2.43
Impact Factor
2.43
5-Years IF
15
5-Years H index
2.43
Impact Factor
2.43
5-Years IF
15
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1992 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1993 | 0.14 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1994 | 0.12 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1995 | 0.16 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1996 | 0.2 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.21 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.22 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
1999 | 0.28 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2000 | 0.37 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
2001 | 0.36 | 0 | 2 | 0 | 0 | (%) | 0.17 | |||||||||
2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
2003 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
2004 | 0.42 | 0 | 2 | 0 | 0 | (%) | 0.19 | |||||||||
2005 | 0.43 | 0 | 13 | 0 | 0 | (%) | 0.21 | |||||||||
2006 | 0.45 | 18 | 18 | 38 | 2.11 | 676 | 0 | 0 | 13 (1.9%) | 31 | 1.72 | 0.2 | ||||
2007 | 2.17 | 0.39 | 2.17 | 18 | 46 | 2.56 | 18 | 39 | 18 | 39 | (%) | 0.17 | ||||
2008 | 4.67 | 0.39 | 4.67 | 18 | 106 | 5.89 | 18 | 84 | 18 | 84 | (%) | 0.17 | ||||
2009 | 0.37 | 3.22 | 18 | 67 | 3.72 | 0 | 18 | 58 | (%) | 0.18 | ||||||
2010 | 0.33 | 3.39 | 18 | 80 | 4.44 | 0 | 18 | 61 | (%) | 0.15 | ||||||
2011 | 0.41 | 4.11 | 18 | 89 | 4.94 | 0 | 18 | 74 | (%) | 0.2 | ||||||
2012 | 0.46 | 18 | 61 | 3.39 | 0 | 0 | (%) | 0.21 | ||||||||
2013 | 0.5 | 21 | 39 | 124 | 3.18 | 140 | 0 | 0 | 6 (4.3%) | 13 | 0.62 | 0.21 | ||||
2014 | 1.14 | 0.54 | 1.14 | 39 | 101 | 2.59 | 21 | 24 | 21 | 24 | (%) | 0.26 | ||||
2015 | 2.43 | 0.6 | 2.43 | 39 | 126 | 3.23 | 21 | 51 | 21 | 51 | (%) | 0.3 |
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2006 | Forecast Combinations. (2006). Timmermann, Allan . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers || Download paper | 183 |
2 | 2006 | Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers || Download paper | 94 |
3 | 2006 | Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers || Download paper | 94 |
4 | 2006 | Predictive Density Evaluation. (2006). Swanson, Norman R.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers || Download paper | 77 |
5 | 2006 | Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers || Download paper | 71 |
6 | 2006 | Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers || Download paper | 63 |
7 | 2006 | Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers || Download paper | 52 |
8 | 2006 | Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers || Download paper | 46 |
9 | 2006 | Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers || Download paper | 41 |
10 | 2013 | Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers || Download paper | 25 |
11 | 2006 | Approximate Nonlinear Forecasting Methods. (2006). White, Halbert . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers || Download paper | 21 |
12 | 2006 | Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers || Download paper | 21 |
13 | 2013 | Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers || Download paper | 18 |
14 | 2006 | Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers || Download paper | 17 |
15 | 2013 | DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers || Download paper | 16 |
16 | 2006 | Leading Indicators. (2006). Marcellino, Massimiliano . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers || Download paper | 15 |
17 | 2013 | Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers || Download paper | 14 |
18 | 2013 | Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers || Download paper | 11 |
19 | 2006 | Forecasting economic variables with nonlinear models. (2006). . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-08. Full description at Econpapers || Download paper | 11 |
20 | 2013 | Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers || Download paper | 11 |
21 | 2013 | Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers || Download paper | 10 |
22 | 2013 | Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers || Download paper | 9 |
23 | 2013 | Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers || Download paper | 8 |
24 | 2006 | Forecasting Seasonal Time Series. (2006). Osborn, Denise R. ; Rodrigues, Paulo M. M., ; Ghysels, Eric . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13. Full description at Econpapers || Download paper | 8 |
