Citation analysis for International Journal of Forecasting / Elsevier

International Journal of Forecasting / Elsevier

1.77

Impact Factor

1.44

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1	0.01	75	75	6	0.08	383	186		362	3	83 (21.7%)	3	0.04	0.04
1991	0.03	0.09	0.03	62	137	15	0.11	266	172	5	398	13	61 (22.9%)			0.04
1992	0.04	0.09	0.04	90	227	17	0.07	692	137	5	383	16	158 (22.8%)			0.04
1993	0.03	0.1	0.03	79	306	20	0.07	451	152	4	413	13	96 (21.3%)			0.05
1994	0.02	0.11	0.04	70	376	21	0.06	346	169	3	403	15	39 (11.3%)	2	0.03	0.05
1995	0.08	0.2	0.13	61	437	108	0.25	338	149	12	376	47	54 (16%)	1	0.02	0.07
1996	0.14	0.23	0.19	65	502	173	0.34	312	131	18	362	69	81 (26%)	1	0.02	0.09
1997	0.1	0.27	0.15	67	569	117	0.21	1035	126	12	365	53	134 (12.9%)	5	0.07	0.09
1998	0.09	0.29	0.15	35	604	199	0.33	558	132	12	342	51	91 (16.3%)	1	0.03	0.1
1999	0.3	0.32	0.24	39	643	281	0.44	445	102	31	298	71	112 (25.2%)	6	0.15	0.13
2000	0.42	0.4	0.29	59	702	234	0.33	826	74	31	267	78	174 (21.1%)	5	0.08	0.15
2001	0.28	0.4	0.31	45	747	237	0.32	416	98	27	265	81	57 (13.7%)	13	0.29	0.15
2002	0.33	0.42	0.44	58	805	303	0.38	419	104	34	245	107	91 (21.7%)	14	0.24	0.18
2003	0.45	0.44	0.56	81	886	485	0.55	591	103	46	236	131	99 (16.8%)	10	0.12	0.19
2004	0.4	0.49	0.53	69	955	490	0.51	965	139	56	282	150	92 (9.5%)	18	0.26	0.2
2005	0.46	0.53	0.58	67	1022	790	0.77	901	150	69	312	180	112 (12.4%)	14	0.21	0.21
2006	0.69	0.51	0.61	63	1085	979	0.9	990	136	94	320	196	145 (14.6%)	19	0.3	0.2
2007	0.75	0.45	0.6	63	1148	709	0.62	599	130	97	338	204	85 (14.2%)	25	0.4	0.18
2008	1.1	0.48	0.96	64	1212	868	0.72	821	126	138	343	329	124 (15.1%)	20	0.31	0.2
2009	0.77	0.47	0.95	72	1284	832	0.65	717	127	98	326	310	88 (12.3%)	28	0.39	0.19
2010	0.85	0.45	0.87	75	1359	908	0.67	501	136	116	329	287	62 (12.4%)	9	0.12	0.16
2011	0.96	0.52	1.16	148	1507	1467	0.97	681	147	141	337	392	83 (12.2%)	52	0.35	0.2
2012	0.68	0.55	0.9	64	1571	1264	0.8	569	223	152	422	378	31 (5.4%)	31	0.48	0.2
2013	0.79	0.62	1	56	1627	1439	0.88	398	212	168	423	423	62 (15.6%)	33	0.59	0.22
2014	1.67	0.64	1.29	77	1704	1774	1.04	589	120	200	415	534	79 (13.4%)	80	1.04	0.21
2015	1.82	0.69	1.23	81	1785	1936	1.08	250	133	242	420	518	46 (18.4%)	59	0.73	0.22
2016	1.77	0.85	1.44	102	1887	2163	1.15	198	158	280	426	612	35 (17.7%)	77	0.75	0.26

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CCU:	Cumulative number of citations to papers published until year y
CIF:	Cumulative impact factor
CIT:	Number of citations to papers published in year y
D2Y:	Number of articles published in y-1 plus y-2
C2Y:	Cites in y to articles published in y-1 plus y-2
D5Y:	Number of articles published in y-1 until y-5
C5Y:	Cites in y to articles published in y-1 until y-5
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series:

#	Year	Title	Cited
1	1997	Testing 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	640
2	1989	Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers \|\| Download paper	414
3	2012	Better 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	282
4	2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	218
5	1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	187
6	1992	Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers \|\| Download paper	186
7	2006	Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers \|\| Download paper	174
8	1992	Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers \|\| Download paper	155
9	2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	139
10	2004	Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers \|\| Download paper	125
11	2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	122
12	2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	115
13	2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃÂ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	112
14	2005	Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers \|\| Download paper	105
15	2006	Modelling 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	99
16	1995	Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475. Full description at Econpapers \|\| Download paper	97
17	2005	Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers \|\| Download paper	96
18	1992	The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98. Full description at Econpapers \|\| Download paper	85
19	2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	85
20	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	83
21	1987	Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51. Full description at Econpapers \|\| Download paper	82
22	2006	Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers \|\| Download paper	81
23	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÅ ; 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	79
24	1997	Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174. Full description at Econpapers \|\| Download paper	78
25	1999	The 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	78
26	2001	How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers \|\| Download paper	77
27	1997	Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461. Full description at Econpapers \|\| Download paper	77
28	2004	Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27. Full description at Econpapers \|\| Download paper	75
29	2011	MIDAS 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	74
30	1993	Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320. Full description at Econpapers \|\| Download paper	73
31	2006	25 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	71
32	2011	MIDAS 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	70
33	2006	Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Marcellino, Massimiliano ; Banerjee, Anindya. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151. Full description at Econpapers \|\| Download paper	69
34	2009	Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers \|\| Download paper	69
35	2004	A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609. Full description at Econpapers \|\| Download paper	68
36	2000	An evaluation of the predictions of the Federal Reserve. (2000). Stekler, Herman ; Joutz, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38. Full description at Econpapers \|\| Download paper	64
37	1999	Additive outliers, GARCH and forecasting volatility. (1999). Franses, Philip Hans ; Ghijsels, Hendrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9. Full description at Econpapers \|\| Download paper	64
38	2009	Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	63
39	1991	Seasonality, non-stationarity and the forecasting of monthly time series. (1991). Franses, Philip Hans. In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208. Full description at Econpapers \|\| Download paper	63
40	1998	Are OECD forecasts rational and useful?: a directional analysis. (1998). Ash, J. C. K., ; Heravi, S. M. ; Smyth, D. J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:3:p:381-391. Full description at Econpapers \|\| Download paper	63
41	1990	The use of prior information in forecast combination. (1990). Diebold, Francis ; Pauly, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508. Full description at Econpapers \|\| Download paper	62
42	2000	Out-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. Full description at Econpapers \|\| Download paper	62
43	2013	Combining 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	62
44	2008	Forecasting 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	62
45	2005	Forecasting 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. Full description at Econpapers \|\| Download paper	62
46	2009	Forecasting 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. Full description at Econpapers \|\| Download paper	62
47	2011	Accuracy, 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. Full description at Econpapers \|\| Download paper	61
48	2007	Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203. Full description at Econpapers \|\| Download paper	60
49	2003	Chi-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. Full description at Econpapers \|\| Download paper	59
50	2011	Accuracy, 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. Full description at Econpapers \|\| Download paper	59

