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International Journal of Forecasting / Elsevier

1.72

Impact Factor

1.15

5-Years IF

51

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01757560.08361186362377 (21.3%)30.040.04
19910.030.090.0362137130.0924617253981154 (22%)0.04
19920.030.10.0490227150.07613137438314146 (23.8%)0.04
19930.030.110.0379306200.0741515244131388 (21.2%)0.05
19940.020.120.0370376200.0530616934031435 (11.4%)20.030.05
19950.060.190.1261437980.2229814993764444 (14.8%)10.020.07
19960.110.220.17655021610.32285131153626368 (23.9%)0.09
19970.090.270.14675691160.29491261136551119 (12.5%)60.090.09
19980.080.270.14356041780.29490132113424784 (17.1%)0.1
19990.320.310.23396432630.413971023329870101 (25.4%)60.150.13
20000.420.40.3597022350.33715743126781155 (21.7%)50.080.15
20010.240.40.28457472250.336998242657447 (12.7%)130.290.15
20020.310.420.4588052660.33370104322459987 (23.5%)120.210.18
20030.430.440.52818864690.535241034423612387 (16.6%)80.10.18
20040.380.490.5699554570.488671395328214081 (9.3%)180.260.2
20050.450.530.546710227750.767721506731216994 (12.2%)140.210.21
20060.630.510.556310858280.7686013685320175131 (15.2%)200.320.2
20070.70.440.576311486740.595211309133819176 (14.6%)250.40.18
20081.060.470.96412128010.66693126133343307107 (15.4%)190.30.2
20090.720.470.97212847890.616091279232629568 (11.2%)270.380.19
20100.810.440.827513598480.6242813611032926949 (11.4%)70.090.16
20110.930.511.13148150714230.9454714713633738061 (11.2%)510.340.2
20120.680.560.8964157112350.7942622315242237722 (5.2%)300.470.21
20130.780.660.9856162714110.8729121216642341638 (13.1%)330.590.23
20141.60.671.2277170416640.9839412019241550853 (13.5%)750.970.22
20151.720.821.1581178518011.0113013322942048529 (22.3%)540.670.27
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:

#YearTitleCited
11997Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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583
21989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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373
32012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

205
42000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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178
51998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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155
61992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

153
72006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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147
81992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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143
92010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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120
102004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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110
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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104
122007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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102
132008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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98
142005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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89
151995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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87
162005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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79
171992The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98.

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79
182006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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76
192009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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72
201987Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51.

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72
211997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

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71
222006Judgmental forecasting: A review of progress over the last 25 years. (2006). onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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69
232011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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69
242004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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69
251997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

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68
262001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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68
272006Are there any reliable leading indicators for US inflation and GDP growth?. (2006). Marcellino, Massimiliano ; Banerjee, Anindya. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:1:p:137-151.

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67
282004A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609.

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66
292011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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65
301999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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64
311990The use of prior information in forecast combination. (1990). Diebold, Francis ; Pauly, Peter . In: International Journal of Forecasting. RePEc:eee:intfor:v:6:y:1990:i:4:p:503-508.

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63
321993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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63
332008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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63
341998Are OECD forecasts rational and useful?: a directional analysis. (1998). Ash, J. C. K., ; Heravi, S. M. ; Smyth, D. J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:3:p:381-391.

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63
351999Additive outliers, GARCH and forecasting volatility. (1999). Franses, Philip Hans ; Ghijsels, Hendrik. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:1:p:1-9.

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62
361991Seasonality, non-stationarity and the forecasting of monthly time series. (1991). Franses, Philip Hans. In: International Journal of Forecasting. RePEc:eee:intfor:v:7:y:1991:i:2:p:199-208.

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59
372000An evaluation of the predictions of the Federal Reserve. (2000). Stekler, Herman ; Joutz, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:1:p:17-38.

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59
38200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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58
392009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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57
402007Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203.

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56
412008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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56
421997The performance of alternative forecasting methods for SETAR models. (1997). Smith, Jeremy ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:463-475.

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56
432009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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56
442004How costly is it to ignore breaks when forecasting the direction of a time series?. (2004). Timmermann, Allan ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:411-425.

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55
452000The accuracy of European growth and inflation forecasts. (2000). Barot, Bharat ; Oller, Lars-Erik. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:3:p:293-315.

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53
462014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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53
472011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465.

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52
482003Chi-squared tests of interval and density forecasts, and the Bank of Englands fan charts. (2003). Wallis, Kenneth. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:2:p:165-175.

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52
492000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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51
502009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303.

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51

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

152
21997Testing the equality of prediction mean squared errors. (1997). Harvey, David ; Newbold, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

Full description at Econpapers || Download paper

109
32006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

Full description at Econpapers || Download paper

88
41992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

72
51989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

68
62010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

Full description at Econpapers || Download paper

63
72014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

53
82000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

Full description at Econpapers || Download paper

49
92011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

Full description at Econpapers || Download paper

47
101998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang . In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

Full description at Econpapers || Download paper

46
112011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

Full description at Econpapers || Download paper

45
122009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

Full description at Econpapers || Download paper

44
132008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

Full description at Econpapers || Download paper

43
142006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel . In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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42
152013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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42
162007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

Full description at Econpapers || Download paper

42
172008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

Full description at Econpapers || Download paper

39
182004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

Full description at Econpapers || Download paper

39
192002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

Full description at Econpapers || Download paper

38
202008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

Full description at Econpapers || Download paper

38
212014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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37
222014Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363.

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34
23200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

Full description at Econpapers || Download paper

34
242005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

Full description at Econpapers || Download paper

31
252005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

Full description at Econpapers || Download paper

31
261999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George . In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

Full description at Econpapers || Download paper

29
272009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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29
282008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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27
291992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

Full description at Econpapers || Download paper

27
302011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:452-465.

Full description at Econpapers || Download paper

26
312011Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7. (2011). Dovern, Jonas ; Weisser, Johannes . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:452-465.

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26
322009Forecasting S&P 500 volatility: Long memory, level shifts, leverage effects, day-of-the-week seasonality, and macroeconomic announcements. (2009). van Dijk, Dick ; De Pooter, Michiel ; Martens, Martin . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:282-303.

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332011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard ; Babura, Marta . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:333-346.

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342011A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP. (2011). Rünstler, Gerhard ; Banbura, Marta ; Runstler, Gerhard . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:333-346.

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352011Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026.

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362009Rejoinder to comments on forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:703-715.

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372004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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382013Evaluating probability forecasts for GDP declines using alternative methodologies. (2013). Lahiri, Kajal ; Wang, George J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:175-190.

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392010Have economic models forecasting performance for US output growth and inflation changed over time, and when?. (2010). Sekhposyan, Tatevik ; Rossi, Barbara. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:4:p:808-835.

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402006Judgmental forecasting: A review of progress over the last 25 years. (2006). onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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412014Bayesian doubly adaptive elastic-net Lasso for VAR shrinkage. (2014). Gefang, Deborah. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:1:p:1-11.

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21
422007Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203.

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21
432012Forecasting spikes in electricity prices. (2012). Hurn, Stan ; Christensen, T. M. ; Lindsay, K. A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:2:p:400-411.

