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

Journal of Forecasting / John Wiley & Sons, Ltd.

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Impact Factor

1.01

5-Years IF

24

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
19900.09000 (%)0.03
19910.09000 (%)0.04
19920.09000 (%)0.04
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.19000 (%)0.07
19960.23000 (%)0.09
19970.270400 (%)0.09
19980.27000 (%)0.1
19990.310400 (%)0.13
20000.39000 (%)0.15
20010.413939160.41298001 (%)70.180.16
20020.330.430.333170240.34149391339133 (2%)30.10.19
20030.390.450.392898390.4155702770271 (%)30.110.19
20040.20.510.2735133380.29464591298262 (%)70.20.21
20050.760.540.65321651050.642016348133871 (%)80.250.22
20060.390.520.4133198770.39215672616567 (%)30.090.21
20070.450.450.5322301270.55173652915980 (%)10.030.18
20080.520.480.61412711760.653596534160981 (%)100.240.2
20091.210.480.98433142760.881567388173169 (%)30.070.19
20100.640.440.64403542400.682348454181116 (%)170.430.16
20110.960.530.86363903090.791438380189162 (%)90.250.21
20120.790.580.773902950.767660192148 (%)0.22
20130.810.711.083903760.963629160172 (%)0.25
20140.811.013903650.940119120 (%)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]

YearTitleCited
2004Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark W.. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

Full description at Econpapers || Download paper

210
2008Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). da Veiga, Bernardo . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19.

Full description at Econpapers || Download paper

72
2008Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). da Veiga, Bernardo . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235.

Full description at Econpapers || Download paper

68
2008Scalar BEKK and indirect DCC. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549.

Full description at Econpapers || Download paper

67
2001Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79.

Full description at Econpapers || Download paper

61
2007Forecasting German GDP using alternative factor models based on large datasets. (2007). . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302.

Full description at Econpapers || Download paper

60
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Eickmeier, Sandra . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

Full description at Econpapers || Download paper

53
2010Combining inflation density forecasts. (2010). Kascha, Christian ; Ravazzolo, Francesco . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250.

Full description at Econpapers || Download paper

49
2004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447.

Full description at Econpapers || Download paper

45
2005Forecasting recessions using the yield curve. (2005). . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103.

Full description at Econpapers || Download paper

45
2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). Lee, Tae-Hwy . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

Full description at Econpapers || Download paper

44
2001Evaluating the Predictive Accuracy of Volatility Models.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109.

Full description at Econpapers || Download paper

42
2008Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390.

Full description at Econpapers || Download paper

42
2004Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196.

Full description at Econpapers || Download paper

41
2011Forecasting private consumption: survey‐based indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578.

Full description at Econpapers || Download paper

39
2003Volatility forecasting for risk management. (2003). Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

38
2006Autoregressive gamma processes. (2006). . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

Full description at Econpapers || Download paper

38
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Den Reijer, A. ; Benk, S. ; Cristadoro, R. ; Jelonek, P. ; Ruth, K. ; Barhoumi, K. ; Runstler, G. ; Van Nieuwenhuyze, C. ; Rua, A. ; Jakaitiene, A.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611.

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34
2001Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). Guegan, Dominique . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601.

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33
2010Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230.

Full description at Econpapers || Download paper

32
2002A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500.

Full description at Econpapers || Download paper

29
2002The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42.

Full description at Econpapers || Download paper

28
2010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

Full description at Econpapers || Download paper

28
2007The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94.

Full description at Econpapers || Download paper

26
2007Forecasting the price of crude oil via convenience yield predictions. (2007). . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549.

Full description at Econpapers || Download paper

24
2004Can out-of-sample forecast comparisons help prevent overfitting?. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139.

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24
2006Building neural network models for time series: a statistical approach. (2006). Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75.

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24
2004Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66.

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23
2003Selection of Value-at-Risk models. (2003). . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358.

Full description at Econpapers || Download paper

23
2004Finding good predictors for inflation: a Bayesian model averaging approach. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496.

Full description at Econpapers || Download paper

22
2010Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340.

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21
2001Testing in Unobserved Components Models.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19.

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20
2002An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns.. (2002). Park, Beum-Jo . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:5:p:381-93.

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20
2008Forecasting with panel data. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

Full description at Econpapers || Download paper

20
2007Comparing density forecast models

Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Ris. (2007). Burak Saltoğlu, ; Lee, Tae-Hwy . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:3:p:203-225.

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20
2001Creating High-Frequency National Accounts with State-Space Modelling: A Monte Carlo Experiment.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:441-49.

