0.61
Impact Factor
0.61
5-Years IF
6
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
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
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.09 | 0 | 0 | 0 | (%) | 0.03 | ||||||||||
| 1991 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.19 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
| 1996 | 0.23 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.27 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.27 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1999 | 0.31 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
| 2000 | 0.39 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2001 | 0.41 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.43 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2003 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.51 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2005 | 0.54 | 0 | 0 | 0 | (%) | 0.22 | ||||||||||
| 2006 | 0.52 | 0 | 1 | 0 | 0 | (%) | 0.21 | |||||||||
| 2007 | 0.45 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2008 | 0.48 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2009 | 0.48 | 0 | 1 | 0 | 0 | (%) | 0.19 | |||||||||
| 2010 | 0.44 | 0 | 1 | 0 | 0 | (%) | 0.16 | |||||||||
| 2011 | 0.53 | 0 | 8 | 0 | 0 | (%) | 0.21 | |||||||||
| 2012 | 0.58 | 39 | 39 | 16 | 0.41 | 67 | 0 | 0 | 2 (3%) | 7 | 0.18 | 0.22 | ||||
| 2013 | 0.54 | 0.71 | 0.54 | 56 | 95 | 50 | 0.53 | 123 | 39 | 21 | 39 | 21 | (%) | 28 | 0.5 | 0.25 |
| 2014 | 0.61 | 0.81 | 0.61 | 43 | 138 | 73 | 0.53 | 32 | 95 | 58 | 95 | 58 | (%) | 15 | 0.35 | 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 |
|---|---|---|
| 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers || Download paper | 47 |
| 2012 | The Role of Financial Variables in predicting economic activity. (2012). Fornari, Fabio . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46. Full description at Econpapers || Download paper | 12 |
| 2014 | Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers || Download paper | 11 |
| 2013 | Nowcasting with Google Trends in an Emerging Market. (2013). CarriereSwallow, Yan . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:289-298. Full description at Econpapers || Download paper | 7 |
| 2012 | Term Structure Forecasting: NoâArbitrage Restrictions versus Large Information Set. (2012). Favero, Carlo A. ; Sala, Luca ; Niu, Linlin . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156. Full description at Econpapers || Download paper | 6 |
| 2013 | International Evidence on GFCâRobust Forecasts for Risk Management under the Basel Accord. (2013). Juan Angel Jimenez Martin, ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; JimenezMartin, Juanangel . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288. Full description at Econpapers || Download paper | 6 |
| 2013 | Forecasting Temperature Indices Density with TimeâVarying LongâMemory Models. (2013). Pre, Juliusz . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:339-352. Full description at Econpapers || Download paper | 6 |
| 2013 | Forecasting the Yield Curve in a DataâRich Environment Using the FactorâAugmented NelsonâSiegel Model. (2013). Heij, Christiaan ; Exterkate, Peter ; Patrick J. F. Groenen, ; van Dijk, Dick . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:193-214. Full description at Econpapers || Download paper | 6 |
| Using FirmâLevel Leverage as an Investment Strategy. (2012). Sivaprasad, Sheeja ; Muradolu, Yaz Glnur . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:3:p:260-279. Full description at Econpapers || Download paper | 5 | |
| 2013 | The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Hou, Aijun ; Asgharian, Hossein ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers || Download paper | 5 |
| 2012 | Predicting the Direction of the Feds Target Rate. (2012). Kauppi, Heikki . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:47-67. Full description at Econpapers || Download paper | 5 |
| 2012 | Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis. (2012). Feldkircher, Martin . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:361-376. Full description at Econpapers || Download paper | 5 |
| 2013 | ShrinkageâBased Tests of Predictability. (2013). Pablo Matias Pincheira Brown, . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:307-332. Full description at Econpapers || Download paper | 5 |
| 2013 | The Role of HighâFrequency Intraâdaily Data, Daily Range and Implied Volatility in Multiâperiod ValueâatâRisk Forecasting. (2013). Refenes, Apostolos P. ; XanthopoulosSisinis, Spyros ; Louzis, Dimitrios P.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:561-576. Full description at Econpapers || Download paper | 4 |
| 2012 | Adaptive modelling and forecasting of offshore wind power fluctuations with Markovâswitching autoregressive models. (2012). Madsen, Henrik ; Pinson, Pierre . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:281-313. Full description at Econpapers || Download paper | 4 |
| 2013 | Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis. (2013). Zhigljavsky, Anatoly ; Heravi, Saeed ; Hassani, Hossein . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:395-408. Full description at Econpapers || Download paper | 4 |
| 2013 | RealâTime Forecasts of Inflation: The Role of Financial Variables. (2013). Moretti, Gianluca ; Monteforte, Libero . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:51-61. Full description at Econpapers || Download paper | 4 |
