. (2000). Stekler, Herman ; Joutz, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38.

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62
422009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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61
432011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465.

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59
442008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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59
452007Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203.

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59
462003Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts. (2003). Wallis, Kenneth. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:2:p:165-175.

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58
471993Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344.

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58
482011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:452-465.

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57
491997The performance of alternative forecasting methods for SETAR models. (1997). Smith, Jeremy ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475.

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57
502013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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57

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


#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

130
21997Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

Full description at Econpapers || Download paper

89
32006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

Full description at Econpapers || Download paper

80
41992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

75
52014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

69
61989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

62
72000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

Full description at Econpapers || Download paper

49
82010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

Full description at Econpapers || Download paper

47
91998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

Full description at Econpapers || Download paper

45
102006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

Full description at Econpapers || Download paper

40
112014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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40
122013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

Full description at Econpapers || Download paper

40
132005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

Full description at Econpapers || Download paper

37
142008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

Full description at Econpapers || Download paper

36
152011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

Full description at Econpapers || Download paper

33
162011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

Full description at Econpapers || Download paper

32
172005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

Full description at Econpapers || Download paper

32
182002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

Full description at Econpapers || Download paper

31
19200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

Full description at Econpapers || Download paper

31
202004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

Full description at Econpapers || Download paper

31
212008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

Full description at Econpapers || Download paper

30
222008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

Full description at Econpapers || Download paper

30
232007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

Full description at Econpapers || Download paper

30
242014Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363.

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29
252008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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29
262016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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27
272009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

Full description at Econpapers || Download paper

26
281999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

Full description at Econpapers || Download paper

25
291992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

Full description at Econpapers || Download paper

24
302001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

Full description at Econpapers || Download paper

22
312013Evaluating probability forecasts for GDP declines using alternative methodologies. (2013). Lahiri, Kajal ; Wang, George J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:175-190.

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322009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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332009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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342011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:333-346.

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352011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:333-346.

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362009Rejoinder to comments on forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715.

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372011Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026.

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382008Elusive return predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:1-18.

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392014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:554-568.

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402008Reply to the discussion of Elusive Return Predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:29-30.

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412016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965.

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422009Forecasting European industrial production with singular spectrum analysis. (2009). Hassani, Hossein ; Zhigljavsky, Anatoly ; Heravi, Saeed . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:103-118.

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431995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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442009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303.

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452012Forecasting spikes in electricity prices. (2012). Hurn, Stan ; Christensen, T. M. ; Lindsay, K. A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:400-411.

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462014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage. (2014). Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:1-11.

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472011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:452-465.

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482011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465.

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492000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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502008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. (2008). Smith, Michael ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:710-727.

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Citing documents used to compute impact factor 274:


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2016Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data. (2016). Zhang, Zhaoyong ; Koopman, Siem Jan ; Blasques, Francisco ; Mallee, M. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:405-417.

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2016A daily indicator of economic growth for the euro area. (2016). Venditti, Fabrizio ; Marcellino, Massimiliano ; Foroni, Claudia ; Aprigliano, Valentina ; Mazzi, Gianluigi . In: Working Papers. RePEc:igi:igierp:570.

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2016A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

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2016Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. (2016). Marcellino, Massimiliano ; Papailias, Fotis ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382.

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2016Climate change and electricity demand in Brazil: A stochastic approach. (2016). Feres, Jose Gustavo ; Hollanda, Lavinia ; Trotter, Ian M ; Bolkesjo, Torjus Folsland . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:596-604.

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2016GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation. (2016). Hong, Tao ; Xie, Jingrui . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1012-1016.

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2016Lasso estimation for GEFCom2014 probabilistic electric load forecasting. (2016). Ziel, Florian ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1029-1037.

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2016Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Liu, Bidong ; Wang, PU. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597.

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2016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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2016Replacing Judgment by Statistics: Constructing Consumer Confidence Indicators on the basis of Data-driven Techniques. The Case of the Euro Area. (2016). Girardi, Alessandro ; Gayer, Christian ; Reuter, Andreas . In: Working Papers LuissLab. RePEc:lui:lleewp:16125.

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2016Forecasting US real private residential fixed investment using a large number of predictors. (2016). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C. In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1059-z.

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2016Joint Confidence Sets for Structural Impulse Responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5746.

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2016Joint confidence sets for structural impulse responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:421-432.

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2016Forecasting the South African inflation rate: On asymmetric loss and forecast rationality. (2016). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Economic Systems. RePEc:eee:ecosys:v:40:y:2016:i:1:p:82-92.

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2016Central banks’ forecasts and their bias: Evidence, effects and explanation. (2016). Ladley, Daniel ; Charemza, Wojciech. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:804-817.

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2016Belief Aggregation with Automated Market Makers. (2016). Sethi, Rajiv ; Vaughan, Jennifer Wortman . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9514-7.

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2016Asymptotic variance of Brier (skill) score in the presence of serial correlation. (2016). Lahiri, Kajal ; Yang, Liu . In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:125-129.

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2016Directional analysis of fiscal sustainability: Revisiting Domars debt sustainability condition. (2016). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:189-201.

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2016Revisiting the relative forecast performances of Fed staff and private forecasters: A dynamic approach. (2016). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:313-323.

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2016Evaluating qualitative forecasts: The FOMC minutes, 2006–2010. (2016). Stekler, Herman ; Symington, Hilary . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:559-570.

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2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis. (2016). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583.

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2016FOMC forecasts and monetary policy deliberations. (2016). Ellis, Michael ; Liu, Dandan . In: Economics Letters. RePEc:eee:ecolet:v:147:y:2016:i:c:p:131-134.

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2016Are Macro-Forecasters Essentially The Same? An Analysis of Disagreement, Accuracy and Efficiency. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-08.

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2016Anticipating business-cycle turning points in real time using density forecasts from a VAR. (2016). Schreiber, Sven ; Soldatenkova, Natalia . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:166-187.

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2016A new approach to risk-return trade-off dynamics via decomposition. (2016). Liu, Xiaochun ; Frazier, David T. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:62:y:2016:i:c:p:43-55.

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2016Dynamic prediction pools: An investigation of financial frictions and forecasting performance. (2016). Schorfheide, Frank ; Del Negro, Marco ; Hasegawa, Raiden B. In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:391-405.

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2016Imperfect Information about Financial Frictions and Consequences for the Business Cycle. (2016). Kühl, Michael ; Hollmayr, Josef ; Kuehl, Michael . In: Review of Economic Dynamics. RePEc:red:issued:15-131.

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2016Evaluating predictive count data distributions in retail sales forecasting. (2016). Kolassa, Stephan . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:788-803.

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2016A Bootstrap Approach for Generalized Autocontour Testing. (2016). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Gonalves, Joao Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23457.

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2016Quantitative easing and related capital flows into Brazil: Measuring its effects and transmission channels through a rigorous counterfactual evaluation. (2016). Pereira da Silva, Luiz Awazu ; Barroso, João ; Barata, Joo ; Sales, Adriana Soares . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:102-122.

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2016Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). Laséen, Stefan ; Sanjani, Marzie Taheri ; Laseen, Stefan . In: IMF Working Papers. RePEc:imf:imfwpa:16/126.

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2016Models for optimising the theta method and their relationship to state space models. (2016). Fiorucci, Jose A ; Louzada, Francisco ; Pellegrini, Tiago R ; Petropoulos, Fotios ; Koehler, Anne B. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1151-1161.

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2016The forecastability quotient reconsidered. (2016). Acar, Yavuz ; Gardner, Everette Shaw . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1208-1211.

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2016Inflation forecasts and forecaster herding: Evidence from South African survey data. (2016). Reid, Monique ; Pierdzioch, Christian ; GUPTA, RANGAN. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:62:y:2016:i:c:p:42-50.

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2016A quantile-boosting approach to forecasting gold returns. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:35:y:2016:i:c:p:38-55.