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

#	Year	Title	Cited
1	2012	Better 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	164
2	1997	Testing 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	109
3	2006	Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers \|\| Download paper	89
4	1992	Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers \|\| Download paper	84
5	2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	80
6	1989	Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers \|\| Download paper	75
7	2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	58
8	1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	58
9	2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	52
10	2006	Modelling 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	48
11	2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, RafaÅ ; 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	46
12	2005	Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers \|\| Download paper	45
13	2013	Combining 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	45
14	2014	Evaluating 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. Full description at Econpapers \|\| Download paper	45
15	2004	Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers \|\| Download paper	37
16	2005	Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers \|\| Download paper	37
17	2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, JÃÂ¶rg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	36
18	2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	36
19	2006	25 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	36
20	2011	MIDAS 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	35
21	2007	Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	35
22	2011	MIDAS 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	34
23	2016	Probabilistic 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. Full description at Econpapers \|\| Download paper	34
24	2014	Global 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. Full description at Econpapers \|\| Download paper	32
25	2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	32
26	2008	Forecasting 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	32
27	2008	The 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. Full description at Econpapers \|\| Download paper	30
28	1992	Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers \|\| Download paper	29
29	1999	The 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	28
30	2011	A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). RÃÂ¼nstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:333-346. Full description at Econpapers \|\| Download paper	26
31	2009	Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers \|\| Download paper	25
32	2011	A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). RÃÂ¼nstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:333-346. Full description at Econpapers \|\| Download paper	25
33	2009	Forecasting 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. Full description at Econpapers \|\| Download paper	23
34	2013	Evaluating 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. Full description at Econpapers \|\| Download paper	23
35	2006	Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers \|\| Download paper	22
36	2001	How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers \|\| Download paper	22
37	2014	Short-term inflation projections: A Bayesian vector autoregressive approach. (2014). onorante, luca ; Lenza, Michele ; Giannone, Domenico ; Momferatou, Daphne . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:635-644. Full description at Econpapers \|\| Download paper	22
38	2011	Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127. Full description at Econpapers \|\| Download paper	22
39	2016	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965. Full description at Econpapers \|\| Download paper	22
40	2000	Out-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. Full description at Econpapers \|\| Download paper	21
41	2009	Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	21
42	2009	Rejoinder 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. Full description at Econpapers \|\| Download paper	20
43	2011	Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026. Full description at Econpapers \|\| Download paper	20
44	2014	A 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. Full description at Econpapers \|\| Download paper	20
45	2000	Forecasting stock indices: a comparison of classification and level estimation models. (2000). Chen, An-Sing ; Leung, Mark T. ; Daouk, Hazem . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:173-190. Full description at Econpapers \|\| Download paper	19
46	2014	Bayesian 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. Full description at Econpapers \|\| Download paper	19
47	2011	Accuracy, 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. Full description at Econpapers \|\| Download paper	19
48	2011	Accuracy, 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. Full description at Econpapers \|\| Download paper	19
49	2015	Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; GuÃÂ©rin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252. Full description at Econpapers \|\| Download paper	19
50	2009	Forecasting 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. Full description at Econpapers \|\| Download paper	19

Citing documents used to compute impact factor 280:

Year	Title
2016	Boosting und die Prognose der deutschen Industrieproduktion: Was verrÃÂ¤t uns der Blick in die Details?. (2016). Wohlrabe, Klaus ; Lehmann, Robert. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:69:y:2016:i:03:p:30-33. Full description at Econpapers \|\| Download paper
2016	Weighted 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. Full description at Econpapers \|\| Download paper
2016	A daily indicator of economic growth for the euro area. (2016). Venditti, Fabrizio ; Marcellino, Massimiliano ; Foroni, Claudia ; Aprigliano, Valentina ; Mazzi, Gian Luigi . In: Working Papers. RePEc:igi:igierp:570. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. (2016). Marcellino, Massimiliano ; Kapetanios, George ; Papailias, Fotis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382. Full description at Econpapers \|\| Download paper
2016	Climate 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. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 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. Full description at Econpapers \|\| Download paper
2016	Lasso 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. Full description at Econpapers \|\| Download paper
2016	Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	Replacing 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Joint Confidence Sets for Structural Impulse Responses. (2016). Kilian, Lutz ; Inoue, Atsushi . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5746. Full description at Econpapers \|\| Download paper
2016	Joint 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Central banksâ 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. Full description at Econpapers \|\| Download paper
2016	Belief 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. Full description at Econpapers \|\| Download paper
2016	Asymptotic 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. Full description at Econpapers \|\| Download paper
2016	Revisiting 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. Full description at Econpapers \|\| Download paper
2016	Evaluating qualitative forecasts: The FOMC minutes, 2006â2010. (2016). Stekler, Herman ; Symington, Hilary . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:559-570. Full description at Econpapers \|\| Download paper
2016	Eliciting GDP forecasts from the FOMCâs 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. Full description at Econpapers \|\| Download paper
2016	FOMC 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. Full description at Econpapers \|\| Download paper
2016	Are 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. Full description at Econpapers \|\| Download paper
2016	Anticipating 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Dynamic 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. Full description at Econpapers \|\| Download paper
2016	Imperfect Information about Financial Frictions and Consequences for the Business Cycle. (2016). KÃÂ¼hl, Michael ; Hollmayr, Josef ; Kuehl, Michael . In: Review of Economic Dynamics. RePEc:red:issued:15-131. Full description at Econpapers \|\| Download paper
2016	Evaluating 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Quantitative 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, JoÃÂ£o ; Barata, Joo ; Sales, Adriana Soares . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:67:y:2016:i:c:p:102-122. Full description at Econpapers \|\| Download paper
2016	Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). LasÃÂ©en, Stefan ; Sanjani, Marzie Taheri ; Laseen, Stefan . In: IMF Working Papers. RePEc:imf:imfwpa:16/126. Full description at Econpapers \|\| Download paper
2016	Forecasting Czech GDP Using Mixed-Frequency Data Models. (2016). RusnÃÂ¡k, Marek ; Havrlant, David ; Franta, Michal . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:2:d:10.1007_s41549-016-0008-z. Full description at Econpapers \|\| Download paper
2016	Models 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Inflation 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Asymmetric 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. Full description at Econpapers \|\| Download paper
2016	Fluctuations 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. Full description at Econpapers \|\| Download paper
2016	How 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. Full description at Econpapers \|\| Download paper
2016	Assessing 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. Full description at Econpapers \|\| Download paper
2016	Assessing 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. Full description at Econpapers \|\| Download paper
2016	MACROECONOMIC 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. Full description at Econpapers \|\| Download paper
2016	Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2016). Issler, JoÃÂ£o ; de Castro, Andressa Monteiro . In: Revista Brasileira de Economia - RBE. RePEc:fgv:epgrbe:v:70:y:2016:i:4:a:59551. Full description at Econpapers \|\| Download paper
2016	How 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. Full description at Econpapers \|\| Download paper
2016	Herding behavior of business cycle forecasters. (2016). Woerz, Julia ; Silgoner, Maria ; Worz, Julia ; Rulke, Jan-Christoph . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:1:p:23-33. Full description at Econpapers \|\| Download paper
2016	Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios. (2016). Dovern, Jonas ; Hartmann, Matthias . In: Working Papers. RePEc:awi:wpaper:0611. Full description at Econpapers \|\| Download paper
2016	Central 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. Full description at Econpapers \|\| Download paper
2016	What Do We Lose When We Average Expectations?. (2016). BÃÂÃÂ¼rgi, Constantin ; BÃÂ¼rgi, Constantin ; BÃ¼rgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013. Full description at Econpapers \|\| Download paper
2016	Forecast Performance, Disagreement, and Heterogeneous Signal-to-Noise Ratios. (2016). Dovern, Jonas ; Hartmann, Matthias . In: Annual Conference 2016 (Augsburg): Demographic Change. RePEc:zbw:vfsc16:145925. Full description at Econpapers \|\| Download paper
2016	Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2016). Bessec, Marie. In: Working Papers. RePEc:hal:wpaper:hal-01358595. Full description at Econpapers \|\| Download paper
2016	House price fluctuations and the business cycle dynamics. (2016). Abate, Girum ; Anselin, Luc . In: CREATES Research Papers. RePEc:aah:create:2016-06. Full description at Econpapers \|\| Download paper
2016	Modeling 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. Full description at Econpapers \|\| Download paper
2016	Are 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. Full description at Econpapers \|\| Download paper
2016	Rationality 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Evaluating a Leading Indicator: An Application: the Term Spread. (2016). Stekler, Herman ; Ye, Tianyu . In: Working Papers. RePEc:gwc:wpaper:2016-004. Full description at Econpapers \|\| Download paper
2016	What 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Macroeconomic Forecasting Using Penalized Regression Methods. (2016). Smeekes, Stephan ; Wijler, Etienne . In: Research Memorandum. RePEc:unm:umagsb:2016039. Full description at Econpapers \|\| Download paper
2016	Interactive 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. Full description at Econpapers \|\| Download paper
2016	Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A.. (2016). Nikolopoulos, Konstantinos ; Kolassa, Stephan ; Boylan, John E ; Babai, Zied . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:1-26. Full description at Econpapers \|\| Download paper
2016	Deciding Between Alternative Approaches In Macroeconomics. (2016). Hendry, David. In: Economics Series Working Papers. RePEc:oxf:wpaper:778. Full description at Econpapers \|\| Download paper
2016	Improving 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. Full description at Econpapers \|\| Download paper
2016	An Overview of Forecasting Facing Breaks. (2016). Hendry, David ; Clements, Michael ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:779. Full description at Econpapers \|\| Download paper
2016	Real-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. Full description at Econpapers \|\| Download paper
2016	Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02. Full description at Econpapers \|\| Download paper
2016	An Overview of Forecasting Facing Breaks. (2016). Hendry, David ; Clements, Michael ; Castle, Jennifer L. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0005-2. Full description at Econpapers \|\| Download paper
2016	Volatility Dependent Dynamic Equicorrelation. (2016). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2016_02. Full description at Econpapers \|\| Download paper
2016	Understanding trustworthiness: using response latencies from CATI surveys to learn about the âcrucialâ 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. Full description at Econpapers \|\| Download paper
2016	Understanding trustworthiness: using response latencies from CATI surveys to learn about the âcrucialâ 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Time 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. Full description at Econpapers \|\| Download paper
2016	Forecasting Turkish GDP Growth with Financial Variables and Confidence Indicators. (2016). Gunay, Mahmut. In: CBT Research Notes in Economics. RePEc:tcb:econot:1614. Full description at Econpapers \|\| Download paper
2016	Irregular 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. Full description at Econpapers \|\| Download paper
2016	Combining 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. Full description at Econpapers \|\| Download paper
2016	Copula--based Specification of vector MEMs. (2016). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2016_04. Full description at Econpapers \|\| Download paper
2016	Copula--based Specification of vector MEMs. (2016). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Papers. RePEc:arx:papers:1604.01338. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Macroeconomic forecasting and structural changes in steady states. (2016). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:204. Full description at Econpapers \|\| Download paper
2016	Inside 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. Full description at Econpapers \|\| Download paper
2016	Heterogeneous 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. Full description at Econpapers \|\| Download paper
2016	Forecasting the term structure of crude oil futures prices with neural networks. (2016). BarunÃÂk, Jozef ; Malinska, Barbora ; Barunik, Jozef . In: Applied Energy. RePEc:eee:appene:v:164:y:2016:i:c:p:366-379. Full description at Econpapers \|\| Download paper
2016	Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-13r. Full description at Econpapers \|\| Download paper
2016	Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2016). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Working Papers. RePEc:hai:wpaper:201611. Full description at Econpapers \|\| Download paper
2016	Directional 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. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	How predictable is technological progress?. (2016). Lafond, FranÃÂ§ois ; Farmer, Doyne J. In: Research Policy. RePEc:eee:respol:v:45:y:2016:i:3:p:647-665. Full description at Econpapers \|\| Download paper
2016	Calculation 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. Full description at Econpapers \|\| Download paper
2016	How 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. Full description at Econpapers \|\| Download paper
2016	Long-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. Full description at Econpapers \|\| Download paper
2016	Data Revisions and DSGE Models. (2016). GalvÃÂ£o, Ana ; Galvao, Ana Beatriz . In: EMF Research Papers. RePEc:wrk:wrkemf:11. Full description at Econpapers \|\| Download paper
2016	Learning Time-Varying Forecast Combinations. (2016). Mandel, Antoine ; Sani, Amir . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16036. Full description at Econpapers \|\| Download paper
2016	FORECAST 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. Full description at Econpapers \|\| Download paper
2016	Distributions 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. Full description at Econpapers \|\| Download paper
2016	It is not structural breaks that earn average forecasts their fame. (2016). Ulbricht, Dirk. In: Economics Bulletin. RePEc:ebl:ecbull:eb-14-00895. Full description at Econpapers \|\| Download paper
2016	Forecasting euro area recessions in real-time. (2016). Pirschel, Inske. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2020. Full description at Econpapers \|\| Download paper
2016	Macroeconomic Regimes and Regime Shifts. (2016). Hamilton, J D. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-163. Full description at Econpapers \|\| Download paper
2016	Forecasting US GNP Growth: The Role of Uncertainty. (2016). Wohar, Mark ; GUPTA, RANGAN ; Bekiros, Stelios ; Segnon, Mawuli . In: Working Papers. RePEc:pre:wpaper:201667. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: BCAM Working Papers. RePEc:bbk:bbkcam:1603. Full description at Econpapers \|\| Download paper
2016	Adaptive models and heavy tails with an application to inflation forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: MPRA Paper. RePEc:pra:mprapa:75424. Full description at Econpapers \|\| Download paper
2016	Adaptive Models and Heavy Tails with an Application to Inflation Forecasting. (2016). Petrella, Ivan ; Delle Monache, Davide. In: EMF Research Papers. RePEc:wrk:wrkemf:13. Full description at Econpapers \|\| Download paper
2016	Facts 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. Full description at Econpapers \|\| Download paper
2016	Volatility Dependent Dynamic Equicorrelation. (2016). Silvennoinen, Annastiina ; Clements, Adam ; Scott, Ayesha . In: NCER Working Paper Series. RePEc:qut:auncer:2016_02. Full description at Econpapers \|\| Download paper
2016	Do 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. Full description at Econpapers \|\| Download paper