| 2014 | Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany. (2014). Buchen, Teresa . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:4:p:231-242. Full description at Econpapers || Download paper | 4 |
| 2013 | Modeling and Forecasting the Yield Curve by an Extended NelsonâSiegel Class of Models: A Quantile Autoregression Approach. (2013). Ferreira, Mauro S. ; Rezende, Rafael B.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:111-123. Full description at Econpapers || Download paper | 4 |
| 2012 | The RealisedâImplied Volatility Relationship: Recent Empirical Evidence from FTSEâ100 Stocks. (2012). Garvey, John F. ; Gallagher, Liam A.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:639-660. Full description at Econpapers || Download paper | 4 |
| 2013 | Forecasting Private Consumption by Consumer Surveys. (2013). Dreger, Christian ; Kholodilin, Konstantin Arkadievich. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:10-18. Full description at Econpapers || Download paper | 3 |
| 2014 | Forecasting MixedâFrequency Time Series with ECMâMIDAS Models. (2014). Urbain, JeanPierre ; Gotz, Thomas B.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213. Full description at Econpapers || Download paper | 3 |
| 2013 | Nowcasting Business Cycles Using Toll Data. (2013). Zimmermann, Klaus F. ; Askitas, Nikolaos . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:299-306. Full description at Econpapers || Download paper | 3 |
| 2012 | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2012). Cathy W. S. Chen, ; W. C. W. Lee, ; Gerlach, Richard ; EdwardâM.âH. âLin, ; Cathy W. S. Chen, . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:661-687. Full description at Econpapers || Download paper | 3 |
| 2013 | Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range. (2013). Asai, Manabu . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:469-480. Full description at Econpapers || Download paper | 3 |
| 2012 | Forecasting Performance of Nonlinear Models for Intraday Stock Returns. (2012). Matias, Jose M. ; Reboredo, Juan C.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:172-188. Full description at Econpapers || Download paper | 3 |
| 2013 | Evaluation of Regime Switching Models for RealâTime Business Cycle Analysis of the Euro Area. (2013). Guegan, Dominique ; Billio, Monica ; Mazzi, Gianluigi . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:577-586. Full description at Econpapers || Download paper | 3 |
| 2012 | Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns. (2012). Gross, Anne ; Entorf, Horst ; Steiner, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:1-14. Full description at Econpapers || Download paper | 2 |
| 2013 | Testing Interval Forecasts: A GMMâBased Approach. (2013). Hurlin, Christophe ; Madkour, Jaouad ; Dumitrescu, ElenaIvona . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:97-110. Full description at Econpapers || Download paper | 2 |
| 2014 | InâSample and OutâofâSample Prediction of stock Market Bubbles: CrossâSectional Evidence. (2014). Herwartz, Helmut ; Kholodilin, Konstantin A.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:15-31. Full description at Econpapers || Download paper | 2 |
| 2012 | The Volatility and Density Prediction Performance of Alternative Full description at Econpapers || Download paper | 2 |
| 2014 | How Informative are the Subjective Density Forecasts of Macroeconomists?. (2014). Masera, Federico ; Kostka, Thomas ; Kenny, Geoff . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:163-185. Full description at Econpapers || Download paper | 2 |
| 2012 | SecondâGeneration Prediction Markets for Information Aggregation: A Comparison of Payoff Mechanisms. (2012). Skiera, Bernd ; Jank, Wolfgang ; Slamka, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:469-489. Full description at Econpapers || Download paper | 2 |
| 2013 | Exponentially Smoothing the Skewed Laplace Distribution for ValueâatâRisk Forecasting. (2013). HUANG, Hai ; Lu, Zudi ; Gerlach, Richard . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:534-550. Full description at Econpapers || Download paper | 2 |
| 2012 | Are Analysts Loss Functions Asymmetric?. (2012). Clatworthy, Mark A. ; Pope, Peter F.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:736-756. Full description at Econpapers || Download paper | 2 |
| 2012 | Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach. (2012). Eeckels, Bruno ; Leon, Costas ; Beneki, Christina . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:5:p:391-400. Full description at Econpapers || Download paper | 2 |
| 2013 | Comparison of Realized Measure and Implied Volatility in Forecasting Volatility. (2013). Han, Heejoon ; Park, Myung D.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:522-533. Full description at Econpapers || Download paper | 2 |
| 2012 | A latent variable approach to forecasting the unemployment rate. (2012). Chua, Chew Lian ; Tsiaplias, Sarantis ; Lim, G. C.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:3:p:229-244. Full description at Econpapers || Download paper | 2 |
| 2012 | Exploring SurveyâBased Inflation Forecasts. (2012). Moreno, Antonio ; GilAlana, Luis ; de Gracia, Fernando Perez . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:524-539. Full description at Econpapers || Download paper | 2 |
| 2014 | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations. (2014). Hotta, Luiz Koodi . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:214-230. Full description at Econpapers || Download paper | 2 |
