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Citation Profile [Updated: 2022-11-01 10:22:50]
5 Years H Index
7
Impact Factor (IF)
0.69
5 Years IF
0.49
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
2007 0 0.5 0 0 1 1 0 0 0 0 0 0 0.29
2008 0 0.58 0.2 0 9 10 12 2 1 1 1 0 0 0.3
2009 0.1 0.56 0.07 0.1 4 14 4 1 3 10 1 10 1 0 0 0.32
2010 0.23 0.5 0.31 0.21 2 16 49 3 8 13 3 14 3 2 66.7 0 0.29
2011 0.5 0.6 0.24 0.25 9 25 27 6 14 6 3 16 4 1 16.7 2 0.22 0.35
2012 0.64 0.65 0.44 0.36 7 32 41 14 28 11 7 25 9 4 28.6 2 0.29 0.34
2013 0.31 0.64 0.21 0.23 6 38 20 8 36 16 5 31 7 0 1 0.17 0.34
2014 0.85 0.65 0.57 0.71 6 44 26 25 61 13 11 28 20 3 12 4 0.67 0.34
2015 0.83 0.63 0.58 0.8 6 50 13 29 90 12 10 30 24 5 17.2 1 0.17 0.34
2016 0.42 0.63 0.34 0.41 14 64 30 22 112 12 5 34 14 3 13.6 2 0.14 0.34
2017 0.55 0.62 0.68 0.56 4 68 6 43 158 20 11 39 22 5 11.6 2 0.5 0.34
2018 0.5 0.61 0.3 0.39 6 74 18 22 180 18 9 36 14 3 13.6 2 0.33 0.35
2019 0.9 0.63 0.38 0.42 4 78 5 30 210 10 9 36 15 4 13.3 0 0.37
2020 0.8 0.71 0.38 0.5 9 87 12 33 243 10 8 34 17 5 15.2 3 0.33 0.72
2021 0.69 1.01 0.29 0.49 7 94 1 27 270 13 9 37 18 2 7.4 0 0.43
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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.

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50
22012A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-004.

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18
32012Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006.

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16
42018Identification of the Linear Factor Model. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-002.

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15
52014INFORMATION 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.

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10
62011Comparing Government Forecasts of the United States’ Gross Federal Debt. (2011). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2011-002.

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7
72016Expectations 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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7
82014HOW DID THE FOMC VIEW THE GREAT RECESSION AS IT WAS HAPPENING?: EVALUATING THE MINUTES FROM FOMC MEETINGS, 2006-2010. (2014). Stekler, Herman ; Symington, Hilary . In: Working Papers. RePEc:gwc:wpaper:2014-005.

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6
92013Benchmarking 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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6
102014EVALUATING 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.

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6
112017How 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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6
122008Exponential 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
132013Truncated Product Methods for Panel Unit Root Tests. (2013). Sheng, Xuguang ; Yang, Jingyun . In: Working Papers. RePEc:gwc:wpaper:2013-004.

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5
142016Do Fed Forecast Errors Matter?. (2016). Sinclair, Tara ; Tien, Pao-Lin ; Gamber, Edward N. In: Working Papers. RePEc:gwc:wpaper:2016-007.

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5
152011Economic Forecasting in the Great Recession. (2011). Stekler, Herman ; Talwar, Raj M.. In: Working Papers. RePEc:gwc:wpaper:2011-005.

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5
162012Has the Accuracy of German Macroeconomic Forecasts Improved?. (2012). Stekler, Herman ; Heilemann, Ullrich. In: Working Papers. RePEc:gwc:wpaper:2010-001.

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5
172016Economic 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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5
182020The Impact of the COVID-19 Pandemic on Business Expectations. (2020). Meyer, Brent ; Sheng, Xuguang Simon ; Prescott, Brian. In: Working Papers. RePEc:gwc:wpaper:2020-006.

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5
192008What Do We Know About G-7 Macro Forecasts?. (2008). Stekler, Herman. In: Working Papers. RePEc:gwc:wpaper:2008-009.

