Journal of Forecasting

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.17 0 0 0 0.08 1997 0.2 0 0 0 0.08 1998 0.23 0 0 0 0.1 1999 0.32 0 0 0 0.16 2000 0.43 0 0 0 0.19 2001 0.39 38 71 0 0 3 0.08 0.17 2002 0.21 0.42 31 35 38 8 0 3 0.1 0.2 2003 0.26 0.47 28 18 69 18 5.6 3 0.11 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430 Combination forecasts of output growth in a seven-country data set (2004). Journal of Forecasting
Cited: 21 times.

(2) RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79 Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. (2001). Journal of Forecasting
Cited: 16 times.

(3) RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496 Finding good predictors for inflation: a Bayesian model averaging approach (2004). Journal of Forecasting
Cited: 10 times.

(4) RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42 The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison. (2002). Journal of Forecasting
Cited: 10 times.

(5) RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19 Testing in Unobserved Components Models. (2001). Journal of Forecasting
Cited: 8 times.

(6) RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601 Forecasting with k-Factor Gegenbauer Processes: Theory and Applications. (2001). Journal of Forecasting
Cited: 7 times.

(7) RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196 Vector smooth transition regression models for US GDP and the composite index of leading indicators (2004). Journal of Forecasting
Cited: 7 times.

(8) RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22 Volatility forecasting for risk management (2003). Journal of Forecasting
Cited: 6 times.

(9) RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49 Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. (2001). Journal of Forecasting
Cited: 6 times.

(10) RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109 Evaluating the Predictive Accuracy of Volatility Models. (2001). Journal of Forecasting
Cited: 5 times.

(11) RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447 Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation (2004). Journal of Forecasting
Cited: 5 times.

(12) RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500 A Threshold Stochastic Volatility Model. (2002). Journal of Forecasting
Cited: 5 times.

(13) RePEc:jof:jforec:v:23:y:2004:i:1:p:19-49 Medium-term forecasts of potential GDP and inflation using age structure information (2004). Journal of Forecasting
Cited: 5 times.

(14) RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40 Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection. (2001). Journal of Forecasting
Cited: 4 times.

(15) RePEc:jof:jforec:v:21:y:2002:i:2:p:81-105 Testing for (Common) Stochastic Trends in the Presence of Structural Breaks. (2002). Journal of Forecasting
Cited: 4 times.

(16) RePEc:jof:jforec:v:25:y:2006:i:3:p:209-221 The importance of interest rates for forecasting the exchange rate (2006). Journal of Forecasting
Cited: 4 times.

(17) RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375 On SETAR non-linearity and forecasting (2003). Journal of Forecasting
Cited: 4 times.

(18) RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201 Beating the random walk in Central and Eastern Europe (2005). Journal of Forecasting
Cited: 4 times.

(19) RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92 Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency. (2002). Journal of Forecasting
Cited: 4 times.

(20) RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557 Comparing the accuracy of density forecasts from competing models (2004). Journal of Forecasting
Cited: 4 times.

(21) RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66 Forecasting football results and the efficiency of fixed-odds betting (2004). Journal of Forecasting
Cited: 3 times.

(22) RePEc:jof:jforec:v:20:y:2001:i:1:p:21-35 Alternative Regime Switching Models for Forecasting Inflation. (2001). Journal of Forecasting
Cited: 3 times.

(23) RePEc:jof:jforec:v:20:y:2001:i:4:p:273-83 Identification of Asymmetric Prediction Intervals through Causal Forces. (2001). Journal of Forecasting
Cited: 3 times.

(24) RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128 Evaluating predictive performance of value-at-risk models in emerging markets: a reality check (2006). Journal of Forecasting
Cited: 3 times.

(25) RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139 Can out-of-sample forecast comparisons help prevent overfitting? (2004). Journal of Forecasting
Cited: 3 times.

(26) RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302 Forecasting German GDP using alternative factor models based on large datasets (2007). Journal of Forecasting
Cited: 3 times.

(27) RePEc:jof:jforec:v:23:y:2004:i:5:p:315-335 Long-run forecasting in multicointegrated systems (2004). Journal of Forecasting
Cited: 3 times.

(28) RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37 Prediction intervals for exponential smoothing using two new classes of state space models (2005). Journal of Forecasting
Cited: 3 times.

(29) RePEc:jof:jforec:v:20:y:2001:i:4:p:285-95 Robust Evaluation of Fixed-Event Forecast Rationality. (2001). Journal of Forecasting
Cited: 2 times.

(30) RePEc:jof:jforec:v:21:y:2002:i:4:p:245-64 The Data Measurement Process for UK GNP: Stochastic Trends, Long Memory, and Unit Roots. (2002). Journal of Forecasting
Cited: 2 times.

(31) RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152 Autoregressive gamma processes (2006). Journal of Forecasting
Cited: 2 times.

(32) RePEc:jof:jforec:v:21:y:2002:i:7:p:501-11 Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks. (2002). Journal of Forecasting
Cited: 2 times.