2016	Nowhere 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. Full description at Econpapers \|\| Download paper
2016	Dynamic 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. Full description at Econpapers \|\| Download paper
2016	K-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. Full description at Econpapers \|\| Download paper
2016	K-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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	GEFCom2014: 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. Full description at Econpapers \|\| Download paper
2016	Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103. Full description at Econpapers \|\| Download paper
2016	Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2016_09. Full description at Econpapers \|\| Download paper
2016	Bayesian Compressed Vector Autoregressions. (2016). Pettenuzzo, Davide ; Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:103r. Full description at Econpapers \|\| Download paper
2016	Large Bayesian VARMAs. (2016). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: Journal of Econometrics. RePEc:eee:econom:v:192:y:2016:i:2:p:374-390. Full description at Econpapers \|\| Download paper
2016	Model 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. Full description at Econpapers \|\| Download paper
2016	Iteratively reweighted adaptive lasso for conditional heteroscedastic time series with applications to ARâARCH type processes. (2016). Ziel, Florian . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:773-793. Full description at Econpapers \|\| Download paper
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2016	Foreign 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. Full description at Econpapers \|\| Download paper
2016	Climate 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. Full description at Econpapers \|\| Download paper
2016	Day-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. Full description at Econpapers \|\| Download paper
2016	Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49. Full description at Econpapers \|\| Download paper
2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1605. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 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. Full description at Econpapers \|\| Download paper
2016	Lasso 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. Full description at Econpapers \|\| Download paper
2016	Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	Sequence 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Additive 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. Full description at Econpapers \|\| Download paper
2016	Multilayer 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. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Fluctuation 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. Full description at Econpapers \|\| Download paper
2016	On-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. Full description at Econpapers \|\| Download paper
2016	Of quantiles and expectiles: consistent scoring functions, Choquet representations and forecast rankings. (2016). Ehm, Werner ; Kruger, Fabian ; Jordan, Alexander ; Gneiting, Tilmann . In: Journal of the Royal Statistical Society Series B. RePEc:bla:jorssb:v:78:y:2016:i:3:p:505-562. Full description at Econpapers \|\| Download paper
2016	Dynamic model averaging in large model spaces using dynamic Occam×³s window. (2016). onorante, luca ; Raftery, Adrian E. In: European Economic Review. RePEc:eee:eecrev:v:81:y:2016:i:c:p:2-14. Full description at Econpapers \|\| Download paper
2016	Forecasting the Polish Inflation Using Bayesian VAR Models with Seasonality. (2016). SzafraÅski, 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. Full description at Econpapers \|\| Download paper
2016	Has 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. Full description at Econpapers \|\| Download paper
2016	An inflation-predicting measure of the output gap in the euro area. (2016). Lenza, Michele ; JarociÅski, Marek ; Jarociski, Marek . In: Working Paper Series. RePEc:ecb:ecbwps:20161966. Full description at Econpapers \|\| Download paper
2016	Did the Global Financial Crisis Break the U.S. Phillips Curve?. (2016). LasÃÂ©en, Stefan ; Sanjani, Marzie Taheri ; Laseen, Stefan . In: IMF Working Papers. RePEc:imf:imfwpa:16/126. Full description at Econpapers \|\| Download paper
2016	Using 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. Full description at Econpapers \|\| Download paper
2016	On the empirical relevance of the Lucas critique: the case of euro area money demand. (2016). Wolters, Juergen ; Dreger, Christian. In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:1:p:61-82. Full description at Econpapers \|\| Download paper
2016	On the empirical relevance of the Lucas critique: the case of euro area money demand. (2016). Wolters, Juergen ; Dreger, Christian. In: Empirica. RePEc:kap:empiri:v:43:y:2016:i:1:d:10.1007_s10663-015-9289-z. Full description at Econpapers \|\| Download paper
2016	Re-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. Full description at Econpapers \|\| Download paper
2016	On the Empirical Relevance of the Lucas Critique: the Case of Euro Area Money Demand. (2016). Wolters, Juergen ; Dreger, Christian. In: EconStor Open Access Articles. RePEc:zbw:espost:157917. Full description at Econpapers \|\| Download paper
2016	Does frequency matter for intraday technical trading?. (2016). FrÃÂ¶mmel, Michael ; Frommel, Michael ; Lampaert, Kevin . In: Finance Research Letters. RePEc:eee:finlet:v:18:y:2016:i:c:p:177-183. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Business Cycle Dynamics and Firm Heterogeneity. Evidence for Austria Using Survey Data. (2016). HÃÂ¶lzl, Werner ; Bierbaumer-Polly, Juergen ; Holzl, Werner. In: WIFO Working Papers. RePEc:wfo:wpaper:y:2015:i:504. Full description at Econpapers \|\| Download paper
2016	Predicting 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. Full description at Econpapers \|\| Download paper
2016	Experts, firms, consumers or even hard data? Forecasting employment in Germany. (2016). Wohlrabe, Klaus ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:69611. Full description at Econpapers \|\| Download paper
2016	Identification 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. Full description at Econpapers \|\| Download paper
2016	Using Confidence Data to Forecast the Canadian Business Cycle. (2016). Moran, Kevin ; Nono, Simplice Aime . In: Cahiers de recherche. RePEc:lvl:crrecr:1606. Full description at Econpapers \|\| Download paper
2016	Forecasting Employment in Europe: Are Survey Results Helpful?. (2016). Lehmann, Robert ; Weyh, Antje. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:1:d:10.1007_s41549-016-0002-5. Full description at Econpapers \|\| Download paper
2016	Heterogeneous 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. Full description at Econpapers \|\| Download paper
2016	Regimes dependent speculative trading: Evidence from the United States housing market. (2016). Chen, Zhenxi. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:66. Full description at Econpapers \|\| Download paper
2016	Losing Track of the Asset Markets: the Case of Housing and Stock. (2016). Chang, Kuang-Liang ; Ka, Charles ; Chen, Nan-Kuang . In: International Real Estate Review. RePEc:ire:issued:v:19:n:04:2016:p:435-492. Full description at Econpapers \|\| Download paper
2016	Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; BarunÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63. Full description at Econpapers \|\| Download paper
2016	Macroeconomic Forecasting Using Penalized Regression Methods. (2016). Smeekes, Stephan ; Wijler, Etienne . In: Research Memorandum. RePEc:unm:umagsb:2016039. Full description at Econpapers \|\| Download paper
2016	Dynamic Factor Models, Factor-Augmented Vector Autoregressions, and Structural Vector Autoregressions in Macroeconomics. (2016). Stock, J H ; Watson, M W. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-415. Full description at Econpapers \|\| Download paper
2016	Remittances in Mexico and their unobserved components. (2016). Orraca, Pedro ; Corona, Francisco . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:22674. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Measuring 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. Full description at Econpapers \|\| Download paper
2016	Exploiting the monthly data flow in structural forecasting. (2016). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico. In: Journal of Monetary Economics. RePEc:eee:moneco:v:84:y:2016:i:c:p:201-215. Full description at Econpapers \|\| Download paper
2016	Wind 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. Full description at Econpapers \|\| Download paper
2016	How 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Testing 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. Full description at Econpapers \|\| Download paper
2016	Biases 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. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	Multivariate Stochastic Volatility-Double Jump Model: an application for oil assets. (2016). Mauad, Roberto ; Laurini, MÃÂ¡rcio ; Aiube, Fernando Antonio ; Lucena, Fernando Antonio . In: Working Papers Series. RePEc:bcb:wpaper:415. Full description at Econpapers \|\| Download paper
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 bursÃ¡tiles y c. (2016). RodrÃÂguez, Gabriel. In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00416. Full description at Econpapers \|\| Download paper
2016	Macroeconomic Uncertainty Through the Lens of Professional Forecasters. (2016). Jo, Soojin ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:16-5. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Model Averaging Estimators for the Stochastic Frontier Model. (2016). Parmeter, Christopher ; Zhang, Xinyu ; Alan, . In: Working Papers. RePEc:mia:wpaper:2016-09. Full description at Econpapers \|\| Download paper
2016	Determining 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. Full description at Econpapers \|\| Download paper
2016	Weighted 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044. Full description at Econpapers \|\| Download paper
2016	Order-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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Multiple-block Dynamic Equicorrelations with Realized Measures, Leverage and Endogeneity. (2016). Kurose, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1022. Full description at Econpapers \|\| Download paper
2016	Should 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. Full description at Econpapers \|\| Download paper
2016	Asymmetric 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB×³s 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. Full description at Econpapers \|\| Download paper
2016	Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02. Full description at Econpapers \|\| Download paper
2016	A Mixed Frequency Approach to Forecast Private Consumption with ATM/POS Data. (2016). Rua, AntÃÂ³nio ; Rodrigues, Paulo ; Duarte, ClÃÂ¡udia. In: Working Papers. RePEc:ptu:wpaper:w201601. Full description at Econpapers \|\| Download paper
2016	Improving 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Forecasting inflation and GDP growth using heuristic optimisation of information criteria and variable reduction methods. (2016). Marcellino, Massimiliano ; Kapetanios, George ; Papailias, Fotis . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:369-382. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Forecasting Czech GDP Using Mixed-Frequency Data Models. (2016). RusnÃÂ¡k, Marek ; Havrlant, David ; Franta, Michal . In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:12:y:2016:i:2:d:10.1007_s41549-016-0008-z. Full description at Econpapers \|\| Download paper
2016	Systemic 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. Full description at Econpapers \|\| Download paper
2016	Systemic 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. Full description at Econpapers \|\| Download paper
2016	Systemic 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	State 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. Full description at Econpapers \|\| Download paper
2016	Trend 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Bayesian 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. Full description at Econpapers \|\| Download paper
2016	In-sample inference and forecasting in misspecified factor models. (2016). Rossi, Barbara ; Carrasco, Marine . In: Economics Working Papers. RePEc:upf:upfgen:1530. Full description at Econpapers \|\| Download paper
2016	In-sample Inference and Forecasting in Misspecified Factor Models. (2016). Rossi, Barbara ; Carrasco, Marine . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11388. Full description at Econpapers \|\| Download paper
2016	Supply chain forecasting: Theory, practice, their gap and the futureAuthor-Name: Syntetos, Aris A.. (2016). Nikolopoulos, Konstantinos ; Kolassa, Stephan ; Boylan, John E ; Babai, Zied . In: European Journal of Operational Research. RePEc:eee:ejores:v:252:y:2016:i:1:p:1-26. Full description at Econpapers \|\| Download paper
2016	Can 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. Full description at Econpapers \|\| Download paper
2016	Diversification Benefits of Commodities: A Stochastic Dominance Efficiency Approach. (2016). Skiadopoulos, George ; Daskalaki, Charoula ; Topaloglou, Nikolas . In: Working Papers. RePEc:qmw:qmwecw:wp797. Full description at Econpapers \|\| Download paper
2016	Predicting 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. Full description at Econpapers \|\| Download paper
2016	Information 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. Full description at Econpapers \|\| Download paper
2016	Spatio-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. Full description at Econpapers \|\| Download paper
2016	Stochastic 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Macroeconomic 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Stress 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. Full description at Econpapers \|\| Download paper