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5
202015Predicting 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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5
212016Using 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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5
222011Examining 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
232011Jointly 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
242011Evaluating 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
252018French Nowcasts of the US Economy during the Great Recession: A Textual Analysis. (2018). Catalfamo, Emma. In: Working Papers. RePEc:gwc:wpaper:2018-001.

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4
262015Robustness 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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4
272013Inflation Persistence: Revisited. (2013). Smith, Julie ; Gamber, Edward N. ; Liebner, Jeffrey P.. In: Working Papers. RePEc:gwc:wpaper:2013-002.

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4
282020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004.

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4
292019A Textual Analysis of the Bank of England Growth Forecasts. (2019). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: Working Papers. RePEc:gwc:wpaper:2018-005.

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3
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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3
312011A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach. (2011). Jia, Yueqing. In: Working Papers. RePEc:gwc:wpaper:2011-006.

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3
322015Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates. (2015). Larson, William. In: Working Papers. RePEc:gwc:wpaper:2015-002.

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3
332009Evaluating 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
342013Does 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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3
352016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Doerner, William ; Larson, William D ; Bogin, Alexander N. In: Working Papers. RePEc:gwc:wpaper:2016-010.

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2
362020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

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2
372014COMMENTS ON DOVERN, FRITSCHE, LOUNGANI AND TAMIRISA (FORTHCOMING). (2014). Coibion, Olivier. In: Working Papers. RePEc:gwc:wpaper:2014-002.

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2
382
392016What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013.

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2
402014QUASI 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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2
412020Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Castle, Jennifer L ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2020-009.

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2
422008Are unbiased forecasts really unbiased? Another look at the Fed forecasts. (2008). Stekler, Herman ; Sinclair, Tara ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2008-010.

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2
432016COULD 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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2
442012Modelling 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
452019Sectoral Okun’s Law and Cross-Country Cyclical Differences. (2019). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin ; Goto, Eiji . In: Working Papers. RePEc:gwc:wpaper:2019-002.

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2
462012EVALUATING A VECTOR OF THE FED’S FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-002.

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2
472013Using Forecasting to Detect Corruption in International Football. (2013). Reade, J ; Akie, Sachiko . In: Working Papers. RePEc:gwc:wpaper:2013-005.

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2
482015Eliciting 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
492021Jointly Modeling Male and Female Labor Participation and Unemployment. (2021). Martinez, Andrew ; Bernstein, David. In: Working Papers. RePEc:gwc:wpaper:2021-006.

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1
502016Forecasting the USD/CNY Exchange Rate under Different Policy Regimes. (2016). Huang, Yuxuan . In: Working Papers. RePEc:gwc:wpaper:2016-001.

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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

8
22018Identification of the Linear Factor Model. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-002.

Full description at Econpapers || Download paper

5
32020The Impact of the COVID-19 Pandemic on Business Expectations. (2020). Meyer, Brent ; Sheng, Xuguang Simon ; Prescott, Brian. In: Working Papers. RePEc:gwc:wpaper:2020-006.

Full description at Econpapers || Download paper

5
42020Nowcasting Unemployment Insurance Claims in the Time of COVID-19. (2020). Sinclair, Tara ; Larson, William D. In: Working Papers. RePEc:gwc:wpaper:2020-004.

Full description at Econpapers || Download paper

4
52012A 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

4
62019A Textual Analysis of the Bank of England Growth Forecasts. (2019). Sinclair, Tara ; Stekler, Herman O ; Jones, Jacob T. In: Working Papers. RePEc:gwc:wpaper:2018-005.

Full description at Econpapers || Download paper

3
72015Forecasting an Aggregate in the Presence of Structural Breaks in the Disaggregates. (2015). Larson, William. In: Working Papers. RePEc:gwc:wpaper:2015-002.

Full description at Econpapers || Download paper

3
82017How 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

3
92019Sectoral Okun’s Law and Cross-Country Cyclical Differences. (2019). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin ; Goto, Eiji . In: Working Papers. RePEc:gwc:wpaper:2019-002.

