Citations ranking for series: International Journal of Forecasting / Elsevier

CitEc is a RePEc service
providing citation data for Economics since 2001

Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

International Journal of Forecasting / Elsevier

1.47

Impact Factor

1.1

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.09	0.01	75	75	5	0.07	302	186		362	2	71 (23.5%)	3	0.04	0.03
1991	0.03	0.09	0.03	62	137	13	0.09	221	172	5	398	11	52 (23.5%)			0.04
1992	0.03	0.09	0.04	90	227	15	0.07	496	137	4	383	14	133 (26.8%)			0.04
1993	0.03	0.1	0.03	79	306	19	0.06	364	152	4	413	13	84 (23.1%)			0.05
1994		0.11	0.02	70	376	16	0.04	251	169		403	10	34 (13.5%)	2	0.03	0.05
1995	0.06	0.19	0.11	61	437	94	0.22	248	149	9	376	43	42 (16.9%)	1	0.02	0.07
1996	0.11	0.23	0.17	65	502	159	0.32	243	131	15	362	62	62 (25.5%)			0.09
1997	0.09	0.27	0.13	67	569	112	0.2	809	126	11	365	48	106 (13.1%)	6	0.09	0.09
1998	0.07	0.27	0.11	35	604	145	0.24	387	132	9	342	39	76 (19.6%)			0.1
1999	0.28	0.31	0.2	39	643	231	0.36	325	102	29	298	60	85 (26.2%)	6	0.15	0.13
2000	0.35	0.39	0.27	59	702	213	0.3	585	74	26	267	73	136 (23.2%)	5	0.08	0.15
2001	0.24	0.41	0.27	45	747	218	0.29	301	98	24	265	71	39 (13%)	13	0.29	0.16
2002	0.3	0.43	0.4	58	805	259	0.32	291	104	31	245	97	75 (25.8%)	12	0.21	0.19
2003	0.38	0.45	0.49	81	886	433	0.49	420	103	39	236	115	79 (18.8%)	8	0.1	0.19
2004	0.34	0.51	0.4	69	955	394	0.41	703	139	47	282	114	64 (9.1%)	17	0.25	0.21
2005	0.43	0.54	0.51	67	1022	731	0.72	607	150	64	312	160	74 (12.2%)	13	0.19	0.22
2006	0.58	0.52	0.52	63	1085	777	0.72	628	136	79	320	165	103 (16.4%)	19	0.3	0.21
2007	0.62	0.45	0.49	63	1148	597	0.52	423	130	81	338	167	59 (13.9%)	24	0.38	0.18
2008	0.97	0.48	0.81	64	1212	722	0.6	497	126	122	343	277	72 (14.5%)	18	0.28	0.2
2009	0.7	0.48	0.83	72	1284	709	0.55	464	127	89	326	269	47 (10.1%)	27	0.38	0.19
2010	0.73	0.44	0.73	75	1359	762	0.56	326	136	99	329	239	39 (12%)	7	0.09	0.16
2011	0.8	0.53	0.95	148	1507	1209	0.8	375	147	117	337	321	36 (9.6%)	47	0.32	0.21
2012	0.61	0.58	0.8	64	1571	1060	0.67	286	223	135	422	336	12 (4.2%)	28	0.44	0.22
2013	0.69	0.71	0.86	56	1627	1217	0.75	186	212	147	423	365	20 (10.8%)	29	0.52	0.25
2014	1.47	0.81	1.1	77	1704	1447	0.85	187	120	176	415	455	20 (10.7%)	69	0.9	0.28

IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

50 most cited documents in this series:

[Click on heading to sort table]

Year	Title	Cited
1997	Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Leybourne, Stephen ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers \|\| Download paper	499
1989	Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers \|\| Download paper	319
2012	Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Diebold, Francis X.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66. Full description at Econpapers \|\| Download paper	142
2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	138
1992	Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers \|\| Download paper	115
1992	Modeling and forecasting US sex differentials in mortality. (1992). Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers \|\| Download paper	111
1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	110
2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Amisano, Gianni ; GEWEKE, JOHN . In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	101
2006	Another look at measures of forecast accuracy. (2006). Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers \|\| Download paper	97
2007	Combining density forecasts. (2007). . In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	85
2004	Bridge models to forecast the euro area GDP. (2004). Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers \|\| Download paper	82
1995	Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475. Full description at Econpapers \|\| Download paper	76
2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	75
2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Breitung, Jorg . In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	72
1992	The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98. Full description at Econpapers \|\| Download paper	71
2005	Macro variables and international stock return predictability. (2005). Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers \|\| Download paper	66
1987	Cointegration and models of exchange rate determination. (1987). Selover, David D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51. Full description at Econpapers \|\| Download paper	62
1997	Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461. Full description at Econpapers \|\| Download paper	59
2004	Efficient market hypothesis and forecasting. (2004). . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27. Full description at Econpapers \|\| Download paper	59
2005	Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers \|\| Download paper	58
2004	A comparison of financial duration models via density forecasts. (2004). . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609. Full description at Econpapers \|\| Download paper	57
1993	Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320. Full description at Econpapers \|\| Download paper	56
1997	Shorte-run forecasts of electricity loads and peaks. (1997). Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174. Full description at Econpapers \|\| Download paper	55
2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	53
2001	How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). . In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers \|\| Download paper	52
1999	Additive outliers, GARCH and forecasting volatility. (1999). Ghijsels, Hendrik ; Franses, Philip Hans . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9. Full description at Econpapers \|\| Download paper	52
2000	An evaluation of the predictions of the Federal Reserve. (2000). Joutz, Fred ; Stekler, H. O.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38. Full description at Econpapers \|\| Download paper	51
1991	Seasonality, non-stationarity and the forecasting of monthly time series. (1991). Franses, Philip Hans . In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208. Full description at Econpapers \|\| Download paper	51
2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers \|\| Download paper	50
2006	Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Banerjee, Anindya . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151. Full description at Econpapers \|\| Download paper	50
1998	Are OECD forecasts rational and useful?: a directional analysis. (1998). Ash, J. C. K., ; Heravi, S. M. ; Smyth, D. J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:3:p:381-391. Full description at Econpapers \|\| Download paper	49
2006	Judgmental forecasting: A review of progress over the last 25 years. (2006). onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers \|\| Download paper	49
1997	The performance of alternative forecasting methods for SETAR models. (1997). . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475. Full description at Econpapers \|\| Download paper	47
2007	Bias in macroeconomic forecasts. (2007). . In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203. Full description at Econpapers \|\| Download paper	46
2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Kuzin, Vladimir ; Marcellino, Massimiliano . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers \|\| Download paper	46
1991	Microsimulation -- A survey of principles, developments and applications. (1991). . In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:1:p:77-104. Full description at Econpapers \|\| Download paper	45
1990	The use of prior information in forecast combination. (1990). Pauly, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508. Full description at Econpapers \|\| Download paper	45
2004	Extreme value theory and Value-at-Risk: Relative performance in emerging markets. (2004). . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:2:p:287-303. Full description at Econpapers \|\| Download paper	45
2009	Forecasting economic and financial variables with global VARs. (2009). Pesaran, Hashem M. ; Smith, Vanessa L. ; Schuermann, Til . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	44
1999	The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers \|\| Download paper	43
2009	Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers \|\| Download paper	43
1993	Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip . In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335. Full description at Econpapers \|\| Download paper	43
1998	Forecasting economic processes. (1998). . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:111-131. Full description at Econpapers \|\| Download paper	42
2005	Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136. Full description at Econpapers \|\| Download paper	42
1993	Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344. Full description at Econpapers \|\| Download paper	42
2009	Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303. Full description at Econpapers \|\| Download paper	41
2003	Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts. (2003). . In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:2:p:165-175. Full description at Econpapers \|\| Download paper	41
1994	The combination of forecasts using changing weights. (1994). Deutsch, Melinda ; Terasvirta, Timo . In: International Journal of Forecasting. RePEc:eee:intfor:v:10:y:1994:i:1:p:47-57. Full description at Econpapers \|\| Download paper	41
1989	Forecast combination and encompassing: Reconciling two divergent literatures. (1989). . In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:589-592. Full description at Econpapers \|\| Download paper	40
2000	Forecasting the short-term demand for electricity: Do neural networks stand a better chance?. (2000). Darbellay, Georges A. ; Slama, Marek. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:71-83. Full description at Econpapers \|\| Download paper	40

