Most cited documents in this series:

Year	Title	Cited
2004	Combination forecasts of output growth in a seven-country data set RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430 [Citation Analysis]	50
2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79 [Citation Analysis]	34
2007	Forecasting German GDP using alternative factor models based on large datasets RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302 [Citation Analysis]	31
2008	Single-index and portfolio models for forecasting value-at-risk thresholds RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235 [Citation Analysis]	29
2008	Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19 [Citation Analysis]	29
2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265 [Citation Analysis]	27
2004	Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447 [Citation Analysis]	26
2005	Forecasting recessions using the yield curve RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103 [Citation Analysis]	26
2001	Forecasting with k-Factor Gegenbauer Processes: Theory and Applications. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601 [Citation Analysis]	24
2001	Evaluating the Predictive Accuracy of Volatility Models. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109 [Citation Analysis]	23
2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128 [Citation Analysis]	23
2003	Volatility forecasting for risk management RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22 [Citation Analysis]	22
2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196 [Citation Analysis]	20
2002	The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42 [Citation Analysis]	18
2002	An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns. RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93 [Citation Analysis]	18
2008	Scalar BEKK and indirect DCC RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549 [Citation Analysis]	18
2004	Forecasting football results and the efficiency of fixed-odds betting RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66 [Citation Analysis]	17
2004	Finding good predictors for inflation: a Bayesian model averaging approach RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496 [Citation Analysis]	17
2003	Selection of Value-at-Risk models RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358 [Citation Analysis]	17
2006	Building neural network models for time series: a statistical approach RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75 [Citation Analysis]	15
2010	Combining inflation density forecasts RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250 [Citation Analysis]	13
2001	Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment. RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49 [Citation Analysis]	12
2001	Testing in Unobserved Components Models. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19 [Citation Analysis]	12
2010	Dynamic probit models and financial variables in recession forecasting RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230 [Citation Analysis]	12
2004	Comparing the accuracy of density forecasts from competing models RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557 [Citation Analysis]	11
2005	Prediction intervals for exponential smoothing using two new classes of state space models RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37 [Citation Analysis]	11
2002	A Threshold Stochastic Volatility Model. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500 [Citation Analysis]	11
2006	Autoregressive gamma processes RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152 [Citation Analysis]	11
2003	On SETAR non-linearity and forecasting RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375 [Citation Analysis]	11
2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94 [Citation Analysis]	11
2005	Beating the random walk in Central and Eastern Europe RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201 [Citation Analysis]	10
2005	A Bayesian threshold nonlinearity test for financial time series RePEc:jof:jforec:v:24:y:2005:i:1:p:61-75 [Citation Analysis]	9
2005	The multi-chain Markov switching model RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537 [Citation Analysis]	9
