Handbook of Economic 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 0.18 0 0 0 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 0 0 0 0.18 2002 0.4 0 0 0 0.19 2003 0.41 0 0 0 0.2 2004 0.46 0 0 0 0.22 2005 0.47 0 0 0 0.27 2006 0.5 18 183 0 0 27 1.5 0.27 2007 1.44 0.43 0 18 26 0 0.22 2008 3.83 0.41 0 18 69 0 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:ecofch:1-04 Forecast Combinations (2006).
Cited: 36 times.

(2) RePEc:eee:ecofch:1-03 Forecast Evaluation (2006).
Cited: 32 times.

(3) RePEc:eee:ecofch:1-10 Forecasting with Many Predictors (2006).
Cited: 27 times.

(4) RePEc:eee:ecofch:1-05 Predictive Density Evaluation (2006).
Cited: 25 times.

(5) RePEc:eee:ecofch:1-15 Volatility and Correlation Forecasting (2006).
Cited: 20 times.

(6) RePEc:eee:ecofch:1-17 Forecasting with Real-Time Macroeconomic Data (2006).
Cited: 16 times.

(7) RePEc:eee:ecofch:1-14 Survey Expectations (2006).
Cited: 15 times.

(8) RePEc:eee:ecofch:1-01 Bayesian Forecasting (2006).
Cited: 13 times.

(9) RePEc:eee:ecofch:1-09 Approximate Nonlinear Forecasting Methods (2006).
Cited: 8 times.

(10) RePEc:eee:ecofch:1-07 Forecasting with Unobserved Components Time Series Models (2006).
Cited: 8 times.

(11) RePEc:eee:ecofch:1-12 Forecasting with Breaks (2006).
Cited: 8 times.

(12) RePEc:eee:ecofch:1-08 Forecasting economic variables with nonlinear models (2006).
Cited: 6 times.

(13) RePEc:eee:ecofch:1-02 Forecasting and Decision Theory (2006).
Cited: 3 times.

(14) RePEc:eee:ecofch:1-16 Leading Indicators (2006).
Cited: 3 times.

(15) RePEc:eee:ecofch:1-06 Forecasting with VARMA Models (2006).
Cited: 2 times.

(16) RePEc:eee:ecofch:1-11 Forecasting with Trending Data (2006).
Cited: 2 times.

(17) RePEc:eee:ecofch:1-13 Forecasting Seasonal Time Series (2006).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:ags:umdrwp:28556 Time Series Analysis (2006). University of Maryland, Department of Agricultural and Resource Economics / Working Papers

(2) RePEc:cam:camdae:0649 Time-Varying Quantiles (2006). Faculty of Economics (formerly DAE), University of Cambridge / Cambridge Working Papers in Economics

(3) RePEc:chb:bcchwp:376 Shrinkage Based Tests of the Martingale Difference Hypothesis (2006). Central Bank of Chile / Working Papers Central Bank of Chile

(4) RePEc:col:000094:003230 Modelling autoregressive processes with a shifting mean (2006). TITULARIZADORA COLOMBIANA / INFORMES

(5) RePEc:cpr:ceprdp:5485 Forecasting Economic Aggregates by Disaggregates (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(6) RePEc:cpr:ceprdp:6012 A Simple Benchmark for Forecasts of Growth and Inflation (2006). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(7) RePEc:ecb:ecbwps:20060584 A new theory of forecasting. (2006). European Central Bank / Working Paper Series

(8) RePEc:ecb:ecbwps:20060589 Forecasting economic aggregates by disaggregates. (2006). European Central Bank / Working Paper Series

(9) RePEc:fip:fedgfe:2006-15 Do macro variables, asset markets, or surveys forecast inflation better? (2006). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(10) RePEc:fip:fedker:y:2006:i:qi:p:43-85:n:v.91no.1 The trend growth rate of employment : past, present, and future (2006). Economic Review

(11) RePEc:fip:fedkrw:rwp06-09 Forecasting of small macroeconomic VARs in the presence of instabilities (2006). Federal Reserve Bank of Kansas City / Research Working Paper

(12) RePEc:fip:fedkrw:rwp06-12 Averaging forecasts from VARs with uncertain instabilities (2006). Federal Reserve Bank of Kansas City / Research Working Paper

(13) RePEc:nbr:nberte:0326 Approximately Normal Tests for Equal Predictive Accuracy in Nested Models (2006). National Bureau of Economic Research, Inc / NBER Technical Working Papers

(14) RePEc:pen:papers:06-019 Time Series Analysis (2006). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive

(15) RePEc:pra:mprapa:180 Comparing Models of Macroeconomic Fluctuations: How Big Are the Differences? (2006). University Library of Munich, Germany / MPRA Paper

(16) RePEc:prt:dpaper:7_2006 Inflation Forecasts, Monetary Policy and Unemployment Dynamics: Evidence from the US and the Euro Area (2006). D.E.S. (Department of Economic Studies), University of Naples Parthenope, Italy / Discussion Papers

(17) RePEc:rdg:icmadp:icma-dp2006-09 Momentum Profits and Time-Varying Unsystematic Risk (2006).

(18) RePEc:rio:texdis:531 Realized volatility: a review (2006). Department of Economics PUC-Rio (Brazil) / Textos para discussão

(19) RePEc:rut:rutres:200615 The Incremental Predictive Information Associated with Using Theoretical New Keynesian DSGE Models Versus Simple Linear Alternatives (2006). Rutgers University, Department of Economics / Departmental Working Papers

(20) RePEc:rut:rutres:200617 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence (2006). Rutgers University, Department of Economics / Departmental Working Papers

(21) RePEc:uts:rpaper:175 Volatility Forecast Comparison using Imperfect Volatility Proxies (2006). Quantitative Finance Research Centre, University of Technology, Sydney / Research Paper Series

(22) RePEc:vcu:wpaper:0602 International Evidence on the Efficacy of new-Keynesian Models of Inflation Persistence (2006). VCU School of Business, Department of Economics / Working Papers

(23) RePEc:wiw:wiwrsa:ersa06p196 Regional Unemployment Forecasting Using Structural Component Models With Spatial Autocorrelation (2006). European Regional Science Association / ERSA conference papers

(24) RePEc:wrk:warwec:772 Internal consistency of survey respondents.forecasts : Evidence based on the Survey of Professional Forecasters (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(25) RePEc:wrk:warwec:773 Macroeconomic Forecasting with Mixed Frequency Data : Forecasting US output growth and inflation. (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(26) RePEc:wrk:warwec:774 Forecast Encompassing Tests and Probability Forecasts (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

(27) RePEc:wrk:warwec:777 Quantile Forecasts of Daily Exchange Rate Returns from Forecasts of Realized Volatility (2006). University of Warwick, Department of Economics / The Warwick Economics Research Paper Series (TWERPS)

Recent citations received in: 2005

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