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

Year	Title	Cited
2012	Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Diebold, Francis X.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66. Full description at Econpapers \|\| Download paper	116
1997	Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Leybourne, Stephen ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291. Full description at Econpapers \|\| Download paper	106
1989	Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583. Full description at Econpapers \|\| Download paper	70
2010	Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Amisano, Gianni ; GEWEKE, JOHN . In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230. Full description at Econpapers \|\| Download paper	63
2006	Another look at measures of forecast accuracy. (2006). Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688. Full description at Econpapers \|\| Download paper	52
1992	Modeling and forecasting US sex differentials in mortality. (1992). Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411. Full description at Econpapers \|\| Download paper	52
2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542. Full description at Econpapers \|\| Download paper	40
2007	Combining density forecasts. (2007). . In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13. Full description at Econpapers \|\| Download paper	39
2011	MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Kuzin, Vladimir ; Marcellino, Massimiliano . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542. Full description at Econpapers \|\| Download paper	37
2000	The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476. Full description at Econpapers \|\| Download paper	35
1998	Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62. Full description at Econpapers \|\| Download paper	32
2008	Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Misiorek, Adam . In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763. Full description at Econpapers \|\| Download paper	32
2009	Forecasting exchange rates with a large Bayesian VAR. (2009). Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417. Full description at Econpapers \|\| Download paper	31
2008	Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Breitung, Jorg . In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398. Full description at Econpapers \|\| Download paper	30
2004	Bridge models to forecast the euro area GDP. (2004). Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460. Full description at Econpapers \|\| Download paper	29
2011	Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Weisser, Johannes ; Dovern, Jonas . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465. Full description at Econpapers \|\| Download paper	29
2005	Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462. Full description at Econpapers \|\| Download paper	28
2013	Combining expert forecasts: Can anything beat the simple average?. (2013). Timmermann, Allan ; Genre, Veronique ; Kenny, Geoff . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121. Full description at Econpapers \|\| Download paper	27
2011	Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Weisser, Johannes ; Dovern, Jonas . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:452-465. Full description at Econpapers \|\| Download paper	27
2008	Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785. Full description at Econpapers \|\| Download paper	25
2009	Forecasting economic and financial variables with global VARs. (2009). Pesaran, Hashem M. ; Smith, Vanessa L. ; Schuermann, Til . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675. Full description at Econpapers \|\| Download paper	25
2009	Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303. Full description at Econpapers \|\| Download paper	25
2006	Judgmental forecasting: A review of progress over the last 25 years. (2006). onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518. Full description at Econpapers \|\| Download paper	24
2004	Efficient market hypothesis and forecasting. (2004). . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27. Full description at Econpapers \|\| Download paper	23
2004	A review of Stata 8.1 and its time series capabilities. (2004). . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:151-161. Full description at Econpapers \|\| Download paper	23
2002	A state space framework for automatic forecasting using exponential smoothing methods. (2002). Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454. Full description at Econpapers \|\| Download paper	22
2006	25 years of time series forecasting. (2006). . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473. Full description at Econpapers \|\| Download paper	22
2005	Macro variables and international stock return predictability. (2005). Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166. Full description at Econpapers \|\| Download paper	21
2008	The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75. Full description at Econpapers \|\| Download paper	21
2013	Hierarchical shrinkage priors for dynamic regressions with many predictors. (2013). Korobilis, Dimitris . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:43-59. Full description at Econpapers \|\| Download paper	20
2006	Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Meade, Nigel ; Islam, Towhidul . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545. Full description at Econpapers \|\| Download paper	19
2011	A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Runstler, Gerhard ; Banbura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:333-346. Full description at Econpapers \|\| Download paper	19
2011	A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Runstler, Gerhard ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:333-346. Full description at Econpapers \|\| Download paper	19
2009	Differences in housing price forecastability across US states. (2009). Rapach, David E. ; Strauss, Jack K.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:351-372. Full description at Econpapers \|\| Download paper	19
1999	The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375. Full description at Econpapers \|\| Download paper	19
2011	Calling recessions in real time. (2011). Hamilton, James D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026. Full description at Econpapers \|\| Download paper	18
2010	Have economic models forecasting performance for US output growth and inflation changed over time, and when?. (2010). Sekhposyan, Tatevik . In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:4:p:808-835. Full description at Econpapers \|\| Download paper	18
2001	How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). . In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432. Full description at Econpapers \|\| Download paper	18
2007	Bias in macroeconomic forecasts. (2007). . In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203. Full description at Econpapers \|\| Download paper	18
2009	Asymmetric effects and long memory in the volatility of Dow Jones stocks. (2009). Medeiros, Marcelo C. ; Scharth, Marcel . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:304-327. Full description at Econpapers \|\| Download paper	17
2009	The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach. (2009). Kappler, M. ; Osterloh, S. ; Ager, P.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:167-181. Full description at Econpapers \|\| Download paper	17
1995	Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475. Full description at Econpapers \|\| Download paper	16
2009	Rejoinder to comments on forecasting economic and financial variables with global VARs. (2009). Pesaran, Hashem M. ; Smith, Vanessa L. ; Schuermann, Til . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715. Full description at Econpapers \|\| Download paper	16
2014	Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Drehmann, Mathias ; Juselius, Mikael . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780. Full description at Econpapers \|\| Download paper	16
1992	Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80. Full description at Econpapers \|\| Download paper	16
2004	A comparison of financial duration models via density forecasts. (2004). . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609. Full description at Econpapers \|\| Download paper	16
2009	Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23. Full description at Econpapers \|\| Download paper	16
2008	On the forecasting performance of a small-scale DSGE model. (2008). Skrzypczynski, Pawel . In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:498-512. Full description at Econpapers \|\| Download paper	15
2000	Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450. Full description at Econpapers \|\| Download paper	15
1993	Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320. Full description at Econpapers \|\| Download paper	14

Citing documents used to compute impact factor 176:

[Click on heading to sort table]

