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 2004 0.08 0.51 35 62 59 5 0 6 0.17 0.23 2005 0.43 0.58 32 14 63 27 0 3 0.09 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:jof:jforec:v:23:y:2004:i:6:p:405-430 Combination forecasts of output growth in a seven-country data set (2004).
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).
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).
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).
Cited: 10 times.

(5) RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19 Testing in Unobserved Components Models. (2001).
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).
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).
Cited: 7 times.

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

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

(12) RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500 A Threshold Stochastic Volatility Model. (2002).
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).
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).
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).
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).
Cited: 4 times.

(17) RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375 On SETAR non-linearity and forecasting (2003).
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).
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).
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).
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).
Cited: 3 times.

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

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

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

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

(48) RePEc:jof:jforec:v:21:y:2002:i:8:p:543-58 Forecasting Trend Output in the Euro Area. (2002).
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).
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).
Cited: 1 times.

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

Latest citations received in: 2005

(1) RePEc:fau:wpaper:wp075 Real Equilibrium Exchange Rate Estimates: To What Extent Are They Applicable for Setting the Central Parity? (2005). Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies / Working Papers IES

(2) RePEc:wpa:wuwpif:0509006 Real Equilibrium Exchange Rate Estimates: To What Extent Applicable for Setting the Central Parity? (2005). EconWPA / International Finance

(3) RePEc:wpa:wuwpur:0501005 Borderplex Bridge and Air Econometric Forecast Accuracy (2005). EconWPA / Urban/Regional

Latest citations received in: 2004

(1) RePEc:cam:camdae:0433 ‘Forecasting Time Series Subject to Multiple Structural Breaks’ (2004). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(2) RePEc:fip:fedkrw:rwp04-10 Improving forecast accuracy by combining recursive and rolling forecasts (2004). Federal Reserve Bank of Kansas City / Research Working Paper

(3) RePEc:hhs:ifswps:2004_007 Demographically based global income forecasts up to the year 2050 (2004). Institute for Futures Studies / Arbetsrapport

(4) RePEc:hhs:uunewp:2004_013 Estimating the Relationship between Age Structure and GDP in the OECD Using Panel Cointegration Methods (2004). Uppsala University, Department of Economics / Working Paper Series

(5) RePEc:nsr:niesrd:248 Optimal combination of density forecasts (2004). National Institute of Economic and Social Research / NIESR Discussion Papers

(6) RePEc:nsr:niesrd:249 Density Forecast Combination (2004). National Institute of Economic and Social Research / NIESR Discussion Papers

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)

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.