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19
2011Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735.

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19
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43.

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18
2004Bias-corrected bootstrap prediction regions for vector autoregression. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:141-154.

Full description at Econpapers || Download paper

17
2006The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324.

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17
2005A Bayesian threshold nonlinearity test for financial time series. (2005). Mike K. P. So, ; Mike K. P. So, . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:61-75.

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17
2005The multi-chain Markov switching model. (2005). . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537.

Full description at Econpapers || Download paper

17
2005Prediction intervals for exponential smoothing using two new classes of state space models. (2005). Koehler, Anne B. ; Ord, Keith J.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37.

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17
2007Forecasting inflation using economic indicators: the case of France. (2007). Flageollet, A. ; Michaux, E. ; Bruneau, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:1:p:1-22.

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16
2003On SETAR non-linearity and forecasting. (2003). . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:5:p:359-375.

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16
2004Comparing the accuracy of density forecasts from competing models. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:8:p:541-557.

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16
2011Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Kapetanios, George . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752.

Full description at Econpapers || Download paper

14
2005Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis C.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592.

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14
2009A New-Keynesian DSGE model for forecasting the South African economy. (2009). Schaling, Eric ; Guangling 'Dave' Liu, . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:387-404.

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14
2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Ravazzolo, Francesco ; Kleijn, Richard ; Verbeek, Marno ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269.

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14

50 most relevant documents in this series:

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

YearTitleCited
2004Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark W.. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430.

Full description at Econpapers || Download paper

97
2001Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79.

Full description at Econpapers || Download paper

38
2008Scalar BEKK and indirect DCC. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549.

Full description at Econpapers || Download paper

28
2011Forecasting private consumption: survey‐based indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578.

Full description at Econpapers || Download paper

24
2008Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390.

Full description at Econpapers || Download paper

24
2010Combining inflation density forecasts. (2010). Kascha, Christian ; Ravazzolo, Francesco . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250.

Full description at Econpapers || Download paper

23
2006Autoregressive gamma processes. (2006). . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152.

Full description at Econpapers || Download paper

22
2009Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Den Reijer, A. ; Benk, S. ; Cristadoro, R. ; Jelonek, P. ; Ruth, K. ; Barhoumi, K. ; Runstler, G. ; Van Nieuwenhuyze, C. ; Rua, A. ; Jakaitiene, A.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611.

Full description at Econpapers || Download paper

22
2007Forecasting German GDP using alternative factor models based on large datasets. (2007). . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302.

Full description at Econpapers || Download paper

21
2010Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230.

Full description at Econpapers || Download paper

18
2011Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735.

Full description at Econpapers || Download paper

18
2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). Lee, Tae-Hwy . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128.

Full description at Econpapers || Download paper

17
2004Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196.

Full description at Econpapers || Download paper

16
2008How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Eickmeier, Sandra . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265.

Full description at Econpapers || Download paper

16
2010Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144.

Full description at Econpapers || Download paper

15
2007Forecasting the price of crude oil via convenience yield predictions. (2007). . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549.

Full description at Econpapers || Download paper

15
2008Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). da Veiga, Bernardo . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19.

Full description at Econpapers || Download paper

14
2008Forecasting with panel data. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173.

Full description at Econpapers || Download paper

14
2008Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). da Veiga, Bernardo . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235.

Full description at Econpapers || Download paper

13
2005Forecasting recessions using the yield curve. (2005). . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103.

Full description at Econpapers || Download paper

12
2004Bias-corrected bootstrap prediction regions for vector autoregression. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:141-154.

Full description at Econpapers || Download paper

12
2009A New-Keynesian DSGE model for forecasting the South African economy. (2009). Schaling, Eric ; Guangling 'Dave' Liu, . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:387-404.

Full description at Econpapers || Download paper

11
2003Volatility forecasting for risk management. (2003). Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22.

Full description at Econpapers || Download paper

10
2010Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340.

Full description at Econpapers || Download paper

10
2011Flow of conjunctural information and forecast of euro area economic activity. (2011). Drechsel, Katja ; Maurin, Laurent . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:3:p:336-354.

Full description at Econpapers || Download paper

10
2010Survey data as coincident or leading indicators. (2010). Frale, Cecilia ; Proietti, Tommaso ; Mazzi, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131.

Full description at Econpapers || Download paper

10
2007The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94.

Full description at Econpapers || Download paper

9
2004Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447.