Year	Title	See
2014	Positive Semidefinite Integrated Covariance Estimation, Factorizations and Asynchronicity. (2014). Lunde, Asger ; Laurent, Sebastien ; Quaedvlieg, Rogier ; Boudt, Kris . In: CREATES Research Papers. RePEc:aah:create:2014-05. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Dovern, Jonas ; Fritsche, Ulrich ; Loungani, Prakash ; Tamirisa, Natalia . In: Working Papers. RePEc:gwc:wpaper:2014-001. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Information Rigidities: Comparing Average and Individual Forecasts for a Large International Panel. (2014). Dovern, Jonas ; Fritsche, Ulrich ; Loungani, Prakash ; Tamirisa, Natalia T.. In: IMF Working Papers. RePEc:imf:imfwpa:14/31. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara M. ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Growth Surprises and Synchronized Slowdowns in Emerging MarketsÃ¢â¬âÃ¢â¬âAn Empirical Investigation. (2014). Perrelli, Roberto . In: IMF Working Papers. RePEc:imf:imfwpa:14/173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric firm dynamics under rational inattention. (2014). . In: Working Papers. RePEc:fip:feddwp:1411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Messina, Jeff ; Stekler, Herman O. ; Sinclair, Tara M.. In: Working Papers. RePEc:gwc:wpaper:2014-003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in nonstationary environments: What works and what doesnt in reduced-form and structural models. (2014). Giacomini, Raffaella . In: Economics Working Papers. RePEc:upf:upfgen:1476. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Risk Assessment of the Brazilian FX Rate. (2014). Jaqueline Terra Moura Marins, . In: Working Papers Series. RePEc:bcb:wpaper:344. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast-error-based estimation of forecast uncertainty when the horizon is increased. (2014). Knuppel, Malte . In: Discussion Papers. RePEc:zbw:bubdps:402014. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nowcasting U.S. Headline and Core Inflation. (2014). . In: Working Paper. RePEc:fip:fedcwp:1403. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Robust Approaches to Forecasting. (2014). Hendry, David ; Clements, Michael P. ; Castle, Jennifer . In: Economics Series Working Papers. RePEc:oxf:wpaper:697. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Anticipating Early Data Revisions to US GDP and the Effects of Releases on Equity Markets. (2014). Clements, Michael P.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Dynamic Yield Curve Model with Stochastic Volatility and Non-Gaussian Interactions: An Empirical Study of Non-standard Monetary Policy in the Euro Area. (2014). Schwaab, Bernd ; Koopman, Siem Jan ; Mesters, Geert . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140071. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A multivariate evaluation of German output growth and inflation forecasts. (2014). Kruger, Jens J.. In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast Bias of Government Agencies. (2014). Krol, Robert . In: Cato Journal. RePEc:cto:journl:v:34:y:2014:i:1:p:99-112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Delphi method in forecasting financial marketsâ An experimental study. (2014). Kauko, Karlo ; Palmroos, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:313-327. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Accuracy and bias of expertsâ adjusted forecasts. (2014). Song, Haiyan ; Lin, Vera Shanshan ; Goodwin, Paul . In: Annals of Tourism Research. RePEc:eee:anture:v:48:y:2014:i:c:p:156-174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The challenges of pre-launch forecasting of adoption time series for new durable products. (2014). Dyussekeneva, Karima ; Meeran, Sheik ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1082-1097. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility persistence in crude oil markets. (2014). Charles, Amelie ; Darne, Olivier . In: Energy Policy. RePEc:eee:enepol:v:65:y:2014:i:c:p:729-742. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Outliers in multivariate Garch models. (2014). Grane, Aurea ; Veiga, Helena ; Martin-Barragan, Belen . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140503. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Large shocks in the volatility of the Dow Jones Industrial Average index: 1928â2013. (2014). Charles, Amelie . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:43:y:2014:i:c:p:188-199. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variance targeting estimation of multivariate GARCH models. (2014). Francq, Christian ; Horvath, Lajos ; Zakoian, Jean-Michel . In: MPRA Paper. RePEc:pra:mprapa:57794. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Large shocks in the volatility of the Dow Jones Industrial Average index: 1928â2013. (2014). Charles, Amelie . In: Post-Print. RePEc:hal:journl:hal-01122507. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: Working Papers. RePEc:gla:glaewp:2014_04. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data-based priors for vector autoregressions with drifting coefficients. (2014). . In: MPRA Paper. RePEc:pra:mprapa:53772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Predicting Exchange Rates Out of Sample: Can Economic Fundamentals Beat the Random Walk?. (2014). Tsiakas, Ilias ; Wang, Wei ; Li, Jiahan . In: Working Paper Series. RePEc:rim:rimwps:05_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the U.S. Real House Price Index. (2014). Papadimitriou, Theophilos ; Plakandaras, Vasilios . In: Working Papers. RePEc:pre:wpaper:201418. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors. (2014). Aye, Goodness C.. In: Working papers. RePEc:uct:uconnp:2014-10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting US Real Private Residential Fixed Investment Using a Large Number of Predictors. (2014). Aye, Goodness C. ; Miller, Stephen M.. In: Working Papers. RePEc:ipg:wpaper:2014-465. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Papers. RePEc:ipg:wpaper:2014-473. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Variable Selection in Predictive MIDAS Models. (2014). Marsilli, C.. In: Working papers. RePEc:bfr:banfra:520. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	An empirical examination of stock market integration in EMU. (2014). Matei, Florin . In: MPRA Paper. RePEc:pra:mprapa:60717. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the U.S. Real House Price Index. (2014). Gogas, Periklis ; Plakandaras, Vasilios ; Papadimitriou, Theophilos . In: Working Paper Series. RePEc:rim:rimwps:30_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating Forecasts of a Vector of Variables: a German Forecasting Competition. (2014). Stekler, H. O. ; Sinclair, Tara M. ; Muller-Droge, Hans Christian . In: CAMA Working Papers. RePEc:een:camaaa:2014-55. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revisions in official data and forecasting. (2014). Frale, Cecilia ; Raponi, Valentina . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:3:p:451-472. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	EVALUATING FORECASTS OF A VECTOR OF VARIABLES: A GERMAN FORECASTING COMPETITION. (2014). Muller-Droge, Hans Christian ; Stekler, Herman O. ; Sinclair, Tara M.. In: Working Papers. RePEc:gwc:wpaper:2014-004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Globalization and the Industrial Revolution (revised). (2014). Saraiva, Diogo ; Pessoa, Samuel ; Ferreira, Pedro Cavalcanti ; Guillen, Osmani ; Santos, Marcelo dos ; Issler, Joo Victor . In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:753. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Brazils Middle Classes. (2014). Hecq, Alain ; Guillen, Osmani ; Issler, Joo Victor ; Saraiva, Diogo . In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:759. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Approximate Bayesian Computation in State Space Models. (2014). Brendan P. M. McCabe, ; Maneesoonthorn, Worapree ; Martin, Gael M. ; Robert, Christian P.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-20. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Testing Price Pressure, Information, Feedback Trading, and Smoothing Effects for Energy Exchange Traded Funds. (2014). Ke, Yu-Pei . In: MPRA Paper. RePEc:pra:mprapa:57625. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Log versus Level in VAR Forecasting: 42 Million Empirical Answers - Expect the Unexpected. (2014). Ulbricht, Dirk ; Mayr, Johannes . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1412. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). . In: Working Papers. RePEc:bog:wpaper:184. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the Directional Accuracy of Inflation Forecasts: Evidence from South African Survey Data. (2014). Pierdzioch, Christian . In: Working Papers. RePEc:sza:wpaper:wpapers229. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The pairwise approach to model a large set of disaggregates with common trends. (2014). Espasa, Antoni ; Carlomagnol, Guillermo . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws141309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining forecasts: An application to elections. (2014). Cuzan, Alfred G. ; Armstrong, Scott J. ; Jones, Randall J. ; Graefe, Andreas . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:43-54. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Selecting and combining experts from survey forecasts. (2014). Fuentes, Julieta ; Poncela, Pilar ; Rodriguez, Julio . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140905. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Probabilistic load forecasting via Quantile Regression Averaging of independent expert forecasts. (2014). Nowotarski, Jakub ; Hong, Tao ; Maciejowska, Katarzyna . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1410. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining Forecasts with Missing Data: Making Use of Portfolio Theory. (2014). Fastrich, Bjorn ; Winker, Peter . In: Computational Economics. RePEc:kap:compec:v:44:y:2014:i:2:p:127-152. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	IMPROVING THE INFLATION RATE FORECASTS OF ROMANIAN EXPERTS USING A FIXED-EFFECTS MODELS APPROACH. (2014). Simionescu, Mihaela . In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2014:i:13:simionescum. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Professional forecasters and real-time forecasting with a DSGE model. (2014). Warne, Anders ; Smets, Frank . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:981-995. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast combinations in a DSGE-VAR lab. (2014). Costantini, Mauro ; Gunter, Ulrich . In: Economics Series. RePEc:ihs:ihsesp:309. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1354. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-007. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring Forecast Uncertainty of Corporate Bond Spreads by Bonferroni-Type Prediction Bands. (2014). Staszewska-Bystrova, Anna ; Winker, Peter . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:6:y:2014:i:2:p:89-104. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions. (2014). . In: ECON - Working Papers. RePEc:zur:econwp:181. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Staszewska-Bystrova, Anna ; Winker, Peter ; Helmut, Lutkepohl . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100597. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Interpreting and evaluating CESIfos World Economic Survey directional forecasts. (2014). Joutz, Fred ; Hutson, Mark ; Stekler, Herman . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:6-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the robustness of balance statistics with respect to nonresponse. (2014). . In: OECD Journal: Journal of Business Cycle Measurement and Analysis. RePEc:oec:stdkab:5jrxqbwcjdr3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do global factors impact BRICS stock markets? A quantile regression approach. (2014). Reboredo, Juan Carlos ; Mensi, Walid ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The role of on- and off-balance-sheet leverage of banks in the late 2000s crisis. (2014). Papanikolaou, Nikolaos I. ; Wolff, Christian C. P., . In: Journal of Financial Stability. RePEc:eee:finsta:v:14:y:2014:i:c:p:3-22. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial market interdependencies: a quantile regression analysis of volatility spillover. (2014). Ben Rejeb, Aymen ; ARFAOUI, Mongi . In: MPRA Paper. RePEc:pra:mprapa:61516. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Real-time GDP forecasting for Japan: A dynamic factor model approach. (2014). Urasawa, Satoshi . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:34:y:2014:i:c:p:116-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Multi-Country Approach to Forecasting Output Growth Using PMIs. (2014). Chudik, Alexander ; Grossman, Valerie ; Pesaran, Hashem M.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_5100. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A multi-country approach to forecasting output growth using PMIs. (2014). Grossman, Valerie . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:213. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Realized volatility models and alternative Value-at-Risk prediction strategies. (2014). Refenes, Apostolos P. ; Xanthopoulos-Sisinis, Spyros ; Louzis, Dimitrios P.. In: Economic Modelling. RePEc:eee:ecmode:v:40:y:2014:i:c:p:101-116. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Golden Rule of Forecasting: Be conservative. (2014). Graefe, Andreas ; Armstrong, Scott J. ; Green, Kesten C.. In: MPRA Paper. RePEc:pra:mprapa:53579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Loss given default for leasing: Parametric and nonparametric estimations. (2014). Tows, Eugen ; Hartmann-Wendels, Thomas ; Miller, Patrick . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:364-375. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Intensity models and transition probabilities for credit card loan delinquencies. (2014). Crook, Jonathan ; Leow, Mindy . In: European Journal of Operational Research. RePEc:eee:ejores:v:236:y:2014:i:2:p:685-694. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	AN EVOLVING FUZZY-GARCH APPROACH FORFINANCIAL VOLATILITY MODELING AND FORECASTING. (2014). GOMIDE, FERNANDO ; Ballini, Rosangela ; MACIEL, LEANDRO . In: Anais do XL Encontro Nacional de Economia [Proceedings of the 40th Brazilian Economics Meeting]. RePEc:anp:en2012:138. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bayesian estimation of smoothly mixing time-varying parameter GARCH models. (2014). Chen, Cathy W. S., ; Gerlach, Richard ; Lin, Edward M. H., . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:194-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ultimate recovery mixtures. (2014). Altman, Edward I. ; Kalotay, Egon A.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:40:y:2014:i:c:p:116-129. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Ensemble Predictions of Recovery Rates. (2014). Bastos, Joo . In: Journal of Financial Services Research. RePEc:kap:jfsres:v:46:y:2014:i:2:p:177-193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing exchange rate dynamics of East Africa: fragmented or integrated?. (2014). Yabara, Masafumi . In: Macroeconomics and Finance in Emerging Market Economies. RePEc:taf:macfem:v:7:y:2014:i:1:p:154-174. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). . In: Papers. RePEc:arx:papers:1308.1221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Spillover Effects in Futures Markets. (2014). Floros, Christos ; Kizys, Renatas . In: MPRA Paper. RePEc:pra:mprapa:53876. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How Strongly are Business Cycles and Financial Cycles Linked in the G7 Countries?. (2014). Scharler, Johann ; Breitenlechner, Max . In: Working Papers. RePEc:inn:wpaper:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp166. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility spillovers between the oil market and the European Union carbon emission market. (2014). Reboredo, Juan C.. In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:229-234. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Return and volatility transmission between oil prices and oil-exporting and oil-importing countries. (2014). Fattoum, Salma . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:305-310. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Price dynamics and financialization effects in corn futures markets with heterogeneous traders. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:172077. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Relationship between Oil Price and OECD Stock Markets: A Multivariate Approach. (2014). Fattoum, Salma . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00576. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric volatility spillovers between UK regional worker flows and vacancies. (2014). Gefang, Deborah ; Johnes, Geraint . In: Discussion Papers in Economics. RePEc:lec:leecon:14/08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Directional Volatility Spillovers between Agricultural, Crude Oil, Real Estate and other Financial Markets. (2014). Grosche, Stephanie ; Heckelei, Thomas . In: Discussion Papers. RePEc:ags:ubfred:166079. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The dynamics of spillover effects during the European sovereign debt turmoil. (2014). Alter, Adrian ; Beyer, Andreas . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:42:y:2014:i:c:p:134-153. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How does bad and good volatility spill over across petroleum markets?. (2014). . In: Papers. RePEc:arx:papers:1405.2445. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Jebabli, Ikram ; Arouri, Mohamed . In: Working Papers. RePEc:ipg:wpaper:2014-209. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Samuelson hypothesis and electricity derivative markets. (2014). Lautier, Delphine ; Jaeck, Edouard . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/13630. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Is the global leadership of the US financial market over other financial markets shaken by 2007-2009 financial crisis? Evidence from Wavelet Analysis. (2014). Saiti, Buerhan ; Bacha, Obiyathulla . In: MPRA Paper. RePEc:pra:mprapa:57064. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Oil prices impact on stock markets: what we learned for the case of oil exporting countries?. (2014). Fattoum, Salma . In: Working Papers. RePEc:ipg:wpaper:2014-443. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the network topology of variance decompositions: Measuring the connectedness of financial firms. (2014). Diebold, Francis X. ; Ylmaz, Kamil . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:1:p:119-134. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revisiting the shock and volatility transmissions among GCC stock and oil markets: A further investigation. (2014). Jouini, Jamel ; Harrathi, Nizar . In: Economic Modelling. RePEc:eee:ecmode:v:38:y:2014:i:c:p:486-494. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The interaction between money and asset markets: A spillover index approach. (2014). Cronin, David . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:39:y:2014:i:pa:p:185-202. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conditional Correlations and Volatility Spillovers between Crude Oil and Oil- exporting and importing countries. (2014). Abid, Ilyes ; Kaabia, Olfa . In: Working Papers. RePEc:ipg:wpaper:2014-334. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K.. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1426. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	International business cycle spillovers since the 1870s. (2014). Badinger, H.. In: Applied Economics. RePEc:taf:applec:v:46:y:2014:i:30:p:3682-3694. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence. (2014). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:59760. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vaiek, Boek ; Claeys, Peter . In: Working Paper Series. RePEc:ecb:ecbwps:20141666. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Does Granger Causality Prove? A Critical Examination of the Interpretation of Granger Causality Results on Price Effects of Index Trading in Agricultural Commodity Markets. (2014). Grosche, Stephanie-Carolin . In: Journal of Agricultural Economics. RePEc:bla:jageco:v:65:y:2014:i:2:p:279-302. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A variance spillover analysis without covariances: what do we miss?. (2014). Gisler, Katja I. M., . In: Economics Working Paper Series. RePEc:usg:econwp:2014:09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Return and volatility spillovers between china and world oil markets. (2014). Zhang, Bing ; Wang, Peijie . In: Economic Modelling. RePEc:eee:ecmode:v:42:y:2014:i:c:p:413-420. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Trading activity in the equity market and its contingent claims: An empirical investigation. (2014). Subrahmanyam, Avanidhar ; Roll, Richard ; Schwartz, Eduardo . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:13-35. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillover of fear: Evidence from the stock markets of five developed countries. (2014). Tsai, I-C., . In: International Review of Financial Analysis. RePEc:eee:finana:v:33:y:2014:i:c:p:281-288. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	How does trading volume affect financial return distributions?. (2014). Wu, Eliza ; Treepongkaruna, Sirimon ; Brooks, Robert ; Do, Hung Xuan . In: International Review of Financial Analysis. RePEc:eee:finana:v:35:y:2014:i:c:p:190-206. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Financial stress spillovers in advanced economies. (2014). Papadopoulos, Athanasios P.. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:32:y:2014:i:c:p:128-149. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Measuring bilateral spillover and testing contagion on sovereign bond markets in Europe. (2014). Vaiek, Boek ; Claeys, Peter . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:46:y:2014:i:c:p:151-165. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Gold markets around the world - who spills over what, to whom, when?. (2014). Lucey, Brian M. ; O'Connor, Fergal ; Larkin, Charles . In: Applied Economics Letters. RePEc:taf:apeclt:v:21:y:2014:i:13:p:887-892. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Spillovers of macroeconomic uncertainty among major economies. (2014). Yin, Libo ; Han, Liyan . In: Applied Economics Letters. RePEc:taf:apeclt:v:21:y:2014:i:13:p:938-944. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The export-led growth hypothesis for India: examining causality by a new approach in the time-frequency domain. (2014). TIWARI, Aviral Kumar . In: Applied Economics Letters. RePEc:taf:apeclt:v:21:y:2014:i:18:p:1297-1301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Exchange-traded funds, liquidity and volatility. (2014). Lien, Donald ; Krause, Timothy ; Ehsani, Sina . In: Applied Financial Economics. RePEc:taf:apfiec:v:24:y:2014:i:24:p:1617-1630. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Switching volatility and cross-market linkages in public property markets. (2014). Liow, Kim Hiang ; Ye, Qing . In: Journal of Property Research. RePEc:taf:jpropr:v:31:y:2014:i:4:p:287-314. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVP-VAR models with stochastic volatility. (2014). Jebabli, Ikram ; Arouri, Mohamed . In: Energy Economics. RePEc:eee:eneeco:v:45:y:2014:i:c:p:66-98. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Assessing the readiness of BRICS grouping for mutually beneficial financial integration. (2014). Bonga-Bonga, Lumengo . In: MPRA Paper. RePEc:pra:mprapa:60701. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1432. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Chatziantoniou, Ioannis . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Does linkage fuel the fire? The transmission of financial stress across the markets. (2014). Chau, Frankie ; Deesomsak, Rataporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:36:y:2014:i:c:p:57-70. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Stock returns, mutual fund flows and spillover shocks. (2014). K. P, Prabheesh, ; Narayan, Seema . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:29:y:2014:i:c:p:146-162. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedge Fund Portfolio Diversification Strategies Across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton . In: Working Papers in Economics. RePEc:cbt:econwp:14/27. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Which Precious Metals Spill Over on Which, When and Why? â Some Evidence.. (2014). Lucey, Brian M. ; Batten, Jonathan A. ; Ciner, Cetin . In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp460. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility risk premia and financial connectedness. (2014). Cipollini, Andrea ; Muzzioli, Silvia ; Lo Cascio, Iolanda . In: Department of Economics. RePEc:mod:depeco:0047. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Causality relationship between CO2 emissions, GDP and energy intensity in Tunisia. (2014). Ben Mbarek, Mounir ; Feki, Rochdi ; Benali, Nadia ; Ben Ali, Nadia . In: Environment, Development and Sustainability. RePEc:spr:endesu:v:16:y:2014:i:6:p:1253-1262. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Hedge Fund Portfolio Diversification Strategies across the GFC. (2014). Singh, Abhay K. ; Peiris, Shelton ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140151. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility risk premia and financial connectedness. (2014). Cipollini, Andrea ; Muzzioli, Silvia ; Lo Cascio, Iolanda . In: Center for Economic Research (RECent). RePEc:mod:recent:109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Global Crisis and Equity Market Contagion. (2014). Fratzscher, Marcel . In: Journal of Finance. RePEc:bla:jfinan:v:69:y:2014:i:6:p:2597-2649. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The global financial crisis: An analysis of the spillover effects on African stock markets. (2014). Sugimoto, Kimiko ; Matsuki, Takashi. In: Emerging Markets Review. RePEc:eee:ememar:v:21:y:2014:i:c:p:201-233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Return and Volatility Spillovers in Industrial Metals. (2014). Lucey, Brian M.. In: The Institute for International Integration Studies Discussion Paper Series. RePEc:iis:dispap:iiisdp463. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	News Media, Common Information, and Sectoral Comovement. (2014). Buchen, Teresa . In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100391. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility Spillovers from Australias major trading partners across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J.. In: Working Papers in Economics. RePEc:cbt:econwp:14/23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Volatility Spillovers from Australia's Major Trading Partners across the GFC. (2014). Singh, Abhay K. ; Powell, Robert J. ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140106. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Short-sale constraints and financial stability: Evidence from the Spanish market. (2014). Arce, oscar ; Mayordomo, Sergio . In: Banco de España Working Papers. RePEc:bde:wpaper:1410. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Conditional Correlations and Volatility Spillovers between Oil Price and OECD Stock index: a Multivariate Analysis. (2014). Creti, Anna ; Abid, Ilyes . In: Working Papers. RePEc:ipg:wpaper:2014-065. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Avoiding the bullwhip effect using Damped Trend forecasting and the Order-Up-To replenishment policy. (2014). Gaalman, Gerard ; Disney, Stephen M. ; Li, Qinyun . In: International Journal of Production Economics. RePEc:eee:proeco:v:149:y:2014:i:c:p:3-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Method Selection Based on Operational Performance. (2014). Acar, Yavuz . In: Bogazici Journal of Economics and Administrative Sciences. RePEc:boz:journl:v:28:y:2014:i:1:p:95-114. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Hou, Aijun ; Asgharian, Hossein ; Christiansen, Charlotte . In: CREATES Research Papers. RePEc:aah:create:2014-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Continuous-time meanâvariance portfolio selection with only risky assets. (2014). Yao, Haixiang ; Li, Zhongfei ; Chen, Shumin . In: Economic Modelling. RePEc:eee:ecmode:v:36:y:2014:i:c:p:244-251. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Monetary Policy Drivers of Bond and Equity Risks. (2014). Pflueger, Carolin . In: NBER Working Papers. RePEc:nbr:nberwo:20070. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Quantiles of the realized stockâbond correlation and links to the macroeconomy. (2014). Christiansen, Charlotte ; Aslanidis, Nektarios . In: Journal of Empirical Finance. RePEc:eee:empfin:v:28:y:2014:i:c:p:321-331. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macro-Finance Determinants of the Long-Run Stock-Bond Correlation: The DCC-MIDAS Specification. (2014). Hou, Aijun ; Christiansen, Charlotte . In: Working Papers. RePEc:hhs:lunewp:2014_037. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Using large data sets to forecast sectoral employment. (2014). KABUNDI, ALAIN ; Miller, Stephen ; Gupta, Rangan ; Uwilingiye, Josine . In: Statistical Methods and Applications. RePEc:spr:stmapp:v:23:y:2014:i:2:p:229-264. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Regional Economic Forecasting: State-of-the-Art Methodology and Future Challenge. (2014). . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5145. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Austrian national elections: The Grand Coalition model. (2014). Willmann, Johanna ; Aichholzer, Julian . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:55-64. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The economics of debt collection: enforcement of consumer credit contracts. (2014). Hunt, Robert M. ; Fedaseyeu, Viktar . In: Working Papers. RePEc:fip:fedpwp:14-7. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Mode Preferences in Business Surveys: Evidence from Germany. (2014). . In: Ifo Working Paper Series. RePEc:ces:ifowps:_193. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The determinants of unit non-response in the Ifo Business Survey. (2014). . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:8:y:2014:i:3:p:161-177. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On the robustness of balance statistics with respect to nonresponse. (2014). . In: OECD Journal: Journal of Business Cycle Measurement and Analysis. RePEc:oec:stdkab:5jrxqbwcjdr3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Density Forecast Evaluation in Unstable Environments. (2014). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: Working Papers. RePEc:ucr:wpaper:201428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Generalized Autocontours: Evaluation of Multivariate Density Models. (2014). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: Working Papers. RePEc:ucr:wpaper:201431. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Noncausal Bayesian Vector Autoregression. (2014). Luoto, Jani ; Lanne, Markku . In: CREATES Research Papers. RePEc:aah:create:2014-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting with a noncausal VAR model. (2014). Saikkonen, Pentti . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:76:y:2014:i:c:p:536-555. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic modeling of commodity futures prices. (2014). Karapanagiotidis, Paul . In: MPRA Paper. RePEc:pra:mprapa:56805. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Balcilar, Mehmet . In: Working Papers. RePEc:pre:wpaper:201416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting South African Ination Using Non-linear Models: A Weighted Loss-based Evaluation. (2014). kanda, Patrick T. ; Bahramian, Pejman . In: Working Papers. RePEc:ipg:wpaper:2014-471. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting South African Inflation Using Non-Linear Models: A Weighted Loss-Based Evaluation. (2014). Kanda, Patrick T. In: Working Papers. RePEc:emu:wpaper:15-19.pdf. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	On intermittent demand model optimisation and selection. (2014). Kourentzes, Nikolaos . In: International Journal of Production Economics. RePEc:eee:proeco:v:156:y:2014:i:c:p:180-190. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Data transforms with exponential smoothing methods of forecasting. (2014). Beaumont, Adrian N.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:918-927. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Parameter Uncertainty and Inflation Dynamics in a Model with Asymmetric Central Bank Preferences. (2014). Chesang, Laban K. ; Naraidoo, Ruthira . In: Working Papers. RePEc:pre:wpaper:201437. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Explaining the Tunisian Real Exchange: Long Memory versus Structural Breaks. (2014). Chaouachi, Slim ; Ftiti, Zied . In: Working Papers. RePEc:ipg:wpaper:2014-147. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling the Real Exchange Rate: A new Sequential Approach. (2014). Chaouachi, Slim . In: Working Papers. RePEc:ipg:wpaper:2014-390. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecast disagreement in the Survey of Professional Forecasters. (2014). Sill, Keith . In: Business Review. RePEc:fip:fedpbr:00010. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Efficient Modeling and Forecasting of the Electricity Spot Price. (2014). Ziel, Florian ; Steinert, Rick . In: Papers. RePEc:arx:papers:1402.7027. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Hurn, A. S. ; Terasvirta, Timo ; Silvennoinen, Annastiina . In: CREATES Research Papers. RePEc:aah:create:2014-09. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A Smooth Transition Logit Model of the Effects of Deregulation in the Electricity Market. (2014). Silvennoinen, Annastiina ; Terasvirta, Timo ; Hurn, A S. In: NCER Working Paper Series. RePEc:qut:auncer:2014_01. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modelling price spikes in electricity markets - the impact of load, weather and capacity. (2014). Truong, Chi ; Trueck, Stefan ; Handika, Rangga ; Weron, Rafal . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1408. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting the occurrence of electricity price spikes in the UK power market. (2014). Maryniak, Pawel . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1411. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1407. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Effects of Wind Generation Capacity on Electricity Prices and Generation Costs: a Monte Carlo Analysis. (2014). Curtis, John . In: Papers. RePEc:esr:wpaper:wp494. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Component estimation for electricity prices: Procedures and comparisons. (2014). Nan, Fany ; Lisi, Francesco . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:143-159. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A two-stage model for dealing with temporal degradation of credit scoring. (2014). Gama, Joao ; Sousa, Maria Rocha ; Manuel J. Silva Gonc{c}alves, . In: Papers. RePEc:arx:papers:1406.7775. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