25 | 2013 | Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers || Download paper | 7 |
26 | 2013 | Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers || Download paper | 7 |
27 | 2013 | Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers || Download paper | 6 |
28 | 2013 | Advances in Forecasting under Instability. (2013). Rossi, Barbara . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers || Download paper | 5 |
29 | 2006 | Forecasting with VARMA Models. (2006). Lutkepohl, Helmut . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-06. Full description at Econpapers || Download paper | 4 |
30 | 2013 | Variable Selection in Predictive Regressions. (2013). Ng, Serena . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers || Download paper | 3 |
31 | 2006 | Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11. Full description at Econpapers || Download paper | 3 |
32 | 2006 | Forecasting in Marketing. (2006). . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-18. Full description at Econpapers || Download paper | 2 |
33 | 2013 | Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers || Download paper | 2 |
34 | 2013 | Prediction Markets for Economic Forecasting. (2013). Snowberg, Erik ; Zitzewitz, Eric ; Wolfers, Justin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2006 | Forecast Combinations. (2006). Timmermann, Allan . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers || Download paper | 66 |
2 | 2006 | Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers || Download paper | 31 |
3 | 2006 | Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers || Download paper | 28 |
4 | 2013 | Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers || Download paper | 23 |
5 | 2006 | Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers || Download paper | 16 |
6 | 2013 | Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers || Download paper | 16 |
7 | 2006 | Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers || Download paper | 15 |
8 | 2013 | Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers || Download paper | 12 |
9 | 2013 | Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers || Download paper | 11 |
10 | 2013 | DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers || Download paper | 11 |
11 | 2013 | Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers || Download paper | 9 |
12 | 2013 | Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers || Download paper | 9 |
13 | 2013 | Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers || Download paper | 8 |
14 | 2006 | Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers || Download paper | 8 |
15 | 2006 | Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers || Download paper | 8 |
16 | 2006 | Predictive Density Evaluation. (2006). Swanson, Norman R.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers || Download paper | 8 |
17 | 2006 | Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers || Download paper | 7 |
18 | 2006 | Approximate Nonlinear Forecasting Methods. (2006). White, Halbert . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers || Download paper | 7 |
19 | 2013 | Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers || Download paper | 7 |
20 | 2013 | Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers || Download paper | 7 |
21 | 2013 | Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers || Download paper | 6 |
22 | 2013 | Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers || Download paper | 6 |
23 | 2006 | Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers || Download paper | 5 |
24 | 2013 | Advances in Forecasting under Instability. (2013). Rossi, Barbara . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers || Download paper | 5 |
25 | 2006 | Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers || Download paper | 5 |
26 | 2013 | Variable Selection in Predictive Regressions. (2013). Ng, Serena . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers || Download paper | 3 |
27 | 2006 | Leading Indicators. (2006). Marcellino, Massimiliano . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers || Download paper | 2 |
Year | Title | |
---|---|---|
2015 | Explosive bubbles in house prices? Evidence from the OECD countries. (2015). Pedersen, Thomas ; Engsted, Tom ; Hviid, Simon J.. In: CREATES Research Papers. RePEc:aah:create:2015-01. Full description at Econpapers || Download paper | |
