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International Journal of Forecasting / Elsevier


1.4

Impact Factor

1.74

5-Years IF

59

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01757560.08399186362383 (20.8%)30.040.04
19910.030.090.0362137150.1127617253981361 (22.1%)0.04
19920.040.090.0490227170.07763137538316159 (20.8%)0.04
19930.030.110.0379306200.0747615244131396 (20.2%)0.05
19940.020.120.0470376220.0635416934031539 (11%)20.030.04
19950.080.20.13614371080.25383149123764754 (14.1%)10.020.07
19960.140.230.19655021730.34329131183626983 (25.2%)10.020.09
19970.10.270.15675691220.2110811261236554134 (12.4%)60.090.09
19980.090.280.15356041990.33585132123425191 (15.6%)10.030.1
19990.30.320.24396432890.454671023129871115 (24.6%)60.150.13
20000.420.390.3597022400.34870743126779175 (20.1%)50.080.15
20010.280.390.31457472370.3242698272658157 (13.4%)130.290.14
20020.330.410.44588053040.384421043424510791 (20.6%)140.240.18
20030.450.430.56818864860.556241034623613199 (15.9%)100.120.18
20040.40.480.53699554920.5210201395628215094 (9.2%)180.260.2
20050.460.520.586710227920.7798015069312180113 (11.5%)140.210.2
20060.70.50.626310859820.91106513695320197147 (13.8%)190.30.2
20070.750.440.66311487090.626451309833820486 (13.3%)250.40.18
20081.120.480.986412128830.73901126141343335124 (13.8%)220.340.2
20090.810.490.997212848820.6976112710332632390 (11.8%)290.40.19
20100.880.470.917513599540.753113611932929863 (11.9%)90.120.17
20110.990.51.19148150714980.9975014714533740287 (11.6%)520.350.19
20120.690.530.964157112800.8167122315342238131 (4.6%)310.480.19
20130.810.611.0256162714810.9145321217142343164 (14.1%)370.660.21
20141.690.621.3377170418711.170112020341555380 (11.4%)801.040.21
20151.870.651.2781178520191.1331613324942053248 (15.2%)610.750.2
20161.810.761.5102188722631.229015828642664038 (13.1%)800.780.22
20171.40.941.7476196320861.06631832563806619 (14.3%)270.360.27
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


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

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668
21989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

435
32012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

339
41992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

233
52000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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224
61998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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202
72006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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195
81992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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161
92010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

Full description at Econpapers || Download paper

151
102004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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130
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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126
122007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

Full description at Econpapers || Download paper

121
131995Forecasting 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

119
142008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

Full description at Econpapers || Download paper

118
152005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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110
162005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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107
172014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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105
182006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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103
192008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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91
201992The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98.

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88
211999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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87
222006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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87
232009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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85
241993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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84
252004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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83
261987Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51.

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83
271997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

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82
282001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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81
29200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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80
301997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

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79
312011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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78
322006Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Marcellino, Massimiliano ; Banerjee, Anindya. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151.

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74
332011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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74
342009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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74
352008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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73
362013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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73
371993Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344.

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70
382004A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609.

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69
392008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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69
401993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

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68
412005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.

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68
422009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303.

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67
432009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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67
441990The use of prior information in forecast combination. (1990). Diebold, Francis ; Pauly, Peter. In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508.

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66
451999Additive outliers, GARCH and forecasting volatility. (1999). Franses, Philip Hans ; Ghijsels, Hendrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9.

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66
462000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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66
472000An evaluation of the predictions of the Federal Reserve. (2000). Stekler, Herman ; Joutz, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38.

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66
482014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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64
492011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465.

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64
501991Seasonality, non-stationarity and the forecasting of monthly time series. (1991). Franses, Philip Hans. In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208.

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63

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


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

Full description at Econpapers || Download paper

172
22014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

90
31997Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

Full description at Econpapers || Download paper

89
41992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

82
52006Another 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

76
61998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

Full description at Econpapers || Download paper

56
71989Combining 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

54
82016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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44
92000The 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

44
102010Comparing 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

43
112008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

Full description at Econpapers || Download paper

42
122014Evaluating 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

39
132005Forecasting 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
142013Combining 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

36
152005Macro 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

34
162008Forecasting 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

34
172006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

Full description at Econpapers || Download paper

30
182008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

Full description at Econpapers || Download paper

29
19200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

Full description at Econpapers || Download paper

27
202002A 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

26
212007Combining 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

25
222014Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363.