Year	Title	See
2014	Discriminating between fractional integration and spurious long memory. (2014). Haldrup, Niels ; Kruse, Robinson . In: CREATES Research Papers. RePEc:aah:create:2014-19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window. (2014). Raftery, Adrian E.. In: Papers. RePEc:arx:papers:1410.7799. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	ModelaciÃ³n de la asimetrÃa y curtosis condicionales: una aplicaciÃ³n VaR para series colombianas. (2014). Andres Eduardo Jimenez Gomez, ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:834. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Residential property price statistics across the globe. (2014). Tsatsaronis, Kostas ; Szemere, Robert . In: BIS Quarterly Review. RePEc:bis:bisqtr:1409h. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting recessions in real time. (2014). Jore, Anne Sofie ; Aastveit, Knut Are ; Ravazzolo, Francesco . In: Working Paper. RePEc:bno:worpap:2014_02. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Have standard VARs remained stable since the crisis?. (2014). Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano ; Aastveit, Knut Are . In: Working Paper. RePEc:bno:worpap:2014_13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Bubbles and crises: The role of house prices and credit. (2014). Anundsen, Andre K. ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank . In: Working Paper. RePEc:bno:worpap:2014_14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). . In: Working Papers. RePEc:bog:wpaper:184. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Girardi, A. ; Golinelli, R. ; Pappalardo, C.. In: Working Papers. RePEc:bol:bodewp:wp919. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Simply a Matter of Luck & Looks? Predicting Elections when Both the World Economy and the Psychology of Faces Count. (2014). Garretsen, Harry ; Alessie, Rob ; Lammers, Joris ; Stoker, Janka I.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4857. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting employment in Europe: Are survey results helpful?. (2014). Weyh, Antje . In: Ifo Working Paper Series. RePEc:ces:ifowps:_182. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting Czech GDP Using Mixed-Frequency Data Models. (2014). Havrlant, David . In: Working Papers. RePEc:cnb:wpaper:2014/08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Banking and Currency Crises: Differential Diagnostics for Developed Countries. (2014). Smidkova, Katerina . In: Working Papers. RePEc:cnb:wpaper:2014/16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Unconventional Monetary Policy and Money Demand. (2014). Wolters, Jurgen . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1382. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Identifying booms and busts in house prices under heterogeneous expectations. (2014). Diks, Cees ; Bolt, Wilko ; Demertzis, Maria ; van der Leij, Marco . In: DNB Working Papers. RePEc:dnb:dnbwpp:450. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal. (2014). Ndiaye, Cheikh Tidiane ; Bates, Samuel . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00499. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations. (2014). Hou, Jie ; Perron, Pierre . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:309-328. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Combining multiple probability predictions using a simple logit model. (2014). Mellers, Barbara A. ; Satopaa, Ville A. ; Tetlock, Philip E. ; Ungar, Lyle H. ; Baron, Jonathan ; Foster, Dean P.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:344-356. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	A gradient boosting approach to the Kaggle load forecasting competition. (2014). Hyndman, Rob J. ; Ben Taieb, Souhaib . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:382-394. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Demographic forecasts and fiscal policy rules. (2014). Alho, Juha M. ; Valkonen, Tarmo ; Lassila, Jukka . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1098-1109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Response to updated mortality forecasts in life cycle saving and labor supply. (2014). Alho, Juha ; Maattanen, Niku . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1120-1127. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting demographic forecasts. (2014). Alho, Juha M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1128-1135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Professional forecasters and real-time forecasting with a DSGE model. (2014). Warne, Anders ; Smets, Frank . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:981-995. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?. (2014). Franses, Ph. H. B. F., ; Noordegraaf-Eelens, L. H. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51317. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	The Importance of Trend Inflation in the Search for Missing Disinflation. (2014). . In: Economic Commentary. RePEc:fip:fedcec:00021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating Conditional Forecasts from Vector Autoregressions. (2014). Clark, Todd E.. In: Working Paper. RePEc:fip:fedcwp:1413. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nowcasting Using the Chicago Fed National Activity Index. (2014). Butters, Andrew R. ; Brave, Scott . In: Economic Perspectives. RePEc:fip:fedhep:00005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael W. ; Clark, Todd E.. In: Working Papers. RePEc:fip:fedlwp:2014-025. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Enabling Privacy in Vehicle-to-Grid Interactions for Battery Recharging. (2014). Rottondi, Cristina ; Fontana, Simone ; Verticale, Giacomo . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:5:p:2780-2798:d:35519. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary . In: Working Papers. RePEc:gla:glaewp:2014_10. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Messina, Jeff ; Stekler, Herman O. ; Sinclair, Tara M.. In: Working Papers. RePEc:gwc:wpaper:2014-003. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara M. ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Comment lutter contre la fragmentation du systÃ¨me bancaire de la zone euro. (2014). Antonin, Celine ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe . In: Post-Print. RePEc:hal:journl:hal-01093021. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Revision der IAB-Arbeitszeitrechnung 2014 : Grundlagen, methodische Weiterentwicklungen sowie ausgewÃ¤hlte Ergebnisse im Rahmen der Revision der Volkswirtschaftlichen Gesamtrechnungen. (2014). Zapf, Ines ; Wanger, Susanne ; Weigand, Roland . In: IAB-Forschungsbericht. RePEc:iab:iabfob:201409. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Asymmetric volatility spillovers between UK regional worker flows and vacancies. (2014). Gefang, Deborah ; Johnes, Geraint . In: Discussion Papers in Economics. RePEc:lec:leecon:14/08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Boosting multi-step autoregressive forecasts. (2014). Ben Taieb, Souhaib . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Changing Age and Household Patterns: Implications for Welfare Costs in Denmark 1982 â 2007. (2014). Jacobsen, Rasmus Hojbjerg ; Svend E. Hougaard Jensen, . In: Nordic Journal of Political Economy. RePEc:noj:journl:v:39:y:2014:p:4. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America. (2014). Rodriguez, Gabriel ; Figueroa, Renzo Pardo . In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00395. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Golden Rule of Forecasting: Be conservative. (2014). Graefe, Andreas ; Armstrong, Scott J. ; Green, Kesten C.. In: MPRA Paper. RePEc:pra:mprapa:53579. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Uncertainty in Panel Vector Autoregressive Models. (2014). Koop, Gary . In: MPRA Paper. RePEc:pra:mprapa:58131. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2014). Leiva-Leon, Danilo . In: MPRA Paper. RePEc:pra:mprapa:59361. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Real-time nowcasting the US output gap: Singular spectrum analysis at work. (2014). Rua, Antonio ; de Carvalho, Miguel . In: Working Papers. RePEc:ptu:wpaper:w201416. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2014	Nonparametric Estimation of Conditional Expectations for Sustainability Analyses. (2014). Alho, Juha . In: ETLA Reports. RePEc:rif:report:24. Full description at Econpapers \|\| Download paper	[Citation Analysis]