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2016Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US. (2016). Tsuchiya, Yoichi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:116-127.

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2016Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Empirical Economics. RePEc:spr:empeco:v:51:y:2016:i:4:d:10.1007_s00181-015-1053-5.

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2016How informative are aggregated inflation expectations? Evidence from the ECB Survey of Professional Forecasters. (2016). Oinonen, Sami ; Paloviita, Maritta . In: Research Discussion Papers. RePEc:bof:bofrdp:2016_015.

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2016Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; Thamotheram, Craig ; McDonald, Christopher . In: CAMA Working Papers. RePEc:een:camaaa:2016-40.

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2016Assessing the economic value of probabilistic forecasts in the presence of an inflation target. (2016). Wakerly, Elizabeth ; Vahey, Shaun ; McDonald, Chris ; Thamotheram, Craig . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2016/10.

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2016MACROECONOMIC FORECAST UNCERTAINTY IN THE EURO AREA. (2016). Lopez-Perez, Victor . In: Equilibrium. Quarterly Journal of Economics and Economic Policy. RePEc:pes:ierequ:v:11:y:2016:i:1:p:9-41.

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2016Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2016). Issler, João ; de Castro, Andressa Monteiro . In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:70:y:2016:i:4:a:59551.

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2016How accurate are professional forecasts in Asia? Evidence from ten countries. (2016). Deschamps, Bruno ; Costantini, Mauro ; Chen, Qiwei . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167.

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2016Herding behavior of business cycle forecasters. (2016). Silgoner, Maria ; Rulke, Jan-Christoph ; Worz, Julia . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:23-33.

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2016Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios. (2016). Dovern, Jonas ; Hartmann, Matthias . In: Working Papers. RePEc:awi:wpaper:0611.

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2016Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?. (2016). trabelsi, emna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:338-359.

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2016What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013.

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2016Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios. (2016). Dovern, Jonas ; Hartmann, Matthias . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145925.

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2016Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2016). Bessec, Marie. In: Working Papers. RePEc:hal:wpaper:hal-01358595.

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2016House price fluctuations and the business cycle dynamics. (2016). Abate, Girum ; Anselin, Luc . In: CREATES Research Papers. RePEc:aah:create:2016-06.

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2016Modeling and forecasting multivariate electricity price spikes. (2016). Eichler, Michael ; Manner, Hans ; Turk, Dennis . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:255-265.

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2016Are stock markets really efficient? Evidence of the adaptive market hypothesis. (2016). Urquhart, Andrew ; McGroarty, Frank . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:39-49.

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2016Rationality of announcements, business cycle asymmetry, and predictability of revisions. The case of French GDP.. (2016). Mogliani, Matteo ; Ferriere, T. In: Working papers. RePEc:bfr:banfra:600.

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2016The effects of a central banks inflation forecasts on private sector forecasts: Recent evidence from Japan. (2016). Sekine, Toshitaka ; Hattori, Masazumi ; Packer, Frank ; Kong, Steven . In: BIS Working Papers. RePEc:bis:biswps:585.

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2016Evaluating a Leading Indicator: An Application: the Term Spread. (2016). Stekler, Herman ; Ye, Tianyu . In: Working Papers. RePEc:gwc:wpaper:2016-004.

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2016What predicts US recessions?. (2016). Moench, Emanuel ; Liu, Weiling . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1138-1150.

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2016Forecasting using sparse cointegration. (2016). Croux, Christophe ; Wilms, Ines . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1256-1267.

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2016Macroeconomic Forecasting Using Penalized Regression Methods. (2016). Smeekes, Stephan ; Wijler, Etienne . In: Research Memorandum. RePEc:unm:umagsb:2016039.

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2016Interactive foresight simulation. (2016). Hansen, Mette Sanne ; Rasmussen, Lauge Baungaard ; Jacobsen, Peter . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:103:y:2016:i:c:p:214-227.

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2016Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A.. (2016). Nikolopoulos, Konstantinos ; Babai, Zied ; Kolassa, Stephan ; Boylan, John E. In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:1-26.

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2016Deciding Between Alternative Approaches In Macroeconomics. (2016). Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:778.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2016An Overview of Forecasting Facing Breaks. (2016). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:779.

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2016Real-time factor model forecasting and the effects of instability. (2016). Clements, Michael. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:661-675.

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2016Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02.

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2016Volatility Dependent Dynamic Equicorrelation. (2016). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2016_02.

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2016Understanding trustworthiness: using response latencies from CATI surveys to learn about the “crucial” variable in trust research. (2016). Neumann, Robert . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:50:y:2016:i:1:p:43-64.

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2016Understanding trustworthiness: using response latencies from CATI surveys to learn about the “crucial” variable in trust research. (2016). Neumann, Robert . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:50:y:2016:i:1:d:10.1007_s11135-014-0136-2.

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2016The accuracy of forecasts prepared for the Federal Open Market Committee. (2016). Hanson, Tyler J ; Chang, Andrew C. In: Journal of Economics and Business. RePEc:eee:jebusi:v:83:y:2016:i:c:p:23-43.

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2016Time varying biases and the state of the economy. (2016). Hsu, Shih-Hsun ; Xie, Zixiong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:716-725.

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2016Forecasting Turkish GDP Growth with Financial Variables and Confidence Indicators. (2016). Gunay, Mahmut. In: CBT Research Notes in Economics. RePEc:tcb:econot:1614.

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2016Irregular leadership changes in 2014: Forecasts using ensemble, split-population duration models. (2016). Beger, Andreas ; Ward, Michael D ; Dorff, Cassy L. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:98-111.

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2016Combining Markov Switching and Smooth Transition in Modeling Volatility: A Fuzzy Regime MEM. (2016). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2016_02.

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2016Copula--based Specification of vector MEMs. (2016). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2016_04.

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2016Copula--based Specification of vector MEMs. (2016). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:1604.01338.

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2016A new approach to volatility modeling: the High-Dimensional Markov model. (2016). Bauwens, Luc ; Dufays, Arnaud ; Augustyniak, Maciej . In: Cahiers de recherche. RePEc:lvl:crrecr:1609.

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2016A New Approach to Volatility Modeling : The High-Dimensional Markov Model. (2016). Bauwens, Luc ; Augustyniak, Maciej ; Dufays, Arnaud . In: CORE Discussion Papers. RePEc:cor:louvco:2016042.

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2016Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204.

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2016Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2016). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5759.

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2016Heterogeneous agents, the financial crisis and exchange rate predictability. (2016). Buncic, Daniel ; Piras, Gion Donat . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:60:y:2016:i:c:p:313-359.

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2016Forecasting the term structure of crude oil futures prices with neural networks. (2016). Baruník, Jozef ; Barunik, Jozef ; Malinska, Barbora . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379.

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2016Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Bonham, Carl ; Hirashima, Ashley ; Jones, James ; Fuleky, Peter . In: Working Papers. RePEc:hae:wpaper:2015-13r.

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2016Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Bonham, Carl ; Hirashima, Ashley ; Fuleky, Peter ; Jones, James . In: Working Papers. RePEc:hai:wpaper:201611.

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2016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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2016How predictable is technological progress?. (2016). Lafond, François ; Farmer, Doyne J. In: Research Policy. RePEc:eee:respol:v:45:y:2016:i:3:p:647-665.

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2016Calculation of solar irradiation prediction intervals combining volatility and kernel density estimates. (2016). Trapero, Juan R. In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:266-274.

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2016How useful are measured expectations in estimation and simulation of a conventional small New Keynesian macro model?. (2016). Kortelainen, Mika ; Viren, Matti ; Paloviita, Maritta . In: Economic Modelling. RePEc:eee:ecmode:v:52:y:2016:i:pb:p:540-550.

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2016Long-run restrictions and survey forecasts of output, consumption and investment. (2016). Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:614-628.