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25
232016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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25
242016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965.

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24
252009Forecasting 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

23
262004Bridge 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

23
272009Effective 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

22
281995Forecasting 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

22
291999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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22
302014Short-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.

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312008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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322011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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21
332006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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342011Forecasting 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.

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

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362011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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

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382008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. (2008). Smith, Michael ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:710-727.

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392005Business survey data: Do they help in forecasting GDP growth?. (2005). Jansson, Per ; Lof, Marten. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:377-389.

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402011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:333-346.

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20
412011Forecasting the direction of the US stock market with dynamic binary probit models. (2011). Nyberg, Henri . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:561-578.

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19
422008Reply to the discussion of Elusive Return Predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:29-30.

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19
432008Elusive return predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:1-18.

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19
442009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303.

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451992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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462011Forecasting the direction of the US stock market with dynamic binary probit models. (2011). Nyberg, Henri. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:561-578.

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472013Nowcasting US GDP: The role of ISM business surveys. (2013). Monokroussos, George ; Lahiri, Kajal. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:644-658.

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482000Forecasting 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.

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492009Decision making and planning under low levels of predictability: Enhancing the scenario method. (2009). Wright, George ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:813-825.

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18
501997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

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Citing documents used to compute impact factor 256:


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2017Real-time determination of credit cycle phases in emerging markets. (2017). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps17.

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2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent L. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

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2017Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts. (2017). Vasnev, Andrey ; Gibbs, Christopher. In: Discussion Papers. RePEc:swe:wpaper:2017-10.

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2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Pan, Zhiyuan ; Yin, Libo ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

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2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide ; Wang, Yudong ; Pan, Zhiyuan. In: Working Papers. RePEc:brd:wpaper:116r.

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2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

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2017A deep learning ensemble approach for crude oil price forecasting. (2017). Zhao, Yang ; Yu, Lean ; Li, Jianping. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:9-16.

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2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

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2017Soft computing prediction of economic growth based in science and technology factors. (2017). Petkovi, Biljana ; Markovi, Duan ; Nikoli, Vlastimir ; Milovanevi, Milo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:217-220.

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2017Economic growth rate management by soft computing approach. (2017). Jovi, Sran ; Maksimovi, Goran ; Jovanovi, Radomir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:520-524.

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2017Evaluation of agriculture and industry effect on economic health by ANFIS approach. (2017). Oki, Aleksandar ; Jovi, Sran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:396-399.

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2017A policymaker’s guide to a Euro area stabilization fund. (2017). Huart, Florence ; Farvaque, Etienne. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0038-y.

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2017Estimation of the most influential science and technology factors for economic growth forecasting by soft computing technique. (2017). Markovi, Duan ; Milovanevi, Milo ; Mladenovi, Igor . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0321-6.

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2017Analyzing of innovations influence on economic growth by fuzzy system. (2017). Mladenovi, Igor ; Sokolov-Mladenovi, Svetlana ; Milovanevi, Milo . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0331-4.

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2017Prediction of economic growth by extreme learning approach based on science and technology transfer. (2017). Karaniki, Petra ; Alizamir, Meysam ; Sokolov-Mladenovi, Svetlana . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0337-y.

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2017The return of financial variables in forecasting GDP growth in the G-7. (2017). Kuosmanen, Petri ; Vataja, Juuso . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9212-7.

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2017Evaluating Medium Term Forecasting Methods and their Implications for EU Output Gap Calculations. (2017). Mc, Kieran ; Vandermeulen, Valerie ; Roeger, Werner. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:070.

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2017A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

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2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

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2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

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2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

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2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Staff Working Papers. RePEc:bca:bocawp:17-2.

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2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

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2017Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model. (2017). Galli, Alain. In: Working Papers. RePEc:snb:snbwpa:2017-08.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2017Multiplicative state-space models for intermittent time series. (2017). Svetunkov, Ivan ; Boylan, John Edward. In: MPRA Paper. RePEc:pra:mprapa:82487.

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2017Stochastic Multi-Objectives Supply Chain Optimization with Forecasting Partial Backordering Rate: A Novel Hybrid Method of Meta Goal Programming and Evolutionary Algorithms. (2017). Taleizadeh, Ata Allah. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s021759591750021x.

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2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela . In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

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2017Probabilistic Mid- and Long-Term Electricity Price Forecasting. (2017). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1703.10806.

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2017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

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2017A communitarian microgrid storage planning system inside the scope of a smart city. (2017). Coelho, Vitor N ; Guimares, Frederico G ; Ochi, Luis S ; Santos, Haroldo G ; de Freitas, Alan ; Pereira, Leo ; Barbosa, Alexandre C ; de Oliveira, Glauber C. In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:371-381.

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2017A new finite mixture distribution and its expectation-maximization procedure for extreme wind speed characterization. (2017). Bracale, Antonio ; de Falco, Pasquale ; Carpinelli, Guido . In: Renewable Energy. RePEc:eee:renene:v:113:y:2017:i:c:p:1366-1377.

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2017Risk Constrained Trading Strategies for Stochastic Generation with a Single-Price Balancing Market. (2017). Browell, Jethro . In: Papers. RePEc:arx:papers:1708.02625.

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2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

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2017Testing transformative energy scenarios through causal layered analysis gaming. (2017). Inayatullah, Sohail ; Minkkinen, Matti ; Heinonen, Sirkka ; Karjalainen, Joni. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:124:y:2017:i:c:p:101-113.

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2017Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry. (2017). Bessa, Ricardo J ; Kariniotakis, George ; Cali, Umit ; Hodge, Bri-Mathias ; el Gaidi, Sebastian Haglund ; Browell, Jethro ; Siefert, Malte ; Fundel, Vanessa ; Mohrlen, Corinna. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:9:p:1402-:d:111989.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

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2017Beta forecasting at long horizons. (2017). Cenesizoglu, Tolga ; Reeves, Jonathan J ; de Oliveira, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:936-957.

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2017National Accounts System: Source of Information in Macroeconomic Forecast. (2017). Anghelache, Constantin ; Solomon, Alina-Georgiana ; Madalina - Gabriela Anghel, . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:2:p:76-82.

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2017METHODS AND TECHNIQUES FOR PREPARING FORECASTS. (2017). Anghelache, Constantin ; Stoica, Radu ; Samson, Tudor ; Madalina - Gabriela Anghel, . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:26-36.

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2017STRUCTURAL METHODS USED IN FORECASTING STUDIES. (2017). Costel, Florin Paul ; Bodo, Gyorgy ; Marinescu, Radu Titus ; Diaconu, Aurelian . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:66-74.

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2017Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Chen, Y ; Rudkin, S. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Working Papers. RePEc:fem:femwpa:2017.06.

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2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: ET: Economic Theory. RePEc:ags:feemet:253725.

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2017Air transportation demand forecast through Bagging Holt Winters methods. (2017). Varela, Hugo Miguel ; Cyrino, Fernando Luiz ; Dantas, Tiago Mendes . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:59:y:2017:i:c:p:116-123.

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2017Big Data Analytics: A Review on Theoretical Contributions and Tools Used in Literature. (2017). Grover, Purva ; Kar, Arpan Kumar. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:18:y:2017:i:3:d:10.1007_s40171-017-0159-3.

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2017A Study in Monetary Macroeconomics. (2017). Homburg, Stefan. In: OUP Catalogue. RePEc:oxp:obooks:9780198807537.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2017Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

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2017Deep learning based ensemble approach for probabilistic wind power forecasting. (2017). Liu, Yi-Tao ; Jiang, Hui ; Wang, Huai-Zhi ; Peng, Jian-Chun . In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:56-70.

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2017The exploration on the trade preferences of cooperation partners in four energy commodities’ international trade: Crude oil, coal, natural gas and photovoltaic. (2017). Guan, Qing. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:154-163.

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2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

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2017Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation. (2017). Li, Leon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:116-135.

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2017High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed. (2017). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1099.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: Bank of England working papers. RePEc:boe:boeewp:0660.

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2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

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2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

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2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:958-969.

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2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

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2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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2017Cowboying Stock Market Herds with Robot Traders. (2017). Galimberti, Jaqueson ; Da Silva, Sergio ; Suhadolnik, Nicolas . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9591-2.

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2017Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

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2017Expectations and forecasting during the Great Depression: Real-time evidence from the business press. (2017). Mathy, Gabriel ; Stekler, Herman . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:1-15.

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2017Was the Deflation of the Depression Anticipated? An Inference Using Real-time Data. (2017). Mathy, Gabriel ; Stekler, Herman O. In: Working Papers. RePEc:gwc:wpaper:2017-004.