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442009The accuracy and efficiency of the Consensus Forecasts: A further application and extension of the pooled approach. (2009). Osterloh, Steffen ; Ager, Philipp ; Kappler, M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:167-181.

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452001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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462013Hierarchical shrinkage priors for dynamic regressions with many predictors. (2013). Korobilis, Dimitris. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:43-59.

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472004A comparison of financial duration models via density forecasts. (2004). Veredas, David ; Grammig, Joachim ; Giot, Pierre ; Bauwens, Luc. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:4:p:589-609.

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482008Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions. (2008). Smith, Michael ; Panagiotelis, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:710-727.

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492000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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502009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul . In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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Citing documents used to compute impact factor 229:

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2015Weather station selection for electric load forecasting. (2015). Hong, Tao ; White, Laura ; Wang, PU. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:286-295.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Fritsche, Ulrich ; Pierdzioch, Christian ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015Calibrating ensemble forecasting models with sparse data in the social sciences. (2015). Montgomery, Jacob M ; Ward, Michael D ; Hollenbach, Florian M. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:930-942.

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2015Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: Ifo Working Paper Series. RePEc:ces:ifowps:_203.

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2015Using Entropic Tilting to Combine BVAR Forecasts with External Nowcasts. (2015). Ravazzolo, Francesco ; Clark, Todd ; Krueger, Fabian . In: Working Paper. RePEc:fip:fedcwp:1439.

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2015Daily House Price Indices: Construction, Modeling, and Longer-Run Predictions. (2015). Patton, Andrew ; Bollerslev, Tim ; Wang, Wenjing . In: CREATES Research Papers. RePEc:aah:create:2015-02.

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2015Structural-break models under mis-specification: Implications for forecasting. (2015). Koo, Bonsoo ; Seo, Myung Hwan . In: Journal of Econometrics. RePEc:eee:econom:v:188:y:2015:i:1:p:166-181.

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2015Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2015-04.

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2015The financial econometrics of price discovery and predictability. (2015). Smyth, Russell ; Narayan, Seema . In: International Review of Financial Analysis. RePEc:eee:finana:v:42:y:2015:i:c:p:380-393.

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2015Macroeconomic forecasting during the Great Recession: The return of non-linearity?. (2015). Mogliani, Matteo ; Marcellino, Massimiliano ; Ferrara, Laurent. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:664-679.

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2015Forecasting Euro Area Recessions in real-time with a mixed-frequency Bayesian VAR. (2015). Pirschel, Inske. In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113031.

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2015Point and density forecasts for the euro area using Bayesian VARs. (2015). Henzel, Steffen ; Berg, Tim. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1067-1095.

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2015Oil price forecastability and economic uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Economics Letters. RePEc:eee:ecolet:v:132:y:2015:i:c:p:125-128.

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2015Oil Price Forecastability and Economic Uncertainty. (2015). Paccagnini, Alessia ; GUPTA, RANGAN ; Bekiros, Stelios. In: Working Papers. RePEc:mib:wpaper:298.

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2015Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3.

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2015Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

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2015Modeling financial sector joint tail risk in the euro area. (2015). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0308.

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2015Common long-range dependence in a panel of hourly Nord Pool electricity prices and loads. (2015). Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Rodríguez Caballero, Carlos ; Ergemen, Yunus Emre ; Rodriguez-Caballero, Carlos Vladimir ; Haldrup, Niels . In: CREATES Research Papers. RePEc:aah:create:2015-58.

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2015A note on using the Hodrick–Prescott filter in electricity markets. (2015). Zator, Michał ; Weron, Rafał. In: Energy Economics. RePEc:eee:eneeco:v:48:y:2015:i:c:p:1-6.

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2015Are Fundamentals Enough? Explaining Price Variations in the German Day-Ahead and Intraday Power Market. (2015). Pape, Christian ; Weber, Christoph . In: EWL Working Papers. RePEc:dui:wpaper:1502.

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2015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501.

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2015The plunge in German futures prices – Analysis using a parsimonious fundamental model. (2015). Kallabis, Thomas ; Weber, Christoph ; Pape, Christian . In: EWL Working Papers. RePEc:dui:wpaper:1504.

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2015Role of Energy Exchanges for Power Trading in India. (2015). Girish, G. P. ; Vijayalakshmi, S.. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-03-05.

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2015Rough electricity: a new fractal multi-factor model of electricity spot prices. (2015). Bennedsen, Mikkel . In: CREATES Research Papers. RePEc:aah:create:2015-42.

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2015Forecasting of daily electricity prices with factor models: utilizing intra-day and inter-zone relationships. (2015). Weron, Rafał ; Maciejowska, Katarzyna. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:805-819.

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2015Artificial Neural Networks for Spot Electricity Price Forecasting: A Review. (2015). Vijayalakshmi, S ; Girish, G P. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2015-04-22.

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2015Energy security, policy and technology in South East Europe: Presenting and applying an energy security index to Croatia. (2015). Franki, Vladimir ; Vikovi, Alfredo . In: Energy. RePEc:eee:energy:v:90:y:2015:i:p1:p:494-507.

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2015The potential of decentralized power-to-heat as a flexibility option for the german electricity system: A microeconomic perspective. (2015). Wolf, Andre ; Klamka, Jonas ; Ehrlich, Lars G. In: Energy Policy. RePEc:eee:enepol:v:87:y:2015:i:c:p:417-428.

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2015Forecasting day-ahead electricity prices: Utilizing hourly prices. (2015). Raviv, Eran ; Bouwman, Kees E. In: Energy Economics. RePEc:eee:eneeco:v:50:y:2015:i:c:p:227-239.

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2015“Self-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: IREA Working Papers. RePEc:ira:wpaper:201511.

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2015“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: AQR Working Papers. RePEc:aqr:wpaper:201508.

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2015Leveraged Bubbles. (2015). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5489.

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2015The role of banks. (2015). Ehlers, Torsten ; Villar, Agustin . In: BIS Papers chapters. RePEc:bis:bisbpc:83-02.

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2015Early warning indicators for banking crises: a conditional moments approach. (2015). Pirovano, Mara ; Ferrari, Stijn . In: MPRA Paper. RePEc:pra:mprapa:62406.

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2015Countercyclical Capital Buffers: bayesian estimates and alternatives focusing on credit growth. (2015). Lima, Joaquim ; Gonzalez, Rodrigo Barbone ; Marinho, Leonardo . In: Working Papers Series. RePEc:bcb:wpaper:384.

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2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?. (2015). von Schweinitz, Gregor ; Sarlin, Peter. In: IWH Discussion Papers. RePEc:iwh:dispap:6-15.

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2015Why is credit-to-GDP a good measure for setting countercyclical capital buffers?. (2015). Jokivuolle, Esa ; Viren, Matti ; Pesola, Jarmo . In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:117-126.

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2015Banking and currency crises: differential diagnostics for developed countries. (2015). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Midkova, Kateina . In: Working Paper Series. RePEc:ecb:ecbwps:20151810.

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2015Indicators used in setting the countercyclical capital buffer. (2015). Kalatie, Simo ; Tolo, Eero ; Laakkonen, Helina . In: Research Discussion Papers. RePEc:hhs:bofrdp:2015_008.

