Citation analysis for Journal of Forecasting / John Wiley & Sons, Ltd.

Journal of Forecasting / John Wiley & Sons, Ltd.

0.68

Impact Factor

0.81

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.04
1991		0.1			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.11			0				0		0		(%)			0.05
1994		0.12			0				0		0		(%)			0.04
1995		0.19			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.26			0	2			0		0		(%)			0.09
1998		0.28			0				0		0		(%)			0.1
1999		0.32			0	4			0		0		(%)			0.13
2000		0.39			0	1			0		0		(%)			0.15
2001		0.39		38	38	12	0.32	434	0		0		(%)	7	0.18	0.14
2002	0.32	0.4	0.32	31	69	22	0.32	213	38	12	38	12	(%)	4	0.13	0.17
2003	0.42	0.43	0.42	28	97	43	0.44	290	69	29	69	29	(%)	4	0.14	0.18
2004	0.24	0.48	0.34	35	132	42	0.32	731	59	14	97	33	(%)	7	0.2	0.19
2005	0.83	0.52	0.76	32	164	117	0.71	310	63	52	132	100	(%)	8	0.25	0.2
2006	0.49	0.51	0.54	33	197	102	0.52	320	67	33	164	88	(%)	6	0.18	0.2
2007	0.52	0.45	0.66	32	229	156	0.68	260	65	34	159	105	(%)	1	0.03	0.18
2008	0.6	0.48	0.77	41	270	224	0.83	715	65	39	160	123	(%)	21	0.51	0.2
2009	1.44	0.49	1.24	43	313	338	1.08	300	73	105	173	214	(%)	5	0.12	0.19
2010	0.88	0.46	0.83	40	353	309	0.88	410	84	74	181	150	(%)	20	0.5	0.17
2011	1.11	0.49	1.01	36	389	379	0.97	297	83	92	189	191	(%)	11	0.31	0.19
2012	0.91	0.52	0.9	39	428	368	0.86	159	76	69	192	172	(%)	7	0.18	0.19
2013	0.85	0.58	1.25	56	484	546	1.13	312	75	64	199	249	(%)	35	0.63	0.2
2014	0.72	0.6	1	43	527	535	1.02	154	95	68	214	213	(%)	19	0.44	0.2
2015	0.76	0.61	1	44	571	510	0.89	104	99	75	214	213	(%)	10	0.23	0.19
2016	0.66	0.68	0.75	40	611	521	0.85	54	87	57	218	164	(%)	7	0.18	0.2
2017	0.68	0.73	0.81	67	678	574	0.85	21	84	57	222	179	(%)	2	0.03	0.22

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

50 most cited documents in this series:

#	Year	Title	Cited
1	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	362
2	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	160
3	2013	Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers \|\| Download paper	112
4	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	97
5	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	96
6	2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers \|\| Download paper	92
7	2008	Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers \|\| Download paper	82
8	2008	Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19. Full description at Econpapers \|\| Download paper	81
9	2008	Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers \|\| Download paper	80
10	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	80
11	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	78
12	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	76
13	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	74
14	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	67
15	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	67
16	2004	Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers \|\| Download paper	63
17	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	63
18	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	60
19	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	57
20	2003	Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	56
21	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	56
22	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	54
23	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	42
24	2002	A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500. Full description at Econpapers \|\| Download paper	42
25	2004	Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers \|\| Download paper	41
26	2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers \|\| Download paper	40
27	2001	Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601. Full description at Econpapers \|\| Download paper	39
28	2002	The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). Marrocu, Emanuela ; Boero, Gianna. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42. Full description at Econpapers \|\| Download paper	36
29	2003	From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers \|\| Download paper	35
30	2004	Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers \|\| Download paper	34
31	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	33
32	2011	Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735. Full description at Econpapers \|\| Download paper	32
33	2001	A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43. Full description at Econpapers \|\| Download paper	32
34	2007	Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers \|\| Download paper	31
35	2004	Finding good predictors for inflation: a Bayesian model averaging approach. (2004). Karlsson, Sune ; Jacobson, Tor. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496. Full description at Econpapers \|\| Download paper	29
36	2010	Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340. Full description at Econpapers \|\| Download paper	28
37	2006	Building neural network models for time series: a statistical approach. (2006). TerÃÂ¤svirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75. Full description at Econpapers \|\| Download paper	27
38	2005	Prediction intervals for exponential smoothing using two new classes of state space models. (2005). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37. Full description at Econpapers \|\| Download paper	26
39	2001	Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19. Full description at Econpapers \|\| Download paper	25
40	2005	Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592. Full description at Econpapers \|\| Download paper	25
41	2008	Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506. Full description at Econpapers \|\| Download paper	25
42	2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers \|\| Download paper	25
43	2011	Flow of conjunctural information and forecast of euro area economic activity. (2011). Heinisch, Katja ; Drechsel, Katja ; Maurin, Laurent . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:3:p:336-354. Full description at Econpapers \|\| Download paper	24
44	2013	The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers \|\| Download paper	24
45	2014	Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers \|\| Download paper	24
46	2011	Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Labhard, Vincent ; Caggiano, Giovanni ; Kapetanios, George. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752. Full description at Econpapers \|\| Download paper	24
47	2010	Survey data as coincident or leading indicators. (2010). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131. Full description at Econpapers \|\| Download paper	23