Full description at Econpapers || Download paper

9
2009Variable selection and oversampling in the use of smooth support vector machines for predicting the default risk of companies. (2009). Schafer, Dorothea ; Lee, Yuh-Jye ; Yeh, Yi-Ren ; Hardle, Wolfgang . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:6:p:512-534.

Full description at Econpapers || Download paper

8
2006The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324.

Full description at Econpapers || Download paper

8
2011Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Kapetanios, George . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752.

Full description at Econpapers || Download paper

8
2008Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506.

Full description at Econpapers || Download paper

8
2005The multi-chain Markov switching model. (2005). . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:523-537.

Full description at Econpapers || Download paper

8
2010Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models. (2010). KABUNDI, ALAIN . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:168-185.

Full description at Econpapers || Download paper

7
2001Evaluating the Predictive Accuracy of Volatility Models.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109.

Full description at Econpapers || Download paper

7
2009Forecasting US inflation by Bayesian model averaging. (2009). . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144.

Full description at Econpapers || Download paper

7
2002A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500.

Full description at Econpapers || Download paper

6
2003Selection of Value-at-Risk models. (2003). . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358.

Full description at Econpapers || Download paper

6
2010Nowcasting from disaggregates in the face of location shifts. (2010). Hendry, David F. ; Castle, Jennifer L.. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:200-214.

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6
2008Forecasting euro area variables with German pre-EMU data. (2008). Lutkepohl, Helmut ; Bruggemann, Ralf . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:465-481.

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6
2005Forecasting euro area inflation using dynamic factor measures of underlying inflation. (2005). Kapetanios, George ; Camba-Mendez, Gonzalo . In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:7:p:491-503.

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6
2001A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43.

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6
2004Can out-of-sample forecast comparisons help prevent overfitting?. (2004). . In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139.

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6
2009Comparing the DSGE model with the factor model: an out-of-sample forecasting experiment. (2009). Wang, Mu-Chun . In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:167-182.

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6
2011Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models. (2011). Gupta, Rangan ; Das, Sonali . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:2:p:288-302.

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6
2011Particle filters and Bayesian inference in financial econometrics. (2011). Lopes, Hedibert F. ; Tsay, Ruey S.. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:1:p:168-209.

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6
2005Nowcasting quarterly GDP growth in a monthly coincident indicator model. (2005). Nunes, Luis C.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:8:p:575-592.

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6
2010Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Ravazzolo, Francesco ; Kleijn, Richard ; Verbeek, Marno ; Hoogerheide, Lennart ; van Dijk, Herman K.. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269.

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6
2003Rough sets bankruptcy prediction models versus auditor signalling rates. (2003). McKee, Thomas E.. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:8:p:569-586.

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5
2008Testing for Granger (non-)causality in a time-varying coefficient VAR model. (2008). . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:4:p:293-303.

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5

Citing documents used to compute impact factor 0:

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2011Bootstrap 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.

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2011Macro factors in oil futures returns. (2011). Sevi, Benoit ; le Pen, Yannick . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/11663.

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2011Trend-cycle decomposition of output and euro area inflation forecasts: a real-time approach based on model combination. (2011). Maurin, Laurent ; Guerin, Pierre ; Mohr, Matthias . In: Working Paper Series. RePEc:ecb:ecbwps:20111384.

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2011Forecasting the US real house price index: Structural and non-structural models with and without fundamentals. (2011). Miller, Stephen M.. In: Economic Modelling. RePEc:eee:ecmode:v:28:y:2011:i:4:p:2013-2021.

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2011Information or Institution? On the Determinants of Forecast Accuracy. (2011). Doehrn, Roland . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:231:y:2011:i:1:p:9-27.

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2011Forecasting Key Macroeconomic Variables of the South African Economy Using Bayesian Variable Selection. (2011). Chama-Chiliba, Mirriam Chitalu ; Gupta, Rangan ; Nkambule, Nonophile ; Tlotlego, Naomi . In: Working Papers. RePEc:pre:wpaper:201132.

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2011Modelling Comovements of Economic Time Series: A Selective Survey. (2011). Centoni, Marco . In: CEIS Research Paper. RePEc:rtv:ceisrp:215.

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2011Konjunkturprognosen in bewegten Zeiten: Die Kunst des Unmöglichen?. (2011). Dohrn, Roland . In: RWI Materialien. RePEc:rwi:materi:062.

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2011On the Univariate Representation of Multivariate Volatility Models with Common Factors. (2011). . In: Research Memorandum. RePEc:unm:umamet:2011011.

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Source data used to compute the impact factor of RePEc series.