More than 50 citations. List broken...

Recent citations received in: 2013

[Click on heading to sort table]

Year	Title	See
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Staszewska-Bystrova, Anna ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1292. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area. (2013). Warne, Anders ; Wouters, Raf ; Smets, Frank . In: Working Paper Series. RePEc:ecb:ecbwps:20131571. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Conditional and joint credit risk. (2013). Schwaab, Bernd ; Zhang, Xin . In: Working Paper Series. RePEc:ecb:ecbwps:20131621. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	The yield spread puzzle and the information content of SPF forecasts. (2013). Lahiri, Kajal ; Zhao, Yongchen . In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:1:p:219-221. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Complete subset regressions. (2013). Timmermann, Allan ; Elliott, Graham ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Good for one, bad for all: Determinants of individual versus systemic risk. (2013). Rubia, Antonio ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German . In: Journal of Financial Stability. RePEc:eee:finsta:v:9:y:2013:i:3:p:287-299. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Empirical simultaneous prediction regions for path-forecasts. (2013). Knuppel, Malte ; Jorda, Oscar ; Marcellino, Massimiliano . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Overnight stock returns and realized volatility. (2013). Ahoniemi, Katja ; Lanne, Markku . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:592-604. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Some considerations about âForecasting aggregates and disaggregates with common featuresâ. (2013). Garcia-Hiernaux, Alfredo ; Bujosa, Marcos . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:733-735. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework. (2013). Silvestrini, Andrea ; Sbrana, Giacomo . In: International Journal of Production Economics. RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Conditional euro area sovereign default risk. (2013). Lucas, Andre ; Zhang, Xin ; Schwaab, Bernd . In: Working Paper Series. RePEc:hhs:rbnkwp:0269. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Staszewska-Bystrova, Anna ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-031. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Modified ScheffÃ©âs Prediction Bands. (2013). Staszewska-Bystrova, Anna . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Staszewska-Bystrova, Anna ; Winker, Peter ; Lutkepohl, Helmut . In: MAGKS Papers on Economics. RePEc:mar:magkse:201325. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Confidence Bands for ROC Curves with Serially Dependent Data. (2013). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:13-07. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited. (2013). . In: Discussion Papers. RePEc:nya:albaec:13-08. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Introducing time-changing economics into credit scoring. (2013). Brando, Elisio ; Sousa, Maria Rocha ; Gama, Joo . In: FEP Working Papers. RePEc:por:fepwps:513. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang . In: MPRA Paper. RePEc:pra:mprapa:50005. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An evaluation of simple forecasting model selection rules. (2013). Fildes, Robert . In: MPRA Paper. RePEc:pra:mprapa:51772. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). . In: MPRA Paper. RePEc:pra:mprapa:52724. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201348. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012. (2013). Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201362. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology. (2013). Ratuszny, Ewa . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:35-63. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, . In: Working Papers. RePEc:rza:wpaper:375. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, Andre ; Blasques, Francisco ; Silde, Erkki . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130097. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2013	Does Central Bank Staff Beat Private Forecasters?. (2013). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram . In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79925. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2012

[Click on heading to sort table]

Year	Title	See
2012	Volatility interdependence in European securitised real estate markets: who is the most influential?. (2012). . In: ERES. RePEc:arz:wpaper:eres2012_020. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A note on predicting recessions in the euro area using real M1. (2012). Boysen-Hogrefe, Jens . In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00730. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	A new approach for evaluating economic forecasts. (2012). Stekler, H. O. ; Carnow, Warren ; Sinclair, Tara M.. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00339. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Does noncausality help in forecasting economic time series?. (2012). Saarinen, Erkka ; Lanne, Markku ; Nyberg, Henri . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Volatility spillovers between the Chinese and world equity markets. (2012). Zhang, Jie ; Zhou, Xiangyi . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Statistical Significance in the New Tom and the Old Tom: A Reply to Thomas Mayer. (2012). MCCLOSKEY, DEIRDRE N. ; Ziliak, Stephen T.. In: Econ Journal Watch. RePEc:ejw:journl:v:9:y:2012:i:3:p:298-308. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-493. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Government Regulations of Business, Corruption, Reforms, and the Economic Growth of Nations. (2012). Woodside, Arch G. ; Chang, Man-Ling ; Cheng, Cheng-Feng . In: International Journal of Business and Economics. RePEc:ijb:journl:v:11:y:2012:i:2:p:127-142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Monthly recession predictions in real time: A density forecast approach for German industrial production. (2012). Rietzler, Katja ; Stephan, Sabine . In: IMK Working Paper. RePEc:imk:wpaper:94-2012. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Investment Dynamics of the Greater China Securitized Real Estate Markets. (2012). Newell, Graeme ; Liow, Kim Hiang . In: Journal of Real Estate Research. RePEc:jre:issued:v:34:n:3:2012:p:399-428. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity. (2012). Meitz, Mika ; Saikkonen, Pentti . In: KoÃ§ University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1226. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Intermittent demand forecasting for inventory control: A multi-series approach. (2012). Beaumont, Adrian ; Snyder, Ralph ; Ord, Keith J.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-15. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange return co-movements and volatility spillovers before and after the introduction of Euro. (2012). Antonakakis, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:37869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Drechsel, Katja ; Scheufele, Rolf . In: Working Papers. RePEc:snb:snbwpa:2012-16. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). . In: Working Papers. RePEc:tas:wpaper:15030. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Estimating bank loans loss given default by generalized additive models. (2012). Calabrese, Raffaella . In: Working Papers. RePEc:ucd:wpaper:201224. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Arce, oscar ; Mayordomo, Sergio . In: Faculty Working Papers. RePEc:una:unccee:wp2512. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Modeling spike occurrences in electricity spot prices for forecasting. (2012). Oliver, Grothe ; Dennis, Tuerk ; Hans, Manner . In: Research Memorandum. RePEc:unm:umamet:2012029. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Fitting semiparametric Markov regime-switching models to electricity spot prices. (2012). Dennis, Tuerk . In: Research Memorandum. RePEc:unm:umamet:2012036. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH. (2012). Milunovich, George ; Thorp, Susan ; Yang, Minxian ; Dungey, Mardi . In: Research Paper Series. RePEc:uts:rpaper:312. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-06. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp141. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro. (2012). Antonakakis, Nikolaos . In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:080. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos . In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:098. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2012	The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Alter, Adrian ; Beyer, Andreas . In: CFS Working Paper Series. RePEc:zbw:cfswop:201213. Full description at Econpapers \|\| Download paper	[Citation Analysis]

Recent citations received in: 2011

[Click on heading to sort table]

