International 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 0.07 0.17 65 31 131 9 0 1 0.02 0.08 1997 0.03 0.2 67 168 126 4 0 1 0.01 0.08 1998 0.01 0.23 35 38 132 1 0 0.1 1999 0.14 0.32 39 35 102 14 0 1 0.03 0.16 2000 0.08 0.43 59 64 74 6 0 2 0.03 0.19 2001 0.1 0.39 45 67 98 10 0 12 0.27 0.17 2002 0.13 0.42 58 52 104 14 0 3 0.05 0.2 2003 0.17 0.47 81 50 103 18 0 4 0.05 0.22 2004 0.17 0.51 69 60 139 23 0 9 0.13 0.23 2005 0.13 0.58 67 45 150 19 0 9 0.13 0.27
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:eee:intfor:v:13:y:1997:i:2:p:281-291 Testing the equality of prediction mean squared errors (1997).
Cited: 104 times.

(2) RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 Combining forecasts: A review and annotated bibliography (1989).
Cited: 66 times.

(3) RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 The performance of alternative forecasting methods for SETAR models (1997).
Cited: 17 times.

(4) RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454 A state space framework for automatic forecasting using exponential smoothing methods (2002).
Cited: 16 times.

(5) RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51 Cointegration and models of exchange rate determination (1987).
Cited: 16 times.

(6) RePEc:eee:intfor:v:10:y:1994:i:4:p:557-571 Forecasts for the Australian economy using the MONASH model (1994).
Cited: 16 times.

(7) RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997).
Cited: 15 times.

(8) RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80 Error measures for generalizing about forecasting methods: Empirical comparisons (1992).
Cited: 14 times.

(9) RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 The combination of forecasts using changing weights (1994).
Cited: 14 times.

(10) RePEc:eee:intfor:v:15:y:1999:i:4:p:383-392 Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS (1999).
Cited: 13 times.

(11) RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508 The use of prior information in forecast combination (1990).
Cited: 12 times.

(12) RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 A comparison of financial duration models via density forecasts (2004).
Cited: 12 times.

(13) RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 A survey of seasonality in UK macroeconomic variables (1990).
Cited: 12 times.

(14) RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 Forecasting tourism demand: A review of empirical research (1995).
Cited: 12 times.

(15) RePEc:eee:intfor:v:17:y:2001:i:1:p:57-69 Neural network forecasting of Canadian GDP growth (2001).
Cited: 11 times.

(16) RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371 Betting on trends: Intuitive forecasts of financial risk and return (1993).
Cited: 11 times.

(17) RePEc:eee:intfor:v:8:y:1992:i:2:p:135-156 Some recent developments in non-linear time series modelling, testing, and forecasting (1992).
Cited: 11 times.

(18) RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355 An empirical study of seasonal unit roots in forecasting (1997).
Cited: 10 times.

(19) RePEc:eee:intfor:v:2:y:1986:i:4:p:496-497 The effects of seat belt legislation on British road casualities: A case study in structural modelling : A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in (1986).
Cited: 9 times.

(20) RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 Forecast combination and encompassing: Reconciling two divergent literatures (1989).
Cited: 9 times.

(21) RePEc:eee:intfor:v:17:y:2001:i:3:p:349-368 Business cycle measurement in the presence of structural change: international evidence (2001).
Cited: 8 times.

(22) RePEc:eee:intfor:v:14:y:1998:i:2:p:171-186 Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity (1998).
Cited: 8 times.

(23) RePEc:eee:intfor:v:12:y:1996:i:2:p:283-288 Unit roots in the Nelson-Plosser data: Do they matter for forecasting? (1996).
Cited: 7 times.

(24) RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347 Estimating non-linear ARMA models using Fourier coefficients (2000).
Cited: 7 times.

(25) RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407 Evaluating multivariate forecast densities: a comparison of two approaches (2002).
Cited: 7 times.

(26) RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131 Forecasting economic processes (1998).
Cited: 7 times.

