Citation Profile: International Journal of Forecasting / Elsevier Science Economics Articles Archive

International Journal of Forecasting / Elsevier Science Economics Articles Archive

Most cited documents in this series:

Year Title Cited
1997 Testing the equality of prediction mean squared errors
RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291 [Citation Analysis] 336
1989 Combining forecasts: A review and annotated bibliography
RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583 [Citation Analysis] 204
2000 The M3-Competition: results, conclusions and implications
RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476 [Citation Analysis] 94
1992 Error measures for generalizing about forecasting methods: Empirical comparisons
RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80 [Citation Analysis] 83
1987 Cointegration and models of exchange rate determination
RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51 [Citation Analysis] 60
1995 Forecasting tourism demand: A review of empirical research
RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475 [Citation Analysis] 57
1998 Forecasting with artificial neural networks:: The state of the art
RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62 [Citation Analysis] 56
1992 The evaluation of extrapolative forecasting methods
RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98 [Citation Analysis] 55
1997 Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models
RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461 [Citation Analysis] 51
2002 A state space framework for automatic forecasting using exponential smoothing methods
RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454 [Citation Analysis] 48
1991 Microsimulation -- A survey of principles, developments and applications
RePEc:eee:intfor:v:7:y:1991:i:1:p:77-104 [Citation Analysis] 44
1992 Modeling and forecasting US sex differentials in mortality
RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411 [Citation Analysis] 44
1997 The performance of alternative forecasting methods for SETAR models
RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475 [Citation Analysis] 42
2000 An evaluation of the predictions of the Federal Reserve
RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38 [Citation Analysis] 41
2004 Bridge models to forecast the euro area GDP
RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460 [Citation Analysis] 38
2007 Combining density forecasts
RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13 [Citation Analysis] 36
1999 Additive outliers, GARCH and forecasting volatility
RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9 [Citation Analysis] 36
1993 Earnings forecasting research: its implications for capital markets research
RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320 [Citation Analysis] 36
2005 Macro variables and international stock return predictability
RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166 [Citation Analysis] 36
1997 Shorte-run forecasts of electricity loads and peaks
RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174 [Citation Analysis] 36
1991 Seasonality, non-stationarity and the forecasting of monthly time series
RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208 [Citation Analysis] 35
1998 Are OECD forecasts rational and useful?: a directional analysis
RePEc:eee:intfor:v:14:y:1998:i:3:p:381-391 [Citation Analysis] 35
1992 Some recent developments in non-linear time series modelling, testing, and forecasting
RePEc:eee:intfor:v:8:y:1992:i:2:p:135-156 [Citation Analysis] 34
2006 Another look at measures of forecast accuracy
RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688 [Citation Analysis] 34
2004 A comparison of financial duration models via density forecasts
RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609 [Citation Analysis] 34
2001 How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth
RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432 [Citation Analysis] 33
1990 A survey of seasonality in UK macroeconomic variables
RePEc:eee:intfor:v:6:y:1990:i:3:p:327-336 [Citation Analysis] 33
1989 Forecast combination and encompassing: Reconciling two divergent literatures
RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592 [Citation Analysis] 33
1994 The combination of forecasts using changing weights
RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57 [Citation Analysis] 31
1990 The use of prior information in forecast combination
RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508 [Citation Analysis] 31
2008 Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data
RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398 [Citation Analysis] 31
1997 An empirical study of seasonal unit roots in forecasting
RePEc:eee:intfor:v:13:y:1997:i:3:p:341-355 [Citation Analysis] 30
2010 Comparing and evaluating Bayesian predictive distributions of asset returns
RePEc:eee:intfor:v:26:y::i:2:p:216-230 [Citation Analysis] 30
