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Journal of Forecasting / John Wiley & Sons, Ltd.


0.44

Impact Factor

0.65

5-Years IF

32

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.1000 (%)0.04
19920.09000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.04
19950.2000 (%)0.07
19960.23000 (%)0.09
19970.260200 (%)0.09
19980.28000 (%)0.1
19990.320400 (%)0.13
20000.390100 (%)0.15
20010.393838120.3243400 (%)70.180.14
20020.320.40.323169220.3221338123812 (%)40.130.17
20030.420.430.422897430.4429169296929 (%)40.140.18
20040.240.480.3435132420.3273459149733 (%)70.20.19
20050.830.520.76321641170.713126352132100 (%)80.250.2
20060.490.510.54331971020.52321673316488 (%)60.180.2
20070.540.440.67322291580.692616535159107 (%)10.030.17
20080.60.480.77412702240.837186539160123 (%)210.510.2
20091.440.491.24433133381.0830273105173214 (%)50.120.19
20100.880.470.83403533100.884118474181150 (%)200.50.17
20111.110.491.01363893790.972978392189191 (%)110.310.19
20120.910.520.9394283680.861617669192172 (%)70.180.19
20130.850.581.25564845461.133137564199249 (%)350.630.2
20140.720.61435275351.021569568214213 (%)190.440.2
20150.770.611445715120.91059976214214 (%)100.230.19
20160.660.680.75406115210.85578757218164 (%)70.180.2
20170.680.720.81676785740.85228457222179 (%)20.030.21
20180.440.940.65487264680.64710747250162 (%)60.130.31
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
12004Combination 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.

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362
22008Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

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163
32013Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394.

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112
42007Forecasting 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.

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97
52008Short-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.

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97
62001Impulse 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.

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92
72008Single-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.

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82
82008Forecasting 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.

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81
92008Scalar 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.

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80
102008How 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.

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80
112011Forecasting private consumption: survey‐based 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.

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78
122010Combining 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.

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76
132006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). Saltoğlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

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74
142005Forecasting 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.

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68
152001Evaluating 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.

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67
162004Quarterly 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.

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64
172009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, 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.

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63
182004Vector 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.

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60
192010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

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57
202003Volatility 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.

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56
212010Dynamic 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.

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56
222006Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

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54
232004Forecasting 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.

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42
242003Selection 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.

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42
252002A 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.

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42
262007The 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.

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40
272001Forecasting 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.

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39
282002The 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.

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36
292003From 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.

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35
302004Can 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.

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34
312009Forecasting 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.

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33
322011Bootstrap 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.

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32
332001A 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.

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32
342007Forecasting 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.

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31
352004Finding 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.

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29
362010Do 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.

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28
372006Building neural network models for time series: a statistical approach. (2006). Teräsvirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75.

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27
382005Prediction 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.

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26
392001Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19.

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25
402005Nowcasting 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.

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25
412006The 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.

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25
422008Bankruptcy 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.

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25
432011Flow 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.

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24
442010Survey 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.

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24
452013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612.

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24
462014Hierarchical Shrinkage in Time‐Varying 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.

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24
472011Are 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.

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24
482003Strategic 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.

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23
492005The multi-chain Markov switching model. (2005). Otranto, Edoardo. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537.

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23
502002An 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.

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23

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


#YearTitleCited
1200886
2200473
32013Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008?. (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

31
4201121
52013The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612.

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17
6201014
7201013
8200612
9200612
10200712
11200311
12200911
13201110
14200110
1520089
162013Real‐Time 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.

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9
1720089
182015Measuring 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.

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9
192014Hierarchical Shrinkage in Time‐Varying 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.

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8
2020048
2120048
2220098
2320118
2420098
2520087
262014How 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.

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7
272015The Predictive Power of Survey‐Based 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.

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7
282016Googles MIDAS Touch: Predicting UK Unemployment with Internet Search Data. (2016). Smith, Paul. In: Journal of Forecasting. RePEc:wly:jforec:v:35:y:2016:i:3:p:263-284.

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7
292015Predicting 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.

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7
3020077
312013Forecasting 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.