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2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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2017Sentiment in Central Banks Financial Stability Reports. (2017). Correa, Ricardo ; Mislang, Nathan ; Londono, Juan M ; Garud, Keshav. In: International Finance Discussion Papers. RePEc:fip:fedgif:1203.

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2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

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2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

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2017Forecast Performance in Times of Terrorism. (2017). El-Shagi, Makram ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201701.

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2017Exploring the potential of tree-based ensemble methods in solar radiation modeling. (2017). Khalil, A ; Kaseb, S ; Kassem, M A ; Hassan, Muhammed A. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:897-916.

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2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric. In: Research Memorandum. RePEc:unm:umagsb:2017023.

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2017Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?. (2017). Frenkel, Michael ; Rulke, Jan-Christoph ; Mauch, Matthias . In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-04.

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2017Volatility forecasting in the Chinese commodity futures market with intraday data. (2017). Jiang, Ying ; Liu, Xiaoquan ; Ahmed, Shamim . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0570-4.

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2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

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2017Nowcasting Finnish Turnover Indexes Using Firm-Level Data. (2017). Fornaro, Paolo ; Saarinen, Lauri ; Luomaranta, Henri . In: ETLA Working Papers. RePEc:rif:wpaper:46.

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2017Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network. (2017). Chow, Vinci . In: Papers. RePEc:arx:papers:1701.08711.

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2017Forecasting Using Random Subspace Methods. (2017). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

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2017A multidisciplinary perspective of big data in management research. (2017). Sheng, Jie ; Wang, Xiaojun ; Amankwah-Amoah, Joseph. In: International Journal of Production Economics. RePEc:eee:proeco:v:191:y:2017:i:c:p:97-112.

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2017Credit funding and banking fragility: A forecasting model for emerging economies. (2017). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin, Alexander . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:168-189.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2017Does fiscal responsibility matter? Evidence from public and private forecasters in Italy. (2017). Ramos, Raul ; Paluzie, Elisenda ; Carabotta, Laura . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:694-706.

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2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

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2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1128-y.

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2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

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2017Inference and testing on the boundary in extended constant conditional correlation GARCH models. (2017). Pedersen, Rasmus. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:23-36.

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2017Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.

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2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

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2017Nowcasting Building Permits with Google Trends. (2017). Pincheira, Pablo ; Coble, David. In: MPRA Paper. RePEc:pra:mprapa:76514.

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2017A multidisciplinary perspective of big data in management research. (2017). Sheng, Jie ; Wang, Xiaojun ; Amankwah-Amoah, Joseph. In: International Journal of Production Economics. RePEc:eee:proeco:v:191:y:2017:i:c:p:97-112.

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2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

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2017Wind Speed for Load Forecasting Models. (2017). Hong, Tao ; Xie, Jingrui . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:795-:d:98155.

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2017Construction crises and business cycle: consequences for GDP forecasts. (2017). Monnet, Eric ; Thubin, C. In: Rue de la Banque. RePEc:bfr:rueban:2017:39.

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2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

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2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

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2017U.S. shale oil production and WTI prices behaviour. (2017). Gil-Alana, Luis ; Monge, Manuel ; de Gracia, Fernando Perez. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

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2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

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2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1642.

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2017Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:246.

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2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

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2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168061.

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2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

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2017Forecasting elections at the constituency level: A correction–combination procedure. (2017). Munzert, Simon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:467-481.

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2017Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries. (2017). Lieli, Robert ; Khan, Urmee. In: Working Papers. RePEc:ucr:wpaper:201711.

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2017BIAS correction for dynamic factor models. (2017). Alonso, Andres Modesto ; Bastos, Guadalupe ; Garcia-Martos, Carolina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24029.

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2017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Storti, Giuseppe ; Braione, Manuela ; Bauwens, Luc. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

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2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

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2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

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2017Conditional FAVAR and scenario analysis for a large data: case of Tunisia. (2017). ben Romdhane, Hajer ; ben Tanfous, Nahed . In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2017.

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2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

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2017Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Hengge, Martina ; Leonard, Seton . In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2017.

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2017The national segmentation of euro area bank balance sheets during the financial crisis. (2017). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico ; Colangelo, A. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2.

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2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

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2017Has the FED Fallen behind the Curve? Evidence from VAR models. (2017). Conti, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:164-168.

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2017The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1175-4.

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2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

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2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

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2017Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK. (2017). Murasawa, Yasutomo. In: MPRA Paper. RePEc:pra:mprapa:76244.