2003	Subset threshold autoregression RePEc:jof:jforec:v:22:y:2003:i:1:p:49-66 [Citation Analysis]	8
2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390 [Citation Analysis]	8
2002	Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks. RePEc:jof:jforec:v:21:y:2002:i:7:p:501-11 [Citation Analysis]	8
2005	Nowcasting quarterly GDP growth in a monthly coincident indicator model RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592 [Citation Analysis]	7
2002	Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency. RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92 [Citation Analysis]	7
2009	Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment RePEc:jof:jforec:v:28:y:2009:i:2:p:167-182 [Citation Analysis]	7
2001	Forecasting UK Industrial Production over the Business Cycle. RePEc:jof:jforec:v:20:y:2001:i:6:p:405-24 [Citation Analysis]	7
2008	Can forecasting performance be improved by considering the steady state? An application to Swedish inflation and interest rate RePEc:jof:jforec:v:27:y:2008:i:1:p:41-51 [Citation Analysis]	7
2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324 [Citation Analysis]	7
2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611 [Citation Analysis]	7
2001	A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43 [Citation Analysis]	7
2011	Forecasting private consumption: survey‐based indicators vs. Google trends RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578 [Citation Analysis]	6
2003	Identifying emerging generic technologies at the national level: the UK experience RePEc:jof:jforec:v:22:y:2003:i:2-3:p:129-160 [Citation Analysis]	6
2006	Non-linear, non-parametric, non-fundamental exchange rate forecasting RePEc:jof:jforec:v:25:y:2006:i:4:p:227-245 [Citation Analysis]	6
2006	The importance of interest rates for forecasting the exchange rate RePEc:jof:jforec:v:25:y:2006:i:3:p:209-221 [Citation Analysis]	5
2002	Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order. RePEc:jof:jforec:v:21:y:2002:i:4:p:265-80 [Citation Analysis]	5
2004	Updating ARMA predictions for temporal aggregates RePEc:jof:jforec:v:23:y:2004:i:4:p:275-296 [Citation Analysis]	5

Citing documents used to compute impact factor 54:

Year	Title	See
2011	A Factor Model for Euro-area Short-term Inflation Analysis RePEc:jns:jbstat:v:231:y:2011:i:1:p:50-62	[Citation Analysis]
2011	Nowcasting Business Cycles Using Toll Data RePEc:iza:izadps:dp5522	[Citation Analysis]
2011	Housing, consumption and monetary policy: how different are the U.S. and the euro area? RePEc:bdi:wptemi:td_807_11	[Citation Analysis]
2011	Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection RePEc:pre:wpaper:201132	[Citation Analysis]
2011	Housing, consumption and monetary policy: How different are the US and the euro area? RePEc:eee:jbfina:v:35:y:2011:i:11:p:3019-3041	[Citation Analysis]
2011	Impact of the crisis on potential growth: An approach based on unobserved component models (in french) RePEc:bfr:banfra:331	[Citation Analysis]
2011	Impact de la crise sur la croissance potentielle. Une approche par les modèles à composantes inobservables. RePEc:ner:dauphi:urn:hdl:123456789/6706	[Citation Analysis]
2011	The Cobb-Gouglas function as an approximation of other functions RePEc:fce:doctra:1121	[Citation Analysis]
2011	FaMIDAS: A Mixed Frequency Factor Model with MIDAS structure RePEc:bdi:wptemi:td_788_11	[Citation Analysis]
2011	Nowcasting of the Gross Regional Product RePEc:wiw:wiwrsa:ersa10p768	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions RePEc:ucm:doicae:1124	[Citation Analysis]
2011	Combining Predictive Densities using Bayesian Filtering with Applications to US Economics Data RePEc:dgr:uvatin:20110003	[Citation Analysis]
2011	Combination Schemes for Turning Point Predictions RePEc:dgr:uvatin:20110123	[Citation Analysis]
2011	Combining Predictive Densities using Nonlinear Filtering with Applications to US Economics Data RePEc:dgr:uvatin:20110172	[Citation Analysis]
2011	Measuring Output Gap Nowcast Uncertainty RePEc:acb:camaaa:2011-16	[Citation Analysis]
2011	A Bayesian evaluation of alternative models of trend inflation RePEc:fip:fedcwp:1134	[Citation Analysis]