| 2014 | Do Expertsâ SKU Forecasts Improve after Feedback?. (2014). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:69-79. Full description at Econpapers || Download paper | 2 |
| 2015 | Estimating and Forecasting Large Panels of Volatilities with Approximate Dynamic Factor Models. (2015). Veredas, David ; Luciani, Matteo . In: Journal of Forecasting. RePEc:wly:jforec:v:34:y:2015:i:3:p:163-176. Full description at Econpapers || Download paper | 1 |
| 2012 | Daily FX Volatility Forecasts: Can the GARCH(1,1) Model be Beaten using HighâFrequency Data?. (2012). Alan E. H. Speight, ; McMillan, David G.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:330-343. Full description at Econpapers || Download paper | 1 |
| 2013 | LongâTerm Forecasting of Global Carbon Dioxide Emissions: Reducing Uncertainties Using a Per Capita Approach. (2013). Lee, Junsoo ; McKitrick, Ross ; Strazicich, Mark C.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:435-451. Full description at Econpapers || Download paper | 1 |
| 2012 | Twisting the Dollar? On the Consistency of ShortâRun and LongâRun Exchange Rate Expectations. (2012). Stadtmann, Georg ; Frenkel, Michael ; Rulke, JanChristoph . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:596-616. Full description at Econpapers || Download paper | 1 |
| 2013 | SpaceâTime Model versus VAR Model: Forecasting Electricity demand in Japan. (2013). Kakamu, Kazuhiko ; Ohtsuka, Yoshihiro . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:75-85. Full description at Econpapers || Download paper | 1 |
| 2014 | Volatility Forecasting via MIDAS, HAR and their Combination: An Empirical Comparative Study for IBOVESPA. (2014). Santos, Douglas G. ; Ziegelmann, Flavio A.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:4:p:284-299. Full description at Econpapers || Download paper | 1 |
| 2012 | Forecasting Stock Market Volatility in Central and Eastern European Countries. (2012). Harrison, Barry ; Moore, Winston . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:490-503. Full description at Econpapers || Download paper | 1 |
| 2013 | Does Information Help IntraâDay VolatilityâForecasts?. (2013). McMillan, David G. ; Garcia, Raquel Quiroga . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:1-9. Full description at Econpapers || Download paper | 1 |
| 2013 | Predicting Business Failure Using an RSFâbased CaseâBased Reasoning Ensemble Forecasting Method. (2013). Li, Hui ; Sun, Jie . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:180-192. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2013 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers || Download paper | 39 |
| 2012 | The Role of Financial Variables in predicting economic activity. (2012). Fornari, Fabio . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:15-46. Full description at Econpapers || Download paper | 12 |
| 2014 | Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers || Download paper | 11 |
| 2013 | Nowcasting with Google Trends in an Emerging Market. (2013). CarriereSwallow, Yan . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:289-298. Full description at Econpapers || Download paper | 7 |
| 2013 | Forecasting Temperature Indices Density with TimeâVarying LongâMemory Models. (2013). Pre, Juliusz . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:339-352. Full description at Econpapers || Download paper | 6 |
| 2013 | The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Hou, Aijun ; Asgharian, Hossein ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers || Download paper | 5 |
| 2013 | International Evidence on GFCâRobust Forecasts for Risk Management under the Basel Accord. (2013). Juan Angel Jimenez Martin, ; Amaral, Teodosio Perez ; PerezAmaral, Teodosio ; JimenezMartin, Juanangel . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:267-288. Full description at Econpapers || Download paper | 5 |
| 2012 | The RealisedâImplied Volatility Relationship: Recent Empirical Evidence from FTSEâ100 Stocks. (2012). Garvey, John F. ; Gallagher, Liam A.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:7:p:639-660. Full description at Econpapers || Download paper | 4 |
| 2013 | Forecasting UK Industrial Production with Multivariate Singular Spectrum Analysis. (2013). Zhigljavsky, Anatoly ; Heravi, Saeed ; Hassani, Hossein . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:395-408. Full description at Econpapers || Download paper | 4 |
| 2013 | Modeling and Forecasting the Yield Curve by an Extended NelsonâSiegel Class of Models: A Quantile Autoregression Approach. (2013). Ferreira, Mauro S. ; Rezende, Rafael B.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:111-123. Full description at Econpapers || Download paper | 4 |
| 2013 | The Role of HighâFrequency Intraâdaily Data, Daily Range and Implied Volatility in Multiâperiod ValueâatâRisk Forecasting. (2013). Refenes, Apostolos P. ; XanthopoulosSisinis, Spyros ; Louzis, Dimitrios P.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:561-576. Full description at Econpapers || Download paper | 4 |
| 2012 | Adaptive modelling and forecasting of offshore wind power fluctuations with Markovâswitching autoregressive models. (2012). Madsen, Henrik ; Pinson, Pierre . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:281-313. Full description at Econpapers || Download paper | 4 |