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7
322014Forecasting Mixed‐Frequency Time Series with ECM‐MIDAS Models. (2014). Urbain, Jean-Pierre ; Hecq, Alain ; Götz, Thomas ; Gotz, Thomas B.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213.

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7
3320017
342014Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA. (2014). Santos, Douglas G. ; Ziegelmann, Flavio A.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:4:p:284-299.

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7
3520106
362016The 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.

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6
3720116
3820016
3920106
402012Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach. (2012). Leon, Costas ; BENEKI, CHRISTINA ; Eeckels, Bruno. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:5:p:391-400.

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6
4120116
4220056
432014Ultra‐High‐Frequency Algorithmic Arbitrage Across International Index Futures. (2014). Breitner, Michael ; Dunis, Christian ; Mettenheim, Hans-Jorg ; Alsayed, Hamad ; Sermpinis, Georgios ; McGroarty, Frank ; Neely, Christopher . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:6:p:391-408.

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6
4420086
452015Estimating 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.

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6
4620085
4720085
4820105
492014Forecasting Daily Variations of Stock Index Returns with a Multifractal Model of Realized Volatility. (2014). Sattarhoff, Cristina ; Lux, Thomas ; MoralesArias, Leonardo . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:7:p:532-541.

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5
502012The 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.

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5

Citing documents used to compute impact factor 47:


YearTitle
2018Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?. (2018). Guender, Alfred V. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:380-399.

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2018The financial cycle and recession risk. (2018). Borio, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

Full description at Econpapers || Download paper

2018Estimación del VaR mediante un modelo condicional multivariado bajo la hipótesis α-estable sub-Gaussiana. (A conditional approach to VaR with multivariate α-stable sub-Gaussian distributions).. (2018). Bautista, Ramona Serrano ; Mata, Leovardo Mata. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvii:y:2018:i:1:p:43-76.

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2018Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747.

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2018Regression Based Expected Shortfall Backtesting. (2018). Bayer, Sebastian ; Dimitriadis, Timo . In: Papers. RePEc:arx:papers:1801.04112.

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2018Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593.

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2018Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378.

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2018A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting. (2018). Tang, Ling ; Yu, Lean ; Wu, Yao . In: Energy. RePEc:eee:energy:v:157:y:2018:i:c:p:526-538.

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2018Predictive modeling of stock indices closing from web search trends. (2018). R, Arjun ; Kr, Suprabha. In: Papers. RePEc:arx:papers:1804.01676.

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2018Nowcasting and forecasting aquaponics by Google Trends in European countries. (2018). Palma, Maria Jose. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:134:y:2018:i:c:p:178-185.

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2018The Recurrence Interval Difference of Power Load in Heavy/Light Industries of China. (2018). Zhang, Chi ; Fu, Jiasha ; Pu, Zhengning. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:1:p:106-:d:125285.

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2018Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets. (2018). Qu, Hui ; Niu, Mengyi ; Duan, Qingling. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:767-776.

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2018The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386.

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2018Media coverage and immigration worries: Econometric evidence. (2018). Stadelmann, David ; Loretz, Simon ; Benesch, Christine ; Thomas, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:288.

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2018Media Coverage and Immigration Worries: Econometric Evidence. (2018). Stadelmann, David ; Loretz, Simon ; Benesch, Christine ; Thomas, Tobias. In: CREMA Working Paper Series. RePEc:cra:wpaper:2018-03.

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2018Media Coverage and Immigration Worries: Econometric Evidence. (2018). Loretz, Simon ; Thomas, Tobias ; Stadelmann, David ; Benesch, Christine . In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp970.

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201857 Channels (And Nothin On): Does TV-News on the Eurozone affect Government Bond Yield Spreads?. (2018). Feld, Lars ; Thomas, Tobias ; Kohler, Ekkehard A ; Wolfinger, Julia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181610.

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2018Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064.

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2018Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). Molnár, Peter ; Lyócsa, Štefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473.

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2018Covariance forecasting in equity markets. (2018). Symitsi, Efthymia ; Markellos, Raphael ; Kourtis, Apostolos ; Symeonidis, Lazaros . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168.

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2018The Effect of Cultural Capital on High School Dropout: An Investigation in the Italian Provinces. (2018). Ripamonti, Enrico ; Barberis, Stefano. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:139:y:2018:i:3:d:10.1007_s11205-017-1754-6.