2004 Extreme value theory and Value-at-Risk: Relative performance in emerging markets
RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303 [Citation Analysis] 30
1993 Betting on trends: Intuitive forecasts of financial risk and return
RePEc:eee:intfor:v:9:y:1993:i:3:p:355-371 [Citation Analysis] 30
2001 Neural network forecasting of Canadian GDP growth
RePEc:eee:intfor:v:17:y:2001:i:1:p:57-69 [Citation Analysis] 29
2005 Non-parametric direct multi-step estimation for forecasting economic processes
RePEc:eee:intfor:v:21:y:2005:i:2:p:201-218 [Citation Analysis] 29
2006 Are there any reliable leading indicators for US inflation and GDP growth?
RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151 [Citation Analysis] 28
2004 How costly is it to ignore breaks when forecasting the direction of a time series?
RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425 [Citation Analysis] 28
2000 The accuracy of European growth and inflation forecasts
RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315 [Citation Analysis] 26
2005 Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?
RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136 [Citation Analysis] 26
1993 Comments on Earnings forecasting research: its implications for capital markets research by L. Brown
RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335 [Citation Analysis] 26
1993 Reply to commentaries on Earnings forecasting research: its implications for capital markets research
RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344 [Citation Analysis] 25
2006 Exponential smoothing: The state of the art--Part II
RePEc:eee:intfor:v:22:y:2006:i:4:p:637-666 [Citation Analysis] 25
2003 Directional accuracy tests of long-term interest rate forecasts
RePEc:eee:intfor:v:19:y:2003:i:2:p:291-298 [Citation Analysis] 25
2007 Bias in macroeconomic forecasts
RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203 [Citation Analysis] 25
1998 Improving macro-economic forecasts: The role of consumer confidence
RePEc:eee:intfor:v:14:y:1998:i:1:p:71-81 [Citation Analysis] 24
2000 Forecasting the short-term demand for electricity: Do neural networks stand a better chance?
RePEc:eee:intfor:v:16:y:2000:i:1:p:71-83 [Citation Analysis] 24
2004 Efficient market hypothesis and forecasting
RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27 [Citation Analysis] 24
2009 Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning
RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23 [Citation Analysis] 24

Citing documents used to compute impact factor 102:

Year Title See
2011 Combining VAR and DSGE forecast densities
RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670 [Citation Analysis]
2011 The Prediction Market for the Australian Football League
RePEc:biu:wpaper:2011-15 [Citation Analysis]
2011 Forecasting elections in Turkey
RePEc:eee:intfor:v:27:y:2011:i:4:p:1248-1258 [Citation Analysis]
2011 The term structure of banking crisis risk in the United States: A market data based compound option approach
RePEc:eee:jbfina:v:35:y:2011:i:4:p:876-885 [Citation Analysis]
2011 Forecasting exchange rate volatility using high-frequency data: Is the euro different?
RePEc:eee:intfor:v:27:y:2011:i:4:p:1089-1107 [Citation Analysis]
2011 Forecasting inflation with gradual regime shifts and exogenous information
RePEc:ecb:ecbwps:20111363 [Citation Analysis]
2011 Persistence of regional unemployment : Application of a spatial filtering approach to local labour markets in Germany
RePEc:iab:iabdpa:201103 [Citation Analysis]
2011 Persistence of Regional Unemployment: Application of a Spatial Filtering Approach to Local Labour Markets in Germany
RePEc:bol:bodewp:wp743 [Citation Analysis]
2011 Do small labor market entry cohorts reduce unemployment?
RePEc:iab:iabdpa:201118 [Citation Analysis]
2011 Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction
RePEc:eee:intfor:v:27:y::i:3:p:635-660 [Citation Analysis]
2011 Evaluating Individual and Mean Non-Replicable Forecasts
RePEc:ucm:doicae:1115 [Citation Analysis]
2011 Restrictiveness and guidance in support systems
RePEc:eee:jomega:v:39:y:2011:i:3:p:242-253 [Citation Analysis]
2011 A literature review of the anchoring effect
RePEc:eee:soceco:v:40:y:2011:i:1:p:35-42 [Citation Analysis]
2011 Structural breaks, parameter uncertainty, and term structure puzzles
RePEc:eee:jfinec:v:102:y:2011:i:1:p:222-232 [Citation Analysis]
2011 Prediction of daily peak electricity demand in South Africa using volatility forecasting models
RePEc:eee:eneeco:v:33:y:2011:i:5:p:882-888 [Citation Analysis]
2011 Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting
RePEc:eee:intfor:v:27:y:2011:i:4:p:1259-1270 [Citation Analysis]
2011 The wisdom of ignorant crowds: Predicting sport outcomes by mere recognition
RePEc:jdm:journl:v:6:y:2011:i:1:p:58-72 [Citation Analysis]
2011 A Bradley-Terry type model for forecasting tennis match results
RePEc:eee:intfor:v:27:y::i:2:p:619-630 [Citation Analysis]
