Journal of Forecasting

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

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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 0.31 0 0 0 0.15 2000 0.43 0 0 0 0.19 2001 0.4 38 87 0 0 3 0.08 0.17 2002 0.21 0.43 31 43 38 8 0 3 0.1 0.2 2003 0.3 0.48 28 26 69 21 4.8 4 0.14 0.22 2004 0.12 0.52 35 73 59 7 0 5 0.14 0.23 2005 0.44 0.59 32 27 63 28 0 6 0.19 0.27 2006 0.25 0.63 33 26 67 17 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: 20 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: 12 times.

(4) RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601 Forecasting with k-Factor Gegenbauer Processes: Theory and Applications. (2001).
Cited: 11 times.

(5) 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: 11 times.

(6) 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: 10 times.

(7) RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19 Testing in Unobserved Components Models. (2001).
Cited: 9 times.

(8) RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152 Autoregressive gamma processes (2006).
Cited: 9 times.

(9) 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: 7 times.

(10) RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22 Volatility forecasting for risk management (2003).
Cited: 7 times.

(11) RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557 Comparing the accuracy of density forecasts from competing models (2004).
Cited: 7 times.

(12) 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: 7 times.

(13) RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109 Evaluating the Predictive Accuracy of Volatility Models. (2001).
Cited: 6 times.

(14) 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: 6 times.

(15) 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: 5 times.

(16) RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201 Beating the random walk in Central and Eastern Europe (2005).
Cited: 5 times.

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

(18) 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.

(19) 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: 5 times.

(20) RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103 Forecasting recessions using the yield curve (2005).
Cited: 5 times.

(21) 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: 5 times.

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

(23) 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: 4 times.

(24) 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: 4 times.

(25) 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.

(26) RePEc:jof:jforec:v:21:y:2002:i:7:p:501-11 Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks. (2002).
Cited: 4 times.

(27) 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.

(28) RePEc:jof:jforec:v:24:y:2005:i:8:p:539-556 Forecasting and signal extraction with misspecified models (2005).
Cited: 4 times.

(29) RePEc:jof:jforec:v:20:y:2001:i:1:p:21-35 Alternative Regime Switching Models for Forecasting Inflation. (2001).
Cited: 4 times.

(30) RePEc:jof:jforec:v:20:y:2001:i:5:p:329-40 A Fractionally Integrated Exponential Model for UK Unemployment. (2001).
Cited: 3 times.

(31) RePEc:jof:jforec:v:21:y:2002:i:8:p:543-58 Forecasting Trend Output in the Euro Area. (2002).
Cited: 3 times.

(32) 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.

(33) 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.

(34) RePEc:jof:jforec:v:25:y:2006:i:6:p:401-413 Are forecasters reluctant to revise their predictions? Some German evidence (2006).
Cited: 3 times.

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

(36) RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358 Selection of Value-at-Risk models (2003).
Cited: 3 times.

(37) 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.

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

(39) 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.

(40) RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75 Building neural network models for time series: a statistical approach (2006).
Cited: 2 times.

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

(42) RePEc:jof:jforec:v:22:y:2003:i:1:p:35-47 Modelling trends in central England temperatures (2003).
Cited: 2 times.

(43) RePEc:jof:jforec:v:23:y:2004:i:4:p:275-296 Updating ARMA predictions for temporal aggregates (2004).
Cited: 2 times.

(44) RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537 The multi-chain Markov switching model (2005).
Cited: 2 times.

(45) RePEc:jof:jforec:v:27:y:2008:i:1:p:41-51 Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate (2008).
Cited: 2 times.

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

(47) 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.

(48) RePEc:jof:jforec:v:22:y:2003:i:4:p:299-315 Non-linear forecasts of stock returns (2003).
Cited: 2 times.

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

(50) 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.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

(1) RePEc:diw:diwvjh:75-2-2 Geschichte der quantitativen Konjunkturprognose-Evaluation in Deutschland (2006). Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research

(2) RePEc:dun:dpaper:191 Non-Stationary Inflation and the Markup: an Overview of the Research and some Implications for Policy (2006). University of Dundee, Economic Studies / Discussion Papers

(3) RePEc:fgv:epgewp:630 Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange (2006). Graduate School of Economics, Getulio Vargas Foundation (Brazil) / Economics Working Papers (Ensaios Economicos da EPGE)

Recent 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:fau:wpaper:wp076 Fiscal Policy in New EU Member States: Go East, Prudent Man! (2005). Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies / Working Papers IES

(3) RePEc:hhs:hastef:0598 Forecasting economic variables with nonlinear models (2005). Stockholm School of Economics / Working Paper Series in Economics and Finance

(4) RePEc:sza:wpaper:wpapers13 The properties of cycles in South African financial variables and their relation to the business cycle (2005). Stellenbosch University, Department of Economics / Working Papers

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

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

Recent 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:fda:fdaddt:2004-22 Structural Breaks in Volatility: Evidence from the OECD Real Exchange Rates (2004). FEDEA / Working Papers

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

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

(5) 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

Recent 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

(4) RePEc:has:discpr:0313 Socio-Economic and Developmental Needs - Focus of Foresight Programmes (2003). Institute of Economics, Hungarian Academy of Sciences / IEHAS Discussion Papers

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