| 2012 | Forecast Combination and Bayesian Model Averaging: A Prior Sensitivity Analysis. (2012). Feldkircher, Martin . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:4:p:361-376. Full description at Econpapers || Download paper | 4 |
| 2012 | Term Structure Forecasting: NoâArbitrage Restrictions versus Large Information Set. (2012). Favero, Carlo A. ; Sala, Luca ; Niu, Linlin . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:124-156. Full description at Econpapers || Download paper | 4 |
| 2014 | Assessing the Macroeconomic Forecasting Performance of Boosting: Evidence for the United States, the Euro Area and Germany. (2014). Buchen, Teresa . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:4:p:231-242. Full description at Econpapers || Download paper | 4 |
| 2013 | Nowcasting Business Cycles Using Toll Data. (2013). Zimmermann, Klaus F. ; Askitas, Nikolaos . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:299-306. Full description at Econpapers || Download paper | 3 |
| 2013 | Heterogeneous Asymmetric Dynamic Conditional Correlation Model with Stock Return and Range. (2013). Asai, Manabu . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:469-480. Full description at Econpapers || Download paper | 3 |
| 2013 | ShrinkageâBased Tests of Predictability. (2013). Pablo Matias Pincheira Brown, . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:4:p:307-332. Full description at Econpapers || Download paper | 3 |
| 2013 | Evaluation of Regime Switching Models for RealâTime Business Cycle Analysis of the Euro Area. (2013). Guegan, Dominique ; Billio, Monica ; Mazzi, Gianluigi . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:577-586. Full description at Econpapers || Download paper | 3 |
| 2012 | Forecasting Performance of Nonlinear Models for Intraday Stock Returns. (2012). Matias, Jose M. ; Reboredo, Juan C.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:2:p:172-188. Full description at Econpapers || Download paper | 3 |
| 2013 | RealâTime Forecasts of Inflation: The Role of Financial Variables. (2013). Moretti, Gianluca ; Monteforte, Libero . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:51-61. Full description at Econpapers || Download paper | 3 |
| 2014 | Forecasting MixedâFrequency Time Series with ECMâMIDAS Models. (2014). Urbain, JeanPierre ; Gotz, Thomas B.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:198-213. Full description at Econpapers || Download paper | 2 |
| 2012 | Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns. (2012). Gross, Anne ; Entorf, Horst ; Steiner, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:1-14. Full description at Econpapers || Download paper | 2 |
| 2013 | Forecasting the Yield Curve in a DataâRich Environment Using the FactorâAugmented NelsonâSiegel Model. (2013). Heij, Christiaan ; Exterkate, Peter ; Patrick J. F. Groenen, ; van Dijk, Dick . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:3:p:193-214. Full description at Econpapers || Download paper | 2 |
| 2013 | Exponentially Smoothing the Skewed Laplace Distribution for ValueâatâRisk Forecasting. (2013). HUANG, Hai ; Lu, Zudi ; Gerlach, Richard . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:534-550. Full description at Econpapers || Download paper | 2 |
| 2012 | Using FirmâLevel Leverage as an Investment Strategy. (2012). Sivaprasad, Sheeja ; Muradolu, Yaz Glnur . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:3:p:260-279. Full description at Econpapers || Download paper | 2 |
| 2012 | Signal Extraction and Forecasting of the UK Tourism Income Time Series: A Singular Spectrum Analysis Approach. (2012). Eeckels, Bruno ; Leon, Costas ; Beneki, Christina . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:5:p:391-400. Full description at Econpapers || Download paper | 2 |
| 2012 | A latent variable approach to forecasting the unemployment rate. (2012). Chua, Chew Lian ; Tsiaplias, Sarantis ; Lim, G. C.. In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:3:p:229-244. Full description at Econpapers || Download paper | 2 |
| 2014 | Do Expertsâ SKU Forecasts Improve after Feedback?. (2014). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:69-79. Full description at Econpapers || Download paper | 2 |
| 2012 | Predicting the Direction of the Feds Target Rate. (2012). Kauppi, Heikki . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:1:p:47-67. Full description at Econpapers || Download paper | 2 |
| 2012 | Exploring SurveyâBased Inflation Forecasts. (2012). Moreno, Antonio ; GilAlana, Luis ; de Gracia, Fernando Perez . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:6:p:524-539. Full description at Econpapers || Download paper | 2 |
| 2014 | InâSample and OutâofâSample Prediction of stock Market Bubbles: CrossâSectional Evidence. (2014). Herwartz, Helmut ; Kholodilin, Konstantin A.. In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:15-31. Full description at Econpapers || Download paper | 2 |
| 2013 | Testing Interval Forecasts: A GMMâBased Approach. (2013). Hurlin, Christophe ; Madkour, Jaouad ; Dumitrescu, ElenaIvona . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:2:p:97-110. Full description at Econpapers || Download paper | 2 |
| 2012 | The Volatility and Density Prediction Performance of Alternative Full description at Econpapers || Download paper | 2 |
| 2014 | How Informative are the Subjective Density Forecasts of Macroeconomists?. (2014). Masera, Federico ; Kostka, Thomas ; Kenny, Geoff . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:163-185. Full description at Econpapers || Download paper | 2 |
