providing citation data for Economics since 2001
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]
Raw data: | ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| ||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published 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 II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||||
Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 2004 | Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers || Download paper | 85 |
| 2001 | Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers || Download paper | 47 |
| 2008 | Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19. Full description at Econpapers || Download paper | 43 |
| 2007 | Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers || Download paper | 43 |
| 2008 | How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers || Download paper | 42 |
| 2008 | Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers || Download paper | 41 |
| 2008 | Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers || Download paper | 40 |
| 2005 | Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers || Download paper | 36 |
| 2004 | Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers || Download paper | 33 |
| 2001 | Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601. Full description at Econpapers || Download paper | 30 |
| 2001 | Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers || Download paper | 29 |
| 2003 | Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers || Download paper | 28 |
| 2006 | Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Bao, Yong ; Lee, Tae-Hwy . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers || Download paper | 27 |
| 2004 | Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers || Download paper | 27 |
| 2002 | The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). Marrocu, Emanuela ; Boero, Gianna. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42. Full description at Econpapers || Download paper | 22 |
| 2006 | Building neural network models for time series: a statistical approach. (2006). Teräsvirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75. Full description at Econpapers || Download paper | 22 |
| 2003 | Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers || Download paper | 21 |
| 2010 | Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers || Download paper | 21 |
| 2006 | Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers || Download paper | 20 |
| 2002 | An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns.. (2002). Park, Beum Jo. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93. Full description at Econpapers || Download paper | 20 |
| 2008 | Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers || Download paper | 20 |
| 2004 | Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers || Download paper | 20 |
| 2002 | A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500. Full description at Econpapers || Download paper | 19 |
| 2004 | Finding good predictors for inflation: a Bayesian model averaging approach. (2004). Karlsson, Sune ; Jacobson, Tor. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496. Full description at Econpapers || Download paper | 18 |
| 2007 | The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers || Download paper | 16 |
| 2001 | Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19. Full description at Econpapers || Download paper | 15 |
| 2004 | Comparing the accuracy of density forecasts from competing models. (2004). Valente, Giorgio ; Sarno, Lucio. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557. Full description at Econpapers || Download paper | 15 |
| 2005 | Prediction intervals for exponential smoothing using two new classes of state space models. (2005). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37. Full description at Econpapers || Download paper | 15 |
| 2007 | Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers || Download paper | 15 |
| 2010 | Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers || Download paper | 15 |
| 2005 | The multi-chain Markov switching model. (2005). Otranto, Edoardo. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537. Full description at Econpapers || Download paper | 14 |
| 2003 | On SETAR non-linearity and forecasting. (2003). van Dijk, Dick ; Smith, Jeremy ; Franses, Philip Hans ; Clements, Michael. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375. Full description at Econpapers || Download paper | 14 |
| 2010 | Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340. Full description at Econpapers || Download paper | 14 |
| 2001 | Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment.. (2001). Hall, Stephen ; Liu, Hong. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49. Full description at Econpapers || Download paper | 14 |
| 2006 | The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers || Download paper | 13 |
| 2009 | Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, António ; Rünstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers || Download paper | 12 |
| 2011 | Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735. Full description at Econpapers || Download paper | 12 |
| 2010 | Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269. Full description at Econpapers || Download paper | 11 |
| 2001 | A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43. Full description at Econpapers || Download paper | 11 |
| 2010 | Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area. (2010). Casarin, Roberto ; Billio, Monica. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:145-167. Full description at Econpapers || Download paper | 11 |