2011 Stock index returnsâ density prediction using GARCH models: Frequentist or Bayesian estimation?
RePEc:pra:mprapa:28259 [Citation Analysis]
2011 A Class of Adaptive EM-based Importance Sampling Algorithms for Efficient and Robust Posterior and Predictive Simulation
RePEc:dgr:uvatin:20110004 [Citation Analysis]
2011 Backtesting Value-at-Risk using Forecasts for Multiple Horizons, a Comment on the Forecast Rationality Tests of A.J. Patton and A. Timmermann
RePEc:dgr:uvatin:20110131 [Citation Analysis]
2011 VAR forecasting using Bayesian variable selection
RePEc:cor:louvco:2011022 [Citation Analysis]
2011 Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data
RePEc:dgr:uvatin:20110003 [Citation Analysis]
2011 Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models
RePEc:msh:ebswps:2011-11 [Citation Analysis]
2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
RePEc:pra:mprapa:30380 [Citation Analysis]
2011 Hierarchical shrinkage priors for dynamic regressions with many predictors
RePEc:cor:louvco:2011021 [Citation Analysis]
2011 Predicting Short-Term Interest Rates: Does Bayesian Model Averaging Provide Forecast Improvement?
RePEc:iae:iaewps:wp2011n01 [Citation Analysis]
2011 Measuring and Predicting Heterogeneous Recessions
RePEc:dgr:uvatin:20110154 [Citation Analysis]
2011 Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data
RePEc:dgr:uvatin:20110172 [Citation Analysis]
2011 Bayesian estimation of an extended local scale stochastic volatility model
RePEc:eee:econom:v:162:y:2011:i:2:p:369-382 [Citation Analysis]
2011 Multivariate semi-nonparametric distributions with dynamic conditional correlations
RePEc:eee:intfor:v:27:y::i:2:p:347-364 [Citation Analysis]
2011 A Bayesian evaluation of alternative models of trend inflation
RePEc:fip:fedcwp:1134 [Citation Analysis]
2011 Optimal Forecasts in the Presence of Structural Breaks (Updated 14 November 2011)
RePEc:cam:camdae:1163 [Citation Analysis]
2011 Optimal Forecasts in the Presence of Structural Breaks
RePEc:dnb:dnbwpp:327 [Citation Analysis]
2011 Advances in Forecasting Under Instability
RePEc:duk:dukeec:11-20 [Citation Analysis]
2011 Investigating Regional House Price Convergence in the United States: Evidence from a pair-wise approach
RePEc:mcd:mcddps:2011_12 [Citation Analysis]
2011 Investigating Regional House Price Convergence in the United States: Evidence from a Pair-Wise Approach
RePEc:rim:rimwps:29_11 [Citation Analysis]
2011 An in-sample and out-of-sample empirical investigation of the nonlinearity in house prices of South Africa
RePEc:eee:ecmode:v:28:y:2011:i:3:p:891-899 [Citation Analysis]
2011 Forecasting the US real house price index: Structural and non-structural models with and without fundamentals
RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021 [Citation Analysis]
2011 Was there a U.S. house price bubble? An econometric analysis using national and regional panel data
RePEc:eee:quaeco:v:51:y:2011:i:2:p:189-200 [Citation Analysis]
2011 Holts exponential smoothing and neural network models for forecasting interval-valued time series
RePEc:eee:intfor:v:27:y::i:3:p:740-759 [Citation Analysis]
2011 Dynamic Conditional Correlations for Asymmetric Processes
RePEc:ucm:doicae:1130 [Citation Analysis]
2011 Asymmetry and Long Memory in Volatility Modelling
RePEc:ucm:doicae:1129 [Citation Analysis]
2011 Forecasting Volatility with Copula-Based Time Series Models
RePEc:dgr:uvatin:20110125 [Citation Analysis]
2011 Conditional jumps in volatility and their economic determinants
RePEc:pad:wpaper:0138 [Citation Analysis]