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2016Data Revisions and DSGE Models. (2016). Galvão, Ana ; Galvao, Ana Beatriz . In: EMF Research Papers. RePEc:wrk:wrkemf:11.

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2016Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036.

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2016FORECAST COMBINATIONS FOR REALIZED VOLATILITY IN PRESENCE OF STRUCTURAL BREAKS. (2016). De Gaetano, Davide. In: Departmental Working Papers of Economics - University 'Roma Tre'. RePEc:rtr:wpaper:0208.

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2016Distributions of forecasting errors of forecast combinations: Implications for inventory management. (2016). Barrow, Devon K ; Kourentzes, Nikolaos . In: International Journal of Production Economics. RePEc:eee:proeco:v:177:y:2016:i:c:p:24-33.

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2016It is not structural breaks that earn average forecasts their fame. (2016). Ulbricht, Dirk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00895.

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2016Forecasting euro area recessions in real-time. (2016). Pirschel, Inske. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2020.

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2016Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201667.

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2016Forecasting structural change and fat-tailed events in Australian macroeconomic variables. (2016). Cross, Jamie ; Poon, Aubrey . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:34-51.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603.

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2016Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: MPRA Paper. RePEc:pra:mprapa:75424.

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2016Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; delle Monache, Davide . In: EMF Research Papers. RePEc:wrk:wrkemf:13.

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2016Facts or fates of investors losses during crises? Evidence from REIT-stock volatility and tail dependence structures. (2016). Huang, MeiChi ; Wu, Chang-Che ; Liu, Shih-Min . In: International Review of Economics & Finance. RePEc:eee:reveco:v:42:y:2016:i:c:p:54-71.

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2016Volatility Dependent Dynamic Equicorrelation. (2016). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2016_02.

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2016Do oil producing countries offer international diversification benefits? Evidence from GCC countries. (2016). Charfeddine, Lanouar ; Mimouni, Karim . In: Economic Modelling. RePEc:eee:ecmode:v:57:y:2016:i:c:p:263-280.

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2016Nowhere to run, nowhere to hide: asset diversification in a flat world. (2016). cotter, john ; Roll, Richard ; Gabriel, Stuart . In: Working Papers. RePEc:ucd:wpaper:201612.

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2016Dynamic conditional copula correlation and optimal hedge ratios with currency futures. (2016). Kotkatvuori-ornberg, Juha . In: International Review of Financial Analysis. RePEc:eee:finana:v:47:y:2016:i:c:p:60-69.

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2016K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting. (2016). Mangalova, Ekaterina ; Shesterneva, Olesya . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1067-1073.

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2016K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting. (2016). Wang, Jianxue ; Zhang, Yao . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1074-1080.

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2016A semi-empirical approach using gradient boosting and k-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting. (2016). Huang, Jing ; Perry, Matthew . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1081-1086.

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2016GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach. (2016). Nagy, Gabor I ; Simon, Gabor ; Borbely, Gyula ; Kazi, Sandor ; Barta, Gerg . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1087-1093.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:brd:wpaper:103.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2016_09.

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2016Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Korobilis, Dimitris ; Koop, Gary . In: Working Papers. RePEc:brd:wpaper:103r.

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2016Large Bayesian VARMAs. (2016). Chan, Joshua ; Eisenstat, Eric ; Koop, Gary . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:374-390.

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2016Model uncertainty in Panel Vector Autoregressive models. (2016). Koop, Gary ; Korobilis, Dimitris. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:115-131.

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2016Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to AR–ARCH type processes. (2016). Ziel, Florian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:773-793.

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2016.

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2016Bayesian Nonparametric Sparse Seemingly Unrelated Regression Model (SUR). (2016). Rossini, Luca ; Billio, Monica ; Casarin, Roberto . In: Papers. RePEc:arx:papers:1608.02740.

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2016Foreign Direct Investment and Sustainable Development. A Regional Approach for Romania. (2016). Simionescu (Bratu), Mihaela. In: Working Papers of Macroeconomic Modelling Seminar. RePEc:rjr:wpmems:162702.

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2016Efficient estimation of approximate factor models via penalized maximum likelihood. (2016). Liao, Yuan ; Bai, Jushan. In: Journal of Econometrics. RePEc:eee:econom:v:191:y:2016:i:1:p:1-18.

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2016Model selection with factors and variables. (2016). Fosten, Jack. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2016_07.

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2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

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2016Climate change and electricity demand in Brazil: A stochastic approach. (2016). Feres, Jose Gustavo ; Hollanda, Lavinia ; Trotter, Ian M ; Bolkesjo, Torjus Folsland . In: Energy. RePEc:eee:energy:v:102:y:2016:i:c:p:596-604.

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2016Day-ahead hourly electricity load modeling by functional regression. (2016). Feng, Yonghan ; Ryan, Sarah M. In: Applied Energy. RePEc:eee:appene:v:170:y:2016:i:c:p:455-465.

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2016Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49.

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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605.

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2016GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation. (2016). Hong, Tao ; Xie, Jingrui . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1012-1016.

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2016Lasso estimation for GEFCom2014 probabilistic electric load forecasting. (2016). Ziel, Florian ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1029-1037.

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2016Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Liu, Bidong ; Wang, PU. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597.

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2016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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2016Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting. (2016). Shesterneva, Olesya ; Mangalova, Ekaterina . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1023-1028.

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2016A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056.

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2016A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014. (2016). Juban, Romain ; Kolter, Zico J ; Poirier, Louis ; Ohlsson, Henrik . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1094-1102.

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2016Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050.

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2016Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting. (2016). Dudek, Grzegorz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1057-1060.

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2016GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models. (2016). Dordonnat, V ; Pierrot, A ; Pichavant, A. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1005-1011.

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2016A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting. (2016). Giasemidis, Georgios ; Haben, Stephen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1017-1022.

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2016Fluctuation analysis of high frequency electric power load in the Czech Republic. (2016). Lavika, Hynek ; Kracik, Jii . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:462:y:2016:i:c:p:951-961.

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2016On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power. (2016). Cavalcante, Laura ; Gallego-Castillo, Cristobal ; Bessa, Ricardo ; Lopez-Garcia, Oscar . In: Energy. RePEc:eee:energy:v:113:y:2016:i:c:p:355-365.

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2016Dynamic model averaging in large model spaces using dynamic Occam׳s window. (2016). onorante, luca ; Raftery, Adrian E. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:2-14.

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2016Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality. (2016). Szafrański, Grzegorz ; Stelmasiak, Damian ; Szafraski, Grzegorz . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:1:p:21-42.

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2016Has the wage Phillips curve changed in the euro area?. (2016). Viviano, Eliana ; Bulligan, Guido . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_355_16.

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2016An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; Jarociński, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966.

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2016Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). Laséen, Stefan ; Sanjani, Marzie Taheri ; Laseen, Stefan . In: IMF Working Papers. RePEc:imf:imfwpa:16/126.

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2016Using the ensemble Kalman filter for electricity load forecasting and analysis. (2016). Sato, Seisho ; Tamura, Yoshiyasu ; Takeda, Hisashi . In: Energy. RePEc:eee:energy:v:104:y:2016:i:c:p:184-198.

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2016On the empirical relevance of the Lucas critique: the case of euro area money demand. (2016). Dreger, Christian ; Wolters, Jurgen . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:1:p:61-82.

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2016On the empirical relevance of the Lucas critique: the case of euro area money demand. (2016). Dreger, Christian ; Wolters, Jurgen . In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:1:d:10.1007_s10663-015-9289-z.

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2016Re-vitalizing Money Demand in the Euro Area: Still Valid at the Zero Lower Bound. (2016). Dreger, Christian ; Gerdesmeier, Dieter ; Roffia, Barbara . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1606.

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2016On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand. (2016). Dreger, Christian ; Wolters, Jurgen . In: EconStor Open Access Articles. RePEc:zbw:espost:157917.