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2015Leveraged Bubbles. (2015). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz . In: NBER Working Papers. RePEc:nbr:nberwo:21486.

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2015Introduction to BIS statistics. (2015). Bank for International Settlements, . In: BIS Quarterly Review. RePEc:bis:bisqtr:1509e.

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2015Leveraged bubbles. (2015). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz . In: Working Paper Series. RePEc:fip:fedfwp:2015-10.

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2015Leveraged Bubbles. (2015). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz . In: 2015 Meeting Papers. RePEc:red:sed015:910.

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2015Alternative measures of credit extension for countercyclical buffer decisions in South Africa. (2015). Raputsoane, Leroi. In: MPRA Paper. RePEc:pra:mprapa:67453.

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2015Leveraged Bubbles. (2015). Taylor, Alan ; Jorda, Oscar ; Schularick, Moritz . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10781.

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2015Managing price and financial stability objectives - what can we learn from the Asia-Pacific region?. (2015). Mehrotra, Aaron ; Kim, Soyoung. In: BIS Working Papers. RePEc:bis:biswps:533.

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2015Alternative Measures of Credit Extension for Countercyclical Buffer Decisions in South Africa. (2015). Raputsoane, Leroi. In: Turkish Economic Review. RePEc:ksp:journ2:v:2:y:2015:i:4:p:210-221.

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2015Factors influencing bank risk in Europe: Evidence from the financial crisis. (2015). Baselga-Pascual, Laura ; Cardone-Riportella, Clara ; Trujillo-Ponce, Antonio . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:34:y:2015:i:c:p:138-166.

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2015Leveraged bubbles. (2015). Jorda, Oscar ; Taylor, Alan M ; Schularick, Moritz . In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:s:p:s1-s20.

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2015A note on the implementation of the countercyclical capital buffer in Italy. (2015). Sette, Enrico ; Bologna, Pierluigi ; Alessandri, Piergiorgio ; Fiori, Roberta . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_278_15.

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2015The construction of long time series on credit to the private and public sector. (2015). Dembiermont, Christian . In: IFC Bulletins chapters. RePEc:bis:bisifc:39-39.

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2015Possible Impact of the ECB’s Outright Purchase Programmes on Economic Growth from Individual Eurozone Countries’ Point of View. (2015). Kotlebova, Jana ; Siranova, Maria . In: MIC 2015: Managing Sustainable Growth; Proceedings of the Joint International Conference, Portorož, Slovenia, 28–30 May 2015. RePEc:mgt:micp15:195-207.

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2015An empirical evaluation of macroeconomic surveillance in the European Union. (2015). Plödt, Martin ; Jannsen, Nils ; Boysen-Hogrefe, Jens ; Schwarzmuller, Tim ; Plodt, Martin . In: Kiel Working Papers. RePEc:zbw:ifwkwp:2014.

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2015Indicators used in setting the countercyclical capital buffer. (2015). Laakkonen, Helinä ; Kalatie, Simo ; Tolo, Eero . In: Research Discussion Papers. RePEc:bof:bofrdp:2015_008.

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2015Optimizing Policymakers Loss Functions in Crisis Prediction: Before, Within or After?. (2015). von Schweinitz, Gregor ; Sarlin, Peter . In: IWH Discussion Papers. RePEc:zbw:iwhdps:iwh-6-15.

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2015Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net. (2015). Stankiewicz, Sandra . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1512.

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2015Forecasting VARs, model selection, and shrinkage. (2015). Trenkler, Carsten ; Kascha, Christian. In: Working Papers. RePEc:mnh:wpaper:38872.

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2015Steady-state priors and Bayesian variable selection in VAR forecasting. (2015). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:195.

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2015Prior selection for panel vector autoregressions. (2015). Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2015_10.

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2015Model Uncertainty in Panel Vector Autoregressive Models. (2015). Koop, Gary ; Korobilis, Dimitris. In: Working Paper Series. RePEc:rim:rimwps:15-35.

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2015Nowcasting BRIC+M in Real Time. (2015). Vasishtha, Garima ; Dahlhaus, Tatjana ; Guenette, Justin-Damien . In: Staff Working Papers. RePEc:bca:bocawp:15-38.

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2015Nowcasting Indonesia. (2015). Ramayandi, Arief ; Pundit, Madhavi ; Luciani, Matteo ; Veronese, Giovanni . In: ADB Economics Working Paper Series. RePEc:ris:adbewp:0471.

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2015Sister models for load forecast combination. (2015). Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1502.

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2015Balancing power and variable renewables: Three links. (2015). Hirth, Lion ; Ziegenhagen, Inka . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:50:y:2015:i:c:p:1035-1051.

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2015Simulating Brazilian Electricity Demand Under Climate Change Scenarios. (2015). Trotter, Ian ; Feres, Jose Gustavo ; de Hollanda, Lavinia Rocha ; Bolkesjo, Torjus Folsland . In: Working Papers in Applied Economics. RePEc:ags:ufvdwp:208689.

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2015Electric load forecasting with recency effect: A big data approach. (2015). Hong, Tao ; Liu, Bidong ; Wang, PU. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1508.

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2015The “Weather Intelligence for Renewable Energies” Benchmarking Exercise on Short-Term Forecasting of Wind and Solar Power Generation. (2015). Sperati, Simone ; Kariniotakis, George ; Alessandrini, Stefano . In: Energies. RePEc:gam:jeners:v:8:y:2015:i:9:p:9594-9619:d:55264.

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2015The Role of Credit in Predicting US Recessions. (2015). Pönkä, Harri. In: CREATES Research Papers. RePEc:aah:create:2015-48.

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2015The formation of European inflation expectations: One learning rule does not fit all. (2015). Cruijsen, Carin ; van der Cruijsen, Carin ; Strobach, Christina . In: DNB Working Papers. RePEc:dnb:dnbwpp:472.

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2015Conditional 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.

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2015On the Long Run Money-Prices Relationship in CEE Countries. (2015). Oros, Cornel ; Albulescu, Claudiu ; Goyeau, Daniel . In: Economic Research Guardian. RePEc:wei:journl:v:5:y:2015:i:1:p:73-96.

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2015Is Globalization Reducing the Ability of Central Banks to Control Inflation? In-Depth Analysis. (2015). Dreger, Christian ; Pothier, David ; Rieth, Malte . In: DIW Berlin: Politikberatung kompakt. RePEc:diw:diwpok:pbk106.

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2015Unconventional monetary policy and money demand. (2015). Dreger, Christian ; Wolters, Jurgen . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:46:y:2015:i:c:p:40-54.

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2015Business Tendency Surveys and Macroeconomic Fluctuations. (2015). Scheufele, Rolf ; Kaufmann, Daniel. In: KOF Working papers. RePEc:kof:wpskof:15-378.

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2015Forecasting employment in Europe: Are survey results helpful?. (2015). Lehmann, Robert. In: IAB Discussion Paper. RePEc:iab:iabdpa:201530.

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2015Model Averaging in Markov-Switching Models: Predicting National Recessions with Regional Data. (2015). Leiva-Leon, Danilo ; Guérin, Pierre. In: Staff Working Papers. RePEc:bca:bocawp:15-24.

