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Working Papers / The George Washington University, Department of Economics, Research Program on Forecasting


0.25

Impact Factor

0.36

5-Years IF

5

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.11000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.410100 (%)0.18
20050.43000 (%)0.2
20060.45000 (%)0.19
20070.381100 (%)0.16
20080.3991020.29113 (33.3%)0.17
20090.10.360.141410.074101101 (%)0.17
20100.230.340.2121650.31331331436 (18.2%)0.15
20110.50.40.25102660.2321631643 (14.3%)20.20.19
20120.830.440.46733140.4220121026124 (20%)20.290.2
20130.180.490.1663960.1512173325 (%)10.170.2
20140.460.530.48645170.381513629143 (20%)30.50.23
20150.580.540.68651220.43312731211 (33.3%)10.170.24
20160.170.630.311465150.23712235111 (14.3%)20.140.28
20170.250.660.36469320.4622053914 (%)20.50.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%SC: Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

50 most cited documents in this series:


#YearTitleCited
1Can the Fed Predict the State of the Economy?. (2010). Stekler, Herman ; Sinclair, Tara ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2009-001.

Full description at Econpapers || Download paper

33
22012A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-004.

Full description at Econpapers || Download paper

11
32011Comparing Government Forecasts of the United States’ Gross Federal Debt. (2011). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2011-002.

Full description at Econpapers || Download paper

6
42014INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas. In: Working Papers. RePEc:gwc:wpaper:2014-001.

Full description at Econpapers || Download paper

6
52014EVALUATING FORECASTS OF A VECTOR OF VARIABLES: A GERMAN FORECASTING COMPETITION. (2014). Stekler, Herman ; Sinclair, Tara ; Muller-Droge, Hans Christian . In: Working Papers. RePEc:gwc:wpaper:2014-004.

Full description at Econpapers || Download paper

5
62008Exponential smoothing and non-negative data. (2008). Ord, Keith ; Hyndman, Rob ; Akram, Muhammad. In: Working Papers. RePEc:gwc:wpaper:2008-003.

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5
72013Benchmarking time series based forecasting models for electricity balancing market prices. (2013). Fleten, Stein-Erik ; Eriksrud, Anders Lund ; Stein- Erik Fleten, ; Klaeboe, Gro . In: Working Papers. RePEc:gwc:wpaper:2013-006.

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4
82011Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment. (2011). Larson, William. In: Working Papers. RePEc:gwc:wpaper:2010-004.

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4
92012Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006.

Full description at Econpapers || Download paper

4
102011Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation. (2011). Stekler, Herman ; Sinclair, Tara ; Gamber, Edward N. ; Reid, Elizabeth . In: Working Papers. RePEc:gwc:wpaper:2008-002.

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4
112011Examining the Quality of Early GDP Component Estimates. (2011). Stekler, Herman ; Sinclair, Tara. In: Working Papers. RePEc:gwc:wpaper:2011-001.

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4
122018Identification of the Linear Factor Model. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-002.

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4
132008What Do We Know About G-7 Macro Forecasts?. (2008). Stekler, Herman. In: Working Papers. RePEc:gwc:wpaper:2008-009.

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3
142012Has the Accuracy of German Macroeconomic Forecasts Improved?. (2012). Stekler, Herman ; Heilemann, Ullrich . In: Working Papers. RePEc:gwc:wpaper:2010-001.

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3
152009Evaluating National Football League Draft Choices: The Passing Game. (2009). Stekler, Herman ; Boulier, Bryan ; Rankins, Timothy ; Coburn, Jason . In: Working Papers. RePEc:gwc:wpaper:2009-003.

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3
162013Inflation Persistence: Revisited. (2013). Smith, Julie ; Gamber, Edward N. ; Liebner, Jeffrey P.. In: Working Papers. RePEc:gwc:wpaper:2013-002.

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3
172013Does disagreement among oil price forecasters reflect future volatility? Evidence from the ECB Surveys. (2013). Pierru, Axel ; Joutz, Fred ; Atallah, Tarek . In: Working Papers. RePEc:gwc:wpaper:2013-001.

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2
182017How 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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2
192011Economic Forecasting in the Great Recession. (2011). Stekler, Herman ; Talwar, Raj M.. In: Working Papers. RePEc:gwc:wpaper:2011-005.

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2
202015Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:gwc:wpaper:2015-005.

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2
212014COMMENTS ON DOVERN, FRITSCHE, LOUNGANI AND TAMIRISA (FORTHCOMING). (2014). Coibion, Olivier. In: Working Papers. RePEc:gwc:wpaper:2014-002.

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2
222016Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press. (2016). Stekler, Herman ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2016-011.

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2
232012Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region. (2012). Jorgensen, Jason ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2012-003.

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2
242016Do Fed Forecast Errors Matter?. (2016). Sinclair, Tara ; Tien, Pao-Lin ; Gamber, Edward N. In: Working Papers. RePEc:gwc:wpaper:2016-007.

Full description at Econpapers || Download paper

2
252
262016COULD THE START OF THE GERMAN RECESSION 2008-2009 HAVE BEEN FORESEEN? EVIDENCE FROM REAL-TIME DATA. (2016). Heilemann, Ulrich ; Schnorr-Backer, Susanne . In: Working Papers. RePEc:gwc:wpaper:2016-003.

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1
272008Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?. (2008). Smith, Julie ; Gamber, Edward N.. In: Working Papers. RePEc:gwc:wpaper:2007-002.

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1
282013Using Forecasting to Detect Corruption in International Football. (2013). Reade, J ; Akie, Sachiko . In: Working Papers. RePEc:gwc:wpaper:2013-005.

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1
292016Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Working Papers. RePEc:gwc:wpaper:2016-002.

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1
302014WHAT 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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1
312016Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2016-012.

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1
322011The Forecasting Performance of Business Economists During the Great Recession. (2011). Stekler, Herman ; Lundquist, Kathryn . In: Working Papers. RePEc:gwc:wpaper:2011-004.

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1
332013Truncated Product Methods for Panel Unit Root Tests. (2013). Sheng, Xuguang ; Yang, Jingyun . In: Working Papers. RePEc:gwc:wpaper:2013-004.

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1
342013Information Environment and The Cost of Capital. (2013). Sheng, Xuguang ; Thevenot, Maya ; Barron, Orie . In: Working Papers. RePEc:gwc:wpaper:2013-003.

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1
352015Eliciting 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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1
36Forecast Errors Before and After the Great Moderation. (2009). Smith, Julie ; Gamber, Edward N. ; Weiss, Matthew . In: Working Papers. RePEc:gwc:wpaper:2008-001.

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1
372014QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES. (2014). Phillips, Robert. In: Working Papers. RePEc:gwc:wpaper:2014-006.

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1
382012EVALUATING A VECTOR OF THE FED’S FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-002.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12010Can the Fed Predict the State of the Economy?. (2010). Stekler, Herman ; Sinclair, Tara ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2009-001.

Full description at Econpapers || Download paper

9
22012A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-004.

Full description at Econpapers || Download paper

7
32014INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas. In: Working Papers. RePEc:gwc:wpaper:2014-001.

Full description at Econpapers || Download paper

5
42018Identification of the Linear Factor Model. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-002.

Full description at Econpapers || Download paper

4
52011Comparing Government Forecasts of the United States’ Gross Federal Debt. (2011). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2011-002.

Full description at Econpapers || Download paper

4
62012Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006.

Full description at Econpapers || Download paper

4
72013Inflation Persistence: Revisited. (2013). Smith, Julie ; Gamber, Edward N. ; Liebner, Jeffrey P.. In: Working Papers. RePEc:gwc:wpaper:2013-002.

Full description at Econpapers || Download paper

3
82016Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press. (2016). Stekler, Herman ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2016-011.

Full description at Econpapers || Download paper

2
92017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

Full description at Econpapers || Download paper

2
102013Benchmarking time series based forecasting models for electricity balancing market prices. (2013). Fleten, Stein-Erik ; Eriksrud, Anders Lund ; Stein- Erik Fleten, ; Klaeboe, Gro . In: Working Papers. RePEc:gwc:wpaper:2013-006.

Full description at Econpapers || Download paper

2
112016Do Fed Forecast Errors Matter?. (2016). Sinclair, Tara ; Tien, Pao-Lin ; Gamber, Edward N. In: Working Papers. RePEc:gwc:wpaper:2016-007.

Full description at Econpapers || Download paper

2
122014EVALUATING FORECASTS OF A VECTOR OF VARIABLES: A GERMAN FORECASTING COMPETITION. (2014). Stekler, Herman ; Sinclair, Tara ; Muller-Droge, Hans Christian . In: Working Papers. RePEc:gwc:wpaper:2014-004.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 5:


YearTitle
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.

Full description at Econpapers || Download paper

2017Modelos de series temporales aplicados a la predicción del tráfico aeroportuario español de pasajeros: Un enfoque agregado y desagregado/Forecasting of Spanish Passenger Air Traffic Based on Time S. (2017). Lopez, Ana M ; Sanchez, Juan I ; Flores, Mario A. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:35_2_9.

Full description at Econpapers || Download paper

2017Same, but different: Testing monetary policy shock measures. (2017). Kriwoluzky, Alexander ; Ettmeier, Stephanie . In: IWH Discussion Papers. RePEc:zbw:iwhdps:92017.

Full description at Econpapers || Download paper

2017Language after liftoff: Fed communication away from the zero lower bound. (2017). Mishkin, Frederic ; Sufi, Amir ; Hooper, Peter ; Greenlaw, David ; Feroli, Michael . In: Research in Economics. RePEc:eee:reecon:v:71:y:2017:i:3:p:452-490.

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2017Everything you always wanted to know about bitcoin modelling but were afraid to ask. Part 2. (2017). Fantazzini, Dean ; Ivliev, Sergey ; Sukhanovskaya, Vera ; Nigmatullin, Erik . In: Applied Econometrics. RePEc:ris:apltrx:0308.

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Recent citations (cites in year: CiY)


Recent citations received in 2017

YearCiting document
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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

Recent citations received in 2016

YearCiting document
2016Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:809.

Full description at Econpapers || Download paper

2016Politik begleitendes statistisches Monitoring und neue Datenquellen. (2016). Schnorr-Backer, Susanne . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:10:y:2016:i:2:d:10.1007_s11943-016-0192-2.

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Recent citations received in 2015

YearCiting document
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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Recent citations received in 2014

YearCiting document
2014A Multivariate Analysis of Forecast Disagreement: Confronting Models of Disagreement with SPF Data. (2014). Dovern, Jonas. In: Working Papers. RePEc:awi:wpaper:0571.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 2th 2018. Contact: CitEc Team