2016	Integrating 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. Full description at Econpapers \|\| Download paper
2016	An entropy-based early warning indicator for systemic risk. (2016). Billio, Monica ; Costola, Michele ; Casarin, Roberto ; Pasqualini, Andrea . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:45:y:2016:i:c:p:42-59. Full description at Econpapers \|\| Download paper
2016	Analysis 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. Full description at Econpapers \|\| Download paper
2016	RegresiÃ³n CuantÃlica DinÃ¡mica para la MediciÃ³n del Valor en Riesgo: una AplicaciÃ³n a Datos Colombianos. (2016). Melo-Velandia, Luis ; Ustacara, Daniel Mario . In: Borradores de Economia. RePEc:bdr:borrec:939. Full description at Econpapers \|\| Download paper
2016	Frontiers 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. Full description at Econpapers \|\| Download paper
2016	Adjusting production indices for varying weather effects. (2016). Schreiber, Sven ; Haustein, Erik . In: IMK Working Paper. RePEc:imk:wpaper:171-2016. Full description at Econpapers \|\| Download paper
2016	Anticipating 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	What Do We Lose When We Average Expectations?. (2016). BÃÂÃÂ¼rgi, Constantin ; BÃÂ¼rgi, Constantin ; BÃ¼rgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013. Full description at Econpapers \|\| Download paper
2016	Bagging exponential smoothing methods using STL decomposition and BoxâCox 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	On 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	Another look at estimators for intermittent demand. (2016). Nikolopoulos, Konstantinos ; Kourentzes, Nikolaos ; Petropoulos, Fotios . In: International Journal of Production Economics. RePEc:eee:proeco:v:181:y:2016:i:pa:p:154-161. Full description at Econpapers \|\| Download paper
2016	Electricity Price Forecasting using Sale and Purchase Curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1509.00372. Full description at Econpapers \|\| Download paper
2016	Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure. (2016). Ziel, Florian . In: Papers. RePEc:arx:papers:1509.01966. Full description at Econpapers \|\| Download paper
2016	Extended forecast methods for day-ahead electricity spot prices applying artificial neural networks. (2016). Paraschiv, Florentina ; Keles, Dogan ; Fichtner, Wolf ; Scelle, Jonathan . In: Applied Energy. RePEc:eee:appene:v:162:y:2016:i:c:p:218-230. Full description at Econpapers \|\| Download paper
2016	Multi-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. Full description at Econpapers \|\| Download paper
2016	Pricing options on forwards in energy markets: the role of mean reversions speed. (2016). Schmeck, Maren Diane . In: Papers. RePEc:arx:papers:1602.03402. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	To combine or not to combine? Recent trends in electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1601. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Are 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. Full description at Econpapers \|\| Download paper
2016	Day-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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Modelling 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. Full description at Econpapers \|\| Download paper
2016	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: UC3M Working papers. Economics. RePEc:cte:werepe:23436. Full description at Econpapers \|\| Download paper
2016	Valuation 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. Full description at Econpapers \|\| Download paper
2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers \|\| Download paper
2016	Equation-by-Equation Estimation of Multivariate Periodic Electricity Price Volatility. (2016). Sucarrat, Genaro ; Escribano, Alvaro. In: MPRA Paper. RePEc:pra:mprapa:72736. Full description at Econpapers \|\| Download paper
2016	The plunge in German electricity futures prices â 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. Full description at Econpapers \|\| Download paper
2016	Time-Adaptive Probabilistic Forecasts of Electricity Spot Prices with Application to Risk Management.. (2016). Schulz, Franziska ; LÃÂ³pez Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2016-035. Full description at Econpapers \|\| Download paper
2016	Modelling cross-dependencies between Spainâs 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. Full description at Econpapers \|\| Download paper
2016	Automated variable selection and shrinkage for day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1606. Full description at Econpapers \|\| Download paper
2016	Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1607. Full description at Econpapers \|\| Download paper
2016	Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, RafaÅ ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608. Full description at Econpapers \|\| Download paper
2016	Bayesian 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. Full description at Econpapers \|\| Download paper
2016	Carbon pricing, forward risk premiums and pass-through rates in Australian electricity futures markets. (2016). Weron, RafaÅ ; Trueck, Stefan ; Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1610. Full description at Econpapers \|\| Download paper
2016	Strategic 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. Full description at Econpapers \|\| Download paper
2016	Electricity 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. Full description at Econpapers \|\| Download paper
2016	How 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. Full description at Econpapers \|\| Download paper
2016	Weather and market specificities in the regional transmission of renewable energy price effects. (2016). Silva, Patricia ; Bunn, Derek ; da Silva, Patricia Pereira ; Figueiredo, Nuno Carvalho . In: Energy. RePEc:eee:energy:v:114:y:2016:i:c:p:188-200. Full description at Econpapers \|\| Download paper
2016	Constrained 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. Full description at Econpapers \|\| Download paper
2016	Modelling 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. Full description at Econpapers \|\| Download paper
2016	Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2016). RodrÃÂguez Caballero, Carlos ; RodrÃguez Caballero, Carlos ; RodrÃÂÃÂguez Caballero, Carlos ; Haldrup, Niels ; Rodriguez-Caballero, Carlos Vladimir ; Ergemen, Yunus Emre . In: Energy Economics. RePEc:eee:eneeco:v:60:y:2016:i:c:p:79-96. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Predicting bank failures: The leverage versus the risk-weighted capital ratio. (2016). Yang, XI. In: EconomiX Working Papers. RePEc:drm:wpaper:2016-15. Full description at Econpapers \|\| Download paper
2016	Characteristics 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. Full description at Econpapers \|\| Download paper
2016	Comparing logit-based early warning systems: Does the duration of systemic banking crises matter?. (2016). Leonida, Leone ; Caggiano, Giovanni ; Calice, Pietro ; Kapetanios, George . In: Journal of Empirical Finance. RePEc:eee:empfin:v:37:y:2016:i:c:p:104-116. Full description at Econpapers \|\| Download paper
2016	Real 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	Analysing 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. Full description at Econpapers \|\| Download paper
2016	Estimation and prediction of an Index of Financial Safety of Tunisia. (2016). Matkovskyy, Roman ; Hammami, Helmi ; Bouraoui, Taoufik . In: MPRA Paper. RePEc:pra:mprapa:74573. Full description at Econpapers \|\| Download paper
2016	Forecasting banking crises with dynamic panel probit models. (2016). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, Antonio R ; Monteiro, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201613. Full description at Econpapers \|\| Download paper
2016	Characterising the financial cycle in Luxembourg. (2016). Giordana, GastÃÂ³n ; Gueddoudj, Sabbah . In: BCL working papers. RePEc:bcl:bclwop:bclwp103. Full description at Econpapers \|\| Download paper
2016	An Early Warning System for Macro-prudential Policy in France.. (2016). Idier, Julien ; Coudert, Virginie. In: Working papers. RePEc:bfr:banfra:609. Full description at Econpapers \|\| Download paper
2016	Evaluating 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. Full description at Econpapers \|\| Download paper
2016	Predicting 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. Full description at Econpapers \|\| Download paper
2016	Efficient 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. Full description at Econpapers \|\| Download paper
2016	Model selection with factors and variables. (2016). Fosten, Jack. In: University of East Anglia School of Economics Working Paper Series. RePEc:uea:ueaeco:2016_07. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Hysteresis 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. Full description at Econpapers \|\| Download paper
2016	Evaluation 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. Full description at Econpapers \|\| Download paper
2016	Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044. Full description at Econpapers \|\| Download paper
2016	Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, GonÃÂ§alo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029. Full description at Econpapers \|\| Download paper
2016	Testing 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. Full description at Econpapers \|\| Download paper
2016	Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, GonÃÂ§alo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016. Full description at Econpapers \|\| Download paper
2016	Testing 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. Full description at Econpapers \|\| Download paper
2016	Measuring 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. Full description at Econpapers \|\| Download paper
2016	Improving 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. Full description at Econpapers \|\| Download paper
2016	Does 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	An 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. Full description at Econpapers \|\| Download paper
2016	On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, RafaÅ ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235. Full description at Econpapers \|\| Download paper
2016	Electricity 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	On-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. Full description at Econpapers \|\| Download paper
2016	Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, RafaÅ ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49. Full description at Econpapers \|\| Download paper
2016	Private 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. Full description at Econpapers \|\| Download paper
2016	Eliciting GDP forecasts from the FOMCâs 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. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 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. Full description at Econpapers \|\| Download paper
2016	GEFCom2014 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Sequence 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. Full description at Econpapers \|\| Download paper
2016	Lasso 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. Full description at Econpapers \|\| Download paper
2016	Additive 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Multilayer 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. Full description at Econpapers \|\| Download paper
2016	K-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. Full description at Econpapers \|\| Download paper
2016	K-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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	GEFCom2014: 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597. Full description at Econpapers \|\| Download paper
2016	Evaluating 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. Full description at Econpapers \|\| Download paper
2016	Central banksâ 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. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	Probabilistic 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. Full description at Econpapers \|\| Download paper
2016	Forecasting 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. Full description at Econpapers \|\| Download paper
2016	The 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. Full description at Econpapers \|\| Download paper
2016	When 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. Full description at Econpapers \|\| Download paper
2016	Central 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. Full description at Econpapers \|\| Download paper
2016	An 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. Full description at Econpapers \|\| Download paper
2016	The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi. In: Occasional Papers. RePEc:fip:feddop:2016_001. Full description at Econpapers \|\| Download paper
2016	Parametric 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. Full description at Econpapers \|\| Download paper
2016	Accelerated 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. Full description at Econpapers \|\| Download paper
2016	Ensemble 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. Full description at Econpapers \|\| Download paper
2016	Portfolio 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. Full description at Econpapers \|\| Download paper
2016	A 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. Full description at Econpapers \|\| Download paper
2016	Automated Variable Selection and Shrinkage for Day-Ahead Electricity Price Forecasting. (2016). Weron, RafaÅ ; Uniejewski, Bartosz ; Nowotarski, Jakub. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:621-:d:75423. Full description at Econpapers \|\| Download paper
2016	Analysis 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. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2015