2011 Are realized volatility models good candidates for alternative Value at Risk prediction strategies?
RePEc:pra:mprapa:30364 [Citation Analysis]
2011 The role of high frequency intra-daily data, daily range and implied volatility in multi-period Value-at-Risk forecasting
RePEc:pra:mprapa:35252 [Citation Analysis]
2011 Estimating and Forecasting with a Dynamic Spatial Panel Data Model
RePEc:cep:sercdp:0095 [Citation Analysis]
2011 Forecast accuracy and uncertainty in applied econometrics: a recommendation of specific-to-general predictor selection
RePEc:spr:empeco:v:41:y:2011:i:2:p:487-510 [Citation Analysis]
2011 Bayesian VARs: specification choices and forecast accuracy
RePEc:fip:fedcwp:1112 [Citation Analysis]
2011 Bayesian VARs: Specification Choices and Forecast Accuracy
RePEc:cpr:ceprdp:8273 [Citation Analysis]
2011 Monetary Policy and Risk-Premium Shocks in Hungary: Results from a Large Bayesian VAR
RePEc:imf:imfwpa:11/259 [Citation Analysis]
2011 The beauty of simple models: Themes in recognition heuristic research
RePEc:jdm:journl:v:6:y:2011:i:5:p:392-395 [Citation Analysis]
2011 A Geometric Analysis of When Fixed Weighting Schemes Will Outperform Ordinary Least Squares
RePEc:spr:psycho:v:76:y:2011:i:4:p:650-669 [Citation Analysis]
2011 Validation and forecasting accuracy in models of climate change
RePEc:eee:intfor:v:27:y:2011:i:4:p:968-995 [Citation Analysis]
2011 Do Experts SKU Forecasts improve after Feedback?
RePEc:dgr:uvatin:20110135 [Citation Analysis]
2011 Do Experts incorporate Statistical Model Forecasts and should they?
RePEc:dgr:uvatin:20110141 [Citation Analysis]
2011 Estimating Loss Functions of Experts
RePEc:dgr:uvatin:20110177 [Citation Analysis]
2011 Non-Linear Volatility Modeling of Economic and Financial Time Series Using High Frequency Data
RePEc:rjr:romjef:v::y:2011:i:2:p:116-141 [Citation Analysis]
2011 Bootstrap forecast of multivariate VAR models without using the backward representation
RePEc:cte:wsrepe:ws113426 [Citation Analysis]
2011 Markov Switching Models in Empirical Finance
RePEc:igi:igierp:415 [Citation Analysis]
2011 Forecasting the fragility of the banking and insurance sectors
RePEc:eee:jbfina:v:35:y:2011:i:4:p:807-818 [Citation Analysis]
2011 Chinas Emergence in the World Economy and Business Cycles in Latin America
RePEc:iza:izadps:dp5889 [Citation Analysis]
2011 China’s Emergence in the World Economy and Business Cycles in Latin America
RePEc:cam:camdae:1150 [Citation Analysis]
2011 Limits to growth: Tourism and regional labor migration
RePEc:eee:ecmode:v:28:y:2011:i:1-2:p:473-481 [Citation Analysis]
2011 The tourism forecasting competition
RePEc:eee:intfor:v:27:y::i:3:p:822-844 [Citation Analysis]
2011 On the realized volatility of the ECX CO2 emissions 2008 futures contract: distribution, dynamics and forecasting
RePEc:kap:annfin:v:7:y:2011:i:1:p:1-29 [Citation Analysis]
2011 A Markov-switching Multifractal Approach to Forecasting Realized Volatility
RePEc:kie:kieliw:1737 [Citation Analysis]
2011 Data-based ranking of realised volatility estimators
RePEc:eee:econom:v:161:y:2011:i:2:p:284-303 [Citation Analysis]