| 2005 | Beating the random walk in Central and Eastern Europe. (2005). Hlouskova, Jaroslava ; Crespo Cuaresma, Jesus. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:3:p:189-201. Full description at Econpapers || Download paper | 11 |
| 2009 | Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment. (2009). Wang, Mu-Chun. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:167-182. Full description at Econpapers || Download paper | 10 |
| 2002 | Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency.. (2002). Wilson, Patrick ; Okunev, John ; Zurbruegg, Ralf . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:3:p:181-92. Full description at Econpapers || Download paper | 10 |
| 2011 | Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers || Download paper | 10 |
| 2005 | Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592. Full description at Econpapers || Download paper | 10 |
| 2004 | Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers || Download paper | 10 |
| 2005 | A Bayesian threshold nonlinearity test for financial time series. (2005). Chen, Cathy W. S. ; Mike K. P. So, ; Mike K. P. So, . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:61-75. Full description at Econpapers || Download paper | 10 |
| 2003 | Subset threshold autoregression. (2003). Chen, Cathy W. S. ; Mike K. P. So, ; Mike K. P. So, . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:49-66. Full description at Econpapers || Download paper | 9 |
| 2011 | Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Labhard, Vincent ; Caggiano, Giovanni ; Kapetanios, George . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752. Full description at Econpapers || Download paper | 9 |
| 2010 | Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; Darné, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers || Download paper | 9 |
Citing documents used to compute impact factor 50:
| Year | Title | See |
|---|---|---|
| 2012 | Short-term forecasting for the portuguese economy: a methodological overview. (2012). Rua, António ; Esteves, Paulo Soares . In: Economic Bulletin and Financial Stability Report Articles. RePEc:ptu:bdpart:b201213. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A wavelet-based assessment of market risk: The emerging markets case. (2012). Rua, António ; Nunes, Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:1:p:84-92. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A medium-N approach to macroeconomic forecasting. (2012). Guardabascio, Barbara ; Cubadda, Gianluca. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1099-1105. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Nowcasting the French index of industrial production: A comparison from bridge and factor models. (2012). Darné, Olivier ; Brunhes-Lesage, Veronique . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2174-2182. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Nowcasting German GDP: A comparison of bridge and factor models. (2012). Barhoumi, Karim ; Darné, Olivier ; Antipa, Pamfili ; Brunhes-Lesage, Veronique ; Darne, Olivier . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:864-878. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Macro-financial linkages and business cycles: A factor-augmented probit approach. (2012). Ferrara, Laurent ; Bellego, C.. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:5:p:1793-1797. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecasting GDP at the Regional Level with Many Predictors. (2012). Wohlrabe, Klaus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3956. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The performance of short-term forecasts of the German economy before and during the 2008/2009 recession. (2012). Scheufele, Rolf ; Drechsel, Katja. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:428-445. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecast Combination Based on Multiple Encompassing Tests in a Macroeconomic DSGE-VAR System. (2012). Kunst, Robert ; Costantini, Mauro ; Gunter, Ulrich . In: Economics Series. RePEc:ihs:ihsesp:292. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Monitoring Forecasting Combinations with Semiparametric Regression Models. (2012). Michis, Antonis . In: Working Papers. RePEc:cyb:wpaper:2012-02. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Are Forecast Combinations Efficient?. (2012). Pincheira, Pablo. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:661. Full description at Econpapers | [Citation Analysis] |
| 2012 | Uso de un Modelo Favar para Proyectar el Precio del Cobre. (2012). Muñoz Saavedra, Ercio ; Muoz, Ercio ; Cruz, Pablo . In: Notas de Investigación Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchni:v:15:y:2012:i:3:p:84-95. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecasting House Prices for the Four Census Regions and the Aggregate US Economy: The Role of a Data-Rich Environment. (2012). GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201214. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Using Internet Data to Account for Special Events in Economic Forecasting. (2012). Vosen, Simeon ; Schmidt, Torsten. In: Ruhr Economic Papers. RePEc:rwi:repape:0382. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Google Internet search activity and volatility prediction in the market for foreign currency. (2012). Smith, Geoffrey Peter . In: Finance Research Letters. RePEc:eee:finlet:v:9:y:2012:i:2:p:103-110. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Do professional forecasters in AsianâPacific countries believe in the monetary neutrality?. (2012). Rulke, Jan-Christoph . In: Economics Letters. RePEc:eee:ecolet:v:117:y:2012:i:1:p:178-181. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Do professional forecasters apply the Phillips curve and Okuns law? Evidence from six Asian-Pacific countries. (2012). Rulke, Jan-Christoph . In: Japan and the World Economy. RePEc:eee:japwor:v:24:y:2012:i:4:p:317-324. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Autocontour-based evaluation of multivariate predictive densities. (2012). Yoldas, Emre ; Gonzalez-Rivera, Gloria ; Gonzlez-Rivera, Gloria . In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:328-342. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A General to Specific Approach for Constructing Composite Business Cycle Indicators. (2012). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca. In: CEIS Research Paper. RePEc:rtv:ceisrp:224. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On the Univariate Representation of BEKK Models with Common Factors. (2012). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain ; Sebastien, Laurent ; Palm Franz C., . In: Research Memoranda. RePEc:dgr:umamet:2012018. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | A functional linear model for time series prediction with exogenous variables. (2012). Goia, Aldo . In: Statistics & Probability Letters. RePEc:eee:stapro:v:82:y:2012:i:5:p:1005-1011. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Managing Sales Forecasters. (2012). Franses, Philip Hans ; de Bruijn, Bert . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120131. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Managing Sales Forecasters. (2012). de Bruijn, Bert ; Franses, Philip Hans . In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012131. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120118. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Oil price density forecasts: Exploring the linkages with
stock markets. (2012). Ravazzolo, Francesco ; Lombardi, Marco. In: Working Papers. RePEc:bny:wpaper:0008. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:01/2013. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Martingale difference hypothesis and financial crisis: Empirical evidence from European emerging foreign exchange markets. (2012). Todea, Alexandru ; Lazr, Dorina ; Filip, Diana . In: Economic Systems. RePEc:eee:ecosys:v:36:y:2012:i:3:p:338-350. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Probability of Recession in Poland Based on the Hamilton Switching Model and the Logit Model. (2012). Burzala, Milda Maria. In: Dynamic Econometric Models. RePEc:cpn:umkdem:v:12:y:2012:p:73-88. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Combining Recession Probability Forecasts from a Dynamic Probit Indicator. (2012). Theobald, Thomas . In: IMK Working Paper. RePEc:imk:wpaper:89-2012. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Qual VAR Revisited: Good Forecast, Bad Story. (2012). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:iwh:dispap:12-12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecasting US recessions with various risk factors and dynamic probit models. (2012). Ng, Eric ; Ng, Eric C. Y., . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:34:y:2012:i:1:p:112-125. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Importance of a Good Indicator for Global Excess Demand. (2012). Portugal Duarte, António ; Andrade, João. In: GEMF Working Papers. RePEc:gmf:wpaper:2012-15. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Robust Estimation and Forecasting of the Capital Asset Pricing Model. (2012). Wong, Wing-Keung ; McAleer, Michael ; Bian, Guorui . In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:1209. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On the volatilityâvolume relationship in energy futures markets using intraday data. (2012). Sévi, Benoît ; Chevallier, Julien. In: Energy Economics. RePEc:eee:eneeco:v:34:y:2012:i:6:p:1896-1909. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | . Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | The Impact of Seasonal and Price Adjustments on the Predictability of German GDP Revisions. (2012). Boysen-Hogrefe, Jens ; Jens Boysen-Hogrefe, Stefan Neuwirth, . In: Kiel Working Papers. RePEc:kie:kieliw:1753. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Monitoring Forecasting Combinations with Semiparametric Regression Models. (2012). Michis, Antonis . In: Working Papers. RePEc:cyb:wpaper:2012-02. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Evaluating a global vector autoregression for forecasting. (2012). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1056. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Stock index return forecasting: The information of the constituents. (2012). Cai, Charlie X. ; Zhang, Qi ; Kyaw, Khine . In: Economics Letters. RePEc:eee:ecolet:v:116:y:2012:i:1:p:72-74. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Time-varying Combinations of Predictive Densities using Nonlinear Filtering. (2012). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:2012118. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Combination schemes for turning point predictions. (2012). van Dijk, Herman ; Ravazzolo, Francesco ; Billio, Monica ; Casarin, Roberto . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:52:y:2012:i:4:p:402-412. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Short-term forecasting for the portuguese economy: a methodological overview. (2012). Rua, António ; Esteves, Paulo Soares . In: Economic Bulletin and Financial Stability Report Articles. RePEc:ptu:bdpart:b201213. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Do disaggregated CPI data improve the accuracy of inflation forecasts?. (2012). Ibarra, Raul. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1305-1313. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Nowcasting the French index of industrial production: A comparison from bridge and factor models. (2012). Darné, Olivier ; Brunhes-Lesage, Veronique . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:6:p:2174-2182. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Nowcasting German GDP: A comparison of bridge and factor models. (2012). Barhoumi, Karim ; Darné, Olivier ; Antipa, Pamfili ; Brunhes-Lesage, Veronique ; Darne, Olivier . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:34:y:2012:i:6:p:864-878. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Directional forecasting in financial time series using support vector machines: The USD/Euro exchange rate. (2012). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; Gogas, Periklis. In: DUTH Research Papers in Economics. RePEc:ris:duthrp:2012_005. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | GramâCharlier densities: Maximum likelihood versus the method of moments. (2012). Perote, Javier ; DEL BRIO, ESTHER. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:51:y:2012:i:3:p:531-537. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | . Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination. (2011). Mohr, Matthias ; Guérin, Pierre ; Maurin, Laurent ; Guerin, Pierre . In: Working Paper Series. RePEc:ecb:ecbwps:20111384. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen ; Kabundi, Alain ; GUPTA, RANGAN. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Information or Institution? On the Determinants of Forecast Accuracy. (2011). Schmidt, Christoph ; Döhrn, Roland ; Doehrn, Roland . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:231:y:2011:i:1:p:9-27. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). GUPTA, RANGAN ; Chama-Chiliba, Mirriam Chitalu ; Nkambule, Nonophile ; Tlotlego, Naomi . In: Working Papers. RePEc:pre:wpaper:201132. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Modelling Comovements of Economic Time Series: A Selective Survey. (2011). Cubadda, Gianluca ; Centoni, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:215. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2011 | Konjunkturprognosen in bewegten Zeiten: Die Kunst des Unmöglichen?. (2011). Döhrn, Roland ; Dohrn, Roland . In: RWI Materialien. RePEc:rwi:materi:062. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
| Year | Title | See |
|---|---|---|
| 2010 | An Area-Wide Real-Time Database for the Euro Area. (2010). Modugno, Michele ; Henry, Jerome ; Giannone, Domenico ; Lalik, Magdalena . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7673. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Measuring Output Gap Uncertainty. (2010). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7742. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Testing an autoregressive structure in binary time series models. (2010). Nyberg, Henri. In: Economics Bulletin. RePEc:ebl:ecbull:eb-10-00253. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Predicting recession probabilities with financial variables over multiple horizons. (2010). Lemke, Wolfgang ; Fornari, Fabio. In: Working Paper Series. RePEc:ecb:ecbwps:20101255. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Real-time Inflation Forecast Densities from Ensemble Phillips Curves. (2010). Vahey, Shaun ; Mitchell, James ; Garratt, Anthony ; ShaunP. Vahey, ; Wakerly, Elizabeth C.. In: CAMA Working Papers. RePEc:een:camaaa:2010-34. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Alternative methods for forecasting GDP. (2010). Guegan, Dominique ; Rakotomarolahy, Patrick . In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-00505165. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Alternative methods for forecasting GDP. (2010). Guegan, Dominique ; Rakotomarolahy, Patrick . In: Post-Print. RePEc:hal:journl:halshs-00511979. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Alternative methods for forecasting GDP.. (2010). Guegan, Dominique ; Rakotomarolahy, Patrick . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:10065. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Forecasting from Mis-specified Models in the Presence of Unanticipated Location Shifts. (2010). Hendry, David ; Clements, Michael. In: Economics Series Working Papers. RePEc:oxf:wpaper:484. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | QR-GARCH-M Model for Risk-Return Tradeoff in U.S. Stock Returns and Business Cycles. (2010). Nyberg, Henri. In: MPRA Paper. RePEc:pra:mprapa:23724. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Forecasting Key Macroeconomic Variables of the South African Economy: A Small Open Economy New Keynesian DSGE-VAR
Model. (2010). GUPTA, RANGAN ; Steinbach, Rudi . In: Working Papers. RePEc:pre:wpaper:201019. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Combining VAR Forecast Densities Using Fast Fourier Transform. (2010). Rysanek, Jakub ; Ryanek, Jakub . In: Acta Oeconomica Pragensia. RePEc:prg:jnlaop:v:2010:y:2010:i:5:id:318:p:72-88. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2010 | Measuring Core Inflation in Australia with Disaggregate Ensembles. (2010). Ravazzolo, Francesco ; Vahey, Shaun P. In: RBA Annual Conference Volume. RePEc:rba:rbaacv:acv2009-10. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
| Year | Title | See |
|---|---|---|
| 2009 | Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf198. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Prediction Accuracy of Different Market Structures Bookmakers versus a Betting Exchange. (2009). Nuesch, Stephan ; Franck, Egon ; Verbeek, Erwin . In: Working Papers. RePEc:iso:wpaper:0096. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2009 | Prediction Accuracy of Different Market Structures â Bookmakers versus a Betting Exchange. (2009). Nuesch, Stephan ; Franck, Egon ; Verbeek, Erwin . In: Working Papers. RePEc:rsd:wpaper:0025. Full description at Econpapers || Download paper | [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.