| 2013 | Comparison of Realized Measure and Implied Volatility in Forecasting Volatility. (2013). Han, Heejoon ; Park, Myung D.. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:6:p:522-533. Full description at Econpapers || Download paper | 2 |
| 2012 | Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis. (2012). Cathy W. S. Chen, ; W. C. W. Lee, ; Gerlach, Richard ; EdwardâM.âH. âLin, ; Cathy W. S. Chen, . In: Journal of Forecasting. RePEc:wly:jforec:v:31:y:2012:i:8:p:661-687. Full description at Econpapers || Download paper | 2 |
| 2013 | Forecasting Private Consumption by Consumer Surveys. (2013). Dreger, Christian ; Kholodilin, Konstantin Arkadievich. In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:1:p:10-18. Full description at Econpapers || Download paper | 2 |
| 2014 | Forecasting the Term Structure of Interest Rates Using Integrated Nested Laplace Approximations. (2014). Hotta, Luiz Koodi . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:3:p:214-230. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 58:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Forecasting province-level Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting the density of oil futures. (2014). Sevi, Benoit ; Ielpo, Florian . In: Working Papers. RePEc:ipg:wpaper:2014-601. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Out-of-sample density forecasts with affine jump diffusion models. (2014). Yun, Jaeho . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:47:y:2014:i:c:p:74-87. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Generalized Nelson-Siegel Term Structure Model : Do the second slope and curvature factors improve the in-sample fit and out-of-sample forecast?. (2014). Waliullah, ; Matsuda, Yasumasa . In: TERG Discussion Papers. RePEc:toh:tergaa:312. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting the Price of Gold. (2014). Silva, Emmanuel Sirimal ; Gupta, Rangan ; Hassani, Hossein . In: Working Papers. RePEc:pre:wpaper:201428. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting the Price of Gold. (2014). Silva, Emmanuel Sirimal ; Hassani, Hossein . In: Working Papers. RePEc:ipg:wpaper:2014-480. 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 | 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 combination for U.S. recessions with real-time data. (2014). Vasnev, Andrey ; Pauwels, Laurent . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:28:y:2014:i:c:p:138-148. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the regime-switching and asymmetric dynamics of economic growth in the OECD countries. (2014). Singh, Tarlok . In: Research in Economics. RePEc:eee:reecon:v:68:y:2014:i:2:p:169-192. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Interactions between eurozone and US booms and busts: A Bayesian panel Markov-switching VAR model. (2014). van Dijk, Herman K.. In: Working Papers. RePEc:bny:wpaper:0026. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Interactions between Eurozone and US Booms and Busts: A Bayesian Panel Markov-switching VAR Model. (2014). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; van Dijk, Herman K.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130142. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A Stochastic Dominance Approach to Financial Risk Management Strategies. (2014). Maasoumi, Esfandiar ; Jimenez-Martin, Juan-Angel . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1408. 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 | Modeling the daily electricity price volatility with realized measures. (2014). Frommel, Michael ; Han, Xing ; Kratochvil, Stepan . In: Energy Economics. RePEc:eee:eneeco:v:44:y:2014:i:c:p:492-502. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Value of Protecting Venice from the Acqua Alta Phenomenon under Different Local Sea Level Rises. (2014). Fontini, Fulvio . In: MPRA Paper. RePEc:pra:mprapa:53779. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Time-Varying Persistence in US Inflation. (2014). Gupta, Rangan . In: Working Papers. RePEc:pre:wpaper:201457. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Precious Metals Under the Microscope: A High-Frequency Analysis. (2014). Ranaldo, Angelo ; Caporin, Massimiliano ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:09. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter. (2014). Jooste, Charl . In: Working Papers. RePEc:pre:wpaper:201440. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Analysing South Africas Inflation Persistence Using an ARFIMA Model with Markov-Switching Fractional Differencing Parameter. (2014). . In: Working Papers. RePEc:emu:wpaper:15-09.pdf. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Predictive Evaluation of Sectoral and Total Employment Based on Entrepreneurial Confidence Indicators. (2014). Pablo Pincheira B., . In: Journal EconomÃa Chilena (The Chilean Economy). RePEc:chb:bcchec:v:17:y:2014:i:1:p:66-87. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting Chilean Inflation with International Factors. (2014). Gatty, Andres . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:723. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). . In: Working Papers in Economics. RePEc:cbt:econwp:14/10. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting Co-Volatilities via Factor Models with