2011 Combination of long term and short term forecasts, with application to tourism demand forecasting
RePEc:eee:intfor:v:27:y::i:3:p:870-886 [Citation Analysis]
2011 Optimal combination forecasts for hierarchical time series
RePEc:eee:csdana:v:55:y:2011:i:9:p:2579-2589 [Citation Analysis]
2011 The role of the forecasting process in improving forecast accuracy and operational performance
RePEc:eee:proeco:v:131:y:2011:i:1:p:204-214 [Citation Analysis]
2011 The impact of forecasting on companies performance: Analysis in a multivariate setting
RePEc:eee:proeco:v:133:y:2011:i:1:p:458-469 [Citation Analysis]
2011 Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda
RePEc:eee:intfor:v:27:y::i:1:p:1-13 [Citation Analysis]
2011 A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi
RePEc:eee:intfor:v:27:y::i:1:p:152-165 [Citation Analysis]
2011 Influence of differentiated roles on group forecasting accuracy
RePEc:eee:intfor:v:27:y::i:1:p:50-68 [Citation Analysis]
2011 Theory of financial risk
RePEc:pra:mprapa:29665 [Citation Analysis]
2011 Forecasting with Factor Models Estimated on Large Datasets: A Review of the Recent Literature and Evidence for German GDP
RePEc:jns:jbstat:v:231:y:2011:i:1:p:28-49 [Citation Analysis]
2011 Intraday volatility forecasting from implied volatility
RePEc:eme:ijmfpp:v:7:y:2011:i:1:p:83-100 [Citation Analysis]
2011 Evaluating Individual and Mean Non-Replicable Forecasts
RePEc:cbt:econwp:11/16 [Citation Analysis]
2011 Evaluating Individual and Mean Non-Replicable Forecasts
RePEc:ucm:doicae:1115 [Citation Analysis]
2011 Restrictiveness and guidance in support systems
RePEc:eee:jomega:v:39:y:2011:i:3:p:242-253 [Citation Analysis]
2011 How accurate are government forecasts of economic fundamentals? The case of Taiwan
RePEc:eee:intfor:v:27:y:2011:i:4:p:1066-1075 [Citation Analysis]
2011 One model and various experts: Evaluating Dutch macroeconomic forecasts
RePEc:eee:intfor:v:27:y::i:2:p:482-495 [Citation Analysis]
2011 Do experts SKU forecasts improve after feedback?
RePEc:dgr:eureir:1765026656 [Citation Analysis]
2011 Do experts incorporate statistical model forecasts and should they?
RePEc:dgr:eureir:1765026660 [Citation Analysis]
2011 Estimating Loss Functions of Experts
RePEc:dgr:eureir:1765031226 [Citation Analysis]
2011 Decision-making in hard times: What is a recession, why do we care and how do we know when we are in one?
RePEc:eee:ecofin:v:22:y:2011:i:1:p:43-60 [Citation Analysis]
2011 Improving Real-time Estimates of Output Gaps and Inflation Trends with Multiple-vintage Models
RePEc:qmw:qmwecw:wp678 [Citation Analysis]
2011 Assessment of Consensus Forecasts Accuracy: The Czech National Bank Perspective
RePEc:fau:fauart:v:61:y:2011:i:4:p:348-366 [Citation Analysis]
2011 Analyzing Fixed-event Forecast Revisions
RePEc:ucm:doicae:1124 [Citation Analysis]
2011 Analyzing Fixed-event Forecast Revisions
RePEc:cbt:econwp:11/25 [Citation Analysis]
2011 Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7
RePEc:eee:intfor:v:27:y::i:2:p:452-465 [Citation Analysis]
2011 Analyzing Fixed-event Forecast Revisions
RePEc:dgr:eureir:1765023785 [Citation Analysis]