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2018Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204.

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2018Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265.

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2018Stochastic wind speed modelling for estimation of expected wind power output. (2018). Loukatou, Angeliki ; Duck, Peter ; Johnson, Paul ; Howell, Sydney . In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1328-1340.

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2018A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies. (2018). Gensler, Andre ; Vogt, Stephan ; Sick, Bernhard. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:96:y:2018:i:c:p:352-379.

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2018Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. (2018). Hungnes, HÃ¥vard. In: Discussion Papers. RePEc:ssb:dispap:871.

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2018The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007.

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2018Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46.

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2018Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110.

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2018Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765.

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2018On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process. (2018). Mosiño, Alejandro ; Moreno-Okuno, Alejandro Tatsuo ; Mosio, Alejandro. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00495.

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2018Application of GARCH Model to Forecast Data and Volatility of Share Price of Energy (Study on Adaro Energy Tbk, LQ45). (2018). Virginia, Erica ; Ginting, Josep. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-19.

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2018How can big data enhance the timeliness of official statistics?. (2018). Harchaoui, Tarek M ; Janssen, Robert V. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:225-234.

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2018Quantifying macroeconomic expectations in stock markets using Google Trends. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1805.00268.

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2018The effect of interest in renewable energy on US household electricity consumption: An analysis using Google Trends data. (2018). Park, Sungjun ; Kim, Jinsoo. In: Renewable Energy. RePEc:eee:renene:v:127:y:2018:i:c:p:1004-1010.

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2018Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205.

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2018Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420.

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2018Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Gil, Maria ; Urtasun, Alberto ; Sanchez, Jesus A ; Perez, Javier J. In: Working Papers. RePEc:bde:wpaper:1842.

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2018Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets. (2018). Qu, Hui ; Niu, Mengyi ; Duan, Qingling. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:767-776.

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2018FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES. (2018). Brown, Alasdair ; Rossi, Giambattista ; Reade, James J ; Rambaccussing, Dooruj. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1748-1763.

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2018A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting. (2018). Wei, Yi-Ming ; Zhang, Tao ; He, Kaijian ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:143-157.

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2018Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Xie, Rui ; Ma, Shujiao ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9664-x.

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2018Crude oil price forecasting based on internet concern using an extreme learning machine. (2018). Wang, Jue ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:665-677.

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2018Risk-Sensitive Capital Regulation. (2018). Frait, Jan ; Pfeifer, Lukas ; Malovana, Simona ; Kolcunova, Dominika ; Broz, Vaclav. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/1.

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2018A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5.

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2018A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882.

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2018Interest Rates. (2018). Babecký, Jan ; Audzei, Volha ; Hlavacek, Michal ; Broz, Vaclav ; Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal ; Vlcek, Jan ; Hledik, Tibor ; Franta, Michal. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/2.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2018Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409.

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2018Does US Economic Policy Uncertainty matter for European stock markets volatility?. (2018). Mei, Dexiang ; Hou, Wenjing ; Zhang, Yaojie ; Zeng, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:215-221.

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2018Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378.

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2018Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201859.

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2018Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?. (2018). GUPTA, RANGAN ; Pierdzioch, Christian ; Gkillas, Konstantinos. In: Working Papers. RePEc:pre:wpaper:201879.

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Recent citations received in 2017

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

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2017Forecasting 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.

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Recent citations received in 2016

YearCiting document
2016ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo. In: ifo Forschungsberichte. RePEc:ces:ifofob:72.

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2016Financial Cycles and Macroprudential and Monetary Policies. (2016). Hlaváček, Michal ; Babecký, 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.

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2016Using 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.

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2016Optimal 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.

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2016Using 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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2016Using 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.

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2016Data 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.

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Recent citations received in 2015

YearCiting document
2015Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436.

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2015Forecasting 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.

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2015A 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.

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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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2015Disagreement à la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201503.

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2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

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2015Disagreement à la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: KOF Working papers. RePEc:kof:wpskof:15-380.

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2015FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280.

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2015Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius. In: Working Papers. RePEc:tas:wpaper:22658.

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2015PREDICTING 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.

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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 January, 3th 2019. Contact: CitEc Team