(33) RePEc:jof:jforec:v:23:y:2004:i:2:p:77-88 Do seasonal unit roots matter for forecasting monthly industrial production? (2004). Journal of Forecasting
Cited: 2 times.

(34) RePEc:jof:jforec:v:20:y:2001:i:3:p:203-29 Sensitivity of Univariate AR(1) Time-Series Forecasts Near the Unit Root. (2001). Journal of Forecasting
Cited: 2 times.

(35) RePEc:jof:jforec:v:21:y:2002:i:3:p:207-23 Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity. (2002). Journal of Forecasting
Cited: 2 times.

(36) RePEc:jof:jforec:v:22:y:2003:i:4:p:277-297 In search of leading indicators of economic activity in Germany (2003). Journal of Forecasting
Cited: 2 times.

(37) RePEc:jof:jforec:v:25:y:2006:i:6:p:439-458 Forecasting the conditional covariance matrix of a portfolio under long-run temporal dependence (2006). Journal of Forecasting
Cited: 2 times.

(38) RePEc:jof:jforec:v:20:y:2001:i:6:p:367-89 The Approximation of Long-Memory Processes by an ARMA Model. (2001). Journal of Forecasting
Cited: 2 times.

(39) RePEc:jof:jforec:v:23:y:2004:i:8:p:586-601 A fractal forecasting model for financial time series (2004). Journal of Forecasting
Cited: 2 times.

(40) RePEc:jof:jforec:v:20:y:2001:i:1:p:47-61 Analysis of the US Business Cycle with a Vector-Markov-Switching Model. (2001). Journal of Forecasting
Cited: 2 times.

(41) RePEc:jof:jforec:v:22:y:2003:i:2-3:p:129-160 Identifying emerging generic technologies at the national level: the UK experience (2003). Journal of Forecasting
Cited: 2 times.

(42) RePEc:jof:jforec:v:20:y:2001:i:6:p:405-24 Forecasting UK Industrial Production over the Business Cycle. (2001). Journal of Forecasting
Cited: 2 times.

(43) RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93 An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns. (2002). Journal of Forecasting
Cited: 2 times.

(44) RePEc:jof:jforec:v:25:y:2006:i:6:p:401-413 Are forecasters reluctant to revise their predictions? Some German evidence (2006). Journal of Forecasting
Cited: 2 times.

(45) RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43 A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. (2001). Journal of Forecasting
Cited: 2 times.

(46) RePEc:jof:jforec:v:20:y:2001:i:5:p:329-40 A Fractionally Integrated Exponential Model for UK Unemployment. (2001). Journal of Forecasting
Cited: 2 times.

(47) RePEc:jof:jforec:v:25:y:2006:i:3:p:223-226 Evaluating probability forecasts in terms of refinement and strictly proper scoring rules (2006). Journal of Forecasting
Cited: 2 times.

(48) RePEc:jof:jforec:v:21:y:2002:i:8:p:543-58 Forecasting Trend Output in the Euro Area. (2002). Journal of Forecasting
Cited: 2 times.

(49) RePEc:jof:jforec:v:23:y:2004:i:3:p:155-171 Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH (2004). Journal of Forecasting
Cited: 2 times.

(50) RePEc:jof:jforec:v:22:y:2003:i:8:p:553-568 Evidence of long memory in short-term interest rates (2003). Journal of Forecasting
Cited: 1 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:dgr:eureir:2003315 Selecting a nonlinear time series model using weighted tests of equal forecast accuracy (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(2) RePEc:dgr:eureir:2003321 Forecasting industrial production with linear, nonlinear and structural change models (2003). Erasmus University Rotterdam, Econometric Institute / Econometric Institute Report

(3) RePEc:ham:qmwops:20305 Die Konstruktion und Schätzung eines Frühindikators für die Konjunkturentwicklung in der Freien und Hansestadt Hamburg (2003). Hamburg University, Department of Economics / Quantitative Macroeconomics Working Papers

Latest citations received in: 2002

(1) RePEc:cns:cnscwp:200208 The performance of Setar Models: a regime conditional evaluation of point, interval and density forecasts (2002). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS

(2) RePEc:cns:cnscwp:200209 The properties of some goodness-of-fit tests (2002). Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia / Working Paper CRENoS

(3) RePEc:wrk:warwec:653 THE PROPERTIES OF SOME GOODNESS-OF-FIT TESTS (2002). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

Latest citations received in: 2001

(1) RePEc:cpr:ceprdp:2685 A Practitioners Guide to Lag-Order Selection for Vector Autoregressions (2001). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:jae:japmet:v:16:y:2001:i:6:p:657-669 Measuring predictability: theory and macroeconomic applications (2001). Journal of Applied Econometrics

(3) RePEc:nuf:econwp:0211 Economic Forecasting: Some Lessons from Recent Research (2001). Economics Group, Nuffield College, University of Oxford / Economics Papers

Latest citations received in: 2000

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