2011 Un Test Conjunto de Superioridad Predictiva para los PronÃ³sticos de InflaciÃ³n Chilena.
RePEc:chb:bcchwp:620 [Citation Analysis]
2011 A Bunch of Models, a Bunch of Nulls and Inference About Predictive Ability.
RePEc:chb:bcchwp:607 [Citation Analysis]
2011 Differences in Early GDP Component Estimates Between Recession and Expansion
RePEc:gwi:wpaper:2011-05 [Citation Analysis]
2011 Scoring rules and survey density forecasts
RePEc:eee:intfor:v:27:y::i:2:p:379-393 [Citation Analysis]
2011 Examining the Quality of Early GDP Component Estimates
RePEc:gwc:wpaper:2011-001 [Citation Analysis]
2011 The role of the United States in the global economy and its evolution over time
RePEc:spr:empeco:v:41:y:2011:i:3:p:573-591 [Citation Analysis]
2011 Improving forecasting performance by window and model averaging
RePEc:acb:camaaa:2011-05 [Citation Analysis]
2011 ISSUES WITH A CHAINED-TYPE PRICE INDEX: AN ANALYSIS WITH THE PRODUCER PRICE INDEX
RePEc:jed:journl:v:36:y:2011:i:3:p:47-78 [Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

Year	Title	See
2011	Analyzing Fixed-event Forecast Revisions RePEc:cbt:econwp:11/25	[Citation Analysis]
2011	How Do Credit Supply Shocks Propagate Internationally? A GVAR approach RePEc:cpr:ceprdp:8720	[Citation Analysis]
2011	Densidad de predicciÃ³n basada en momentos condicionados y mÃ¡xima entropÃa : aplicaciÃ³n a la predicciÃ³n de potencia eÃ³lica RePEc:cte:wsrepe:ws111813	[Citation Analysis]
2011	Bootstrap forecast of multivariate VAR models without using the backward representation RePEc:cte:wsrepe:ws113426	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions RePEc:dgr:eureir:1765023785	[Citation Analysis]
2011	Do experts SKU forecasts improve after feedback? RePEc:dgr:eureir:1765026656	[Citation Analysis]
2011	Combination Schemes for Turning Point Predictions RePEc:dgr:uvatin:20110123	[Citation Analysis]
2011	Do Experts SKU Forecasts improve after Feedback? RePEc:dgr:uvatin:20110135	[Citation Analysis]
2011	In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence RePEc:diw:diwwpp:dp1173	[Citation Analysis]
2011	Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda RePEc:eee:intfor:v:27:y::i:1:p:1-13	[Citation Analysis]
2011	Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction RePEc:eee:intfor:v:27:y::i:3:p:635-660	[Citation Analysis]
2011	Conditionally dependent strategies for multiple-step-ahead prediction in local learning RePEc:eee:intfor:v:27:y::i:3:p:689-699	[Citation Analysis]
2011	The tourism forecasting competition RePEc:eee:intfor:v:27:y::i:3:p:822-844	[Citation Analysis]
2011	The value of feedback in forecasting competitions RePEc:eee:intfor:v:27:y::i:3:p:845-849	[Citation Analysis]
2011	Forecasting tourist arrivals using time-varying parameter structural time series models RePEc:eee:intfor:v:27:y::i:3:p:855-869	[Citation Analysis]
2011	Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions RePEc:eee:jmacro:v:33:y:2011:i:4:p:784-792	[Citation Analysis]
2011	The European Way Out of Recessions RePEc:ema:worpap:2011-23	[Citation Analysis]
2011	Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series? RePEc:eui:euiwps:eco2011/29	[Citation Analysis]
2011	Forecasting recessions using stall speeds RePEc:fip:fedgfe:2011-24	[Citation Analysis]
2011	Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model RePEc:gla:glaewp:2011_19	[Citation Analysis]
2011	Tracking Chinese CPI inflation in real time RePEc:ham:qmwops:21112	[Citation Analysis]
2011	Quantifying survey expectations: Whats wrong with the probability approach? RePEc:han:dpaper:dp-485	[Citation Analysis]
2011	Tracking Chinese CPI inflation in real time RePEc:hhs:bofitp:2011_035	[Citation Analysis]
