International Journal of Forecasting

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.08 0.18 65 53 131 10 0 0.08 1997 0.02 0.21 67 307 126 3 0 3 0.04 0.08 1998 0.02 0.22 35 90 132 3 0 0.1 1999 0.13 0.28 39 91 102 13 0 3 0.08 0.13 2000 0.08 0.37 59 150 74 6 0 1 0.02 0.16 2001 0.11 0.37 45 128 98 11 0 12 0.27 0.16 2002 0.17 0.41 58 97 104 18 0 2 0.03 0.19 2003 0.22 0.42 81 112 103 23 0 5 0.06 0.2 2004 0.18 0.47 69 188 139 25 0 13 0.19 0.21 2005 0.19 0.5 67 164 150 29 0 11 0.16 0.23 2006 0.28 0.51 63 127 136 38 0 4 0.06 0.22 2007 0.33 0.4 63 121 130 43 0 18 0.29 0.18 2008 0.63 0.42 64 74 126 80 0 5 0.08 0.21 2009 0.37 0.43 72 64 127 47 0 16 0.22 0.19
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: 180 times.

(2) RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 Combining forecasts: A review and annotated bibliography (1989).
Cited: 102 times.

(3) RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 Forecasting tourism demand: A review of empirical research (1995).
Cited: 37 times.

(4) RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51 Cointegration and models of exchange rate determination (1987).
Cited: 30 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: 28 times.

(6) RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 The performance of alternative forecasting methods for SETAR models (1997).
Cited: 26 times.

(7) RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355 An empirical study of seasonal unit roots in forecasting (1997).
Cited: 24 times.

(8) 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.

(9) RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 Forecast combination and encompassing: Reconciling two divergent literatures (1989).
Cited: 21 times.

(10) RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 A comparison of financial duration models via density forecasts (2004).
Cited: 21 times.

(11) RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460 Bridge models to forecast the euro area GDP (2004).
Cited: 21 times.

(12) 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.

(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: 21 times.

(14) 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: 20 times.

(15) RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 A survey of seasonality in UK macroeconomic variables (1990).
Cited: 20 times.

(16) RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 The M3-Competition: results, conclusions and implications (2000).
Cited: 19 times.

(17) RePEc:eee:intfor:v:10:y:1994:i:4:p:557-571 Forecasts for the Australian economy using the MONASH model (1994).
Cited: 19 times.

(18) RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 The combination of forecasts using changing weights (1994).
Cited: 19 times.

(19) RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13 Combining density forecasts (2007).
Cited: 18 times.

(20) RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 An evaluation of the predictions of the Federal Reserve (2000).
Cited: 18 times.

(21) 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.

(22) 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: 17 times.

(23) RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218 Non-parametric direct multi-step estimation for forecasting economic processes (2005).
Cited: 17 times.

(24) 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: 17 times.

(25) RePEc:eee:intfor:v:14:y:1998:i:1:p:71-81 Improving macro-economic forecasts: The role of consumer confidence (1998).
Cited: 17 times.

(26) RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166 Macro variables and international stock return predictability (2005).
Cited: 17 times.

(27) RePEc:eee:intfor:v:17:y:2001:i:1:p:45-56 Benchmarks and the accuracy of GARCH model estimation (2001).
Cited: 16 times.

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

(29) RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508 The use of prior information in forecast combination (1990).
Cited: 16 times.

(30) 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: 16 times.

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

(32) RePEc:eee:intfor:v:18:y:2002:i:3:p:397-407 Evaluating multivariate forecast densities: a comparison of two approaches (2002).
Cited: 15 times.

(33) RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398 Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data (2008).
Cited: 15 times.

(34) 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: 14 times.

(35) RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688 Another look at measures of forecast accuracy (2006).
Cited: 14 times.

(36) RePEc:eee:intfor:v:20:y:2004:i:2:p:343-357 Domestic and international influences on business cycle regimes in Europe (2004).
Cited: 14 times.

(37) 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: 14 times.

(38) RePEc:eee:intfor:v:13:y:1997:i:1:p:117-126 A periodic long-memory model for quarterly UK inflation (1997).
Cited: 14 times.

(39) RePEc:eee:intfor:v:5:y:1989:i:3:p:307-319 Political and organizational influences on the accuracy of forecasting state government revenues (1989).
Cited: 13 times.

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

(41) RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9 Additive outliers, GARCH and forecasting volatility (1999).
Cited: 13 times.

(42) RePEc:eee:intfor:v:23:y:2007:i:2:p:167-187 How far ahead can we forecast? Evidence from cross-country surveys (2007).
Cited: 13 times.

(43) 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: 13 times.

(44) RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203 Bias in macroeconomic forecasts (2007).
Cited: 12 times.

(45) RePEc:eee:intfor:v:7:y:1991:i:1:p:77-104 Microsimulation -- A survey of principles, developments and applications (1991).
Cited: 12 times.

(46) RePEc:eee:intfor:v:8:y:1992:i:1:p:3-13 Forecasting stock market prices: Lessons for forecasters (1992).
Cited: 12 times.

(47) RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315 The accuracy of European growth and inflation forecasts (2000).
Cited: 11 times.

(48) RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411 Modeling and forecasting US sex differentials in mortality (1992).
Cited: 11 times.

(49) RePEc:eee:intfor:v:2:y:1986:i:4:p:497-498c Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 (1986).
Cited: 11 times.