Year	Title	See
2011	Making and Evaluating Point Forecasts. (2011). Gneiting, Tilmann . In: Journal of the American Statistical Association. RePEc:bes:jnlasa:v:106:i:494:y:2011:p:746-762. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions. (2011). Franses, Philip Hans . In: Working Papers in Economics. RePEc:cbt:econwp:11/25. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How Do Credit Supply Shocks Propagate Internationally? A GVAR approach. (2011). Eickmeier, Sandra ; Ng, Tim . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8720. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Densidad de predicciÃ³n basada en momentos condicionados y mÃ¡xima entropÃa : aplicaciÃ³n a la predicciÃ³n de potencia eÃ³lica. (2011). Pea, Daniel ; Bermejo, Miguel ngel ; Sanchez, Ismael . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws111813. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bootstrap forecast of multivariate VAR models without using the backward representation. (2011). Fresoli, Diego ; Pascual, Lorenzo ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws113426. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Bayesian Inference for the Mixed-Frequency VAR Model. (2011). Viefers, Paul . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1172. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	In-Sample and Out-of-Sample Prediction of Stock Market Bubbles: Cross-Sectional Evidence. (2011). Herwartz, Helmut ; Kholodilin, Konstantin A.. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1173. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda. (2011). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:1:p:1-13. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction. (2011). Nikolopoulos, Konstantinos ; Crone, Sven F. ; Hibon, Michele . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:635-660. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Conditionally dependent strategies for multiple-step-ahead prediction in local learning. (2011). Bontempi, Gianluca ; Ben Taieb, Souhaib . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:689-699. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The tourism forecasting competition. (2011). Wu, Doris C. ; Song, Haiyan ; Athanasopoulos, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:822-844. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The value of feedback in forecasting competitions. (2011). Athanasopoulos, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:845-849. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting tourist arrivals using time-varying parameter structural time series models. (2011). Li, Gang ; Witt, Stephen F. ; Song, Haiyan ; Athanasopoulos, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:855-869. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures. (2011). Fildes, Robert ; Wei, Yingqi ; Ismail, Suzilah . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:902-922. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting with real-time macroeconomic data: The ragged-edge problem and revisions. (2011). Jacobs, Jan P. A. M., ; Bouwman, Kees E.. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:33:y:2011:i:4:p:784-792. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The European Way Out of Recessions. (2011). Bec, Frederique ; Bouabdallah, Othman ; Ferrara, Laurent . In: THEMA Working Papers. RePEc:ema:worpap:2011-23. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions. (2011). Chang, C-L., ; McAleer, M. J. ; Franses, Ph. H. B. F., . In: Econometric Institute Research Papers. RePEc:ems:eureir:23785. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do experts SKU forecasts improve after feedback?. (2011). Franses, Ph. H. B. F., ; Legerstee, R.. In: Econometric Institute Research Papers. RePEc:ems:eureir:26656. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does the Box-Cox Transformation Help in Forecasting Macroeconomic Time Series?. (2011). Luetkepohl, Helmut . In: Economics Working Papers. RePEc:eui:euiwps:eco2011/29. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting recessions using stall speeds. (2011). Nalewaik, Jeremy J.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-24. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model. (2011). Mizen, Paul ; Tsoukas, Serafeim . In: Working Papers. RePEc:gla:glaewp:2011_19. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Quelques constats sur les prÃ©visions conjoncturelles de la croissance franÃ§aise. (2011). Persyn, Lionel . In: Working Papers. RePEc:hal:wpaper:halshs-00721673. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Tracking Chinese CPI inflation in real time. (2011). Mehrota, Aaron ; Funke, Michael ; Yu, Hao . In: Quantitative Macroeconomics Working Papers. RePEc:ham:qmwops:21112. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Quantifying survey expectations: Whats wrong with the probability approach?. (2011). Breitung, Jorg ; Schmeling, Maik . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-485. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Tracking Chinese CPI inflation in real time. (2011). Mehrotra, Aaron ; Funke, Michael ; Yu, Hao . In: BOFIT Discussion Papers. RePEc:hhs:bofitp:2011_035. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Those Unpredictable Recessions. (2011). Smirnov, Sergey . In: HSE Working papers. RePEc:hig:wpaper:02/ec/2011. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Forecasting the term structure of the Euro Market using Principal Component Analysis. (2011). Dauwe, Alexander ; Moura, Marcelo L.. In: Insper Working Papers. RePEc:ibm:ibmecp:wpe_233. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Predicting Recessions: A New Approach for Identifying Leading Indicators and Forecast Combinations. (2011). Baba, Chikako ; Kisinbay, Turgut . In: IMF Working Papers. RePEc:imf:imfwpa:11/235. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Fluctuations in Economic and Activity and Stabilization Policies in the CIS. (2011). . In: Computational Economics. RePEc:kap:compec:v:37:y:2011:i:2:p:193-220. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Disagreement, Uncertainty and the True Predictive Density. (2011). Kruger, Fabian . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1143. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models. (2011). Brendan P. M. McCabe, ; Ng, Jason ; Martin, Gael M. ; Forbes, Catherine S.. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-11. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The value of feedback in forecasting competitions. (2011). Athanasopoulos, George ; Hyndman, Rob J. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2011-3. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Does the Box-Cox transformation help in forecasting macroeconomic time series?. (2011). . In: MPRA Paper. RePEc:pra:mprapa:32294. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Modeling and Forecasting Interval Time Series with Threshold Models: An Application to S&P500 Index Returns. (2011). Salish, Nazarii ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, . In: Working Papers. RePEc:ptu:wpaper:w201128. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Die wirtschaftliche Entwicklung im Inland zur Jahresmitte 2011 - Zunehmende Risiken fÃ¼r die Konjunktur. (2011). Barabas, Gyorgy ; Kitlinski, Tobias ; Vosen, Simeon ; Dohrn, Roland ; de Meulen, Philipp an ; Micheli, Martin ; Zimmermann, Lina . In: RWI Konjunkturbericht. RePEc:rwi:konjbe:11_02_i. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Forecasting Performance of an Estimated Medium Run Model. (2011). Kitlinski, Tobias ; Schmidt, Torsten . In: Ruhr Economic Papers. RePEc:rwi:repape:0301. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	RÃ©Ã©valuation des modÃ¨les dâestimation prÃ©coce de la croissance. (2011). Charpin, Franoise . In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/eu4vqp9ompqllr09hi4cii4bh. Full description at Econpapers \|\| Download paper	[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. (2011). Haan, Jakob ; Sturm, Jan-Egbert . In: Review of World Economics (Weltwirtschaftliches Archiv). RePEc:spr:weltar:v:147:y:2011:i:1:p:41-58. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Focused Information Criteria, Model Selection, and Model Averaging in a Tobit Model With a Nonzero Threshold. (2011). Alan T. K. Wan, ; Zhang, Xinyu ; Zhou, Sherry Z. ; Alan T. K. Wan, . In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:30:y:2011:i:1:p:132-142. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Combination Schemes for Turning Point Predictions. (2011). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110123. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Do Experts SKU Forecasts improve after Feedback?. (2011). Franses, Philip Hans ; Legerstee, Rianne . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20110135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Evaluating Individual and Mean Non-Replicable Forecasts. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1115. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Analyzing Fixed-event Forecast Revisions. (2011). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1124. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	How do credit supply shocks propagate internationally? A GVAR approach. (2011). Eickmeier, Sandra ; Ng, Tim . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201127. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	U-MIDAS: MIDAS regressions with unrestricted lag polynomials. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Foroni, Claudia . In: Discussion Paper Series 1: Economic Studies. RePEc:zbw:bubdp1:201135. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	Die wirtschaftliche Entwicklung im Inland: Zunehmende Risiken fÃ¼r die Konjunktur. (2011). Dohrn, Roland ; Zimmermann, Lina ; Vosen, Simeon ; Schmidt, Torsten ; Micheli, Martin ; Kitlinski, Tobias ; Gebhardt, Heinz ; Barabas, Gyorgy ; de Meulen, Philipp an . In: RWI Konjunkturberichte. RePEc:zbw:rwikon:11_02_i. Full description at Econpapers \|\| Download paper	[Citation Analysis]
2011	The Forecasting Performance of an Estimated Medium Run Model. (2011). Kitlinski, Tobias ; Schmidt, Torsten . In: Ruhr Economic Papers. RePEc:zbw:rwirep:301. Full description at Econpapers \|\| Download paper	[Citation Analysis]

10 most frequent citing series:

[Click on heading to sort table]

	Series	Cited
	International Journal of Forecasting / Elsevier	345
	MPRA Paper / University Library of Munich, Germany	137
	Economic Modelling / Elsevier	50
	Energy Economics / Elsevier	43
	International Journal of Production Economics / Elsevier	39
	Monash Econometrics and Business Statistics Working Papers / Monash University, Department of Econometrics and Business Statistics	37
	Journal of Business Research / Elsevier	34
	Computational Statistics & Data Analysis / Elsevier	33
	Tinbergen Institute Discussion Papers / Tinbergen Institute	31
	CEPR Discussion Papers / C.E.P.R. Discussion Papers	30
	Empirical Economics / Springer	26

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.

Home
My CitEc
Citation data for:
- Series
- Authors
- Papers
Maintainers
Submit references
About CitEc:
- What is?
- FAQ
- API (citedby)
- Warning
- Donate
Follow @repecCitEc

Home

My CitEc

Citation data for:

Maintainers

Submit references

About CitEc: