International 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 0.08 0.18 65 44 131 10 0 1 0.02 0.09 1997 0.02 0.21 67 244 126 3 0 2 0.03 0.08 1998 0.02 0.25 35 71 132 2 0 0.1 1999 0.17 0.32 39 66 102 17 0 2 0.05 0.15 2000 0.11 0.43 59 109 74 8 0 2 0.03 0.19 2001 0.1 0.41 45 88 98 10 0 11 0.24 0.17 2002 0.17 0.44 58 80 104 18 0 3 0.05 0.2 2003 0.2 0.47 81 84 103 21 0 6 0.07 0.22 2004 0.17 0.52 69 122 139 24 0 12 0.17 0.23 2005 0.18 0.56 67 112 150 27 0 10 0.15 0.25 2006 0.27 0.57 63 83 136 37 0 5 0.08 0.24 2007 0.28 0.48 63 62 130 36 0 10 0.16 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:eee:intfor:v:13:y:1997:i:2:p:281-291 Testing the equality of prediction mean squared errors (1997).
Cited: 144 times.

(2) RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 Combining forecasts: A review and annotated bibliography (1989).
Cited: 83 times.

(3) RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 Forecasting tourism demand: A review of empirical research (1995).
Cited: 29 times.

(4) RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 The performance of alternative forecasting methods for SETAR models (1997).
Cited: 25 times.

(5) RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80 Error measures for generalizing about forecasting methods: Empirical comparisons (1992).
Cited: 25 times.

(6) RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51 Cointegration and models of exchange rate determination (1987).
Cited: 24 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: 23 times.

(8) RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 A comparison of financial duration models via density forecasts (2004).
Cited: 22 times.

(9) 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: 21 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: 18 times.

(11) RePEc:eee:intfor:v:10:y:1994:i:4:p:557-571 Forecasts for the Australian economy using the MONASH model (1994).
Cited: 18 times.

(12) RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 The combination of forecasts using changing weights (1994).
Cited: 18 times.

(13) 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: 17 times.

(14) RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355 An empirical study of seasonal unit roots in forecasting (1997).
Cited: 16 times.

(15) RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218 Non-parametric direct multi-step estimation for forecasting economic processes (2005).
Cited: 15 times.

(16) RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 A survey of seasonality in UK macroeconomic variables (1990).
Cited: 15 times.

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

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

(19) 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: 14 times.

(20) RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 The M3-Competition: results, conclusions and implications (2000).
Cited: 14 times.

(21) RePEc:eee:intfor:v:18:y:2002:i:2:p:243-264 Inflation, forecast intervals and long memory regression models (2002).
Cited: 14 times.

(22) RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166 Macro variables and international stock return predictability (2005).
Cited: 13 times.

(23) RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508 The use of prior information in forecast combination (1990).
Cited: 13 times.

(24) RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98 The evaluation of extrapolative forecasting methods (1992).
Cited: 13 times.

(25) RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 An evaluation of the predictions of the Federal Reserve (2000).
Cited: 13 times.

(26) RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13 Combining density forecasts (2007).
Cited: 13 times.

(27) 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: 12 times.

(28) RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 Forecast combination and encompassing: Reconciling two divergent literatures (1989).
Cited: 12 times.

(29) RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432 How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth (2001).
Cited: 11 times.

(30) RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131 Forecasting economic processes (1998).
Cited: 11 times.

(31) RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? (2005).
Cited: 11 times.

(32) RePEc:eee:intfor:v:13:y:1997:i:1:p:117-126 A periodic long-memory model for quarterly UK inflation (1997).
Cited: 11 times.

(33) RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407 Evaluating multivariate forecast densities: a comparison of two approaches (2002).
Cited: 11 times.

(34) RePEc:eee:intfor:v:9:y:1993:i:1:p:5-22 The M2-competition: A real-time judgmentally based forecasting study (1993).
Cited: 10 times.

(35) 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: 10 times.

(36) RePEc:eee:intfor:v:16:y:2000:i:3:p:333-347 Estimating non-linear ARMA models using Fourier coefficients (2000).
Cited: 10 times.

(37) RePEc:eee:intfor:v:17:y:2001:i:1:p:45-56 Benchmarks and the accuracy of GARCH model estimation (2001).
Cited: 10 times.

(38) RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371 Betting on trends: Intuitive forecasts of financial risk and return (1993).
Cited: 10 times.

(39) 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: 10 times.