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2015Managing rational routes to randomness. (2015). Westerhoff, Frank ; Schmitt, Noemi . In: BERG Working Paper Series. RePEc:zbw:bamber:96.

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2015Losing 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.

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2015Heterogeneous expectations, boom-bust housing cycles, and supply conditions: A nonlinear dynamics approach. (2015). Westerhoff, Frank ; Dieci, Roberto . In: BERG Working Paper Series. RePEc:zbw:bamber:99.

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2015Predicting internet commercial connectivity wars: The impact of trust and operators’ asymmetry. (2015). Giovannetti, Emanuele ; Dignazio, Alessio . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1127-1137.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; Eickmeier, Sandra ; von Borstel, Julia . In: Reserve Bank of New Zealand Discussion Paper Series. RePEc:nzb:nzbdps:2015/03.

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2015Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1502.

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2015House Price Forecasts with Factor Combinations. (2015). Rahal, Charles . In: Discussion Papers. RePEc:bir:birmec:15-05.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: CAMA Working Papers. RePEc:een:camaaa:2015-15.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Discussion Papers. RePEc:zbw:bubdps:102015.

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2015Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles . In: Discussion Papers. RePEc:bir:birmec:15-05r.

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2015The interest rate pass-through in the euro area during the sovereign debt crisis. (2015). Krippner, Leo ; von Borstel, Julia ; Eickmeier, Sandra . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113035.

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2015EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: CREATES Research Papers. RePEc:aah:create:2015-12.

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2015EuroMInd-D: A density estimate of monthly gross domestic product for the euro area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:032015.

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2015EuroMInd-D: A Density Estimate of Monthly Gross Domestic Product for the Euro Area. (2015). Proietti, Tommaso ; Marczak, Martyna ; Mazzi, Gian Luigi . In: CEIS Research Paper. RePEc:rtv:ceisrp:340.

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2015Exploiting the monthly data flow in structural forecasting. (2015). Reichlin, Lucrezia ; Monti, Francesca ; Giannone, Domenico. In: Staff Reports. RePEc:fip:fednsr:751.

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2015Golden rule of forecasting: Be conservative. (2015). Green, Kesten ; Armstrong, J. ; Graefe, Andreas . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1717-1731.

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2015The bias bias. (2015). BRIGHTON, HENRY. In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1772-1784.

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2015Improving forecasts using equally weighted predictors. (2015). Graefe, Andreas . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1792-1799.

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2015Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems. (2015). Graefe, Andreas ; Riedl, Bernhard ; Stierle, Veronika ; Kuchenhoff, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:943-951.

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2015Combining forecasts for elections: Accurate, relevant, and timely. (2015). Rothschild, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:952-964.

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2015Assessing the effectiveness of community-promoted environmental protection policy by using a Delphi-fuzzy method: A case study on solar power and plain afforestation in Taiwan. (2015). Hsueh, Sung-Lin . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:49:y:2015:i:c:p:1286-1295.

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2015A Multivariate Test Against Spurious Long Memory. (2015). Sibbertsen, Philipp ; Leschinski, Christian ; Holzhausen, Marie . In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-547.

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2015A common jump factor stochastic volatility model. (2015). Laurini, Márcio ; Mauad, Roberto Baltieri . In: Finance Research Letters. RePEc:eee:finlet:v:12:y:2015:i:c:p:2-10.

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2015Modeling Latin-American Stock Markets Volatility: Varying Probabilities and Mean Reversion in a Random Level Shifts Model. (2015). Rodríguez, Gabriel ; Rodriguez, Gabriel . In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00403.

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2015The Accuracy of Forecasts Prepared for the Federal Open Market Committee. (2015). Chang, Andrew C ; Hanson, Tyler J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-62.

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2015Does Statistical Significance Help to Evaluate Predictive Performance of Competing Models?. (2015). Bulut, Levent. In: European Journal of Economic and Political Studies. RePEc:fat:fejeps:ejeps0130.

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2015Do stock returns rebound after bear markets? An empirical analysis from five OECD countries. (2015). Bec, Frédérique ; Zeng, Songlin . In: Journal of Empirical Finance. RePEc:eee:empfin:v:30:y:2015:i:c:p:50-61.

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2015Multilevel cumulative logistic regression model with random effects: Application to British social attitudes panel survey data. (2015). Yu, Dalei ; Yau, Kelvin K. W., ; Chan, Moon-tong . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:88:y:2015:i:c:p:173-186.

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2015Global Credit Risk: World, Country and Industry Factors. (2015). Schwaab, Bernd ; Lucas, André ; Koopman, Siem Jan ; André Lucas, . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20150029.

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2015Factor structural time series models for official statistics with an application to hours worked in Germany. (2015). Weigand, Roland ; Wanger, Susanne ; Zapf, Ines . In: IAB Discussion Paper. RePEc:iab:iabdpa:201522.

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2015Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276.

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2015How to work a crowd: Developing crowd capital through crowdsourcing. (2015). McCarthy, Ian ; Shukla, Prashant P. ; Prpi, John ; Kietzmann, Jan H.. In: Business Horizons. RePEc:eee:bushor:v:58:y:2015:i:1:p:77-85.

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2015Probabilistic time series forecasting with boosted additive models: an application to smart meter data. (2015). Hyndman, Rob ; Ben Taieb, Souhaib ; Genton, Marc G. ; Huser, Raphael . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-12.

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2015Mid-term interval load forecasting using multi-output support vector regression with a memetic algorithm for feature selection. (2015). Hu, Zhongyi ; Xiong, Tao ; Chiong, Raymond ; Bao, Yukun . In: Energy. RePEc:eee:energy:v:84:y:2015:i:c:p:419-431.

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2015What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

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2015A macroeconomic reverse stress test. (2015). Grundke, Peter ; Pliszka, Kamil . In: Discussion Papers. RePEc:zbw:bubdps:302015.

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2015Quantifying differential interpretation of public information using financial analysts’ earnings forecasts. (2015). Sheng, Xuguang ; Thevenot, Maya . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:515-530.

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2015Fiscal targets. A guide to forecasters?. (2015). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan ; Perezquiros, Gabriel . In: Working Paper Series. RePEc:ecb:ecbwps:20151834.

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2015Model Pooling and Changes in the Informational Content of Predictors: an Empirical Investigation for the Euro Area. (2015). Schwarzmüller, Tim ; Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:kie:kieliw:1982.

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2015Fiscal targets. A guide to forecasters?. (2015). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan. In: Working Papers. RePEc:bde:wpaper:1508.

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2015Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711.

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2015Fiscal targets. A guide to forecasters?. (2015). Pérez, Javier ; Perez Quiros, Gabriel ; Paredes, Joan ; Paredes-Lodeiro, Joan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10553.

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2015Model pooling and changes in the informational content of predictors: An empirical investigation for the euro area. (2015). Schwarzmuller, Tim . In: Kiel Working Papers. RePEc:zbw:ifwkwp:1982.

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2015Systemic risk of Islamic Banks. (2015). Giudici, Paolo ; Hashem, Shatha . In: DEM Working Papers Series. RePEc:pav:demwpp:103.

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2015Measuring Interconnectedness between Financial Institutions with Bayesian Time-Varying VARs. (2015). Gnabo, Jean-Yves ; Geraci, Marco Valerio. In: Working Papers ECARES. RePEc:eca:wpaper:2013/222092.

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2015Leading Indicators of the Business Cycle: Dynamic Logit Models for OECD Countries and Russia. (2015). Pestova, Anna. In: HSE Working papers. RePEc:hig:wpaper:94/ec/2015.

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2015Short term inflation forecasting: the M.E.T.A. approach. (2015). Venditti, Fabrizio ; Silvestrini, Andrea ; Sbrana, Giacomo. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1016_15.

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2015A 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.

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2015Macroeconomic Uncertainty Indices Based on Nowcast and Forecast Error Distributions. (2015). Sekhposyan, Tatevik ; Rossi, Barbara. In: American Economic Review. RePEc:aea:aecrev:v:105:y:2015:i:5:p:650-55.

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2015Forecasting copper prices with dynamic averaging and selection models. (2015). Buncic, Daniel ; Moretto, Carlo . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:33:y:2015:i:c:p:1-38.

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2015On the influence of the U.S. monetary policy on the crude oil price volatility. (2015). Scognamillo, Antonio ; Amendola, Alessandra ; Candila, Vincenzo . In: 2015 Fourth Congress, June 11-12, 2015, Ancona, Italy. RePEc:ags:aiea15:207860.

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2015Development of a three-phase battery energy storage scheduling and operation system for low voltage distribution networks. (2015). Bennett, Christopher J. ; Stewart, Rodney A. ; Lu, Jun Wei . In: Applied Energy. RePEc:eee:appene:v:146:y:2015:i:c:p:122-134.

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2015Modelling interregional links in electricity price spikes. (2015). Hurn, Stan ; Clements, Adam ; Herrera, R. In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:383-393.

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2015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

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2015A diverging Europe on the edge: The independent Annual Growth Survey 2015. (2015). Timbeau, Xavier. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/4s2r6d8kua98d9veu2un1vm9vh.

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2015Creditor recovery: The macroeconomic dependence of industry equilibrium. (2015). Mora, Nada. In: Journal of Financial Stability. RePEc:eee:finsta:v:18:y:2015:i:c:p:172-186.

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2015Disclosure of stress test results. (2015). Berlin, Mitchell . In: Working Papers. RePEc:fip:fedpwp:15-31.

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2015Credit risk stress testing and copulas: Is the Gaussian copula better than its reputation?. (2015). Koziol, Philipp ; Eckhardt, Meik ; Schell, Carmen . In: Discussion Papers. RePEc:zbw:bubdps:462015.

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2015Monitoring the world business cycle. (2015). Martinez-Martin, Jaime ; Camacho, Maximo. In: Working Papers. RePEc:bbv:wpaper:1506.

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2015Monitoring the world business cycle. (2015). Martinez-Martin, Jaime ; Camacho, Maximo. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:228.

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2015Monitoring the world business cycle. (2015). Martinez-Martin, Jaime ; Camacho, Maximo. In: Economic Modelling. RePEc:eee:ecmode:v:51:y:2015:i:c:p:617-625.

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2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

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2015MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516.

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2015Option pricing with asymmetric heteroskedastic normal mixture models. (2015). Stentoft, Lars. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:635-650.

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2015Forecasting of global horizontal irradiance by exponential smoothing, using decompositions. (2015). Aryaputera, Aloysius W. ; Ye, Zhen ; Sharma, Vishal ; Zhao, LU ; Lim, Lihong Idris ; Yang, Dazhi . In: Energy. RePEc:eee:energy:v:81:y:2015:i:c:p:111-119.

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2015Complex Exponential Smoothing. (2015). Svetunkov, Ivan ; Kourentzes, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:69394.

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2015Forecasting with Temporal Hierarchies. (2015). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:66362.

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2015Non-stationary demand forecasting by cross-sectional aggregation. (2015). Rostami-Tabar, Bahman ; Babai, Mohamed Zied ; Syntetos, Aris ; Ducq, Yves . In: International Journal of Production Economics. RePEc:eee:proeco:v:170:y:2015:i:pa:p:297-309.

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2015Forecasting with Temporal Hierarchies. (2015). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-16.

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2015Cross-country evidence on the quality of private sector fiscal forecasts. (2015). Loungani, Prakash ; Karibzhanov, Iskander ; Jalles, Joao. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:186-201.

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2015What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

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2015Real-Time Data should be used in Forecasting Output Growth and Recessionary Events in the US. (2015). Lee, Kevin ; Shields, Kalvinder ; Aristidou, Chrystalleni . In: Discussion Papers. RePEc:not:notcfc:15/13.

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2015How Quickly is News Incorporated in Fiscal Forecasts?. (2015). Jalles, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00501.

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2015Small versus big-data factor extraction in Dynamic Factor Models: An empirical assessment. (2015). Ruiz, Esther. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1502.

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2015Markov-switching mixed-frequency VAR models. (2015). Marcellino, Massimiliano ; Guérin, Pierre ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:692-711.

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2015Local Unit Root and Inflationary Inertia in Brazil. (2015). Rodrigues Figueiredo, Francisco ; Guillén, Osmani ; Guillén, Osmani ; Gaglianone, Wagner ; de Carvalho, Osmani Teixeira ; Guillén, Osmani. In: Working Papers Series. RePEc:bcb:wpaper:406.

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2015A ranking of VAR and structural models in forecasting. (2015). Bentour, El Mostafa. In: MPRA Paper. RePEc:pra:mprapa:61502.

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2015Simple versus complex selection rules for forecasting many time series. (2015). Petropoulos, Fotios ; Fildes, Robert . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1692-1701.

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2015Is there a Golden Rule?. (2015). Fildes, Robert ; Petropoulos, Fotios . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1742-1745.

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2015Forecasting with Temporal Hierarchies. (2015). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos . In: MPRA Paper. RePEc:pra:mprapa:66362.

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2015Forecasting with Temporal Hierarchies. (2015). Hyndman, Rob ; Athanasopoulos, George ; Petropoulos, Fotios ; Kourentzes, Nikolaos . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2015-16.

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2015Robust bootstrap forecast densities for GARCH models: returns, volatilities and value-at-risk. (2015). Ruiz, Esther ; Hotta, Luiz ; Trucos, Carlos . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1523.

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2015MGARCH models: tradeoff between feasibility and flexibility. (2015). Ruiz, Esther ; Hotta, Luiz ; de Almeida, Daniel . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1516.

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2015Risk Measure Inference. (2015). Smeekes, Stephan ; Quaedvlieg, Rogier ; Laurent, Sébastien ; Hurlin, Christophe. In: Working Papers. RePEc:hal:wpaper:halshs-00877279.

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2015Cross-sectoral interactions in Islamic equity markets. (2015). Yılmaz, Mustafa ; Hacihasanoglu, Erk ; Şensoy, Ahmet ; Yilmaz, Mustafa K. ; Ozturk, Kevser . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:32:y:2015:i:c:p:1-20.

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2015Risk and ethical investment: Empirical evidence from Dow Jones Islamic indexes. (2015). Charles, Amelie ; Pop, Adrian ; Darne, Olivier . In: Research in International Business and Finance. RePEc:eee:riibaf:v:35:y:2015:i:c:p:33-56.