2015 | Forecasting the U.S. real house price index. (2015). Plakandaras, Vasilios ; Papadimitriou, Theophilos ; GUPTA, RANGAN ; Gogas, Periklis . In: Economic Modelling. RePEc:eee:ecmode:v:45:y:2015:i:c:p:259-267. Full description at Econpapers || Download paper | |
2015 | Predicting returns and rent growth in the housing market using the rent-price ratio: Evidence from the OECD countries. (2015). Pedersen, Thomas ; Engsted, Tom. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:53:y:2015:i:c:p:257-275. Full description at Econpapers || Download paper | |
2015 | Housing, Finance, and the Macroeconomy. (2015). Davis, Morris A ; van Nieuwerburgh, Stijn . In: Handbook of Regional and Urban Economics. RePEc:eee:regchp:5-753. Full description at Econpapers || Download paper | |
2015 | Forecasting in a DSGE Model with Banking Intermediation: Evidence from the US. (2015). Villa, Stefania ; Paccagnini, Alessia ; Cardani, Roberta . In: Working Papers. RePEc:mib:wpaper:292. Full description at Econpapers || Download paper | |
2015 | A New Model of Inflation, Trend Inflation, and Long-Run Inflation Expectations. (2015). Koop, Gary ; Clark, Todd ; Chan, Joshua. In: Working Paper. RePEc:fip:fedcwp:1520. Full description at Econpapers || Download paper | |
2015 | Forecasting Consumption: The Role of Consumer Confidence in Real Time with many Predictors. (2015). Zhao, Yongchen ; Monokroussos, George ; Lahiri, Kajal. In: Working Papers. RePEc:tow:wpaper:2015-02. Full description at Econpapers || Download paper | |
2015 | EuroMInd-C: A disaggregate monthly indicator of economic activity for the Euro area and member countries. (2015). Proietti, Tommaso ; Marcellino, Massimiliano ; Grassi, Stefano ; Mazzi, Gianluigi ; Frale, Cecilia . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:712-738. Full description at Econpapers || Download paper | |
2015 | Zero lower bound, unconventional monetary policy and indicator properties of interest rate spreads. (2015). Hännikäinen, Jari ; Hannikainen, Jari . In: Review of Financial Economics. RePEc:eee:revfin:v:26:y:2015:i:c:p:47-54. Full description at Econpapers || Download paper | |
2015 | Dynamic copula models and high frequency data. (2015). Patton, Andrew ; De Lira Salvatierra, Irving, . In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:120-135. Full description at Econpapers || Download paper | |
2015 | Extreme risk spillovers between crude oil and stock markets. (2015). Du, Limin ; He, Yanan . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:455-465. Full description at Econpapers || Download paper | |
2015 | Evaluate the economic consequences of revenue insurance programs in Spain using copula models. The case of orange and apple. (2015). Serra, Teresa ; Ahmed, Osama . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:212522. Full description at Econpapers || Download paper | |
2015 | Vertical Price Transmission in the Egyptian Tomato Sector After the Arab Spring. (2015). Serra, Teresa ; Ahmed, Osama . In: 2015 Conference, August 9-14, 2015, Milan, Italy. RePEc:ags:iaae15:212523. Full description at Econpapers || Download paper | |
2015 | Stocks, bonds, T-bills and inflation hedging: From great moderation to great recession. (2015). Spierdijk, Laura ; Umar, Zaghum . In: Journal of Economics and Business. RePEc:eee:jebusi:v:79:y:2015:i:c:p:1-37. Full description at Econpapers || Download paper | |
2015 | Predicting severe simultaneous bear stock markets using macroeconomic variables as leading indicators. (2015). Wu, Shue-Jen ; Lee, Wei-Ming . In: Finance Research Letters. RePEc:eee:finlet:v:13:y:2015:i:c:p:196-204. Full description at Econpapers || Download paper | |
2015 | Automatic model selection for forecasting Brazilian stock returns. (2015). Valls Pereira, Pedro ; Cunha, Ronan . In: Textos para discussão. RePEc:fgv:eesptd:398. Full description at Econpapers || Download paper | |
2015 | Has oil price predicted stock returns for over a century?. (2015). Narayan, Paresh ; GUPTA, RANGAN. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:18-23. Full description at Econpapers || Download paper | |
2015 | Expected Business Conditions and Bond Risk Premia. (2015). Eriksen, Jonas. In: CREATES Research Papers. RePEc:aah:create:2015-44. Full description at Econpapers || Download paper | |
2015 | Forecasting excess stock returns with crude oil market data. (2015). Ma, Feng ; Wang, Yudong ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:316-324. Full description at Econpapers || Download paper | |
2015 | Dynamic portfolio selection with mispricing and model ambiguity. (2015). Law, Baron ; Li, Zhongfei ; Viens, Frederi ; Yi, Bo. In: Annals of Finance. RePEc:kap:annfin:v:11:y:2015:i:1:p:37-75. Full description at Econpapers || Download paper | |