Full description at Econpapers || Download paper

2
102013Truncated Product Methods for Panel Unit Root Tests. (2013). Sheng, Xuguang ; Yang, Jingyun . In: Working Papers. RePEc:gwc:wpaper:2013-004.

Full description at Econpapers || Download paper

2
112020Smooth Robust Multi-Horizon Forecasts. (2020). Hendry, David ; Castle, Jennifer L ; Martinez, Andrew B. In: Working Papers. RePEc:gwc:wpaper:2020-009.

Full description at Econpapers || Download paper

2
122016Expectations 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
132018French Nowcasts of the US Economy during the Great Recession: A Textual Analysis. (2018). Catalfamo, Emma. In: Working Papers. RePEc:gwc:wpaper:2018-001.

Full description at Econpapers || Download paper

2
142020Forecast Accuracy Matters for Hurricane Damages. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-003.

Full description at Econpapers || Download paper

2
152016Missing the Mark: House Price Index Accuracy and Mortgage Credit Modeling. (2016). Doerner, William ; Larson, William D ; Bogin, Alexander N. In: Working Papers. RePEc:gwc:wpaper:2016-010.

Full description at Econpapers || Download paper

2
162016What Do We Lose When We Average Expectations?. (2016). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2016-013.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 9
YearTitle
2021The Expectations Gap: An Alternative Measure of Economic Slack. (2021). Schibuola, Alex ; Martinez, Andrew . In: Working Papers. RePEc:ajw:wpaper:11284.

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2021Now- and Backcasting Initial Claims with High-Dimensional Daily Internet Search-Volume Data. (2021). Montes, Erik Christian ; Rapach, David E ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2021-02.

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2021Panel forecasts of country-level Covid-19 infections. (2021). Schorfheide, Frank ; Moon, Hyungsik Roger ; Liu, Laura. In: Journal of Econometrics. RePEc:eee:econom:v:220:y:2021:i:1:p:2-22.

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2021Back to the Present: Learning about the Euro Area through a Now-casting Model. (2021). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo ; Revil, Thiago. In: International Finance Discussion Papers. RePEc:fip:fedgif:1313.

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2021Dynamic Econometrics in Action: A Biography of David F. Hendry. (2021). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1311.

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2021Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2021). Sheng, Xuguang ; Parker, Nicholas B ; Meyer, Brent H. In: Working Papers. RePEc:gwc:wpaper:2021-002.

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2021Unit Cost Expectations and Uncertainty: Firms Perspectives on Inflation. (2021). Sheng, Xuguang ; Meyer, Brent ; Parker, Nicholas B. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:90556.

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2021How economic crises affect inflation beliefs: Evidence from the Covid-19 pandemic. (2021). van der Klaauw, Wilbert ; topa, giorgio ; Kosar, Gizem ; Smith, Kyle ; Skandalis, Daphne ; Pomerantz, Rachel ; Koar, Gizem ; Armantier, Olivier. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:189:y:2021:i:c:p:443-469.

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2021A bridge between sentiment indicators: What does Google Trends tell us about COVID-19 pandemic and employment expectations in the EU new member states?. (2021). Raiien, Agota Giedr ; Simionescu, Mihaela. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:173:y:2021:i:c:s004016252100603x.

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Recent citations
Recent citations received in 2021

YearCiting document

Recent citations received in 2020

YearCiting document
2020How Economic Crises Affect Inflation Beliefs: Evidence from the COVID-19 Pandemic. (2020). van der Klaauw, Wilbert ; topa, giorgio ; Pomerantz, Rachel ; armantier, olivier ; Smith, Kyle ; Skandalis, Daphne ; Koar, Gizem. In: Staff Reports. RePEc:fip:fednsr:89120.

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2020The Impact of the COVID-19 Pandemic on the U.S. Economy: Evidence from the Stock Market. (2020). Thorbecke, Willem. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:233-:d:422459.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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Recent citations received in 2019

YearCiting document

Recent citations received in 2018

YearCiting document
2018IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS. (2018). Ben-Moshe, Dan. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:134-165_00.

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2018Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts. (2018). Roatta, Christian ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2018-004.

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