Year	Citing document
2015	Which 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. Full description at Econpapers \|\| Download paper
2015	Simulating 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. Full description at Econpapers \|\| Download paper
2015	âSelf-organizing map analysis of agentsâ expectations. Different patterns of anticipation of the 2008 financial crisisâ. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: AQR Working Papers. RePEc:aqr:wpaper:201508. Full description at Econpapers \|\| Download paper
2015	Forecasting the term structure of crude oil futures prices with neural networks. (2015). BarunÃÂk, Jozef ; Malinska, Barbora . In: Papers. RePEc:arx:papers:1504.04819. Full description at Econpapers \|\| Download paper
2015	Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles . In: Discussion Papers. RePEc:bir:birmec:15-05r. Full description at Econpapers \|\| Download paper
2015	Die Machbarkeit von Kurzfristprognosen fÃÂ¼r 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. Full description at Econpapers \|\| Download paper
2015	ifo Konjunkturprognose 2015/2017: Verhaltener Aufschwung setzt sich fort. (2015). Wohlrabe, Klaus ; WollmershÃÂ¤user, Timo ; Steiner, Andreas ; Wolf, Anna ; SchrÃÂ¶ter, 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 paper
2015	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. Full description at Econpapers \|\| Download paper
2015	Adding Flexibility to Markov Switching Models. (2015). Otranto, Edoardo. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509. Full description at Econpapers \|\| Download paper
2015	Inside 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. Full description at Econpapers \|\| Download paper
2015	Model 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. Full description at Econpapers \|\| Download paper
2015	Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15246. Full description at Econpapers \|\| Download paper
2015	How Quickly is News Incorporated in Fiscal Forecasts?. (2015). Jalles, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00501. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Short-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. Full description at Econpapers \|\| Download paper
2015	Forecasters and rationalityâA 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. Full description at Econpapers \|\| Download paper
2015	A further analysis of the conference boardâs 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. Full description at Econpapers \|\| Download paper
2015	Pretesting 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. Full description at Econpapers \|\| Download paper
2015	Earnings 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. Full description at Econpapers \|\| Download paper
2015	Applied 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. Full description at Econpapers \|\| Download paper
2015	Effectiveness 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. Full description at Econpapers \|\| Download paper
2015	News 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. Full description at Econpapers \|\| Download paper
2015	A 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. Full description at Econpapers \|\| Download paper
2015	Bootstrap 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. Full description at Econpapers \|\| Download paper
2015	Limitations 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. Full description at Econpapers \|\| Download paper
2015	Can 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. Full description at Econpapers \|\| Download paper
2015	Real-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. Full description at Econpapers \|\| Download paper
2015	Cross-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. Full description at Econpapers \|\| Download paper
2015	What 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. Full description at Econpapers \|\| Download paper
2015	On 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. Full description at Econpapers \|\| Download paper
2015	Herding 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. Full description at Econpapers \|\| Download paper
2015	Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2015). Issler, JoÃÂ£o ; de Castro, Andressa Monteiro . In: FGV/EPGE Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:767. Full description at Econpapers \|\| Download paper
2015	Measurement 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. Full description at Econpapers \|\| Download paper
2015	Selection 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. Full description at Econpapers \|\| Download paper
2015	Forecast 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. Full description at Econpapers \|\| Download paper
2015	Forecasting 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. Full description at Econpapers \|\| Download paper
2015	Eliciting GDP Forecasts from the FOMCâs Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; DÃÂ¶pke, JÃÂ¶rg ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers \|\| Download paper
2015	A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; BÃÂÃÂ¼rgi, Constantin ; BÃÂ¼rgi, Constantin ; BÃ¼rgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2015-006. Full description at Econpapers \|\| Download paper
2015	Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-3. Full description at Econpapers \|\| Download paper
2015	Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Post-Print. RePEc:hal:journl:hal-01276824. Full description at Econpapers \|\| Download paper
2015	How Frequently Should We Reestimate DSGE Models?. (2015). Rubaszek, MichaÅ ; Kolasa, Marcin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2015:q:5:a:8. Full description at Econpapers \|\| Download paper
2015	Forecasting the Nominal Brent Oil Price with VARsâOne Model Fits All?. (2015). Beckers, Benjamin ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:15/251. Full description at Econpapers \|\| Download paper
2015	âSelf-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisisâ. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: IREA Working Papers. RePEc:ira:wpaper:201511. Full description at Econpapers \|\| Download paper
2015	Awaiting 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. Full description at Econpapers \|\| Download paper
2015	Point 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. Full description at Econpapers \|\| Download paper
2015	Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model/Alimentando grandes modelos economÃ©tricos media. (2015). Perez Garcia, Julian ; Moral Carcedo, Julian. In: Estudios de EconomÃa Aplicada. RePEc:lrk:eeaart:33_2_7. Full description at Econpapers \|\| Download paper
2015	Oil 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. Full description at Econpapers \|\| Download paper
2015	An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic. (2015). Maliki, Samir Baha-Eddine ; Touil, Noreddine Cherif ; Si, Kamel . In: MPRA Paper. RePEc:pra:mprapa:75285. Full description at Econpapers \|\| Download paper
2015	Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2014