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2016Does frequency matter for intraday technical trading?. (2016). Frömmel, Michael ; Frommel, Michael ; Lampaert, Kevin . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:177-183.

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2016A calendar effect: Weekend overreaction (and subsequent reversal) in spot FX rates. (2016). Urquhart, Andrew ; McGroarty, Frank ; Dao, Thong M. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:158-167.

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2016Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data. (2016). Hölzl, Werner ; Bierbaumer-Polly, Juergen ; Holzl, Werner . In: WIFO Working Papers. RePEc:wfo:wpaper:y:2015:i:504.

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2016Predicting Finnish economic activity using firm-level data. (2016). Fornaro, Paolo. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:10-19.

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2016Experts, firms, consumers or even hard data? Forecasting employment in Germany. (2016). Wohlrabe, Klaus ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:69611.

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2016Identification and real-time forecasting of Norwegian business cycles. (2016). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:283-292.

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2016Using Confidence Data to Forecast the Canadian Business Cycle. (2016). Moran, Kevin ; Nono, Simplice Aime . In: Cahiers de recherche. RePEc:lvl:crrecr:1606.

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2016Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear economic dynamics approach. (2016). Westerhoff, Frank ; Dieci, Roberto . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:71:y:2016:i:c:p:21-44.

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2016Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:66.

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2016Losing Track of the Asset Markets: the Case of Housing and Stock. (2016). Chen, Nan-Kuang ; Chang, Kuang-Liang ; Ka, Charles . In: International Real Estate Review. RePEc:ire:issued:v:19:n:04:2016:p:435-492.

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2016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

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2016Macroeconomic Forecasting Using Penalized Regression Methods. (2016). Smeekes, Stephan ; Wijler, Etienne . In: Research Memorandum. RePEc:unm:umagsb:2016039.

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2016Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674.

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2016A Guide to the StatFact EViews Add-in. (2016). Rahal, Charles . In: Computational Economics. RePEc:kap:compec:v:48:y:2016:i:1:d:10.1007_s10614-015-9507-6.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2016Exploiting the monthly data flow in structural forecasting. (2016). Monti, Francesca ; Giannone, Domenico ; Reichlin, Lucrezia . In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:201-215.

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2016Wind speed forecasting for wind farms: A method based on support vector regression. (2016). Santamaria-Bonfil, G ; Gershenson, C ; Reyes-Ballesteros, A. In: Renewable Energy. RePEc:eee:renene:v:85:y:2016:i:c:p:790-809.

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2016How accurate are professional forecasts in Asia? Evidence from ten countries. (2016). Deschamps, Bruno ; Costantini, Mauro ; Chen, Qiwei . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:154-167.

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2016A data analytic approach to forecasting daily stock returns in an emerging marketAuthor-Name: Oztekin, Asil. (2016). Iseri, Ali ; Kizilaslan, Recep ; Freund, Steven . In: European Journal of Operational Research. RePEc:eee:ejores:v:253:y:2016:i:3:p:697-710.

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2016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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2016Testing weighting approaches for forecasting in a Group Wisdom Support System environment. (2016). Prokesch, Tobias ; von der Gracht, Heiko A ; Hommel, Ulrich ; Wohlenberg, Holger . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:10:p:4081-4094.

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2016Biases in future-oriented Delphi studies: A cognitive perspective. (2016). Winkler, Jens ; Moser, Roger . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:105:y:2016:i:c:p:63-76.

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2016Probabilistic anomaly detection in natural gas time series data. (2016). Akouemo, Hermine N ; Povinelli, Richard J. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:948-956.

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2016Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, Márcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415.

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2016 Modeling Latin-American Stock and Forex Markets Volatility: Empirical Application of a Model with Random Level Shifts and Genuine Long Memory [Modelando la volatilidad de los mercados bursátiles y c. (2016). Rodríguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00416.

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2016Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2016). Jo, Soojin ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-5.

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2016The accuracy of forecasts prepared for the Federal Open Market Committee. (2016). Hanson, Tyler J ; Chang, Andrew C. In: Journal of Economics and Business. RePEc:eee:jebusi:v:83:y:2016:i:c:p:23-43.

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2016Model Averaging Estimators for the Stochastic Frontier Model. (2016). Parmeter, Christopher ; Zhang, Xinyu ; Alan, . In: Working Papers. RePEc:mia:wpaper:2016-09.

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2016Determining the number of factors after stationary univariate transformations. (2016). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1602.

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2016Weighted maximum likelihood for dynamic factor analysis and forecasting with mixed frequency data. (2016). Zhang, Zhaoyong ; Koopman, Siem Jan ; Blasques, Francisco ; Mallee, M. In: Journal of Econometrics. RePEc:eee:econom:v:193:y:2016:i:2:p:405-417.

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2016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

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2016Order-invariant prior specification in Bayesian factor analysis. (2016). Leung, Dennis ; Drton, Mathias . In: Statistics & Probability Letters. RePEc:eee:stapro:v:111:y:2016:i:c:p:60-66.

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2016Forecasting using sparse cointegration. (2016). Croux, Christophe ; Wilms, Ines . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1256-1267.

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2016Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Kurose, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1022.

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2016Should I stay or should I go? Bayesian inference in the threshold time varying parameter (TTVP) model. (2016). Huber, Florian ; Feldkircher, Martin ; Kastner, Gregor . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5178.

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2016Asymmetric loss and rationality of Chinese renminbi forecasts: An implication for the trade between China and the US. (2016). Tsuchiya, Yoichi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:116-127.

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2016A comparison of AdaBoost algorithms for time series forecast combination. (2016). Barrow, Devon K ; Crone, Sven F. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1103-1119.

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2016Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme. (2016). Schwaab, Bernd ; Eser, Fabian. In: Journal of Financial Economics. RePEc:eee:jfinec:v:119:y:2016:i:1:p:147-167.

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2016Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02.

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2016A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data. (2016). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: Working Papers. RePEc:ptu:wpaper:w201601.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2016A comparison of MIDAS and bridge equations. (2016). Schumacher, Christian. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:257-270.

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2016Forecasting and nowcasting real GDP: Comparing statistical models and subjective forecasts. (2016). Jansen, W. Jos ; de Winter, Jasper ; Jin, Xiaowen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:411-436.

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2016Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. (2016). Marcellino, Massimiliano ; Papailias, Fotis ; Kapetanios, George . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382.

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2016A real-time analysis on the importance of hard and soft data for nowcasting German GDP. (2016). Heinisch, Katja . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145864.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Peltonen, Tuomas ; Hautsch, Nikolaus ; Betz, Frank . In: Working Paper Series in Economics. RePEc:zbw:kitwps:79.

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2016Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

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2016Systemic risk spillovers in the European banking and sovereign network. (2016). Schienle, Melanie ; Hautsch, Nikolaus ; Betz, Frank ; Peltonen, Tuomas A. In: Journal of Financial Stability. RePEc:eee:finsta:v:25:y:2016:i:c:p:206-224.

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2016The challenge of predicting currency crises: how do definition and probability threshold choice make a difference?. (2016). Emin, Dogus ; Aytac, Aysegul . In: Eurasian Economic Review. RePEc:spr:eurase:v:6:y:2016:i:2:d:10.1007_s40822-016-0051-z.

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2016State Correlation and Forecasting: A Bayesian Approach Using Unobserved Components Models. (2016). Uzeda, Luis . In: ANU Working Papers in Economics and Econometrics. RePEc:acb:cbeeco:2016-632.

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2016Trend inflation, firms backward-looking behavior, and inflation gap persistence. (2016). Kim, Insu ; Yie, Myung-Soo . In: Economic Modelling. RePEc:eee:ecmode:v:58:y:2016:i:c:p:116-125.

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2016The roles of inflation expectations, core inflation, and slack in real-time inflation forecasting. (2016). Koenig, Evan ; Kishor, N. In: Working Papers. RePEc:fip:feddwp:1613.

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2016Bayesian model averaging and principal component regression forecasts in a data rich environment. (2016). Ouysse, Rachida. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:763-787.

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2016In-sample inference and forecasting in misspecified factor models. (2016). Rossi, Barbara ; Carrasco, Marine . In: Economics Working Papers. RePEc:upf:upfgen:1530.

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2016In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388.

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2016Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A.. (2016). Nikolopoulos, Konstantinos ; Babai, Zied ; Kolassa, Stephan ; Boylan, John E. In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:1-26.

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2016Can commodity returns forecast Canadian sector stock returns?. (2016). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew . In: International Review of Economics & Finance. RePEc:eee:reveco:v:41:y:2016:i:c:p:172-188.

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2016Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach. (2016). Skiadopoulos, George ; Daskalaki, Charoula ; Topaloglou, Nikolas . In: Working Papers. RePEc:qmw:qmwecw:wp797.

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2016Predicting the oil prices: Do technical indicators help?. (2016). Yang, Qingyuan ; Yin, Libo . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:338-350.

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2016Information spillover dynamics of the energy futures market sector: A novel common factor approach. (2016). Kuruppuarachchi, Duminda ; Premachandra, I M. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:277-294.

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2016Spatio-temporal hydro forecasting of multireservoir inflows for hydro-thermal scheduling. (2016). Lohmann, Timo ; Rebennack, Steffen . In: European Journal of Operational Research. RePEc:eee:ejores:v:255:y:2016:i:1:p:243-258.

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2016Stochastic hydro-thermal scheduling optimization: An overview. (2016). de Queiroz, Anderson Rodrigo . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:62:y:2016:i:c:p:382-395.

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2016A Top-down Approach to Stress-testing Banks. (2016). Mitnik, Oscar ; Kapinos, Pavel. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:49:y:2016:i:2:d:10.1007_s10693-015-0228-8.

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2016Macroeconomic tail events with non-linear Bayesian VARs. (2016). Hacioglu Hoke, Sinem ; Chiu, Ching-Wai (Jeremy). In: Bank of England working papers. RePEc:boe:boeewp:0611.

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2016Forecasting bank leverage: an alternative to regulatory early warning models. (2016). Shaffer, Sherrill ; Hambusch, Gerhard. In: Journal of Regulatory Economics. RePEc:kap:regeco:v:50:y:2016:i:1:d:10.1007_s11149-016-9306-6.

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2016Stress Testing and a Comparison of Alternative Methodologies for Scenario Generation. (2016). Jacobs, Michael . In: Journal of Applied Finance & Banking. RePEc:spt:apfiba:v:6:y:2016:i:6:f:6_6_7.

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2016Integrating stress tests within the Basel III capital framework: a macroprudentially coherent approach. (2016). Segura, Anatoli ; Bologna, Pierluigi . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_360_16.

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2016An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Pasqualini, Andrea ; Costola, Michele ; Casarin, Roberto . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59.

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2016Analysis of Stability and Exposure of Croatian Bank System to Non-Credit Risks. (2016). Wittine, Zoran ; Vuk, Ivana . In: Business and Economic Research. RePEc:mth:ber888:v:6:y:2016:i:2:p:331-342.

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2016Regresión Cuantílica Dinámica para la Medición del Valor en Riesgo: una Aplicación a Datos Colombianos. (2016). Melo-Velandia, Luis ; Ustacara, Daniel Mario . In: Borradores de Economia. RePEc:bdr:borrec:939.

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2016Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:475-501.

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2016Adjusting production indices for varying weather effects. (2016). Schreiber, Sven ; Haustein, Erik . In: IMK Working Paper. RePEc:imk:wpaper:171-2016.

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2016Anticipating business-cycle turning points in real time using density forecasts from a VAR. (2016). Schreiber, Sven ; Soldatenkova, Natalia . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:47:y:2016:i:pb:p:166-187.

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2016Forecasting the Probability of Recessions in South Africa: The Role of Decomposed Term-Spread and Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Gil-Alana, Luis ; Christou, Christina ; Aye, Goodness C. In: Working Papers. RePEc:pre:wpaper:201680.

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2016What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013.

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2016Bagging exponential smoothing methods using STL decomposition and Box–Cox transformation. (2016). Hyndman, Rob ; Benitez, Jose M ; Bergmeir, Christoph . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:303-312.

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2016Forecasting supply chain sporadic demand with nearest neighbor approaches. (2016). Nikolopoulos, Konstantinos I ; Bozos, Konstantinos ; Babai, Zied M. In: International Journal of Production Economics. RePEc:eee:proeco:v:177:y:2016:i:c:p:139-148.

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2016On the performance of overlapping and non-overlapping temporal demand aggregation approaches. (2016). Boylan, John E ; Babai, Zied M. In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:136-144.

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2016Forecasting with multivariate temporal aggregation: The case of promotional modelling. (2016). Kourentzes, Nikolaos ; Petropoulos, Fotios . In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:145-153.

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2016Another look at estimators for intermittent demand. (2016). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Kourentzes, Nikolaos . In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:154-161.

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2016Electricity Price Forecasting using Sale and Purchase Curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1509.00372.

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2016Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. (2016). Ziel, Florian . In: Papers. RePEc:arx:papers:1509.01966.

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2016Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. (2016). Paraschiv, Florentina ; Fichtner, Wolf ; Scelle, Jonathan ; Keles, Dogan . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:218-230.

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2016Multi-objective energy storage power dispatching using plug-in vehicles in a smart-microgrid. (2016). Silva, Sidelmo M ; Guimares, Frederico G ; Fleming, Peter J ; Cohen, Miri Weiss ; Coelho, Bruno N. In: Renewable Energy. RePEc:eee:renene:v:89:y:2016:i:c:p:730-742.

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2016Pricing options on forwards in energy markets: the role of mean reversions speed. (2016). Schmeck, Maren Diane . In: Papers. RePEc:arx:papers:1602.03402.

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2016A generalized exponential time series regression model for electricity prices. (2016). Proietti, Tommaso ; Haldrup, Niels ; Knapik, Oskar . In: CREATES Research Papers. RePEc:aah:create:2016-08.

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2016To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601.

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2016A MPC approach for optimal generation scheduling in CSP plants. (2016). Vasallo, Manuel Jesus ; Bravo, Jose Manuel . In: Applied Energy. RePEc:eee:appene:v:165:y:2016:i:c:p:357-370.

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2016Are fundamentals enough? Explaining price variations in the German day-ahead and intraday power market. (2016). Pape, Christian ; Weber, Christoph ; Hagemann, Simon . In: Energy Economics. RePEc:eee:eneeco:v:54:y:2016:i:c:p:376-387.

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2016Day-ahead electricity price forecasting via the application of artificial neural network based models. (2016). Panapakidis, Ioannis P ; Dagoumas, Athanasios S. In: Applied Energy. RePEc:eee:appene:v:172:y:2016:i:c:p:132-151.

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2016A comparison of different univariate forecasting models forSpot Electricity Price in India. (2016). Tiwari, Aviral ; Girish, G P. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00633.

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2016Modelling electricity futures prices using seasonal path-dependent volatility. (2016). Musti, Silvana ; Fanelli, Viviana ; Maddalena, Lucia . In: Applied Energy. RePEc:eee:appene:v:173:y:2016:i:c:p:92-102.

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2016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965.

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2016Probabilistic forecasting of hourly electricity prices in the medium-term using spatial interpolation techniques. (2016). Muoz, Antonio ; Delgadillo, Andres ; Bello, Antonio ; Reneses, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:966-980.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436.

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2016Valuation under uncertain energy prices and load demands of micro-CHP plants supplemented by optimally switched thermal energy storage. (2016). Moreno, Blanca . In: Applied Energy. RePEc:eee:appene:v:177:y:2016:i:c:p:553-569.

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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235.

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2016Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: MPRA Paper. RePEc:pra:mprapa:72736.

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2016The plunge in German electricity futures prices – Analysis using a parsimonious fundamental model. (2016). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian . In: Energy Policy. RePEc:eee:enepol:v:95:y:2016:i:c:p:280-290.

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2016Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.. (2016). Schulz, Franziska ; López Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-035.

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2016Modelling cross-dependencies between Spain’s regional tourism markets with an extension of the Gaussian process regression model. (2016). Claveria, Oscar ; Torra, Salvador ; Monte, Enric . In: SERIEs: Journal of the Spanish Economic Association. RePEc:spr:series:v:7:y:2016:i:3:d:10.1007_s13209-016-0144-7.

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2016Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606.

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2016Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607.

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2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

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2016Bayesian SVLEDEJ Model for Detecting Jumps in Logarithmic Growth Rates of One Month Forward Gas Contract Prices. (2016). Kostrzewski, Maciej . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:8:y:2016:i:3:p:161-179.

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2016Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, Rafał ; Trueck, Stefan ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1610.

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2016Strategic bidding and rebidding in electricity markets. (2016). Hurn, Stan ; Clements, Adam ; Li, Z. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:24-36.

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2016Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454.

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2016How does Germanys green energy policy affect electricity market volatility? An application of conditional autoregressive range models. (2016). Auer, Benjamin R. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:621-628.

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2016Weather and market specificities in the regional transmission of renewable energy price effects. (2016). Silva, Patricia ; Figueiredo, Nuno Carvalho ; Bunn, Derek ; da Silva, Patricia Pereira . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:188-200.

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2016Constrained functional time series: Applications to the Italian gas market. (2016). Vantini, Simone ; Canale, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1340-1351.

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2016Modelling Electricity Price Expectations in a Day-Ahead Market: A Case of Latvia. (2016). Viktorija, Bobinaite ; Jnis, Zuters . In: Economics and Business. RePEc:vrs:ecobus:v:29:y:2016:i:1:p:12-26:n:2.

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2016Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Haldrup, Niels ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96.

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2016The early warnings of banking crises: Interaction of broad liquidity and demand deposits. (2016). Lang, Michael ; Schmidt, Paul G. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:61:y:2016:i:c:p:1-29.

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2016Predicting bank failures: The leverage versus the risk-weighted capital ratio. (2016). Yang, XI. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-15.

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2016Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388.

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2016Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Caggiano, Giovanni ; Calice, Pietro ; Kapetanios, George . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:104-116.

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2016Real Estate and the Great Crisis: Lessons for Macro-Prudential Policy. (2016). wachter, susan ; Popoyan, Lilit ; Duca, John. In: LEM Papers Series. RePEc:ssa:lemwps:2016/30.

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2016The signalling content of asset prices for inflation: Implications for Quantitative Easing. (2016). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: DNB Working Papers. RePEc:dnb:dnbwpp:516.

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2016Analysing the financial strength of Tunisia: An approach to estimate an index of financial safety. (2016). Matkovskyy, Roman ; Bouraoui, Taoufik ; Hammami, Helmi . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:485-493.

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2016Estimation and prediction of an Index of Financial Safety of Tunisia. (2016). Matkovskyy, Roman ; Hammami, Helmi ; Bouraoui, Taoufik . In: MPRA Paper. RePEc:pra:mprapa:74573.

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2016Forecasting banking crises with dynamic panel probit models. (2016). Rodrigues, Paulo ; Bonfim, Diana ; Monteiro, Nuno ; Antunes, Antonio R. In: Working Papers. RePEc:ptu:wpaper:w201613.

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2016Characterising the financial cycle in Luxembourg. (2016). Giordana, Gastón ; Gueddoudj, Sabbah . In: BCL working papers. RePEc:bcl:bclwop:bclwp103.

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2016An Early Warning System for Macro-prudential Policy in France.. (2016). Idier, Julien ; Coudert, Virginie. In: Working papers. RePEc:bfr:banfra:609.

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2016Evaluating measures of adverse financial conditions. (2016). Oet, Mikhail V ; Sarlin, Peter ; Gramlich, Dieter . In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:234-249.

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2016Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors. (2016). Behn, Markus ; Schudel, Willem ; Peltonen, Tuomas ; Detken, Carsten . In: ESRB Working Paper Series. RePEc:srk:srkwps:201629.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

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2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

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2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

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2016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

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2016Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6.

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2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

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2016Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions. (2016). Jacobs, Jan ; Hecq, Alain ; Stamatogiannis, Michalis P. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-01.

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2016Measuring the uncertainty of Principal Components in Dynamic Factor Models. (2016). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

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2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

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2016Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. (2016). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli . In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133.

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2016An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard . In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

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2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235.

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2016Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454.

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2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Xu, Bin ; Lin, Boqiang . In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

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2016On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power. (2016). Cavalcante, Laura ; Gallego-Castillo, Cristobal ; Bessa, Ricardo ; Lopez-Garcia, Oscar . In: Energy. RePEc:eee:energy:v:113:y:2016:i:c:p:355-365.

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2016Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49.

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2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

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2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis. (2016). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583.

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2016GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models. (2016). Dordonnat, V ; Pierrot, A ; Pichavant, A. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1005-1011.

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2016GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation. (2016). Hong, Tao ; Xie, Jingrui . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1012-1016.

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2016A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting. (2016). Giasemidis, Georgios ; Haben, Stephen . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1017-1022.

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2016Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting. (2016). Shesterneva, Olesya ; Mangalova, Ekaterina . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1023-1028.

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2016Lasso estimation for GEFCom2014 probabilistic electric load forecasting. (2016). Ziel, Florian ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1029-1037.

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2016Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050.

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2016A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056.

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2016Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting. (2016). Dudek, Grzegorz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1057-1060.

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2016K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting. (2016). Mangalova, Ekaterina ; Shesterneva, Olesya . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1067-1073.

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2016K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting. (2016). Wang, Jianxue ; Zhang, Yao . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1074-1080.

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2016A semi-empirical approach using gradient boosting and k-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting. (2016). Huang, Jing ; Perry, Matthew . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1081-1086.

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2016GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach. (2016). Nagy, Gabor I ; Simon, Gabor ; Borbely, Gyula ; Kazi, Sandor ; Barta, Gerg . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1087-1093.

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2016A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014. (2016). Juban, Romain ; Kolter, Zico J ; Poirier, Louis ; Ohlsson, Henrik . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1094-1102.

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2016Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Liu, Bidong ; Wang, PU. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597.

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2016Evaluating predictive count data distributions in retail sales forecasting. (2016). Kolassa, Stephan . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:788-803.

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2016Central banks’ forecasts and their bias: Evidence, effects and explanation. (2016). Ladley, Daniel ; Charemza, Wojciech. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:804-817.

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2016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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2016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

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2016The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

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2016When to choose the simple average in forecast combination. (2016). Blanc, Sebastian M ; Setzer, Thomas . In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:10:p:3951-3962.

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2016Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?. (2016). trabelsi, emna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:338-359.

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2016An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253.

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2016The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi. In: Occasional Papers. RePEc:fip:feddop:2016_001.

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2016Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier ; Bunn, Derek . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:959-:d:83111.

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2016Accelerated Model Predictive Control for Electric Vehicle Integrated Microgrid Energy Management: A Hybrid Robust and Stochastic Approach. (2016). Sun, Houtao ; Ji, Zhenya ; Xu, Changfu ; Huang, Xueliang . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:973-:d:83432.

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2016Ensemble Learning Approach for Probabilistic Forecasting of Solar Power Generation. (2016). Mohammed, Azhar Ahmed ; Aung, Zeyar . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1017-:d:84169.

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2016Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming. (2016). Sanchez, Agustin A ; Contreras, Javier ; Gonzalez, Virginia . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1069-:d:85406.

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2016A Hybrid Multi-Step Model for Forecasting Day-Ahead Electricity Price Based on Optimization, Fuzzy Logic and Model Selection. (2016). Song, Yiliao ; Liu, Feng ; Jiang, Ping . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:618-:d:75382.

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2016Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, Rafał ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423.

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2016Analysis and Modeling for Short- to Medium-Term Load Forecasting Using a Hybrid Manifold Learning Principal Component Model and Comparison with Classical Statistical Models (SARIMAX, Exponential Smoot. (2016). Papaioannou, Panagiotis G ; Dramountanis, Anargyros ; Dikaiakos, Christos . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:635-:d:76042.

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Recent citations received in 2015

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2015Which pricing approach for options under GARCH with non-normal innovations?. (2015). Stentoft, Lars ; Simonato, Jean-Guy. In: CREATES Research Papers. RePEc:aah:create:2015-32.

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2015Simulating Brazilian Electricity Demand Under Climate Change Scenarios. (2015). Trotter, Ian ; Feres, Jose Gustavo ; de Hollanda, Lavinia Rocha ; Bolkesjo, Torjus Folsland . In: Working Papers in Applied Economics. RePEc:ags:ufvdwp:208689.

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2015“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Torra, Salvador ; Monte, Enric . In: AQR Working Papers. RePEc:aqr:wpaper:201508.

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2015Forecasting the term structure of crude oil futures prices with neural networks. (2015). Baruník, Jozef ; Malinska, Barbora . In: Papers. RePEc:arx:papers:1504.04819.

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2015Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles . In: Discussion Papers. RePEc:bir:birmec:15-05r.

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2015Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:22:y:2015:i:04:p:21-25.

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2015ifo Konjunkturprognose 2015/2017: Verhaltener Aufschwung setzt sich fort. (2015). Wohlrabe, Klaus ; Wollmershäuser, Timo ; Steiner, Andreas ; Wolf, Anna ; Schröter, Felix ; Reif, Magnus ; Garnitz, Johanna ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Hristov, Atanas ; Grimme, Christian ; Breuer, Christian ; Berg, Tim ; Wollmershauser, Timo ; Schroter, Felix . In: ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:24:p:23-66.

Full description at Econpapers || Download Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: ifo Working Paper Series. RePEc:ces:ifowps:_203.

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2015Adding Flexibility to Markov Switching Models. (2015). Otranto, Edoardo. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509.

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2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10362.

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2015Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1508.

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2015Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15246.

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2015How Quickly is News Incorporated in Fiscal Forecasts?. (2015). Jalles, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00501.

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2015Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608.

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2015Short-term solar irradiation forecasting based on Dynamic Harmonic Regression. (2015). Trapero, Juan R. ; MARTIN, A. ; Kourentzes, Nikolaos . In: Energy. RePEc:eee:energy:v:84:y:2015:i:c:p:289-295.

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2015Forecasters and rationality—A comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso: Asymmetric loss, forecast rationality and forecaster herding. (2015). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:1:p:140-143.

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2015A further analysis of the conference board’s new Leading Economic Index. (2015). Lahiri, Kajal ; Yang, Liu . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:446-453.

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2015Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Pascalau, Razvan ; Enders, Walter. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487.

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2015Earnings forecasting in a global stock selection model and efficient portfolio construction and management. (2015). Markowitz, Harry ; Xu, GanLin ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:550-560.

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2015Applied mean-ETL optimization in using earnings forecasts. (2015). Shao, Barret Pengyuan ; Mu, Yu ; Rachev, Svetlozar T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:561-567.

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2015Effectiveness of earnings forecasts in efficient global portfolio construction. (2015). Xia, Hui ; Deng, Shijie ; Min, Xinyu . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:568-574.

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2015News volume information: Beyond earnings forecasting in a global stock selection model. (2015). Gillam, Robert A. ; Cahan, Rochester ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:575-581.

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2015A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers. (2015). Beheshti, Bijan . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:582-584.

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2015Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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2015Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems. (2015). Graefe, Andreas ; Riedl, Bernhard ; Stierle, Veronika ; Kuchenhoff, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:943-951.

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2015Can we vote with our tweet? On the perennial difficulty of election forecasting with social media. (2015). Huberty, Mark . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:992-1007.

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2015Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020.

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2015Cross-country evidence on the quality of private sector fiscal forecasts. (2015). Loungani, Prakash ; Karibzhanov, Iskander ; Jalles, Joao. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:186-201.

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2015What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

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2015On the directional accuracy of forecasts of emerging market exchange rates. (2015). Pierdzioch, Christian ; Rulke, Jan-Christoph . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:369-376.

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2015Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276.

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2015Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2015). Issler, João ; de Castro, Andressa Monteiro . In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:767.

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2015Measurement Errors and Monetary Policy: Then and Now. (2015). Wang, Mu-Chun ; Matthes, Christian ; Amir Ahmadi, Pooyan ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:15-13.

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2015Selection Criteria in Regime Switching Conditional Volatility Models. (2015). Chuffart, Thomas. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:289-316:d:49388.

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2015Forecast Combination under Heavy-Tailed Errors. (2015). Cheng, Gang ; Yang, Yuhong ; Wang, Sicong . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:797-824:d:59295.

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2015Forecasting the 2015 General Election with Internet Big Data: An Application of the TRUST Framework. (2015). MacDonald, Ronald ; McDonald, Ronald ; Mao, Xuxin . In: Working Papers. RePEc:gla:glaewp:2016_03.

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2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2015-006.

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2015Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-3.

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2015Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Post-Print. RePEc:hal:journl:hal-01276824.

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2015How Frequently Should We Reestimate DSGE Models?. (2015). Rubaszek, Michał ; Kolasa, Marcin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2015:q:5:a:8.

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2015Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beckers, Benjamin ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:15/251.

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2015“Self-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: IREA Working Papers. RePEc:ira:wpaper:201511.

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2015Awaiting the Second Big Data Revolution: From Digital Noise to Value Creation. (2015). Huberty, Mark . In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:15:y:2015:i:1:p:35-47.

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2015Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1519.

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2015Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model/Alimentando grandes modelos econométricos media. (2015). Perez Garcia, Julian ; Moral Carcedo, Julian. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:33_2_7.

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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral . In: Working Papers. RePEc:ott:wpaper:1508e.

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2015An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic. (2015). Maliki, Samir Baha-Eddine ; Si, Kamel ; Touil, Noreddine Cherif . In: MPRA Paper. RePEc:pra:mprapa:75285.

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2015Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3.

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More than 50 citations. List broken...

Recent citations received in 2014

YearCiting document
2014Discriminating between fractional integration and spurious long memory. (2014). Kruse, Robinson ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2014-19.

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2014Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window. (2014). onorante, luca ; Raftery, Adrian E.. In: Papers. RePEc:arx:papers:1410.7799.

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2014Modelación de la asimetría y curtosis condicionales: una aplicación VaR para series colombianas. (2014). Melo-Velandia, Luis ; Andres Eduardo Jimenez Gomez, ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:834.

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2014Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819.

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2014Residential property price statistics across the globe. (2014). Tsatsaronis, Kostas ; Scatigna, Michela ; Szemere, Robert . In: BIS Quarterly Review. RePEc:bis:bisqtr:1409h.

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2014Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie . In: Working Paper. RePEc:bno:worpap:2014_02.

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2014Have standard VARs remained stable since the crisis?. (2014). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2014_13.

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2014Bubbles and crises: The role of house prices and credit. (2014). Anundsen, Andre ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank . In: Working Paper. RePEc:bno:worpap:2014_14.

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2014Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:184.

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2014The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C.. In: Working Papers. RePEc:bol:bodewp:wp919.

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2014Simply a Matter of Luck & Looks? Predicting Elections when Both the World Economy and the Psychology of Faces Count. (2014). Garretsen, Harry ; Alessie, Rob ; Lammers, Joris ; Stoker, Janka I.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4857.