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2015Marketing Dynamics: A Primer on Estimation and Control. (2015). Naik, Prasad A. In: Foundations and Trends(R) in Marketing. RePEc:now:fntmkt:1700000031.

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2015On Flexible Linear Factor Stochastic Volatility Models. (2015). Malefaki, Valia . In: MPRA Paper. RePEc:pra:mprapa:62216.

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2015Forecasting Euro Area Macroeconomic Variables with Bayesian Adaptive Elastic Net. (2015). Stankiewicz, Sandra . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1512.

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2015Nowcasting French GDP in real-time with surveys and “blocked” 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.

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2015Information use in supply chain forecasting. (2015). Fildes, Robert ; onkal, Dilek ; Goodwin, Paul . In: MPRA Paper. RePEc:pra:mprapa:66034.

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2015ROC-based model estimation for forecasting large changes in demand. (2015). Schneider, Matthew J. ; Gorr, Wilpen L.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:253-262.

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2015Does Joint Modelling of the World Economy Pay Off? Evaluating Global Forecasts from a Bayesian GVAR. (2015). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Working Papers. RePEc:awi:wpaper:0590.

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2015Multivariate statistical and similarity measure based semiparametric modeling of the probability distribution: A novel approach to the case study of mid-long term electricity consumption forecasting i. (2015). Shao, Zhen ; Yang, Shan-Lin ; Zhang, Qiang ; Gao, Fei . In: Applied Energy. RePEc:eee:appene:v:156:y:2015:i:c:p:502-518.

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2015A new semiparametric and EEMD based framework for mid-term electricity demand forecasting in China: Hidden characteristic extraction and probability density prediction. (2015). Shao, Zhen ; Yu, Ben-Gong ; Yang, Shan-Lin ; Gao, Fei . In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:52:y:2015:i:c:p:876-889.

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2015Forecasting multivariate time series under present-value-model short- and long-run co-movement restrictions. (2015). Issler, João ; Hecq, Alain ; Guillén, Osmani ; Guillén, Osmani ; Saraiva, Diogo ; de Carvalho, Osmani Teixeira ; Guillén, Osmani. In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:763.

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2015Forecasting multivariate time series under present-value model short- and long-run co-movement restrictions. (2015). Issler, João ; Hecq, Alain ; Guillén, Osmani ; Guillén, Osmani ; Guillén, Osmani ; Saraiva, Diogo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:862-875.

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2015Relative performance of methods for forecasting special events. (2015). Nikolopoulos, Konstantinos ; Bougioukos, Vasileios ; Litsa, Akrivi ; Petropoulos, Fotios ; Khammash, Marwan . In: Journal of Business Research. RePEc:eee:jbrese:v:68:y:2015:i:8:p:1785-1791.

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2015Dynamic Principal Components: a New Class of Multivariate GARCH Models. (2015). Caporin, Massimiliano ; Aielli, Gian Piero . In: Marco Fanno Working Papers. RePEc:pad:wpaper:0194.

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2015Log versus level in VAR forecasting: 42 million empirical answers—Expect the unexpected. (2015). Ulbricht, Dirk ; Mayr, Johannes . In: Economics Letters. RePEc:eee:ecolet:v:126:y:2015:i:c:p:40-42.

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2015Water and irrigation policy impact assessment using business simulation games: Evidence from northern Germany. (2015). Musshoff, Oliver ; Holst, Gesa ; Buchholz, Matthias . In: DARE Discussion Papers. RePEc:zbw:daredp:1505.

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2015Support vector regression for loss given default modelling. (2015). Andreeva, Galina ; Yao, Xiao ; Crook, Jonathan . In: European Journal of Operational Research. RePEc:eee:ejores:v:240:y:2015:i:2:p:528-538.

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2015The Role of Credit in Predicting US Recessions. (2015). Pönkä, Harri. In: CREATES Research Papers. RePEc:aah:create:2015-48.

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2015Global Prediction of Recessions. (2015). Huber, Florian ; Dovern, Jonas. In: Working Papers. RePEc:awi:wpaper:0585.

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2015A Non-linear Forecast Combination Procedure for Binary Outcomes. (2015). Lahiri, Kajal ; Yang, Liu . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5175.

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2015Density characteristics and density forecast performance: a panel analysis. (2015). Masera, Federico ; Kostka, Thomas ; Kenny, Geoff. In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:3:p:1203-1231.

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2015International Sign Predictability of Stock Returns: The Role of the United States. (2015). Pönkä, Harri ; Nyberg, Henri. In: CREATES Research Papers. RePEc:aah:create:2015-20.

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2015A further analysis of the conference board’s 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.

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2015On the directional accuracy of forecasts of emerging market exchange rates. (2015). Pierdzioch, Christian ; Rulke, Jan-Christoph . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:369-376.

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2015Global prediction of recessions. (2015). Huber, Florian ; Dovern, Jonas. In: Economics Letters. RePEc:eee:ecolet:v:133:y:2015:i:c:p:81-84.

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2015Financial and Real Sector Leading Indicators of Recessions in Brazil using Probabilistic Models. (2015). de Oliveira, Fernando N. In: Working Papers Series. RePEc:bcb:wpaper:402.

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2015Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505.

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2015Nowcasting in Real Time Using Popularity Priors. (2015). Monokroussos, George. In: MPRA Paper. RePEc:pra:mprapa:68594.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Fritsche, Ulrich ; Pierdzioch, Christian ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015Forecasting a large set of disaggregates with common trends and outliers. (2015). Carlomagno, Guillermo ; Espasa, Antoni . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1518.

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2015A COMBINED APPROACH TO ACCESS SHORT TERM CHANGES IN ECONOMIC ACTIVITY OF PORTUGAL AND SPAIN. (2015). Lisboa, Joo Verissimo ; Pieiro-Chousa, Juan ; Augusto, Mario Gomes . In: Revista Galega de Economía. RePEc:sdo:regaec:v:24:y:2015:i:2_8.

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2015Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2015). Sheng, Xuguang ; Lahiri, Kajal ; Peng, Huaming . In: CESifo Working Paper Series. RePEc:ces:ceswps:_5468.

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2015Optimal combination of survey forecasts. (2015). Giannone, Domenico ; Conflitti, Cristina ; De Mol, Christine . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1096-1103.

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2015Probabilistic load forecasting via Quantile Regression Averaging on sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1501.

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2015Combining Country-Specific Forecasts when Forecasting Euro Area Macroeconomic Aggregates. (2015). Zeng, Jing . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1511.

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2015The effectiveness of imperfect weighting in advice taking. (2015). Bednarik, Peter ; Schultze, Thomas . In: Judgment and Decision Making. RePEc:jdm:journl:v:10:y:2015:i:3:p:265-276.

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2015On the Forecast Combination Puzzle. (2015). Rolling, Craig A. ; Yang, Yuhong ; Qian, Wei ; Cheng, Gang . In: Papers. RePEc:arx:papers:1505.00475.

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2015Improving short term load forecast accuracy via combining sister forecasts. (2015). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1505.