48	2003	Strategic bias, herding behaviour and economic forecasts. (2003). Pons-Novell, Jordi. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:67-77. Full description at Econpapers \|\| Download paper	23
49	2005	The multi-chain Markov switching model. (2005). Otranto, Edoardo. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537. Full description at Econpapers \|\| Download paper	23
50	2002	An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns.. (2002). Park, Beum Jo. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93. Full description at Econpapers \|\| Download paper	23

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

#	Year	Title	Cited
1	2008		128
2	2004		109
3	2013	Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers \|\| Download paper	50
4	2011		30
5	2010		21
6	2010		20
7	2009		19
8	2007		19
9	2013	The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers \|\| Download paper	18
10	2001		17
11	2001		16
12	2006		16
13	2011		15
14	2009		15
15	2010		15
16	2008		15
17	2008		14
18	2006		14
19	2005		14
20	2003		13
21	2008		11
22	2004		11
23	2014	Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers \|\| Download paper	11
24	2014	Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany. (2014). Wohlrabe, Klaus ; Buchen, Teresa . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:4:p:231-242. Full description at Econpapers \|\| Download paper	11
25	2011		10
26	2013	RealâTime Forecasts of Inflation: The Role of Financial Variables. (2013). Monteforte, Libero ; Moretti, Gianluca . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:51-61. Full description at Econpapers \|\| Download paper	9
27	2003		9
28	2008		9
29	2015	Measuring Disagreement in Qualitative Expectations. (2015). Mokinski, Frieder ; Yang, Jingyun ; Sheng, Xuguang . In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:5:p:405-426. Full description at Econpapers \|\| Download paper	9
30	2007		9
31	2011		9
32	2015	Predicting Recessions with Leading Indicators: Model Averaging and Selection over the Business Cycle. (2015). Berge, Travis. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:6:p:455-471. Full description at Econpapers \|\| Download paper	9
33	2004		8
34	2012	Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2012). Lin, Edward ; Chen, Cathy W. S. ; Cathy W. S. Chen, ; W. C. W. Lee, ; Gerlach, Richard ; EdwardâM.âH. âLin, ; Cathy W. S. Chen, . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:661-687. Full description at Econpapers \|\| Download paper	8
35	2010		8
36	2014	How Informative are the Subjective Density Forecasts of Macroeconomists?. (2014). Masera, Federico ; Kostka, Thomas ; Kenny, Geoff. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:163-185. Full description at Econpapers \|\| Download paper	8
37	2011		8
38	2014	Forecasting MixedâFrequency Time Series with ECMâMIDAS Models. (2014). Urbain, Jean-Pierre ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz, Thomas B.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213. Full description at Econpapers \|\| Download paper	8
39	2009		8
40	2008		8
41	2013	The Role of HighâFrequency Intraâdaily Data, Daily Range and Implied Volatility in Multiâperiod ValueâatâRisk Forecasting. (2013). Louzis, Dimitrios ; Refenes, Apostolos P. ; XanthopoulosSisinis, Spyros . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:561-576. Full description at Econpapers \|\| Download paper	8
42	2015	The Predictive Power of SurveyâBased Exchange Rate Forecasts: Is there a Role for Dispersion?. (2015). Neveu, Andre ; Cavusoglu, Nevin . In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:5:p:337-353. Full description at Econpapers \|\| Download paper	8
43	2003		8
44	2013	Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis. (2013). Hassani, Hossein ; Zhigljavsky, Anatoly ; Heravi, Saeed. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:395-408. Full description at Econpapers \|\| Download paper	8
45	2012	Exploring SurveyâBased Inflation Forecasts. (2012). PÃÂ©rez de Gracia, Fernando ; Moreno, Antonio ; Gil-Alana, Luis ; GilAlana, Luis . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:524-539. Full description at Econpapers \|\| Download paper	7
46	2016	The Effect of Nonlinearity between Credit Conditions and Economic Activity on Density Forecasts. (2016). Franta, Michal. In: Journal of Forecasting. RePEc:wly:jforec:v:35:y:2016:i:2:p:147-166. Full description at Econpapers \|\| Download paper	7
47	2015	Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models. (2015). Luciani, Matteo ; Veredas, David. In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:3:p:163-176. Full description at Econpapers \|\| Download paper	7
48	2008		7
49	2003		7
50	2012	The Role of Financial Variables in predicting economic activity. (2012). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46. Full description at Econpapers \|\| Download paper	7