2011	Are Bayesian Fan Charts Useful for Central Banks? Uncertainty, Forecasting, and Financial Stability Stress Tests RePEc:cnb:wpaper:2011/10	[Citation Analysis]
2011	Disagreement, Uncertainty and the True Predictive Density RePEc:knz:dpteco:1143	[Citation Analysis]
2011	Combining VAR and DSGE forecast densities RePEc:eee:dyncon:v:35:y:2011:i:10:p:1659-1670	[Citation Analysis]
2011	Weights and pools for a Norwegian density combination RePEc:eee:ecofin:v:22:y:2011:i:1:p:61-76	[Citation Analysis]
2011	Real-time inflation forecast densities from ensemble Phillips curves RePEc:eee:ecofin:v:22:y:2011:i:1:p:77-87	[Citation Analysis]
2011	Nowcasting GDP in Real-Time: A Density Combination Approach RePEc:bny:wpaper:0003	[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	Essays in Applied Time Series Econometrics. RePEc:ner:euiflo:urn:hdl:1814/18555	[Citation Analysis]
2011	Forecasting the direction of the US stock market with dynamic binary probit models RePEc:eee:intfor:v:27:y::i:2:p:561-578	[Citation Analysis]
2011	Predictive Ability of Business Cycle Indicators under Test - A Case Study for the Euro Area Industrial Production RePEc:jns:jbstat:v:231:y:2011:i:1:p:82-106	[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	Investigation of: Shopping in the Market-beta Mall RePEc:spp:jkmeit:1167	[Citation Analysis]
2011	The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys RePEc:eee:intfor:v:27:y:2011:i:4:p:1128-1146	[Citation Analysis]
2011	Forecasting economic growth in the euro area during the great moderation and the great recession RePEc:ecb:ecbwps:20111379	[Citation Analysis]
2011	A two-step estimator for large approximate dynamic factor models based on Kalman filtering RePEc:eee:econom:v:164:y:2011:i:1:p:188-205	[Citation Analysis]
2011	Bayesian Forecasting of Federal Funds Target Rate Decisions RePEc:dgr:uvatin:20110093	[Citation Analysis]
2011	Forecast combination for discrete choice models: predicting FOMC monetary policy decisions RePEc:syb:wpbsba:11/2011	[Citation Analysis]
2011	On economic evaluation of directional forecasts RePEc:eee:intfor:v:27:y:2011:i:4:p:1058-1065	[Citation Analysis]
2011	Estimating monetary policy reaction functions : A discrete choice approach RePEc:nbb:reswpp:201102-210	[Citation Analysis]
2011	Bayesian VARs: specification choices and forecast accuracy RePEc:fip:fedcwp:1112	[Citation Analysis]
2011	Nowcasting GDP in Real-Time: A Density Combination Approach RePEc:bny:wpaper:0003	[Citation Analysis]
2011	Nowcasting of the Gross Regional Product RePEc:wiw:wiwrsa:ersa10p768	[Citation Analysis]
2011	Tracking India Growth in Real Time. RePEc:npf:wpaper:11/90	[Citation Analysis]
2011	Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection RePEc:pre:wpaper:201132	[Citation Analysis]
2011	Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition RePEc:eee:intfor:v:27:y::i:3:p:672-688	[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	Contributions of economists to the housing-price bubble RePEc:amu:wpaper:2011-03	[Citation Analysis]
2011	Talking to the inattentive public: How the media translates the Reserve Bank’s communications RePEc:rza:wpaper:254	[Citation Analysis]
2011	Talking to the inattentive Public: How the media translates the Reserve Bank’s communications RePEc:sza:wpaper:wpapers147	[Citation Analysis]
2011	Strategic forecasting on the FOMC RePEc:eee:poleco:v:27:y:2011:i:3:p:547-553	[Citation Analysis]
2011	Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models RePEc:eee:intfor:v:27:y::i:2:p:579-591	[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	The accuracy of a forecast targeting central bank RePEc:zbw:ifweej:201115	[Citation Analysis]
2011	The diversity of forecasts from macroeconomic models of the US economy RePEc:spr:joecth:v:47:y:2011:i:2:p:247-292	[Citation Analysis]
2011	A large factor model for forecasting macroeconomic variables in South Africa RePEc:eee:intfor:v:27:y:2011:i:4:p:1076-1088	[Citation Analysis]
2011	Forecasting under Model Uncertainty RePEc:zbw:vfsc11:48723	[Citation Analysis]
2011	Hedging one’s happiness – Should a sports fan bet on the opponent? RePEc:sza:wpaper:wpapers148	[Citation Analysis]
2011	Selecting the Best? Spillover and Shadows in Elimination Tournaments RePEc:nbr:nberwo:17639	[Citation Analysis]

Cites in year: CiY