2011	Predicting Recessions: A New Approach For Identifying Leading Indicators and Forecast Combinations RePEc:imf:imfwpa:11/235	[Citation Analysis]
2011	Fluctuations in Economic and Activity and Stabilization Policies in the CIS RePEc:kap:compec:v:37:y:2011:i:2:p:193-220	[Citation Analysis]
2011	Disagreement, Uncertainty and the True Predictive Density RePEc:knz:dpteco:1143	[Citation Analysis]
2011	Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models RePEc:msh:ebswps:2011-11	[Citation Analysis]
2011	The value of feedback in forecasting competitions RePEc:msh:ebswps:2011-3	[Citation Analysis]
2011	Does the Box-Cox transformation help in forecasting macroeconomic time series? RePEc:pra:mprapa:32294	[Citation Analysis]
2011	Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns RePEc:ptu:wpaper:w201128	[Citation Analysis]
2011	Die wirtschaftliche Entwicklung im Inland zur Jahresmitte 2011 - Zunehmende Risiken fÃ¼r die Konjunktur RePEc:rwi:konjbe:11_02_i	[Citation Analysis]
2011	The Forecasting Performance of an Estimated Medium Run Model RePEc:rwi:repape:0301	[Citation Analysis]
2011	Does central bank communication really lead to better forecasts of policy decisions? New evidence based on a Taylor rule model for the ECB RePEc:spr:weltar:v:147:y:2011:i:1:p:41-58	[Citation Analysis]
2011	Does the Box-Cox transformation help in forecasting macroeconomic time series? RePEc:syb:wpbsba:08/2011	[Citation Analysis]
2011	Evaluating Individual and Mean Non-Replicable Forecasts RePEc:ucm:doicae:1115	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions RePEc:ucm:doicae:1124	[Citation Analysis]
2011	How do credit supply shocks propagate internationally? A GVAR approach RePEc:zbw:bubdp1:201127	[Citation Analysis]
2011	U-MIDAS: MIDAS regressions with unrestricted lag polynomials RePEc:zbw:bubdp1:201135	[Citation Analysis]

Recent citations received in: 2010

Year	Title	See
2010	A direct Monte Carlo approach for Bayesian analysis of the seemingly unrelated regression model RePEc:eee:econom:v:159:y:2010:i:1:p:33-45	[Citation Analysis]
2010	Why do forecasters disagree? Lessons from the term structure of cross-sectional dispersion RePEc:eee:moneco:v:57:y:2010:i:7:p:803-820	[Citation Analysis]
2010	Predictive Ability of Business Cycle Indicators under Test: A Case Study for the Euro Area Industrial Production RePEc:lmu:muenec:11442	[Citation Analysis]
2010	Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR Model RePEc:pre:wpaper:201019	[Citation Analysis]
2010	Measuring Core Inflation in Australia with Disaggregate Ensembles RePEc:rba:rbaacv:acv2009-10	[Citation Analysis]
2010	Adaptive Forecasting of Exchange Rates with Panel Data RePEc:uts:rpaper:285	[Citation Analysis]

Recent citations received in: 2009

Year	Title	See
2009	Forecasting with Factor-Augmented Error Correction Models RePEc:bir:birmec:09-06	[Citation Analysis]
2009	Extreme Value GARCH modelling with Bayesian Inference RePEc:cbt:econwp:09/05	[Citation Analysis]
2009	Can Parameter Instability Explain the Meese-Rogoff Puzzle? RePEc:cpr:ceprdp:7383	[Citation Analysis]
2009	Forecasting Sales RePEc:dgr:eureir:1765017159	[Citation Analysis]
2009	Monitoring processes with changing variances RePEc:eee:intfor:v:25:y:2009:i:3:p:518-525	[Citation Analysis]
2009	Decision making and planning under low levels of predictability RePEc:eee:intfor:v:25:y:2009:i:4:p:716-733	[Citation Analysis]
2009	Forecasting and uncertainty in the economic and business world RePEc:eee:intfor:v:25:y:2009:i:4:p:794-812	[Citation Analysis]
2009	Decision making and planning under low levels of predictability: Enhancing the scenario method RePEc:eee:intfor:v:25:y:2009:i:4:p:813-825	[Citation Analysis]