Citing documents used to compute impact factor 57:

Year	Title
2017	Threshold stochastic volatility: Properties and forecasting. (2017). Veiga, Helena ; Ruiz, Esther ; Mao, Xiuping. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1105-1123. Full description at Econpapers \|\| Download paper
2017	âEveryone in Schoolâ: The Effects of Compulsory Schooling Age on Drop-out and Completion Rates. (2017). Vergolini, Loris ; Raimondi, Erica. In: FBK-IRVAPP Working Papers. RePEc:fbk:wpaper:2017-05. Full description at Econpapers \|\| Download paper
2017	Forecasting European interest rates in times of financial crisis â What insights do we get from international survey forecasts?. (2017). Wegener, Christoph ; Spiwoks, Markus ; Bizer, Kilian ; Kunze, Frederik. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:192-205. Full description at Econpapers \|\| Download paper
2017	Givers of great dinners know few enemies: The impact of household food security on micro-level communal conflict in Eastern Democratic Republic of Congo. (2017). Fatema, Naureen ; Kibriya, Shahriar. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258482. Full description at Econpapers \|\| Download paper
2017	Exchange rate forecasting and the performance of currency portfolios. (2017). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus ; Fortin, Ines . In: Economics Series. RePEc:ihs:ihsesp:326. Full description at Econpapers \|\| Download paper
2017	European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression. (2017). Sermpinis, Georgios ; de la Fuente, David ; Rosillo, Rafael ; Stasinakis, Charalampos. In: European Journal of Operational Research. RePEc:eee:ejores:v:258:y:2017:i:1:p:372-384. Full description at Econpapers \|\| Download paper
2017	The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; DarnÃÂ©, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39. Full description at Econpapers \|\| Download paper
2017	Forecasting GDP all over the World: Evidence from Comprehensive Survey Data. (2017). Wohlrabe, Klaus ; Garnitz, Johanna ; Lehmann, Robert. In: MPRA Paper. RePEc:pra:mprapa:81772. Full description at Econpapers \|\| Download paper
2017	Dissecting models forecasting performance. (2017). Siliverstovs, Boriss. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:294-299. Full description at Econpapers \|\| Download paper
2017	Towards 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. Full description at Econpapers \|\| Download paper
2017	The Effectiveness of Forward Guidance in an Estimated DSGE Model for the Euro Area: the Role of Expectations. (2017). Paccagnini, Alessia ; Bekiros, Stelios ; Cardani, Roberta . In: Working Papers. RePEc:ucn:wpaper:201701. Full description at Econpapers \|\| Download paper
2017	A new look at oil price pass-through into inflation: evidence from disaggregated European data. (2017). Poncela, Pilar ; JimÃÂ©nez-RodrÃÂguez, Rebeca ; Senra, Eva ; Jimenez-Rodriguez, Rebeca ; Castro, Cesar . In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0048-9. Full description at Econpapers \|\| Download paper
2017	Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568. Full description at Econpapers \|\| Download paper
2017	Determining risk model confidence sets. (2017). Cummins, Mark ; Esposito, Francesco ; Dowling, Michael. In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:169-174. Full description at Econpapers \|\| Download paper
2017	A Unified Tree approach for options pricing under stochastic volatility models. (2017). Lo, C C ; Skindilias, K ; Nguyen, D. In: Finance Research Letters. RePEc:eee:finlet:v:20:y:2017:i:c:p:260-268. Full description at Econpapers \|\| Download paper
2017	Nowcasting Building Permits with Google Trends. (2017). Pincheira, Pablo ; Coble, David. In: MPRA Paper. RePEc:pra:mprapa:76514. Full description at Econpapers \|\| Download paper
2017	Bubbles, Blind-Spots and Brexit. (2017). Fry, John ; Brint, Andrew. In: Risks. RePEc:gam:jrisks:v:5:y:2017:i:3:p:37-:d:105098. Full description at Econpapers \|\| Download paper
2017	Google data in bridge equation models for German GDP. (2017). GÃÂ¶tz, Thomas ; Knetsch, Thomas A ; Gotz, Thomas B. In: Discussion Papers. RePEc:zbw:bubdps:182017. Full description at Econpapers \|\| Download paper