(27) RePEc:eee:intfor:v:17:y:2001:i:1:p:45-56 Benchmarks and the accuracy of GARCH model estimation (2001).
Cited: 7 times.

(28) RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 The M3-Competition: results, conclusions and implications (2000).
Cited: 6 times.

(29) RePEc:eee:intfor:v:7:y:1992:i:4:p:435-455 Diagnostic verification of probability forecasts (1992).
Cited: 6 times.

(30) RePEc:eee:intfor:v:6:y:1990:i:2:p:163-174 A comparative study of market share models using disaggregate data (1990).
Cited: 6 times.

(31) RePEc:eee:intfor:v:7:y:1991:i:1:p:31-37 Prediction intervals for multiplicative Holt-Winters (1991).
Cited: 6 times.

(32) RePEc:eee:intfor:v:19:y:2003:i:3:p:477-491 Long memory time series and short term forecasts (2003).
Cited: 6 times.

(33) RePEc:eee:intfor:v:9:y:1993:i:2:p:255-269 Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model (1993).
Cited: 6 times.

(34) RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315 The accuracy of European growth and inflation forecasts (2000).
Cited: 6 times.

(35) RePEc:eee:intfor:v:6:y:1990:i:4:p:521-530 Stochastic methods in population forecasting (1990).
Cited: 6 times.

(36) RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 An evaluation of the predictions of the Federal Reserve (2000).
Cited: 6 times.

(37) RePEc:eee:intfor:v:9:y:1993:i:2:p:173-185 Forecasting replacement demand by occupation and education (1993).
Cited: 6 times.

(38) RePEc:eee:intfor:v:14:y:1998:i:1:p:71-81 Improving macro-economic forecasts: The role of consumer confidence (1998).
Cited: 6 times.

(39) RePEc:eee:intfor:v:19:y:2003:i:1:p:87-94 Forecasting combination and encompassing tests (2003).
Cited: 6 times.

(40) RePEc:eee:intfor:v:13:y:1997:i:2:p:211-222 Supply potential and output gaps in West German manufacturing (1997).
Cited: 6 times.

(41) RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425 How costly is it to ignore breaks when forecasting the direction of a time series? (2004).
Cited: 6 times.

(42) RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151 Are there any reliable leading indicators for US inflation and GDP growth? (2006).
Cited: 6 times.

(43) RePEc:eee:intfor:v:15:y:1999:i:1:p:27-47 Seasonal unit roots and forecasts of two-digit European industrial production (1999).
Cited: 6 times.

(44) RePEc:eee:intfor:v:13:y:1997:i:3:p:329-340 Seasonal integration and the evolving seasonals model (1997).
Cited: 6 times.

(45) RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264 Inflation, forecast intervals and long memory regression models (2002).
Cited: 6 times.

(46) RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357 Domestic and international influences on business cycle regimes in Europe (2004).
Cited: 6 times.

(47) RePEc:eee:intfor:v:16:y:2000:i:2:p:247-260 Comparing seasonal components for structural time series models (2000).
Cited: 5 times.

(48) RePEc:eee:intfor:v:9:y:1993:i:1:p:1-3 Neural networks: Forecasting breakthrough or passing fad? (1993).
Cited: 5 times.

(49) RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530 The theta model: a decomposition approach to forecasting (2000).
Cited: 5 times.

(50) RePEc:eee:intfor:v:16:y:2000:i:2:p:207-227 Forecasting OECD industrial turning points using unobserved components models with business survey data (2000).
Cited: 5 times.