Asymmetry and Long Memory in Realized Covariance. (2014). . In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1405. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting Co-Volatilities via Factor Models with Asymmetry and Long Memory in Realized Covariance. (2014). Asai, Manabu ; McAleer, Michael . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140037. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Autoregressive augmentation of MIDAS regressions. (2014). Duarte, Claudia . In: Working Papers. RePEc:ptu:wpaper:w201401. 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 | Internet information arrival and volatility of SME PRICE INDEX. (2014). Shen, Dehua ; Zhang, Yongjie ; Xiong, Xiong ; JIN, XI ; Feng, Lina . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:399:y:2014:i:c:p:70-74. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-13. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Quantifying the speculative component in the real price of oil: The role of global oil inventories. (2014). Lee, Thomas K.. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:42:y:2014:i:c:p:71-87. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Oil prices and the economy: A global perspective. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-41. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The role of oil price shocks in causing U.S. recessions. (2014). Kilian, Lutz ; Vigfusson, Robert J.. In: CFS Working Paper Series. RePEc:zbw:cfswop:460. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Role of Oil Price Shocks in Causing U.S. Recessions. (2014). Kilian, Lutz ; Vigfusson, Robert J.. In: International Finance Discussion Papers. RePEc:fip:fedgif:1114. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: CAMA Working Papers. RePEc:een:camaaa:2014-69. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Oil prices and the economy: A global perspective. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59407. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | OPEC and non-OPEC oil production and the global economy. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59527. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Are there really bubbles in oil prices?. (2014). Balcilar, Mehmet ; Ozdemir, Zeynel Abidin . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:416:y:2014:i:c:p:631-638. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Targeting Inflation from Below - How Do Inflation Expectations Behave?. (2014). . In: Staff Working Papers. RePEc:bca:bocawp:14-52. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Do oil price increases cause higher food prices?. (2014). . In: Economic Policy. RePEc:bla:ecpoli:v:29:y:2014:i:80:p:691-747. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Does fuel price affect trucking industryâs network characteristics?:
evidence from Denmark. (2014). . In: Working papers in Transport Economics. RePEc:hhs:ctswps:2014_026. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Tail events: A new approach to understanding extreme energy commodity prices. (2014). Koch, Nicolas . In: Energy Economics. RePEc:eee:eneeco:v:43:y:2014:i:c:p:195-205. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Bayesian Variable Selection for Nowcasting Economic Time Series. (2014). Varian, Hal ; Scott, Steven L.. In: NBER Chapters. RePEc:nbr:nberch:12995. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Nowcasting Tourist Arrivals to Prague: Google Econometrics. (2014). Zeynalov, Ayaz . In: MPRA Paper. RePEc:pra:mprapa:60945. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp176. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Can Macroeconomists Get Rich Forecasting Exchange Rates?. (2014). Hlouskova, Jaroslava ; Cuaresma, Jesus Crespo . In: Economics Series. RePEc:ihs:ihsesp:305. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Market Set-Up in Advance of Federal Reserve Policy Decisions. (2014). van Dijk, Dick ; Lumsdaine, Robin L. ; van der Wel, Michel . In: NBER Working Papers. RePEc:nbr:nberwo:19814. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | US stock market efficiency over weekly, monthly, quarterly and yearly time scales. (2014). Rodriguez, E. ; Femat, R. ; Aguilar-Cornejo, M. ; Alvarez-Ramirez, J.. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:413:y:2014:i:c:p:554-564. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The uncertainty of conditional returns, volatilities and correlations in DCC models. (2014). Fresoli, Diego ; Ruiz, Esther . In: Statistics and Econometrics Working Papers. RePEc:cte:wsrepe:ws140202. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Are news important to predict large losses?. (2014). Petrella, Lea ; Bernardi, Mauro ; Catania, Leopoldo . In: Papers. RePEc:arx:papers:1410.6898. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Inflation and Unemployment Forecasting with Genetic Support Vector Regression. (2014). Karathanasopoulos, Andreas ; BREITNER, MICHAEL H. ; Theofilatos, Konstantinos ; Mettenheim, Hans-Jorg ; Sermpinis, Georgios ; Neely, Christopher ; Dunis, Christian ; Stasinakis, Charalampos . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:6:p:471-487. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Modelling and Trading the Greek Stock Market with Gene Expression and Genetic Programing Algorithms. (2014). Karatahansopoulos, Andreas ; Laws, Jason ; Sermpinis, Georgios ; Dunis, Christian . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:8:p:596-610. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Do money and financial variables help forecasting output in emerging European Economies?. (2014). CARAIANI, Petre . In: Empirical Economics. RePEc:spr:empeco:v:46:y:2014:i:2:p:743-763. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Going granular: The importance of firm-level equity information in anticipating economic activity. (2014). di Mauro, Filippo ; Filippo di Mauro, Fabio Fornari, . In: EcoMod2014. RePEc:ekd:006356:6809. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Optimal monetary policy rules, financial amplification, and uncertain business cycles. (2014). Fendolu, Salih . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:46:y:2014:i:c:p:271-305. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Review on probabilistic forecasting of wind power generation. (2014). Wang, Jianxue ; Zhang, Yao . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:32:y:2014:i:c:p:255-270. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Short-term wind speed forecasting with Markov-switching model. (2014). Jiang, Yu ; Zhang, Zijun ; Song, Zhe . In: Applied Energy. RePEc:eee:appene:v:130:y:2014:i:c:p:103-112. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A statistical analysis of reliability of audit opinions as bankruptcy predictors.. (2014). Carlo, Caserio ; Sara, Trucco ; Delio, Panaro . In: Discussion Papers. RePEc:pie:dsedps:2014/174. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Higher order beliefs and the dynamics of exchange rates. (2014). Pancotto, F.. In: Working Papers. RePEc:bol:bodewp:wp957. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Uncertainty of Macroeconomic Forecasters and the Prediction of Stock Market Bubbles. (2014). Herwartz, Helmut ; Kholodilin, Konstantin A.. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1405. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Fast Computation of the Deviance Information Criterion for Latent Variable Models. (2014). Grant, Angelia L. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-09. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Strachan, Rodney W. ; Joshua C. C. Chan, . In: CAMA Working Papers. RePEc:een:camaaa:2014-23. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin ; Laurini, Marcio Poletti . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:77-99. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Arbitrage in the Term Structure of Interest Rates: a Bayesian Approach. (2014). Neto, Armenio Westin . In: International Econometric Review (IER). RePEc:erh:journl:v:6:y:2014:i:2:p:78-100. 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 | Analysis of aggregated inflation expectations based on the ECB SPF
survey. (2014). Paloviita, Maritta ; Oinonen, Sami . In: Research Discussion Papers. RePEc:hhs:bofrdp:2014_029. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Forecasting Aggregates with Disaggregate Variables: Does Boosting Help to Select the Most Relevant Predictors?. (2014). Zeng, Jing . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1420. 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 | 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 | Stochastic Model Specification Search for Time-Varying Parameter VARs. (2014). Eisenstat, Eric ; Joshua C. C. Chan, . In: Working Paper Series. RePEc:rim:rimwps:44_14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | On the Size Distortion from Linearly Interpolating Low-frequency Series for Cointegration Tests. (2014). Ghysels, Eric ; Miller, Isaac J.. In: Working Papers. RePEc:umc:wpaper:1403. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Simple Robust Tests for the Specification of High-Frequency Predictors of a Low-Frequency Series. (2014). Miller, Isaac J.. In: Working Papers. RePEc:umc:wpaper:1412. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Nonlinear Forecasting With Many Predictors Using Kernel Ridge Regression. (2013). Heij, Christiaan ; Exterkate, Peter ; Patrick J. F. Groenen, ; van Dijk, Dick . In: CREATES Research Papers. RePEc:aah:create:2013-16. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Can Google Trends search queries contribute to risk diversification?. (2013). . In: Papers. RePEc:arx:papers:1310.1444. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Do Oil Price Increases Cause Higher Food Prices?. (2013). . In: Staff Working Papers. RePEc:bca:bocawp:13-52. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Modelling public debt strategies. (2013). Bernardini, Emmanuela ; Manna, Michele ; Bufano, Mauro . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_199_13. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Forecasting Latin-American yield curves: An artificial neural network approach. (2013). vela, Daniel . In: Borradores de Economia. RePEc:bdr:borrec:761. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | A Simple Out-of-Sample Test for the Martingale Difference Hypothesis. (2013). . In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:698. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Forecasting Latin-American yield curves: An artificial neural network approach. (2013). vela, Daniel . In: BORRADORES DE ECONOMIA. RePEc:col:000094:010502. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Do Oil Price Increases Cause Higher Food Prices?. (2013). . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9689. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Liquidity and crude oil prices: Chinas influence over 1996â2011. (2013). . In: Economic Modelling. RePEc:eee:ecmode:v:33:y:2013:i:c:p:517-525. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Has the Basel Accord improved risk management during the global financial crisis?. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio ; McAleer, Michael . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:26:y:2013:i:c:p:250-265. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Co-fluctuation patterns of per capita carbon dioxide emissions: The role of energy markets. (2013). Wood, Joel ; McKitrick, Ross . In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:1-12. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Crude oil prices and liquidity, the BRIC and G3 countries. (2013). . In: Energy Economics. RePEc:eee:eneeco:v:39:y:2013:i:c:p:28-38. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | GFC-robust risk management under the Basel Accord using extreme value methodologies. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio ; Santos, Paulo Araujo ; AraujoSantos, Paulo . In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:94:y:2013:i:c:p:223-237. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | GFC-robust risk management strategies under the Basel Accord. (2013). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: International Review of Economics & Finance. RePEc:eee:reveco:v:27:y:2013:i:c:p:97-111. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick . In: Working Papers. RePEc:ipg:wpaper:19. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Futures trading and the excess comovement of commodity prices. (2013). Sevi, Benoit ; le Pen, Yannick . In: Working Papers. RePEc:ipg:wpaper:2013-019. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Not all international monetary shocks are alike for the Japanese economy. (2013). . In: MPRA Paper. RePEc:pra:mprapa:48709. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | International monetary transmission to the Euro area: Evidence from the U.S., Japan and China. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49153. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Commodity Prices and BRIC and G3 Liquidity: A SFAVEC Approach. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49324. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | International monetary transmission to the Euro area: Evidence from the U.S., Japan and China. (2013). . In: MPRA Paper. RePEc:pra:mprapa:49707. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Statistical analysis of autoregressive fractionally integrated moving average models in R. (2013). Contreras-Reyes, Javier ; Palma, Wilfredo . In: Computational Statistics. RePEc:spr:compst:v:28:y:2013:i:5:p:2309-2331. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Chinese Monetary Expansion and the US Economy. (2013). . In: Working Papers. RePEc:tas:wpaper:16874. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Prediction Bias Correction for Dynamic Term Structure Models. (2013). Raviv, Eran . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130041. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Stylized Facts and Dynamic Modeling of High-frequency Data on Precious Metals. (2013). Ranaldo, Angelo ; Velo, Gabriel G.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:18. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Do oil price increases cause higher food prices?. (2013). Baumeister, Christiane ; Kilian, Lutz . In: CFS Working Paper Series. RePEc:zbw:cfswop:201310. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Transportation Data as a Tool for Nowcasting Economic Activity â The German Road Pricing System as an Example. (2013). Dohrn, Roland . In: Ruhr Economic Papers. RePEc:zbw:rwirep:395. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | The determinants of stagflation in a panel of countries. (2013). Grundler, Klaus ; Berthold, Norbert . In: Discussion Paper Series. RePEc:zbw:wuewwb:117r. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | The Effects of Prediction Market Design and Price Elasticity on Trading
Performance of Users: An Experimental Analysis. (2012). Riedl, Christoph ; Koroglu, Orhan ; Fuller, Johann ; Leimeister, Jan Marco ; Blohm, Ivo ; Krcmar, Helmut . In: Papers. RePEc:arx:papers:1204.3457. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecasting government bond yields with large Bayesian vector autoregressions. (2012). Carriero, Andrea ; Marcellino, Massimiliano ; Kapetanios, George . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:7:p:2026-2047. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Do Confidence Indicators Help Predict Economic Activity?
The Case of the Czech Republic. (2012). . In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:62:y:2012:i:5:p:398-412. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecasting interest rates. (2012). Duffee, Gregory R.. In: Economics Working Paper Archive. RePEc:jhu:papers:599. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Real exchange rate forecasting: a calibrated half-life PPP model can beat the random walk. (2012). Zorzi, Michele Ca . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:123. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Forecasting Binary Outcomes. (2012). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:12-09. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Practical considerations for optimal weights in density forecast combination. (2012). Vasnev, Andrey L. ; Pauwels, Laurent L.. In: Working Papers. RePEc:syb:wpbsba:01/2013. Full description at Econpapers || Download paper | [Citation Analysis] |
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.