Year	Citing document
2014	Discriminating between fractional integration and spurious long memory. (2014). Kruse, Robinson ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2014-19. Full description at Econpapers \|\| Download paper
2014	Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window. (2014). onorante, luca ; Raftery, Adrian E.. In: Papers. RePEc:arx:papers:1410.7799. Full description at Econpapers \|\| Download paper
2014	ModelaciÃ³n de la asimetrÃa y curtosis condicionales: una aplicaciÃ³n VaR para series colombianas. (2014). Melo-Velandia, Luis ; Andres Eduardo Jimenez Gomez, ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:834. Full description at Econpapers \|\| Download paper
2014	Forecasting 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. Full description at Econpapers \|\| Download paper
2014	Residential property price statistics across the globe. (2014). Tsatsaronis, Kostas ; Scatigna, Michela ; Szemere, Robert . In: BIS Quarterly Review. RePEc:bis:bisqtr:1409h. Full description at Econpapers \|\| Download paper
2014	Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie . In: Working Paper. RePEc:bno:worpap:2014_02. Full description at Econpapers \|\| Download paper
2014	Have 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. Full description at Econpapers \|\| Download paper
2014	Bubbles 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. Full description at Econpapers \|\| Download paper
2014	Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:184. Full description at Econpapers \|\| Download paper
2014	The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C.. In: Working Papers. RePEc:bol:bodewp:wp919. Full description at Econpapers \|\| Download paper
2014	Simply a Matter of Luck & Looks? Predicting Elections when Both the World Economy and the Psychology of Faces Count. (2014). alessie, rob ; Garretsen, Harry ; Lammers, Joris ; Stoker, Janka I.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4857. Full description at Econpapers \|\| Download paper
2014	Forecasting employment in Europe: Are survey results helpful?. (2014). Lehmann, Robert ; Weyh, Antje. In: ifo Working Paper Series. RePEc:ces:ifowps:_182. Full description at Econpapers \|\| Download paper
2014	Forecasting Czech GDP Using Mixed-Frequency Data Models. (2014). RusnÃÂ¡k, Marek ; Havrlant, David ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2014/08. Full description at Econpapers \|\| Download paper
2014	Banking and Currency Crises: Differential Diagnostics for Developed Countries. (2014). VaÅ¡ÃÄek, BoÅek ; RusnÃÂ¡k, Marek ; Joy, Mark ; Smidkova, Katerina . In: Working Papers. RePEc:cnb:wpaper:2014/16. Full description at Econpapers \|\| Download paper
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351. Full description at Econpapers \|\| Download paper
2014	Unconventional Monetary Policy and Money Demand. (2014). Wolters, Juergen ; Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1382. Full description at Econpapers \|\| Download paper
2014	Identifying 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. Full description at Econpapers \|\| Download paper
2014	Economic 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. Full description at Econpapers \|\| Download paper
2014	Dynamic Factor Models, Cointegration and Error Correction Mechanisms. (2014). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/157568. Full description at Econpapers \|\| Download paper
2014	Model Uncertainty in Panel Vector Autoregressive Models.. (2014). Koop, Gary ; Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:586. Full description at Econpapers \|\| Download paper
2014	Large Bayesian VARMAs. (2014). Chan, Joshua ; Koop, Gary ; Eisenstat, Eric . In: SIRE Discussion Papers. RePEc:edn:sirdps:594. Full description at Econpapers \|\| Download paper
2014	Modified 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. Full description at Econpapers \|\| Download paper
2014	âHorses for Coursesâ 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. Full description at Econpapers \|\| Download paper
2014	An 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. Full description at Econpapers \|\| Download paper
2014	An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan . In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412. Full description at Econpapers \|\| Download paper
2014	Are 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. Full description at Econpapers \|\| Download paper
2014	Combining 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. Full description at Econpapers \|\| Download paper
2014	A gradient boosting approach to the Kaggle load forecasting competition. (2014). Hyndman, Rob ; Ben Taieb, Souhaib. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:382-394. Full description at Econpapers \|\| Download paper
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, RafaÅ. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper
2014	Demographic 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. Full description at Econpapers \|\| Download paper
2014	Response to updated mortality forecasts in life cycle saving and labor supply. (2014). MÃÂ¤ÃÂ¤ttÃÂ¤nen, Niku ; Alho, Juha ; Maattanen, Niku . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1120-1127. Full description at Econpapers \|\| Download paper
2014	Forecasting demographic forecasts. (2014). Alho, Juha M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1128-1135. Full description at Econpapers \|\| Download paper
2014	Professional 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. Full description at Econpapers \|\| Download paper
2014	Forecasting 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. Full description at Econpapers \|\| Download paper
2014	Risk 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. Full description at Econpapers \|\| Download paper
2014	Explaining US employment growth after the great recession: The role of outputâemployment non-linearities. (2014). Mignon, ValÃÂ©rie ; Ferrara, Laurent ; Chinn, Menzie. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:42:y:2014:i:c:p:118-129. Full description at Econpapers \|\| Download paper
2014	Business 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. Full description at Econpapers \|\| Download paper
2014	Do 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. Full description at Econpapers \|\| Download paper
2014	The Importance of Trend Inflation in the Search for Missing Disinflation. (2014). Clark, Todd. In: Economic Commentary. RePEc:fip:fedcec:00021. Full description at Econpapers \|\| Download paper
2014	Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1413. Full description at Econpapers \|\| Download paper
2014	Nowcasting Using the Chicago Fed National Activity Index. (2014). Brave, Scott ; Butters, Andrew R.. In: Economic Perspectives. RePEc:fip:fedhep:00005. Full description at Econpapers \|\| Download paper
2014	Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2014-025. Full description at Econpapers \|\| Download paper
2014	Enabling 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. Full description at Econpapers \|\| Download paper
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_10. Full description at Econpapers \|\| Download paper
2014	WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwc:wpaper:2014-003. Full description at Econpapers \|\| Download paper
2014	What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14. Full description at Econpapers \|\| Download paper
2014	Comment lutter contre la fragmentation du systÃ¨me bancaire de la zone euro. (2014). TouzÃÂ©, Vincent ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe ; Antonin, Celine . In: Post-Print. RePEc:hal:journl:hal-01093021. Full description at Econpapers \|\| Download paper
2014	Economic 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. Full description at Econpapers \|\| Download paper
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004. Full description at Econpapers \|\| Download paper
2014	Revision der IAB-Arbeitszeitrechnung 2014 : Grundlagen, methodische Weiterentwicklungen sowie ausgewÃ¤hlte Ergebnisse im Rahmen der Revision der Volkswirtschaftlichen Gesamtrechnungen. (2014). Weigand, Roland ; Zapf, Ines ; Wanger, Susanne . In: IAB-Forschungsbericht. RePEc:iab:iabfob:201409. Full description at Econpapers \|\| Download paper

More than 50 citations. List broken...

Recent citations received in 2013

Year	Citing document
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1292. Full description at Econpapers \|\| Download paper
2013	The Indicatorsâ Inadequacy and the Predictionsâ Accuracy. (2013). Simionescu (Bratu), Mihaela ; Mitru, Constantin . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2013:i:4:p:430-442. Full description at Econpapers \|\| Download paper
2013	Correlation 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. Full description at Econpapers \|\| Download paper
2013	Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area. (2013). Wouters, Raf ; Warne, Anders ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20131571. Full description at Econpapers \|\| Download paper
2013	Conditional and joint credit risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Working Paper Series. RePEc:ecb:ecbwps:20131621. Full description at Econpapers \|\| Download paper
2013	Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers \|\| Download paper
2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper
2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper
2013	The yield spread puzzle and the information content of SPF forecasts. (2013). Zhao, Yongchen ; Monokroussos, George ; Lahiri, Kajal. In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:1:p:219-221. Full description at Econpapers \|\| Download paper
2013	Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373. Full description at Econpapers \|\| Download paper
2013	Good for one, bad for all: Determinants of individual versus systemic risk. (2013). LÃÂ³pez-Espinosa, GermÃÂ¡n ; 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. Full description at Econpapers \|\| Download paper
2013	Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; KnÃÂ¼ppel, Malte ; Jorda, Oscar ; Knuppel, Malte. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468. Full description at Econpapers \|\| Download paper
2013	Overnight stock returns and realized volatility. (2013). Lanne, Markku ; Ahoniemi, Katja . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:592-604. Full description at Econpapers \|\| Download paper
2013	Some considerations about âForecasting aggregates and disaggregates with common featuresâ. (2013). Garcia-Hiernaux, Alfredo ; Bujosa, Marcos. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:733-735. Full description at Econpapers \|\| Download paper
2013	Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework. (2013). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Production Economics. RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198. Full description at Econpapers \|\| Download paper
2013	Conditional euro area sovereign default risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, Andre. In: Working Paper Series. RePEc:hhs:rbnkwp:0269. Full description at Econpapers \|\| Download paper
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-031. Full description at Econpapers \|\| Download paper
2013	Modified ScheffÃ©âs Prediction Bands. (2013). Staszewska-Bystrova, Anna. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690. Full description at Econpapers \|\| Download paper
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; LÃÂ¼tkepohl, Helmut ; Lutkepohl, Helmut. In: MAGKS Papers on Economics. RePEc:mar:magkse:201325. Full description at Econpapers \|\| Download paper
2013	Confidence Bands for ROC Curves with Serially Dependent Data. (2013). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:13-07. Full description at Econpapers \|\| Download paper
2013	Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited. (2013). Zhao, Yongchen ; Lahiri, Kajal. In: Discussion Papers. RePEc:nya:albaec:13-08. Full description at Econpapers \|\| Download paper
2013	Introducing time-changing economics into credit scoring. (2013). Brando, Elisio ; Sousa, Maria Rocha ; Gama, Joo . In: FEP Working Papers. RePEc:por:fepwps:513. Full description at Econpapers \|\| Download paper
2013	A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang . In: MPRA Paper. RePEc:pra:mprapa:50005. Full description at Econpapers \|\| Download paper
2013	An evaluation of simple forecasting model selection rules. (2013). Petropoulos, Fotios ; Fildes, Robert . In: MPRA Paper. RePEc:pra:mprapa:51772. Full description at Econpapers \|\| Download paper
2013	Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:52724. Full description at Econpapers \|\| Download paper
2013	Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201348. Full description at Econpapers \|\| Download paper
2013	Forecasting 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. Full description at Econpapers \|\| Download paper
2013	Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology. (2013). Ratuszny, Ewa . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:35-63. Full description at Econpapers \|\| Download paper
2013	Important 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. Full description at Econpapers \|\| Download paper
2013	Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, Andre ; Blasques, Francisco ; Silde, Erkki . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130097. Full description at Econpapers \|\| Download paper
2013	An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, RafaÅ ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers \|\| Download paper
2013	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, RafaÅ ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers \|\| Download paper
2013	Does 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	International Journal of Forecasting / Elsevier	437
2	MPRA Paper / University Library of Munich, Germany	133
3	European Journal of Operational Research / Elsevier	54
4	Economic Modelling / Elsevier	54
5	Energy Economics / Elsevier	50
6	Journal of Econometrics / Elsevier	48
7	CEPR Discussion Papers / C.E.P.R. Discussion Papers	44
8	Tinbergen Institute Discussion Papers / Tinbergen Institute	44
9	Empirical Economics / Springer	41
10	Computational Statistics & Data Analysis / Elsevier	38
11	Journal of Business Research / Elsevier	37

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Source data used to compute the impact factor of RePEc series.