2017	Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression. (2017). Wei, Yi-Ming ; Zhang, Tao ; Wu, Zhanchi ; Wang, Ping ; Zhu, Bangzhu. In: Applied Energy. RePEc:eee:appene:v:191:y:2017:i:c:p:521-530. Full description at Econpapers \|\| Download paper
2017	Trade and External Relations. (2017). BabeckÃÂ½, Jan ; Brazdik, Frantisek ; Audzei, Volha ; Novotny, Filip ; Bruha, Jan ; Kucharcukova, Oxana Babecka ; Sutoris, Ivan ; Galuscak, Kamil . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/1. Full description at Econpapers \|\| Download paper
2017	Effects of Monetary Policy. (2017). BabeckÃÂ½, Jan ; Kubicova, Ivana ; Bruha, Jan ; Hajkova, Dana ; Aliyev, Ruslan ; Vlcek, Jan ; Trajcev, Ljubica ; Polansky, Jiri ; Hledik, Tibor ; Djukic, Mirko ; Havranek, Tomas ; Hampl, Mojmir ; Tonner, Jaromir. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb15/2. Full description at Econpapers \|\| Download paper
2017	Redefining the energy-growth nexus with an index for sustainable economic welfare in Europe. (2017). Fuinhas, JosÃÂ© ; Marques, Antonio Cardoso ; Menegaki, Angeliki N. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:1254-1268. Full description at Econpapers \|\| Download paper
2017	Identifying business cycle turning points in real time with vector quantization. (2017). Piger, Jeremy ; Giusto, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:174-184. Full description at Econpapers \|\| Download paper
2017	Modelling and Forecasting Recessions in Oil-exporting Countries: The Case of Iran. (2017). Fattahi, Shahram ; Mehrabi, Fatemeh ; Monkaresi, Hamed ; Sohaili, Kiomars . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-75. Full description at Econpapers \|\| Download paper
2017	Evaluating a leading indicator: an applicationâthe 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. Full description at Econpapers \|\| Download paper
2017	Predicting 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. Full description at Econpapers \|\| Download paper
2017	The 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. Full description at Econpapers \|\| Download paper
2017	Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH. (2017). Vortelinos, Dimitrios I. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pb:p:824-839. Full description at Econpapers \|\| Download paper
2017	Realized 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. Full description at Econpapers \|\| Download paper
2017	Combining 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.. Full description at Econpapers \|\| Download paper
2017	Does mispricing, liquidity or third-party certification contribute to IPO downside risk?. (2017). Reber, Beat . In: International Review of Financial Analysis. RePEc:eee:finana:v:51:y:2017:i:c:p:25-53. Full description at Econpapers \|\| Download paper
2017	On the short-term predictability of stock returns: A quantile boosting approach. (2017). Pierdzioch, Christian ; Demirer, Riza ; Zhang, Huacheng . In: Finance Research Letters. RePEc:eee:finlet:v:22:y:2017:i:c:p:35-41. Full description at Econpapers \|\| Download paper
2017	Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676. Full description at Econpapers \|\| Download paper
2017	Generalized dynamic factor models and volatilities: estimation and forecasting. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:201:y:2017:i:2:p:307-321. Full description at Econpapers \|\| Download paper
2017	Liquidity Commonality in Foreign Exchange Markets During the Global Financial Crisis and the Sovereign Debt Crisis: Effects of Macroeconomic and Quantitative Easing Announcements. (2017). Gau, Yin-Feng ; Hsu, Chih-Chiang ; Chang, Ya-Ting. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:172-192. Full description at Econpapers \|\| Download paper
2017	Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19. Full description at Econpapers \|\| Download paper
2017	A comparative assessment of alternative ex ante measures of inflation uncertainty. (2017). Ulm, Maren ; Hartmann, Matthias ; Herwartz, Helmut. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:76-89. Full description at Econpapers \|\| Download paper
2017	What Has Publishing Inflation Forecasts Accomplished? Central Banks And Their Competitors. (2017). Siklos, Pierre. In: LCERPA Working Papers. RePEc:wlu:lcerpa:0098. Full description at Econpapers \|\| Download paper
2017	âLet the data do the talking: Empirical modelling of survey-based expectations by means of genetic programmingâ. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706. Full description at Econpapers \|\| Download paper
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: IREA Working Papers. RePEc:ira:wpaper:201711. Full description at Econpapers \|\| Download paper
2017	Compositional Time Series: Past and Perspectives. (2017). Larrosa, Juan. In: Economic Analysis Working Papers (2002-2010). Atlantic Review of Economics (2011-2016). RePEc:eac:articl:03/16. Full description at Econpapers \|\| Download paper
2017	Multiple linear regression with compositional response and covariates. (2017). Chen, Jiajia ; Li, Shengjia ; Zhang, Xiaoqin. In: Journal of Applied Statistics. RePEc:taf:japsta:v:44:y:2017:i:12:p:2270-2285. Full description at Econpapers \|\| Download paper
2017	Consensus-building in Electoral Competitions: Evidence from Papal Elections. (2017). Menuet, Maxime ; Maxime, Maxime . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00816. Full description at Econpapers \|\| Download paper
2017	Anchoring of inflation expectations in the euro area: Recent evidence based on survey data. (2017). Paloviita, Maritta ; Åyziak, Tomasz. In: European Journal of Political Economy. RePEc:eee:poleco:v:46:y:2017:i:c:p:52-73. Full description at Econpapers \|\| Download paper
2017	Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Åyziak, Tomasz. In: NBP Working Papers. RePEc:nbp:nbpmis:261. Full description at Econpapers \|\| Download paper
2017	Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Åyziak, Tomasz. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013. Full description at Econpapers \|\| Download paper
2017	Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017. Full description at Econpapers \|\| Download paper
2017	Appropriate monetary policy and forecast disagreement at the FOMC. (2017). Schultefrankenfeld, Guido. In: Discussion Papers. RePEc:zbw:bubdps:392017. Full description at Econpapers \|\| Download paper
2017	Rationality and forecasting accuracy of exchange rate expectations: Evidence from survey-based forecasts. (2017). Ince, Onur ; Molodtsova, Tanya . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:47:y:2017:i:c:p:131-151. Full description at Econpapers \|\| Download paper
2017	The impact of uncertainty on professional exchange rate forecasts. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:73:y:2017:i:pb:p:296-316. Full description at Econpapers \|\| Download paper
2017	Exchange rate expectations and economic policy uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha. In: European Journal of Political Economy. RePEc:eee:poleco:v:47:y:2017:i:c:p:148-162. Full description at Econpapers \|\| Download paper
2017	Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:283-300. Full description at Econpapers \|\| Download paper
2017	Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven. (2017). Czudaj, Robert ; Beckmann, Joscha. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168291. Full description at Econpapers \|\| Download paper
2017	The depreciation of the pound post-Brexit: Could it have been predicted?. (2017). Wohar, Mark ; Plakandaras, Vasilios ; GUPTA, RANGAN. In: Finance Research Letters. RePEc:eee:finlet:v:21:y:2017:i:c:p:206-213. Full description at Econpapers \|\| Download paper
2017	Exchange Rate Returns and Volatility: The Role of Time-Varying Rare Disaster Risks. (2017). Wohar, Mark ; GUPTA, RANGAN ; Suleman, Tahir. In: Working Papers. RePEc:pre:wpaper:201767. Full description at Econpapers \|\| Download paper
2017	ÐÐÐÐÐÐ ÐÐ ÐÐÐÐÐÐÐ ÐÐÐÐÐÐ¯ Ð¡ÐÐ ÐÐ¡Ð ÐÐ ÐÐÐÐÐÐÐ¦ÐÐÐÐÐ£Ð® ÐÐ ÐÐÐ£ÐÐ¦ÐÐ® // MODELS FOR INNOVATIVE PRODUCTS DEMAND. (2017). Marshalkina, T ; Ð¢. ÐÐ°ÑÑÐ°Ð»ÐºÐ¸Ð½Ð° Ð., . In: Ð¤Ð¸Ð½Ð°Ð½ÑÑ: ÑÐµÐ¾ÑÐ¸Ñ Ð¸ Ð¿ÑÐ°ÐºÑÐ¸ÐºÐ°/Finance: Theory and Practice // Finance: Theory and Practice. RePEc:scn:financ:y:2015:i:6:p:171-178. Full description at Econpapers \|\| Download paper
2017	The (de-)anchoring of inflation expectations: New evidence from the euro area. (2017). Nautz, Dieter ; Strohsal, Till ; Pagenhardt, Laura . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:103-115. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017

