Handbook of Economic Forecasting / Elsevier
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[50 most relevant papers]
[cites used to compute IF]
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2006 | 0 | 0.59 | 2.67 | 0 | 18 | 18 | 1614 | 48 | 48 | 0 | 0 | 1 | 2.1 | 48 | 2.67 | 0.34 | ||
| 2013 | 0 | 0.67 | 5.64 | 0 | 21 | 39 | 1632 | 220 | 903 | 0 | 0 | 49 | 22.3 | 56 | 2.67 | 0.35 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2006 | Forecast Combinations. (2006). Timmermann, Allan. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers || Download paper | 387 |
| 2 | 2013 | Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers || Download paper | 368 |
| 3 | 2006 | Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers || Download paper | 316 |
| 4 | 2013 | Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers || Download paper | 308 |
| 5 | 2006 | Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers || Download paper | 279 |
| 6 | 2013 | DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers || Download paper | 166 |
| 7 | 2013 | Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers || Download paper | 162 |
| 8 | 2006 | Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers || Download paper | 152 |
| 9 | 2006 | Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers || Download paper | 124 |
| 10 | 2013 | Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers || Download paper | 108 |
| 11 | 2006 | Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers || Download paper | 103 |
| 12 | 2013 | Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers || Download paper | 96 |
| 13 | 2006 | Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers || Download paper | 94 |
| 14 | 2013 | Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers || Download paper | 90 |
| 15 | 2006 | Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers || Download paper | 90 |
| 16 | 2013 | Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers || Download paper | 89 |
| 17 | 2013 | Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers || Download paper | 71 |
| 18 | 2013 | Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers || Download paper | 69 |
| 19 | 2006 | Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers || Download paper | 59 |
| 20 | 2006 | Approximate Nonlinear Forecasting Methods. (2006). White, Halbert. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers || Download paper | 57 |
| 21 | 2006 | Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers || Download paper | 55 |
| 22 | 2006 | Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers || Download paper | 52 |
| 23 | 2013 | Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers || Download paper | 44 |
| 24 | 2013 | Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers || Download paper | 36 |
| 25 | 2006 | Forecasting economic variables with nonlinear models. (2006). Terasvirta, Timo. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-08. Full description at Econpapers || Download paper | 29 |
| 26 | 2013 | Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995. Full description at Econpapers || Download paper | 29 |
| 27 | 2006 | Forecasting Seasonal Time Series. (2006). Osborn, Denise R. ; Rodrigues, Paulo M. M., ; Ghysels, Eric. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13. Full description at Econpapers || Download paper | 27 |
| 28 | 2013 | Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581. Full description at Econpapers || Download paper | 27 |
| 29 | 2013 | Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers || Download paper | 23 |
| 30 | 2013 | Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers || Download paper | 21 |
| 31 | 2013 | Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers || Download paper | 20 |
| 32 | 2006 | Leading Indicators. (2006). Marcellino, Massimiliano. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers || Download paper | 19 |
| 33 | 2006 | Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11. Full description at Econpapers || Download paper | 14 |
| 34 | 2013 | Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-721. Full description at Econpapers || Download paper | 11 |
| 35 | 2006 | Forecasting with VARMA Models. (2006). Lutkepohl, Helmut. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-06. Full description at Econpapers || Download paper | 11 |
| 36 | 2013 | Prediction Markets for Economic Forecasting. (2013). Snowberg, Erik ; Zitzewitz, Eric ; Wolfers, Justin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657. Full description at Econpapers || Download paper | 11 |
| 37 | 2013 | Forecastersâââ‰â¢ Objectives and Strategies. (2013). Marinovic, Ivn ; Sorensen, Peter ; Ottaviani, Marco. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-690. Full description at Econpapers || Download paper | 8 |
| 38 | 2006 | Forecasting in Marketing. (2006). Franses, Philip Hans. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-18. Full description at Econpapers || Download paper | 4 |
| 39 | 2013 | Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961. Full description at Econpapers || Download paper | 4 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2006 | Forecast Combinations. (2006). Timmermann, Allan. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers || Download paper | 56 |
| 2 | 2013 | Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers || Download paper | 56 |
| 3 | 2013 | Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers || Download paper | 32 |
| 4 | 2013 | Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers || Download paper | 28 |
| 5 | 2006 | Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers || Download paper | 26 |
| 6 | 2013 | Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers || Download paper | 25 |
| 7 | 2013 | DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers || Download paper | 19 |
| 8 | 2013 | Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers || Download paper | 17 |
| 9 | 2006 | Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers || Download paper | 15 |
| 10 | 2013 | Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers || Download paper | 13 |
| 11 | 2013 | Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995. Full description at Econpapers || Download paper | 13 |
| 12 | 2013 | Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers || Download paper | 12 |
| 13 | 2013 | Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers || Download paper | 10 |
| 14 | 2013 | Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers || Download paper | 9 |
| 15 | 2013 | Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers || Download paper | 7 |
| 16 | 2006 | Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers || Download paper | 7 |
| 17 | 2006 | Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers || Download paper | 5 |
| 18 | 2013 | Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581. Full description at Econpapers || Download paper | 5 |
| 19 | 2006 | Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers || Download paper | 3 |
| 20 | 2013 | Forecastersâââ‰â¢ Objectives and Strategies. (2013). Marinovic, Ivn ; Sorensen, Peter ; Ottaviani, Marco. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-690. Full description at Econpapers || Download paper | 3 |
| 21 | 2013 | Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers || Download paper | 3 |
| 22 | 2006 | Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers || Download paper | 3 |
| 23 | 2006 | Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers || Download paper | 3 |
| 24 | 2013 | Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers || Download paper | 3 |
| 25 | 2006 | Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers || Download paper | 3 |
| 26 | 2006 | Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers || Download paper | 2 |
| Year | Title |
|---|