2015 | Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach. (2015). Naser, Hanan ; Alaali, Fatema . In: MPRA Paper. RePEc:pra:mprapa:65295. Full description at Econpapers || Download paper | |
2015 | Economic policy uncertainty and stock market volatility. (2015). Liu, LI ; Zhang, Tao . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105. Full description at Econpapers || Download paper | |
2015 | Are Indian stock returns predictable?. (2015). Narayan, Paresh Kumar ; Bannigidadmath, Deepa . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:506-531. Full description at Econpapers || Download paper | |
2015 | Jackknife model averaging for quantile regressions. (2015). Su, Liangjun ; Lu, Xun . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:40-58. Full description at Econpapers || Download paper | |
2015 | Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756. Full description at Econpapers || Download paper | |
2015 | Cross-validation for selecting a model selection procedure. (2015). Zhang, Yongli ; Yang, Yuhong . In: Journal of Econometrics. RePEc:eee:econom:v:187:y:2015:i:1:p:95-112. Full description at Econpapers || Download paper | |
2015 | Do Bayesian Vector Autoregressive models improve density forecasting accuracy? The case of the Czech Republic and Romania. (2015). Nalban, Valeriu. In: International Journal of Economic Sciences. RePEc:sek:jijoes:v:4:y:2015:i:1:p:60-74. Full description at Econpapers || Download paper | |
2015 | Steady-state priors and Bayesian variable selection in VAR forecasting. (2015). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:195. Full description at Econpapers || Download paper | |
2015 | Toward a wider market definition in broadband: The case of Turkey. (2015). Oguz, Fuat ; Akkemik, K. ; Ouz, Fuat ; Goksal, Koray . In: Utilities Policy. RePEc:eee:juipol:v:37:y:2015:i:c:p:111-119. Full description at Econpapers || Download paper | |
2015 | Losing track of the asset markets: the case of housing and stock. (2015). Leung, Charles ; Chen, Nan-Kuang ; Charles Ka Yui Leung, ; Chang, Kuang-Liang . In: ISER Discussion Paper. RePEc:dpr:wpaper:0932. Full description at Econpapers || Download paper | |
2015 | Complete subset regressions with large-dimensional sets of predictors. (2015). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:54:y:2015:i:c:p:86-110. Full description at Econpapers || Download paper | |
2015 | Forecasting residential investment in the United States. (2015). Lunsford, Kurt. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:276-285. Full description at Econpapers || Download paper | |
2015 | Nowcasting French GDP in real-time with surveys and âblockedâ regressions: Combining forecasts or pooling information?. (2015). Mogliani, Matteo ; Bec, Frédérique. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1021-1042. Full description at Econpapers || Download paper | |
2015 | Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model. (2015). Porshakov, Alexey ; Sinyakov, Andrey ; Ponomarenko, Alexey . In: BOFIT Discussion Papers. RePEc:bof:bofitp:urn:nbn:fi:bof-201506091268. Full description at Econpapers || Download paper | |
2015 | A Global Trade Model for the Euro Area. (2015). Osbat, Chiara ; Modugno, Michele ; D'Agostino, Antonello. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-13. Full description at Econpapers || Download paper | |
2015 | Distilling the macroeconomic news flow. (2015). Beber, Alessandro ; Luisi, Maurizio ; Brandt, Michael W. In: Journal of Financial Economics. RePEc:eee:jfinec:v:117:y:2015:i:3:p:489-507. Full description at Econpapers || Download paper | |
2015 | Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439. Full description at Econpapers || Download paper | |
2015 | Nowcasting and short-term forecasting of Russian GDP with a dynamic factor model. (2015). Ponomarenko, Alexey ; Sinyakov, Andrey ; Porshakov, Alexey . In: BOFIT Discussion Papers. RePEc:bof:bofitp:2015_019. Full description at Econpapers || Download paper | |
2015 | Testing macro models by indirect inference: a survey for users. (2015). Xu, Yongdeng ; Minford, A. Patrick ; Meenagh, David ; Wickens, Michael R ; Phuong, VO. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10766. Full description at Econpapers || Download paper | |
2015 | Asymptotic Variance of Brier (Skill) Score in the Presence of Serial Correlation. (2015). Lahiri, Kajal ; Yang, Liu . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5290. Full description at Econpapers || Download paper | |