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2015Price Drift before U.S. Macroeconomic News: Private Information about Public Announcements?. (2015). Strasser, Georg ; Kurov, Alexander ; Wolfe, Marketa. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:881.

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2015Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems. (2015). Graefe, Andreas ; Riedl, Bernhard ; Stierle, Veronika ; Kuchenhoff, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:943-951.

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2015Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2015). Weron, Rafał ; Nowotarski, Jakub. In: Computational Statistics. RePEc:spr:compst:v:30:y:2015:i:3:p:791-803.

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2015Inflation forecasts: Are market-based and survey-based measures informative?. (2015). Meyler, Aidan ; Grothe, Magdalena . In: MPRA Paper. RePEc:pra:mprapa:66982.

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2015A note on forecasting euro area inflation: leave- $$h$$ h -out cross validation combination as an alternative to model selection. (2015). Sorić, Petar ; Lolić, Ivana. In: Central European Journal of Operations Research. RePEc:spr:cejnor:v:23:y:2015:i:1:p:205-214.

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2015Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2015-04.

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2015Can Macroeconomists Forecast Risk? Event-Based Evidence from the Euro-Area SPF. (2015). Masera, Federico ; Kenny, Geoff ; Kostka, Thomas . In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2015:q:5:a:1.

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2015Inflation forecasts: Are market-based and survey-based measures informative?. (2015). Meyler, Aidan ; Grothe, Magdalena . In: Working Paper Series. RePEc:ecb:ecbwps:20151865.

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2015CAN A SUBSET OF FORECASTERS BEAT THE SIMPLE AVERAGE IN THE SPF?. (2015). Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin. In: Working Papers. RePEc:gwc:wpaper:2015-001.

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2015A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2015-006.

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2015Comparing several methods to compute joint prediction regions for path forecasts generated by vector autoregressions. (2015). Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:181.

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2015Comparison of methods for constructing joint confidence bands for impulse response functions. (2015). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:782-798.

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2015Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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2015Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1519.

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2015“Self-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: IREA Working Papers. RePEc:ira:wpaper:201511.

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2015“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: AQR Working Papers. RePEc:aqr:wpaper:201508.

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2015Optimal Weather Conditions, Economic Growth, and Political Transitions. (2015). Malone, Samuel ; Caceres, Neila . In: World Development. RePEc:eee:wdevel:v:66:y:2015:i:c:p:16-30.

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2015Systemic risk and asymmetric responses in the financial industry. (2015). Rubia, Antonio ; Lopez-Espinosa, German ; Moreno, Antonio ; Valderrama, Laura . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:471-485.

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2015Business Tendency Surveys and Macroeconomic Fluctuations. (2015). Scheufele, Rolf ; Kaufmann, Daniel. In: KOF Working papers. RePEc:kof:wpskof:15-378.

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2015Shaping the manufacturing industry performance in Turkey: MIDAS approach. (2015). Turhan, Ibrahim ; Hacihasanoglu, Erk ; Şensoy, Ahmet. In: Working Paper. RePEc:bor:wpaper:1524.

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2015Nowcasting Business Cycles: a Bayesian Approach to Dynamic Heterogeneous Factor Models. (2015). Modugno, Michele ; Lenza, Michele ; Giannone, Domenico ; D'Agostino, Antonello. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-66.

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2015Forecasting 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.

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2015Confidence Matters for Current Economic Growth: Empirical Evidence for the Euro Area and the United States. (2015). Bondt, Gabe J ; Schiaffi, Stefano . In: Social Science Quarterly. RePEc:bla:socsci:v:96:y:2015:i:4:p:1027-1040.

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2015Foreign PMIs: A reliable indicator for Swiss exports. (2015). Scheufele, Rolf ; Grossmann, Sandra Hanslin . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:112830.

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2015Daily volume, intraday and overnight returns for volatility prediction: profitability or accuracy?. (2015). Fuertes, Ana-Maria ; Todorovic, Natasa ; Kalotychou, Elena . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:45:y:2015:i:2:p:251-278.

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2015Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1508.

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2015On the conditional distribution of euro area inflation forecast. (2015). Busetti, Fabio ; Caivano, Michele ; Rodano, Lisa . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1027_15.

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2015Tracking Chinese CPI inflation in real time. (2015). Mehrotra, Aaron ; HAO, Yu ; Funke, Michael ; Yu, Hao . In: Empirical Economics. RePEc:spr:empeco:v:48:y:2015:i:4:p:1619-1641.

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2015Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision. (2015). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-02.

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2015Forecasting with Bayesian multivariate vintage-based VARs. (2015). Clements, Michael ; Carriero, Andrea ; Galvo, Ana Beatriz . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:757-768.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Which pricing approach for options under GARCH with non-normal innovations?. (2015). Stentoft, Lars ; Simonato, Jean-Guy. In: CREATES Research Papers. RePEc:aah:create:2015-32.

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2015Simulating Brazilian Electricity Demand Under Climate Change Scenarios. (2015). Trotter, Ian ; Feres, Jose Gustavo ; de Hollanda, Lavinia Rocha ; Bolkesjo, Torjus Folsland . In: Working Papers in Applied Economics. RePEc:ags:ufvdwp:208689.

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2015“Self-organizing map analysis of agents’ expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: AQR Working Papers. RePEc:aqr:wpaper:201508.

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2015Forecasting the term structure of crude oil futures prices with neural networks. (2015). Baruník, Jozef ; Malinska, Barbora . In: Papers. RePEc:arx:papers:1504.04819.

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2015Housing Market Forecasting with Factor Combinations. (2015). Rahal, Charles . In: Discussion Papers. RePEc:bir:birmec:15-05r.

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2015Die Machbarkeit von Kurzfristprognosen für den Freistaat Sachsen. (2015). Wohlrabe, Klaus ; Lehmann, Robert ; Henzel, Steffen. In: ifo Dresden berichtet. RePEc:ces:ifodre:v:22:y:2015:i:04:p:21-25.

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2015ifo Konjunkturprognose 2015/2017: Verhaltener Aufschwung setzt sich fort. (2015). Wohlrabe, Klaus ; Wollmershäuser, Timo ; Steiner, Andreas ; Wolf, Anna ; Schröter, Felix ; Reif, Magnus ; Garnitz, Johanna ; Nierhaus, Wolfgang ; Meister, Wolfgang ; Hristov, Atanas ; Grimme, Christian ; Breuer, Christian ; Berg, Tim. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:24:p:23-66.

Full description at Econpapers || Download Forecast Accuracy of a BVAR under Alternative Specifications of the Zero Lower Bound. (2015). Berg, Tim. In: Ifo Working Paper Series. RePEc:ces:ifowps:_203.

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2015Adding Flexibility to Markov Switching Models. (2015). Otranto, Edoardo. In: Working Paper CRENoS. RePEc:cns:cnscwp:201509.

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2015Inside the Crystal Ball: New Approaches to Predicting the Gasoline Price at the Pump. (2015). Kilian, Lutz ; Baumeister, Christiane ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10362.

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2015Model uncertainty and the forecast accuracy of ARMA models: A survey. (2015). Veiga, Helena ; Ruiz, Esther ; Gonalves, Mazzeu ; Joao, Henrique . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:ws1508.

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2015Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15246.