Latest citations received in: | 2005 | 2004 | 2003 | 2002

Latest citations received in: 2005

(1) RePEc:dgr:eureri:30007510 A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes (2005). Erasmus Research Institute of Management (ERIM), RSM Erasmus University / Research Paper

(2) RePEc:diw:diwwpp:dp494 Forecasting the Turns of German Business Cycle : Dynamic Bi-factor Model with Markov Switching (2005). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(3) RePEc:diw:diwwpp:dp522 On the Forecasting Properties of the Alternative Leading Indicators for the German GDP : Recent Evidence (2005). DIW Berlin, German Institute for Economic Research / Discussion Papers of DIW Berlin

(4) RePEc:hhs:rbnkwp:0191 Forecast Combination and Model Averaging using Predictive Measures (2005). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(5) RePEc:kee:kerpuk:2005/13 On the predictability of common risk factors in the US and UK interest rate swap markets:Evidence from non-linear and linear models. (2005). Centre for Economic Research, Keele University / Keele Economics Research Papers

(6) RePEc:msh:ebswps:2005-13 Another Look at Measures of Forecast Accuracy (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(7) RePEc:msh:ebswps:2005-24 Demand Forecasting: Evidence-based Methods (2005). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(8) RePEc:pra:mprapa:3234 Does sports performance influence revenues and economic results in Spanish football? (2005). University Library of Munich, Germany / MPRA Paper

(9) RePEc:wpa:wuwpem:0504001 FORECASTING SPOT ELECTRICITY PRICES WITH TIME SERIES MODELS (2005). EconWPA / Econometrics

Latest citations received in: 2004

(1) RePEc:dgr:umamer:2004012 Structural change in the presence of network externalities: a co-evolutionary model of technological successions (2004). Maastricht : MERIT, Maastricht Economic Research Institute on Innovation and Technology / Research Memoranda

(2) RePEc:ecm:ausm04:272 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Australasian Meetings

(3) RePEc:ecm:feam04:730 Duration and Order Type Clusters (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(4) RePEc:hhs:hastef:0557 Evaluating models of autoregressive conditional duration (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance

(5) RePEc:hhs:hastef:0561 Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination (2004). Stockholm School of Economics / Working Paper Series in Economics and Finance

(6) RePEc:pra:mprapa:2077 Modelling and forecasting the volatility of the portuguese stock index PSI-20 (2004). University Library of Munich, Germany / MPRA Paper

(7) RePEc:rio:texdis:485 Linear models, smooth transition autoregressions and neural networks for forecasting macroeconomic time series: A reexamination (2004). Department of Economics PUC-Rio (Brazil) / Textos para discussão

(8) RePEc:rut:rutres:200418 Bootstrap Procedures for Recursive Estimation Schemes With Applications to Forecast Model Selection (2004). Rutgers University, Department of Economics / Departmental Working Papers

(9) RePEc:rut:rutres:200423 Predective Density and Conditional Confidence Interval Accuracy Tests (2004). Rutgers University, Department of Economics / Departmental Working Papers

Latest citations received in: 2003

(1) RePEc:cfs:cfswop:wp200335 Some Like it Smooth, and Some Like it Rough: Untangling Continuous and Jump Components in Measuring, Modeling, and Forecasting Asset Return Volatility (2003). Center for Financial Studies / CFS Working Paper Series

(2) RePEc:fgv:epgewp:489 Convex Combinations of Long Memory Estimates from Different Sampling Rates (2003). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

(3) RePEc:msh:ebswps:2003-2 Empirical Information Criteria for Time Series Forecasting Model Selection (2003). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(4) RePEc:rut:rutres:200309 Forecasting economic and financial time-series with non-linear models (2003). Rutgers University, Department of Economics / Departmental Working Papers

Latest citations received in: 2002

(1) RePEc:msh:ebswps:2002-10 Local Linear Forecasts Using Cubic Smoothing Splines (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(2) RePEc:msh:ebswps:2002-3 Exponential Smoothing for Inventory Control: Means and Variances of Lead-Time Demand (2002). Monash University, Department of Econometrics and Business Statistics / Monash Econometrics and Business Statistics Working Papers

(3) RePEc:una:unccee:wp0207 Tourism in the Canary Islands: Forecasting Using Several Seasonal Time Series Models (2002). School of Economics and Business Administration, University of Navarra / Faculty Working Papers

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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