(40) RePEc:eee:intfor:v:19:y:2003:i:3:p:477-491 Long memory time series and short term forecasts (2003).
Cited: 10 times.

(41) RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357 Domestic and international influences on business cycle regimes in Europe (2004).
Cited: 10 times.

(42) RePEc:eee:intfor:v:23:y:2007:i:2:p:259-275 Leading indicators for euro area government deficits (2007).
Cited: 9 times.

(43) RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320 Earnings forecasting research: its implications for capital markets research (1993).
Cited: 9 times.

(44) RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303 Extreme value theory and Value-at-Risk: Relative performance in emerging markets (2004).
Cited: 9 times.

(45) 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: 9 times.

(46) RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688 Another look at measures of forecast accuracy (2006).
Cited: 9 times.

(47) 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.

(48) RePEc:eee:intfor:v:11:y:1995:i:2:p:199-215 Forecasting with growth curves: An empirical comparison (1995).
Cited: 9 times.

(49) 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: 9 times.

(50) RePEc:eee:intfor:v:16:y:2000:i:2:p:229-246 A method for spatial-temporal forecasting with an application to real estate prices (2000).
Cited: 9 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6526 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:ecb:ecbwps:20070843 Fiscal forecasting - lessons from the literature and challenges (2007). European Central Bank / Working Paper Series

(3) RePEc:han:dpaper:dp-376 Investor sentiment in the US-dollar: longer-term, nonlinear orientation on PPP (2007). Universität Hannover, Wirtschaftswissenschaftliche Fakultät / Diskussionspapiere der Wirtschaftswissenschaftlichen Fakultät der Universität Hanno

(4) RePEc:hhs:uunewp:2007_030 Does Money Growth Granger-Cause Inflation in the Euro Area? Evidence from Out-of-Sample Forecasts Using Bayesian VARs (2007). Uppsala University, Department of Economics / Working Paper Series

(5) RePEc:igi:igierp:319 Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes (2007). IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University / Working Papers

(6) RePEc:jdm:journl:v:2:y:2007:i::p:317-325 A note on determining the number of cues used in judgment analysis studies: The issue of type II error (2007). Judgment and Decision Making

(7) RePEc:pra:mprapa:4149 Verification of Citations: Fawlty Towers of Knowledge? (2007). University Library of Munich, Germany / MPRA Paper

(8) RePEc:pra:mprapa:6318 Joint Modeling of Call and Put Implied Volatility (2007). University Library of Munich, Germany / MPRA Paper

(9) RePEc:spr:astaws:v:1:y:2007:i:1:p:27-42 Mikrodaten im ifo Institut für Wirtschaftsforschung – Bestand, Verwendung und Zugang (2007). AStA Wirtschafts- und Sozialstatistisches Archiv

(10) RePEc:zbw:zewdip:6888 Projecting the Medium-Term: Outcomes and Errors for GDP Growth (2007). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers

Recent citations received in: 2006

(1) RePEc:bno:worpap:2006_02 Forecasting inflation with an uncertain output gap (2006). Norges Bank / Working Paper

(2) RePEc:cor:louvco:2006042 Deciding between GARCH and stochastic volatility via strong decision rules (2006). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

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

(4) RePEc:kie:kieasw:436 Predicting GDP Components. Do Leading Indicators Increase Predictability? (2006). Kiel Institute for the World Economy / Kiel Advanced Studies Working Papers

(5) RePEc:xrs:sfbmaa:06-12 Individual Investor Sentiment and Stock Returns - What Do We Learn from Warrant Traders? (2006). Sonderforschungsbereich 504, University of Mannheim / Sonderforschungsbereich 504 Publications

Recent 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:fip:fedlwp:2005-056 Are the dynamic linkages between the macroeconomy and asset prices time-varying? (2005). Federal Reserve Bank of St. Louis / Working Papers

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

(6) 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

(7) 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

(8) 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

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

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

Recent citations received in: 2004

(1) RePEc:bdi:wptemi:td_517_04 The modelling of operational risk: experience with the analysis of the data collected by the Basel Committee (2004). Bank of Italy, Economic Research Department / Temi di discussione (Economic working papers)

(2) RePEc:cor:louvco:2004049 Testing weak exogeneity in the exponential family : an application to financial point processes (2004). Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) / Discussion Papers

(3) 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

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

(5) RePEc:ecm:feam04:512 Bagging Binary Predictors for Time Series (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

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

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

(8) 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

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

(10) 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

(11) 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

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