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2014Forecasting employment in Europe: Are survey results helpful?. (2014). Lehmann, Robert ; Weyh, Antje . In: ifo Working Paper Series. RePEc:ces:ifowps:_182.

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2014Forecasting Czech GDP Using Mixed-Frequency Data Models. (2014). Rusnák, Marek ; Havrlant, David ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2014/08.

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2014Banking and Currency Crises: Differential Diagnostics for Developed Countries. (2014). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Smidkova, Katerina . In: Working Papers. RePEc:cnb:wpaper:2014/16.

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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351.

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2014Unconventional Monetary Policy and Money Demand. (2014). Wolters, Juergen ; Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1382.

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2014Identifying booms and busts in house prices under heterogeneous expectations. (2014). van der Leij, Marco ; Hommes, Cars ; Diks, Cees ; Demertzis, Maria ; Bolt, Wilko. In: DNB Working Papers. RePEc:dnb:dnbwpp:450.

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2014Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal. (2014). Bates, Samuel ; Ndiaye, Cheikh Tidiane . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00499.

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2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms. (2014). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/157568.

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2014Model Uncertainty in Panel Vector Autoregressive Models.. (2014). Koop, Gary ; Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:586.

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2014Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations. (2014). Perron, Pierre ; Hou, Jie . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:309-328.

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2014‘Horses for Courses’ in demand forecasting. (2014). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Assimakopoulos, Vassilios ; Makridakis, Spyros . In: European Journal of Operational Research. RePEc:eee:ejores:v:237:y:2014:i:1:p:152-163.

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2014An empirical Bayesian approach to stein-optimal covariance matrix estimation. (2014). Gillen, Benjamin J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:402-420.

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2014An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412.

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2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

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2014Combining multiple probability predictions using a simple logit model. (2014). Mellers, Barbara A. ; Satopaa, Ville A. ; Tetlock, Philip E. ; Ungar, Lyle H. ; Baron, Jonathan ; Foster, Dean P.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:344-356.

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2014A gradient boosting approach to the Kaggle load forecasting competition. (2014). Hyndman, Rob ; Ben Taieb, Souhaib. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:382-394.

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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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2014Demographic forecasts and fiscal policy rules. (2014). Valkonen, Tarmo ; Alho, Juha M. ; Lassila, Jukka . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1098-1109.

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2014Response to updated mortality forecasts in life cycle saving and labor supply. (2014). Määttänen, Niku ; Alho, Juha ; Maattanen, Niku . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1120-1127.

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2014Forecasting demographic forecasts. (2014). Alho, Juha M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1128-1135.

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2014Professional forecasters and real-time forecasting with a DSGE model. (2014). Wouters, Raf ; Warne, Anders ; Smets, Frank. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:981-995.

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2014Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015.

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2014Risk models-at-risk. (2014). Maillet, Bertrand ; Danielsson, Jon ; Kouontchou, Patrick S. ; Boucher, Christophe M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:44:y:2014:i:c:p:72-92.

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2014Explaining US employment growth after the great recession: The role of output–employment non-linearities. (2014). Mignon, Valérie ; Ferrara, Laurent ; Chinn, Menzie. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:42:y:2014:i:c:p:118-129.

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2014Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226.

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2014Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?. (2014). Franses, Philip Hans ; Franses, Ph. H. B. F., ; Noordegraaf-Eelens, L. H. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51317.

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2014The Importance of Trend Inflation in the Search for Missing Disinflation. (2014). Clark, Todd. In: Economic Commentary. RePEc:fip:fedcec:00021.

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2014Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1413.

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2014Nowcasting Using the Chicago Fed National Activity Index. (2014). Brave, Scott ; Butters, Andrew R.. In: Economic Perspectives. RePEc:fip:fedhep:00005.

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2014Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2014-025.

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2014Enabling Privacy in Vehicle-to-Grid Interactions for Battery Recharging. (2014). Rottondi, Cristina ; Fontana, Simone ; Verticale, Giacomo . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:5:p:2780-2798:d:35519.

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2014Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_10.

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2014WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwc:wpaper:2014-003.

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2014What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14.

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2014Comment lutter contre la fragmentation du système bancaire de la zone euro. (2014). Touzé, Vincent ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe ; Antonin, Celine . In: Post-Print. RePEc:hal:journl:hal-01093021.

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2014Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal. (2014). Bates, Samuel ; Ndiaye, Cheikh Tidiane . In: Post-Print. RePEc:hal:journl:hal-01291329.

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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004.

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2014Revision der IAB-Arbeitszeitrechnung 2014 : Grundlagen, methodische Weiterentwicklungen sowie ausgewählte Ergebnisse im Rahmen der Revision der Volkswirtschaftlichen Gesamtrechnungen. (2014). Weigand, Roland ; Zapf, Ines ; Wanger, Susanne . In: IAB-Forschungsbericht. RePEc:iab:iabfob:201409.

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2014Asymmetric volatility spillovers between UK regional worker flows and vacancies. (2014). Johnes, Geraint ; Gefang, Deborah. In: Discussion Papers in Economics. RePEc:lec:leecon:14/08.

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More than 50 citations. List broken...

Recent citations received in 2013

YearCiting document
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1292.

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2013The Indicators’ Inadequacy and the Predictions’ Accuracy. (2013). Simionescu (Bratu), Mihaela ; Mitru, Constantin . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2013:i:4:p:430-442.

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2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

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2013Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area. (2013). Wouters, Raf ; Warne, Anders ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20131571.

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2013Conditional and joint credit risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:ecb:ecbwps:20131621.

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2013Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025.

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2013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

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2013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

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2013The yield spread puzzle and the information content of SPF forecasts. (2013). Zhao, Yongchen ; Monokroussos, George ; Lahiri, Kajal. In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:1:p:219-221.

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2013Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

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2013Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Rubia, Antonio ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German . In: Journal of Financial Stability. RePEc:eee:finsta:v:9:y:2013:i:3:p:287-299.

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2013Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468.

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2013Overnight stock returns and realized volatility. (2013). Lanne, Markku ; Ahoniemi, Katja . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:592-604.

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2013Some considerations about “Forecasting aggregates and disaggregates with common features”. (2013). Garcia-Hiernaux, Alfredo ; Bujosa, Marcos. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:733-735.

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2013Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework. (2013). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Production Economics. RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198.

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2013Conditional euro area sovereign default risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0269.

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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-031.

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2013Modified Scheffé’s Prediction Bands. (2013). Staszewska-Bystrova, Anna. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690.

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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: MAGKS Papers on Economics. RePEc:mar:magkse:201325.

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2013Confidence Bands for ROC Curves with Serially Dependent Data. (2013). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:13-07.

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2013Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited. (2013). Zhao, Yongchen ; Lahiri, Kajal. In: Discussion Papers. RePEc:nya:albaec:13-08.

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2013Introducing time-changing economics into credit scoring. (2013). Brando, Elisio ; Sousa, Maria Rocha ; Gama, Joo . In: FEP Working Papers. RePEc:por:fepwps:513.

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2013A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang . In: MPRA Paper. RePEc:pra:mprapa:50005.

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2013An evaluation of simple forecasting model selection rules. (2013). Petropoulos, Fotios ; Fildes, Robert . In: MPRA Paper. RePEc:pra:mprapa:51772.

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2013Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:52724.

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2013Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201348.

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2013Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012. (2013). GUPTA, RANGAN ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201362.

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2013Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology. (2013). Ratuszny, Ewa . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:35-63.

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2013Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Kabundi, Alain ; Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, . In: Working Papers. RePEc:rza:wpaper:375.

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2013Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, André ; Blasques, Francisco ; Silde, Erkki . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130097.

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2013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

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2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

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2013Does Central Bank Staff Beat Private Forecasters?. (2013). Jung, Alexander ; El-Shagi, Makram ; Giesen, Sebastian . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79925.

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