(50) RePEc:eee:intfor:v:22:y:2006:i:2:p:341-361 The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior (2006).
Cited: 11 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:bir:birmec:09-06 Forecasting with Factor-Augmented Error Correction Models (2009). Discussion Papers

(2) RePEc:cbt:econwp:09/05 Extreme Value GARCH modelling with Bayesian Inference (2009). Working Papers in Economics

(3) RePEc:dgr:eureir:1765017159 Forecasting Sales (2009). Econometric Institute Report

(4) RePEc:fir:econom:wp2009_03 Semiparametric vector MEM (2009). Econometrics Working Papers Archive

(5) RePEc:hep:macppr:200906 Disagreement among Forecasters in G7 Countries (2009). Macroeconomics and Finance Series

(6) RePEc:kof:wpskof:09-237 Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function (2009). KOF Working papers

(7) RePEc:lau:crdeep:09.08 Can Parameter Instability Explain the Meese-Rogoff Puzzle? (2009). Cahiers de Recherches Economiques du Département d'Econométrie et d'Economie politique (DEEP)

(8) RePEc:msh:ebswps:2009-10 Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach (2009). Monash Econometrics and Business Statistics Working Papers

(9) RePEc:nlv:wpaper:1001 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (2009). Working Papers

(10) RePEc:pra:mprapa:19267 Tamaño y Riesgo en los Mercados Financieros (2009). MPRA Paper

(11) RePEc:szg:worpap:0904 Can Parameter Instability Explain the Meese-Rogoff Puzzle? (2009). Working Papers

(12) RePEc:tky:fseres:2009cf637 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan (2009). CIRJE F-Series

(13) RePEc:tky:fseres:2009cf650 Modelling Sustainable International Tourism Demand to the Brazilian Amazon (2009). CIRJE F-Series

(14) RePEc:tky:fseres:2009cf651 Modelling and Forecasting Daily International Mass Tourism to Peru (2009). CIRJE F-Series

(15) RePEc:ucm:doicae:0915 Modelling the Growth and Volatility in Daily International Mass Tourism to Peru (2009). Documentos del Instituto Complutense de Análisis Económico

(16) RePEc:uct:uconnp:2009-42 Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals (2009). Working papers

Recent citations received in: 2008

(1) RePEc:cte:wsrepe:ws084512 A methodology for population projections: an application to Spain (2008). Statistics and Econometrics Working Papers

(2) RePEc:dgr:eureri:1765010900 Experts Stated Behavior (2008). Research Paper

(3) RePEc:gwc:wpaper:2008-006 Measuring Consensus in Binary Forecasts: NFL Game Predictions (2008). Working Papers

(4) RePEc:pra:mprapa:10428 Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models (2008). MPRA Paper

(5) RePEc:wrk:warwec:869 Rounding of probability forecasts : The SPF forecast probabilities of negative output growth (2008). The Warwick Economics Research Paper Series (TWERPS)

Recent citations received in: 2007

(1) RePEc:ces:ceswps:_2115 Demography and Innovative Entrepreneurship (2007). CESifo Working Paper Series

(2) RePEc:ces:ifodre:v:14:y:2007:i:06:p:3-11 Timing ist alles : Konsequenzen der Entscheidung über die Ziel-1-Fördergebiete der Europäischen Kohäsions- und Strukturpolitik vom Dezember 2005 für den Freistaat Sachsen (2007). ifo Dresden berichtet

(3) RePEc:ces:ifofob:33 ifo Konjunkturumfragen und Konjunkturanalyse : ausgewählte methodische Aufsätze aus dem ifo Schnelldienst (2007). ifo Forschungsberichte

(4) RePEc:ces:ifowps:_39 Forecaster Behaviour and Bias in Macroeconomic Forecasts (2007). Ifo Working Paper Series

(5) RePEc:ces:ifowps:_44 Mikrodaten im ifo Institut für Wirtschaftsforschung: Bestand, Verwendung, Zugang (2007). Ifo Working Paper Series

(6) RePEc:ces:ifowps:_47 Micro Data at the Ifo Institute for Economic Research – The “Ifo Business Survey”, Usage and Access (2007). Ifo Working Paper Series

(7) RePEc:cpr:ceprdp:6526 Learning in Real Time: Theory and Empirical Evidence from the Term Structure of Survey Forecasts (2007). CEPR Discussion Papers

(8) RePEc:ecb:ecbwps:20070843 Fiscal forecasting - lessons from the literature and challenges (2007). Working Paper Series

(9) RePEc:gdm:wpaper:2807 The Contribution of Population Health and Demographic Change to Economic Growth in China and India (2007). PGDA Working Papers

(10) RePEc:gdm:wpaper:2907 Urban Settlement: Data, Measures, and Trends (2007). PGDA Working Papers

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

(12) 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). Working Paper Series

(13) RePEc:igi:igierp:319 Monitoring the Economy of the Euro Area: A Comparison of Composite Coincident Indexes (2007). Working Papers

(14) 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

(15) RePEc:pra:mprapa:4149 Verification of Citations: Fawlty Towers of Knowledge? (2007). MPRA Paper

(16) RePEc:pra:mprapa:6318 Joint Modeling of Call and Put Implied Volatility (2007). MPRA Paper

(17) 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

(18) RePEc:zbw:zewdip:6888 Projecting the Medium-Term: Outcomes and Errors for GDP Growth (2007). ZEW Discussion Papers

Recent citations received in: 2006

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

(2) RePEc:cor:louvco:2006042 Deciding between GARCH and stochastic volatility via strong decision rules (2006). 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 Advanced Studies Working Papers

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