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2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

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2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

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2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

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2017Rationalizing the Bias in Central Banks Interest Rate Projections. (2017). Frenkel, Michael ; Rulke, Jan-Christoph ; Jung, Jin-Kyu . In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-03.

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2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

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2017Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?. (2017). Lopez-Perez, Victor . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9314-x.

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2017A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

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2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

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2017Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator. (2017). Fernández Vázquez, Esteban ; Moreno, Blanca ; Fernandez-Vazquez, Esteban . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0259-9.

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2017Assessing the 2016 U.S. Presidential Election Popular Vote Forecasts. (2017). Graefe, Andreas ; Cuzan, Alfred G ; Jones, Randall J ; Armstrong, Scott J. In: MPRA Paper. RePEc:pra:mprapa:83282.

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2017Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254.

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2017Is time-variant information stickiness state-dependent?. (2017). Xu, Yingying ; Su, Chi-Wei ; Jia, Zichao ; Liu, Zhixin. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0129-x.

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2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

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2017The long-term distribution of expected inflation in the euro area: what has changed since the great recession?. (2017). Dovern, Jonas ; Kenny, Geoff . In: Working Paper Series. RePEc:ecb:ecbwps:20171999.

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2017Forecast performance, disagreement, and heterogeneous signal-to-noise ratios. (2017). Dovern, Jonas ; Hartmann, Matthias . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1137-x.

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2017Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769.

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2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany. (2017). Boucekkine, Raouf ; Jardet, Caroline ; Bec, Frederique. In: Working Papers. RePEc:hal:wpaper:halshs-01630571.

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2017Why are inflation forecasts sticky?. (2017). Boucekkine, Raouf ; Jardet, Caroline ; Bec, Frederique. In: Working Papers. RePEc:crs:wpaper:2017-17.

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2017Imperfect Information and Consumer Inflation Expectations: Evidence from Microdata. (2017). Lamla, Michael ; Drager, Lena. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:933-968.

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2017Why are inflation forecasts sticky?. (2017). Bec, Frederique. In: THEMA Working Papers. RePEc:ema:worpap:2017-23.

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2017Soft computing prediction of economic growth based in science and technology factors. (2017). Petkovi, Biljana ; Markovi, Duan ; Nikoli, Vlastimir ; Milovanevi, Milo . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:217-220.

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2017Economic growth rate management by soft computing approach. (2017). Jovi, Sran ; Maksimovi, Goran ; Jovanovi, Radomir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:520-524.

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2017Evaluation of agriculture and industry effect on economic health by ANFIS approach. (2017). Oki, Aleksandar ; Jovi, Sran . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:396-399.

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2017Estimation of the most influential science and technology factors for economic growth forecasting by soft computing technique. (2017). Markovi, Duan ; Milovanevi, Milo ; Mladenovi, Igor . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0321-6.

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2017Analyzing of innovations influence on economic growth by fuzzy system. (2017). Mladenovi, Igor ; Sokolov-Mladenovi, Svetlana ; Milovanevi, Milo . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0331-4.

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2017Prediction of economic growth by extreme learning approach based on science and technology transfer. (2017). Karaniki, Petra ; Alizamir, Meysam ; Sokolov-Mladenovi, Svetlana . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0337-y.

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2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035.

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2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

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2017Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155.

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2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

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2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

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2017The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. (2017). Calabrese, Raffaella ; Osmetti, Silvia Angela ; Deglinnocenti, Marta . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1029-1037.

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2017Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152.

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2017Copula-Based Factor Models for Multivariate Asset Returns. (2017). Ivanov, Eugen ; Ramsauer, Franz ; Min, Aleksey . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:20-:d:98854.

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2017Variational Bayes Estimation of Time Series Copulas for Multivariate Ordinal and Mixed Data. (2017). Loaiza Maya, Rubén ; Smith, Michael Stanley ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1712.09150.

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2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

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2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

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2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

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2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

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2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

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2017Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: NBP Working Papers. RePEc:nbp:nbpmis:261.

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2017Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013.

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2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, Carmine . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

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2017Evaluating a leading indicator: an application—the term spread. (2017). Stekler, Herman O ; Ye, Tianyu . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1200-7.

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2017Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2017). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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2017A vector heterogeneous autoregressive index model for realized volatility measures. (2017). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:337-344.

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2017Technology diffusion: Shift happens — The case of iOS and Android handsets. (2017). Dutta, Amitava ; Seetharaman, Priya ; Roy, Rahul ; Puvvala, Abhinay . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:118:y:2017:i:c:p:28-43.