Year	Citing document
2017	Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13. Full description at Econpapers \|\| Download paper
2017	Forecasting Oil Price Trends with Sentiment of Online News Articles. (2017). Li, Jian ; Yu, Lean ; Tang, Ling ; Xu, Huijuan. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:02:n:s021759591740019x. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo. In: ifo Forschungsberichte. RePEc:ces:ifofob:72. Full description at Econpapers \|\| Download paper
2016	Financial Cycles and Macroprudential and Monetary Policies. (2016). HlavÃ¡Äek, Michal ; BabeckÃÂ½, Jan ; Plasil, Miroslav ; Frait, Jan ; Malovana, Simona ; Kejak, Michal ; Mateju, Jakub ; Audzei, Volha ; Hlavac, Petr ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/2. Full description at Econpapers \|\| Download paper
2016	Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:293. Full description at Econpapers \|\| Download paper
2016	Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (2016). Alonso-Garcia, J ; Devolder, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:224-236. Full description at Econpapers \|\| Download paper
2016	Using 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. Full description at Econpapers \|\| Download paper
2016	Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2016-01. Full description at Econpapers \|\| Download paper
2016	Data generation processes and statistical management of interval data. (2016). Winker, Peter ; Blanco-Fernandez, Angela . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-016-0274-z. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436. Full description at Econpapers \|\| Download paper
2015	Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers \|\| Download paper
2015	A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; DÃÂ¶pke, JÃÂ¶rg ; Dopke, Jorg. In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers \|\| Download paper
2015	Disagreement Ã la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; DrÃÂ¤ger, Lena ; Drager, Lena. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201503. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; DÃÂ¶pke, JÃÂ¶rg ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505. Full description at Econpapers \|\| Download paper
2015	Disagreement Ã la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; DrÃÂ¤ger, Lena ; Drager, Lena. In: KOF Working papers. RePEc:kof:wpskof:15-380. Full description at Econpapers \|\| Download paper
2015	FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280. Full description at Econpapers \|\| Download paper
2015	Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius. In: Working Papers. RePEc:tas:wpaper:22658. Full description at Econpapers \|\| Download paper
2015	PREDICTING BY LEARNING: AN ADAPTIVE RATIONALE. (2015). Deng, Kaihua. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500177. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Analysis of aggregated inflation expectations based on the ECB SPF survey. (2014). Paloviita, Maritta ; Oinonen, Sami . In: Research Discussion Papers. RePEc:bof:bofrdp:2014_029. Full description at Econpapers \|\| Download paper
2014	Higher order beliefs and the dynamics of exchange rates. (2014). Raggi, Davide ; Pignataro, Giuseppe ; Pancotto, Francesca. In: Working Papers. RePEc:bol:bodewp:wp957. Full description at Econpapers \|\| Download paper
2014	Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers \|\| Download paper
2014	Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles. (2014). Kholodilin, Konstantin ; Herwartz, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1405. Full description at Econpapers \|\| Download paper
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:567. Full description at Econpapers \|\| Download paper
2014	Relevance of actors in bridging positions for product-related information diffusion. (2014). Spann, Martin ; Pescher, Christian . In: Journal of Business Research. RePEc:eee:jbrese:v:67:y:2014:i:8:p:1630-1637. Full description at Econpapers \|\| Download paper
2014	Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia ; Chan, Joshua ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers \|\| Download paper
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers \|\| Download paper
2014	Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Laurini, MÃÂ¡rcio ; Neto, Armenio Westin . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:77-99. Full description at Econpapers \|\| Download paper
2014	Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:78-100. Full description at Econpapers \|\| Download paper
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper
2014	Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1420. Full description at Econpapers \|\| Download paper
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers \|\| Download paper
2014	An empirical examination of stock market integration in EMU. (2014). Matei, Florin . In: MPRA Paper. RePEc:pra:mprapa:60717. Full description at Econpapers \|\| Download paper
2014	Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Strachan, Rodney ; Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper series. RePEc:rim:rimwps:44_14. Full description at Econpapers \|\| Download paper
2014	On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. (2014). Miller, J. ; Ghysels, Eric. In: Working Papers. RePEc:umc:wpaper:1403. Full description at Econpapers \|\| Download paper
2014	Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series. (2014). Miller, J.. In: Working Papers. RePEc:umc:wpaper:1412. Full description at Econpapers \|\| Download paper
2014	Combining distributions of real-time forecasts: An application to U.S. growth. (2014). Urbain, Jean-Pierre ; Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz T. B., ; Urbain J. R. Y. J., ; Hecq A. W., . In: Research Memorandum. RePEc:unm:umagsb:2014027. Full description at Econpapers \|\| Download paper
2014	Testing for Granger causality in large mixed-frequency VARs. (2014). Hecq, Alain ; GÃÂ¶tz, Thomas ; Gotz T. B., ; Hecq A. W., . In: Research Memorandum. RePEc:unm:umagsb:2014028. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	International Journal of Forecasting / Elsevier	130
2	MPRA Paper / University Library of Munich, Germany	120
3	Working Papers of the African Governance and Development Institute. / African Governance and Development Institute.	57
4	Economic Modelling / Elsevier	57
5	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	34
6	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	34
7	Tinbergen Institute Discussion Papers / Tinbergen Institute	33
8	Empirical Economics / Springer	31
9		25
10	Papers / arXiv.org	24
11	CEPR Discussion Papers / C.E.P.R. Discussion Papers	22

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