2015 | A Structural Model of Electoral Accountability. (2015). Drazen, Allan ; Aruoba, S. Boragan ; Vlaicu, Razvan . In: NBER Working Papers. RePEc:nbr:nberwo:21151. Full description at Econpapers || Download paper | |
2015 | A further analysis of the conference boardâs new Leading Economic Index. (2015). Lahiri, Kajal ; Yang, Liu . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:446-453. Full description at Econpapers || Download paper | |
2015 | Macroeconomic information, structural change, and the prediction of fiscal aggregates. (2015). Theophilopoulou, Angeliki ; mumtaz, haroon ; Carriero, Andrea. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:325-348. Full description at Econpapers || Download paper | |
2015 | Comparing predictive accuracy in small samples. (2015). Coroneo, Laura ; Iacone, Fabrizio . In: Discussion Papers. RePEc:yor:yorken:15/15. Full description at Econpapers || Download paper | |
2015 | Balance sheets of financial intermediaries: Do they forecast economic activity?. (2015). Sekkel, Rodrigo M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:263-275. Full description at Econpapers || Download paper | |
2015 | The Assessment of Some Macroeconomic Forecasts for Spain using Aggregated Accuracy Indicators. (2015). Maté, Carlos ; Albu, Lucian ; Simionescu, Mihaela ; MateJIMeNEZ, Carlos . In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2015:i:2:p:30-47. Full description at Econpapers || Download paper | |
2015 | The dynamic relationship between core and headline inflation. (2015). Smith, Julie ; Eftimoiu, Raluca ; Gamber, Edward N. In: Journal of Economics and Business. RePEc:eee:jebusi:v:81:y:2015:i:c:p:38-53. Full description at Econpapers || Download paper | |
2015 | Unified modeling and feasibility study of novel green pathway of biomass to methanol/dimethylether. (2015). Manenti, Flavio ; Ravaghi-Ardebili, Zohreh . In: Applied Energy. RePEc:eee:appene:v:145:y:2015:i:c:p:278-294. Full description at Econpapers || Download paper | |
2015 | Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252. Full description at Econpapers || Download paper | |
2015 | Speculative behaviour and oil price predictability. (2015). Pantelidis, Theologos ; Panopoulou, Ekaterini. In: Economic Modelling. RePEc:eee:ecmode:v:47:y:2015:i:c:p:128-136. Full description at Econpapers || Download paper | |
2015 | Dynamic relationships between spot and futures prices. The case of energy and gold commodities. (2015). Palomba, Giulio ; Nicolau, Mihaela. In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:130-143. Full description at Econpapers || Download paper |
Year | Citing document | |
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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 | |
2013 | Time Variation in Macro-Financial Linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9436. Full description at Econpapers || Download paper | |
2013 | Advances in Forecasting under Instability. (2013). Rossi, Barbara . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers || Download paper | |
2013 | Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers || Download paper | |
2013 | Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers || Download paper | |
2013 | Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers || Download paper | |
2013 | Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers || Download paper | |
2013 | Prediction Markets for Economic Forecasting. (2013). Snowberg, Erik ; Zitzewitz, Eric ; Wolfers, Justin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657. Full description at Econpapers || Download paper | |
2013 | Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352. Full description at Econpapers || Download paper | |
2013 | Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). BarunÃÂk, Jozef ; Avdulaj, Krenar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442. Full description at Econpapers || Download paper | |
2013 | Real-Time Forecasting with a Mixed-Frequency VAR. (2013). Song, Dongho ; Schorfheide, Frank. In: NBER Working Papers. RePEc:nbr:nberwo:19712. Full description at Econpapers || Download paper | |
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 | |
2013 | Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra. In: Discussion Papers. RePEc:zbw:bubdps:132013. Full description at Econpapers || Download paper |
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