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2017OTT-messaging and mobile telecommunication: A joint market? - An empirical approach. (2017). Wellmann, Nicolas. In: DICE Discussion Papers. RePEc:zbw:dicedp:256.

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2017OTT-Messaging and Mobile Telecommunication: A Joint Market? An Empirical Approach. (2017). Wellmann, Nicolas. In: 28th European Regional ITS Conference, Passau 2017. RePEc:zbw:itse17:169503.

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2017Understanding the failure to understand New Product Development failures: Mitigating the uncertainty associated with innovating new products by combining scenario planning and forecasting. (2017). Giovannetti, Emanuele ; Derbyshire, James. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:334-344.

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2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues. (2017). Thomakos, Dimitrios ; Papailias, Fotis . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:214-229.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

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2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). muellbauer, john ; Hendry, David . In: Economics Series Working Papers. RePEc:oxf:wpaper:832.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2017Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis. (2017). Lütkepohl, Helmut ; Schlaak, Thore ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1672.

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2017Combining Multivariate Volatility Forecasts: An Economic-Based Approach. (2017). Santos, Andre ; Moura, Guilherme ; Nogales, Francisco J ; Caldeira, Joo F. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285..

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2017Beyond subjective and objective in statistics. (2017). Gelman, Andrew ; Hennig, Christian. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:4:p:967-1033.

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2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

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2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

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2017Unemployment hysteresis and structural change in Europe. (2017). Akdoan, Kurma . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1171-8.

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2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

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2017Chasing volatility. (2017). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145.

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2017Identification of market trends with string and D2-brane maps. (2017). Barto, Erik ; Pinak, Richard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:57-70.

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2017Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_02.

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2017Asymptotic Fisher information matrix of Markov switching VARMA models. (2017). Cavicchioli, Maddalena . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:157:y:2017:i:c:p:124-135.

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2017Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach. (2017). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_05.

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2017Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert F ; Cipollini, Fabrizio . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:16-:d:95642.

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2017Financial investor sentiment and the boom/bust in oil prices during 2003–2008. (2017). Du, Ding ; Zhao, Xiaobing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0553-5.

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2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

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2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

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2017OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). Yoon, Seong-Min ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201726.

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2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). GUPTA, RANGAN ; Demirer, Riza ; Tiwari, Aviral Kumar ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775.

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2017A novel approach to forecast promising technology through patent analysis. (2017). Kim, Gabjo ; Bae, Jinwoo . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:117:y:2017:i:c:p:228-237.

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2017Forecast combination when outcomes are difficult to predict. (2017). Elliott, Graham . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1253-2.

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2017No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate. (2017). Ji, Xiaoyu ; Ke, Hua. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:16:y:2017:i:2:d:10.1007_s10700-016-9246-8.

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2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

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2017PyCaMa: Python for cash management. (2017). Salas-Molina, Francisco ; D'Iaz-Garc, Pablo ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1702.05005.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

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2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243.

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2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2017Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291.

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2017Enhancing horizon scanning by utilizing pre-developed scenarios: Analysis of current practice and specification of a process improvement to aid the identification of important ‘weak signals’. (2017). Derbyshire, James ; Rowe, Emily ; Wright, George. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:224-235.

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2017Call center performance with direct response advertising. (2017). Franses, Philip Hans ; Weverbergh, M ; Calli, Kiygi M. In: Econometric Institute Research Papers. RePEc:ems:eureir:99789.

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2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

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2017A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178.

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2017Vickrey Meets Alonso: Commute Scheduling and Congestion in a Monocentric City. (2017). Jensen, Henrik ; Santoro, Emiliano ; Ravn, Soren Hove. In: Discussion Papers. RePEc:kud:kuiedp:1717.

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2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

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2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Representation, Estimation and Forecasting of the Multivariate Index-Augmented Autoregressive Model. (2017). Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:397.

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2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

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Recent citations received in 2016

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2016.

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

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

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

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2016A Nowcasting Model for Canada: Do U.S. Variables Matter?. (2016). Modugno, Michele ; Bragoli, Daniela. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-36.

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2016Economic Forecasting in Theory and Practice : An Interview with David F. Hendry. (2016). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1184.

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

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

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

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

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

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Recent citations received in 2015

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1152.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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2014Large Bayesian VARMAs. (2014). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric . In: SIRE Discussion Papers. RePEc:edn:sirdps:594.

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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