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] [
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| 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 |
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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 | 144 |
| 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 | 64 |
| 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 | 61 |
| 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 | 58 |
| 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 | 52 |
| 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 | 49 |
| 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 | 48 |
| 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 | 38 |
| 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 | 37 |
| 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 | 37 |
| 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 | 36 |
| 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 | 32 |
| 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 | 32 |
| 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 | 30 |
| 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 | 27 |
| 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 | 25 |
| 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 | 25 |
| 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 | 24 |
| 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 | 24 |
| 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 | 24 |
| 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 | 24 |
| 2007 | Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Ris Full description at Econpapers || Download paper | 22 |
| 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 | 22 |
| 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 | 21 |
| 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 | 21 |
| 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 |
| 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 | 19 |
| 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 | 19 |
| 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 | 18 |
| 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 | 17 |
| 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 | 17 |
| 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 | 16 |
| 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 | 16 |
| 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 | 16 |
| 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 | 16 |
| 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 | 15 |
| 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 | 15 |
| 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 | 15 |
| 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 | 14 |
| 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 | 14 |
| 2007 | Forecasting inflation using economic indicators: the case of France. (2007). DE BANDT, OLIVIER ; Flageollet, A. ; Michaux, E. ; Bruneau, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:1:p:1-22. Full description at Econpapers || Download paper | 14 |
| 2004 | Bias-corrected bootstrap prediction regions for vector autoregression. (2004). Kim, Jae. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:141-154. Full description at Econpapers || Download paper | 14 |
| 2001 | Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection.. (2001). Swanson, Norman ; Zeng, Tian . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40. Full description at Econpapers || Download paper | 13 |
| 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 | 13 |
| 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 | 13 |
| 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 | 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 | 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 | 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 | 12 |
| 2006 | Testing the rationality of forecast revisions made by the IMF and the OECD. (2006). Ashiya, Masahiro. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:25-36. Full description at Econpapers || Download paper | 11 |
Citing documents used to compute impact factor 0:
| Year | Title | See |
|---|
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 | Macro factors in oil futures returns. (2011). Sévi, Benoît ; Le Pen, Yannick ; Sevi, Benoit . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/11663. 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] |
| 2011 | On the Univariate Representation of Multivariate Volatility Models with Common Factors. (2011). Palm, Franz ; Laurent, Sébastien ; Hecq, Alain. In: Research Memorandum. RePEc:unm:umamet:2011011. 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.