2009	Living in a world of low levels of predictability RePEc:eee:intfor:v:25:y:2009:i:4:p:840-844	[Citation Analysis]
2009	Could we have predicted the recent downturn in the South African housing market? RePEc:eee:jhouse:v:18:y:2009:i:4:p:325-335	[Citation Analysis]
2009	Semiparametric vector MEM RePEc:fir:econom:wp2009_03	[Citation Analysis]
2009	Disagreement among Forecasters in G7 Countries RePEc:hep:macppr:200906	[Citation Analysis]
2009	Evaluating German Business Cycle Forecasts Under an Asymmetric Loss Function RePEc:kof:wpskof:09-237	[Citation Analysis]
2009	Can Parameter Instability Explain the Meese-Rogoff Puzzle? RePEc:lau:crdeep:09.08	[Citation Analysis]
2009	Modelling Australian Domestic and International Inbound Travel: a Spatial-Temporal Approach RePEc:msh:ebswps:2009-10	[Citation Analysis]
2009	Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals RePEc:nlv:wpaper:1001	[Citation Analysis]
2009	TamaÃ±o y Riesgo en los Mercados Financieros RePEc:pra:mprapa:19267	[Citation Analysis]
2009	Can Parameter Instability Explain the Meese-Rogoff Puzzle? RePEc:szg:worpap:0904	[Citation Analysis]
2009	How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan RePEc:tky:fseres:2009cf637	[Citation Analysis]
2009	Modelling Sustainable International Tourism Demand to the Brazilian Amazon RePEc:tky:fseres:2009cf650	[Citation Analysis]
2009	Modelling and Forecasting Daily International Mass Tourism to Peru RePEc:tky:fseres:2009cf651	[Citation Analysis]
2009	Modelling the Growth and Volatility in Daily International Mass Tourism to Peru RePEc:ucm:doicae:0915	[Citation Analysis]
2009	Forecasting the US Real House Price Index: Structural and Non-Structural Models with and without Fundamentals RePEc:uct:uconnp:2009-42	[Citation Analysis]

Recent citations received in: 2008

Year	Title	See
2008	A methodology for population projections: an application to Spain RePEc:cte:wsrepe:ws084512	[Citation Analysis]
2008	Experts Stated Behavior RePEc:dgr:eureri:1765010900	[Citation Analysis]
2008	An hourly periodic state space model for modelling French national electricity load RePEc:eee:intfor:v:24:y:2008:i:4:p:566-587	[Citation Analysis]
2008	Input space to neural network based load forecasters RePEc:eee:intfor:v:24:y:2008:i:4:p:616-629	[Citation Analysis]
2008	Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data RePEc:eee:intfor:v:24:y:2008:i:4:p:630-644	[Citation Analysis]
2008	An evaluation of methods for very short-term load forecasting using minute-by-minute British data RePEc:eee:intfor:v:24:y:2008:i:4:p:645-658	[Citation Analysis]
2008	A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers RePEc:eee:intfor:v:24:y:2008:i:4:p:659-678	[Citation Analysis]
2008	Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models RePEc:eee:intfor:v:24:y:2008:i:4:p:694-709	[Citation Analysis]
2008	Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions RePEc:eee:intfor:v:24:y:2008:i:4:p:710-727	[Citation Analysis]
2008	A new approach to characterizing and forecasting electricity price volatility RePEc:eee:intfor:v:24:y:2008:i:4:p:728-743	[Citation Analysis]
2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763	[Citation Analysis]
2008	Measuring Consensus in Binary Forecasts: NFL Game Predictions RePEc:gwc:wpaper:2008-006	[Citation Analysis]
2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models RePEc:pra:mprapa:10428	[Citation Analysis]
2008	Rounding of probability forecasts : The SPF forecast probabilities of negative output growth RePEc:wrk:warwec:869	[Citation Analysis]

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.