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 0.18 0 0 0 0.08 1997 0.21 0 0 0 0.08 1998 0.22 0 0 0 0.1 1999 0.28 0 0 0 0.13 2000 0.37 0 0 0 0.16 2001 0.37 39 122 0 0 7 0.18 0.16 2002 0.18 0.41 31 57 39 7 0 3 0.1 0.19 2003 0.27 0.42 28 49 70 19 5.3 1 0.04 0.2 2004 0.14 0.47 35 127 59 8 0 5 0.14 0.21 2005 0.57 0.5 32 65 63 36 0 7 0.22 0.23 2006 0.24 0.51 33 49 67 16 0 2 0.06 0.22 2007 0.29 0.4 32 35 65 19 0 1 0.03 0.18 2008 0.26 0.42 41 77 65 17 0 7 0.17 0.21 2009 0.64 0.43 43 15 73 47 0 1 0.02 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:jof:jforec:v:23:y:2004:i:6:p:405-430 Combination forecasts of output growth in a seven-country data set (2004).
Cited: 43 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: 28 times.

(3) 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: 22 times.

(4) RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235 Single-index and portfolio models for forecasting value-at-risk thresholds (2008).
Cited: 20 times.

(5) RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103 Forecasting recessions using the yield curve (2005).
Cited: 19 times.

(6) RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19 Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model (2008).
Cited: 19 times.

(7) RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265 How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach (2008).
Cited: 17 times.

(8) RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496 Finding good predictors for inflation: a Bayesian model averaging approach (2004).
Cited: 16 times.

(9) RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601 Forecasting with k-Factor Gegenbauer Processes: Theory and Applications. (2001).
Cited: 15 times.

(10) 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: 14 times.

(11) RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22 Volatility forecasting for risk management (2003).
Cited: 14 times.

(12) RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109 Evaluating the Predictive Accuracy of Volatility Models. (2001).
Cited: 14 times.

(13) 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: 13 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: 13 times.

(15) 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: 12 times.

(16) RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375 On SETAR non-linearity and forecasting (2003).
Cited: 11 times.

(17) 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: 10 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: 10 times.

(19) RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549 Scalar BEKK and indirect DCC (2008).
Cited: 8 times.

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

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

(22) RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500 A Threshold Stochastic Volatility Model. (2002).
Cited: 8 times.

(23) RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358 Selection of Value-at-Risk models (2003).
Cited: 8 times.

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

(25) RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66 Forecasting football results and the efficiency of fixed-odds betting (2004).
Cited: 7 times.

(26) RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75 Building neural network models for time series: a statistical approach (2006).
Cited: 7 times.

(27) 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: 7 times.

(28) RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230 Dynamic probit models and financial variables in recession forecasting (2010).
Cited: 7 times.

(29) RePEc:jof:jforec:v:22:y:2003:i:1:p:49-66 Subset threshold autoregression (2003).
Cited: 6 times.

(30) RePEc:jof:jforec:v:21:y:2002:i:7:p:501-11 Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks. (2002).
Cited: 6 times.

(31) 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: 6 times.

(32) RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592 Nowcasting quarterly GDP growth in a monthly coincident indicator model (2005).
Cited: 5 times.

(33) 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: 5 times.

(34) 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: 5 times.

(35) 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.

(36) RePEc:jof:jforec:v:25:y:2006:i:3:p:209-221 The importance of interest rates for forecasting the exchange rate (2006).
Cited: 5 times.

(37) 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.

(38) 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.

(39) RePEc:jof:jforec:v:26:y:2007:i:1:p:1-22 Forecasting inflation using economic indicators: the case of France

The views expressed in the paper are those of the authors and do not necessarily reflect those of (2007).
Cited: 4 times.

(40) 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.

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

(42) RePEc:jof:jforec:v:29:y:2010:i:1-2:p:186-199 GDP nowcasting with ragged-edge data: a semi-parametric modeling (2010).
Cited: 4 times.

(43) RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390 Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data (2008).
Cited: 4 times.

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

(45) repec:jof:jforec:v:27:y:2008:i:7:p:621-636 ().
Cited: 4 times.

(46) RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537 The multi-chain Markov switching model (2005).
Cited: 4 times.

(47) RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94 The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries (2007).
Cited: 4 times.

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

(49) RePEc:jof:jforec:v:28:y:2009:i:2:p:167-182 Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment (2009).
Cited: 3 times.

(50) RePEc:jof:jforec:v:22:y:2003:i:4:p:299-315 Non-linear forecasts of stock returns (2003).
Cited: 3 times.

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

Recent citations received in: 2009

(1) RePEc:iso:wpaper:0096 Prediction Accuracy of Different Market Structures – Bookmakers versus a Betting Exchange (2009). Working Papers

Recent citations received in: 2008

(1) RePEc:ces:ifowps:_57 Freedom of Choice in Macroeconomic Forecasting: An Illustration with German Industrial Production and Linear Models (2008). Ifo Working Paper Series

(2) RePEc:cpr:ceprdp:6708 Factor-MIDAS for now- and forecasting with ragged-edge data: A model comparison for German GDP (2008). CEPR Discussion Papers

(3) RePEc:eui:euiwps:eco2008/16 Factor-MIDAS for Now- and Forecasting with Ragged-Edge Data: A Model Comparison for German GDP (2008).

(4) RePEc:ihs:ihsesp:231 Optimizing Time-series Forecasts for Inflation and Interest Rates Using Simulation and Model Averaging (2008). Economics Series

(5) RePEc:imf:imfwpa:08/46 External Linkages and Economic Growth in Colombia: Insights from A Bayesian VAR Model (2008). IMF Working Papers

(6) RePEc:pit:wpaper:367 Exploiting Non-Linearities in GDP Growth for Forecasting and Anticipating Regime Changes (2008). Working Papers

(7) RePEc:zbw:fubsbe:200810 Does money growth granger-cause inflation in the Euro Area? Evidence from output-of-sample forecasts using Bayesian VARs (2008). Discussion Papers

Recent citations received in: 2007

(1) RePEc:ces:ifowps:_46 Assessing the Forecast Properties of the CESifo World Economic Climate Indicator: Evidence for the Euro Area (2007). Ifo Working Paper Series

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:fgv:epgewp:630 Are price limits on futures markets that cool? Evidence from the Brazilian Mercantile and Futures Exchange (2006). Economics Working Papers (Ensaios Economicos da EPGE)

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