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2015How Quickly is News Incorporated in Fiscal Forecasts?. (2015). Jalles, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-15-00501.

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2015Forecasting the real prices of crude oil under economic and statistical constraints. (2015). Wu, Chongfeng ; Wang, Yudong ; Liu, LI ; Diao, Xundi . In: Energy Economics. RePEc:eee:eneeco:v:51:y:2015:i:c:p:599-608.

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2015Short-term solar irradiation forecasting based on Dynamic Harmonic Regression. (2015). Trapero, Juan R. ; MARTIN, A. ; Kourentzes, Nikolaos . In: Energy. RePEc:eee:energy:v:84:y:2015:i:c:p:289-295.

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2015A further analysis of the conference board’s 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.

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2015Pretesting for multi-step-ahead exchange rate forecasts with STAR models. (2015). Enders, Walter ; Pascalau, Razvan . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:473-487.

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2015Earnings forecasting in a global stock selection model and efficient portfolio construction and management. (2015). Markowitz, Harry ; Xu, GanLin ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:550-560.

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2015Applied mean-ETL optimization in using earnings forecasts. (2015). Shao, Barret Pengyuan ; Mu, Yu ; Rachev, Svetlozar T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:561-567.

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2015Effectiveness of earnings forecasts in efficient global portfolio construction. (2015). Xia, Hui ; Deng, Shijie ; Min, Xinyu . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:568-574.

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2015News volume information: Beyond earnings forecasting in a global stock selection model. (2015). Gillam, Robert A. ; Cahan, Rochester ; Guerard, John B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:575-581.

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2015A note on the integration of the alpha alignment factor and earnings forecasting models in producing more efficient Markowitz Frontiers. (2015). Beheshti, Bijan . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:582-584.

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2015Bootstrap multi-step forecasts of non-Gaussian VAR models. (2015). Ruiz, Esther ; Fresoli, Diego ; Pascual, Lorenzo . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:834-848.

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2015Limitations of Ensemble Bayesian Model Averaging for forecasting social science problems. (2015). Graefe, Andreas ; Riedl, Bernhard ; Stierle, Veronika ; Kuchenhoff, Helmut . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:943-951.

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2015Can we vote with our tweet? On the perennial difficulty of election forecasting with social media. (2015). Huberty, Mark . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:992-1007.

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2015Real-time forecasting of the US federal government budget: A simple mixed frequency data regression approach. (2015). Ghysels, Eric ; Ozkan, Nazire . In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:4:p:1009-1020.

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2015Cross-country evidence on the quality of private sector fiscal forecasts. (2015). Loungani, Prakash ; Karibzhanov, Iskander ; Jalles, Joao. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:186-201.

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2015What can we learn from revisions to the Greenbook forecasts?. (2015). Stekler, Herman ; Sinclair, Tara ; Messina, Jeffrey D. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:45:y:2015:i:c:p:54-62.

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2015On the directional accuracy of forecasts of emerging market exchange rates. (2015). Pierdzioch, Christian ; Rulke, Jan-Christoph . In: International Review of Economics & Finance. RePEc:eee:reveco:v:38:y:2015:i:c:p:369-376.

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2015Herding behavior and loss functions of exchange rate forecasters over interventions and financial crises. (2015). Tsuchiya, Yoichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:39:y:2015:i:c:p:266-276.

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2015Consumption-Wealth Ratio and Expected Stock Returns: Evidence from Panel Data on G7 Countries. (2015). Issler, João ; de Castro, Andressa Monteiro . In: Economics Working Papers (Ensaios Economicos da EPGE). RePEc:fgv:epgewp:767.

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2015Measurement Errors and Monetary Policy: Then and Now. (2015). Matthes, Christian ; Amir Ahmadi, Pooyan ; Wang, Mu-Chun ; Amir-Ahmadi, Pooyan . In: Working Paper. RePEc:fip:fedrwp:15-13.

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2015Selection Criteria in Regime Switching Conditional Volatility Models. (2015). Chuffart, Thomas. In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:2:p:289-316:d:49388.

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2015Forecast Combination under Heavy-Tailed Errors. (2015). Cheng, Gang ; Yang, Yuhong ; Wang, Sicong . In: Econometrics. RePEc:gam:jecnmx:v:3:y:2015:i:4:p:797-824:d:59295.

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2015Forecasting the 2015 General Election with Internet Big Data: An Application of the TRUST Framework. (2015). MacDonald, Ronald ; McDonald, Ronald ; Mao, Xuxin . In: Working Papers. RePEc:gla:glaewp:2016_03.

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2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003.

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2015Predicting Recessions With Boosted Regression Trees. (2015). Fritsche, Ulrich ; Pierdzioch, Christian ; Dopke, Jorg . In: Working Papers. RePEc:gwc:wpaper:2015-004.

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2015A Nonparametric Approach to Identifying a Subset of Forecasters that Outperforms the Simple Average. (2015). Sinclair, Tara ; Burgi, Constantin . In: Working Papers. RePEc:gwc:wpaper:2015-006.

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2015Nowcasting Tourism Industry Performance Using High Frequency Covariates. (2015). Fuleky, Peter ; Bonham, Carl ; Hirashima, Ashley ; Jones, James . In: Working Papers. RePEc:hae:wpaper:2015-3.

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2015Revisiting the transitional dynamics of business-cycle phases with mixed frequency data. (2015). . In: Post-Print. RePEc:hal:journl:hal-01276824.

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2015How Frequently Should We Reestimate DSGE Models?. (2015). Rubaszek, Michał ; Kolasa, Marcin. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2015:q:5:a:8.

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2015Forecasting the Nominal Brent Oil Price with VARs—One Model Fits All?. (2015). Beckers, Benjamin ; Beidas-Strom, Samya . In: IMF Working Papers. RePEc:imf:imfwpa:15/251.

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2015“Self-organizing map analysis of agents expectations. Different patterns of anticipation of the 2008 financial crisis”. (2015). Claveria, Oscar ; Monte, Enric ; Torra, Salvador . In: IREA Working Papers. RePEc:ira:wpaper:201511.

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2015Point and Density Forecasts Using an Unrestricted Mixed-Frequency VAR Model. (2015). Barsoum, Fady. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1519.

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2015Feeding Large Econometric Models by a Mixed Approach of Classical Decomposition of Series and Dynamic Factor Analysis: Application to Wharton-UAM Model/Alimentando grandes modelos econométricos media. (2015). Perez Garcia, Julian ; Moral Carcedo, Julian. In: Estudios de Economía Aplicada. RePEc:lrk:eeaart:33_2_7.

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2015Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?. (2015). Khalaf, Lynda ; Bernard, Jean-Thomas ; Yelou, Clement ; Kichian, Maral . In: Working Papers. RePEc:ott:wpaper:1508e.

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2015Forecasting Inflation in Emerging Markets: An Evaluation of Alternative Models. (2015). Mandalinci, Zeyyad. In: CReMFi Discussion Papers. RePEc:qmm:wpaper:3.

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2015Okuns Law and Potential Output. (2015). Tulip, Peter ; Lancaster, David . In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2015-14.

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2015Common Feature Analysis of Economic Time Series: An Overview and Recent Developments. (2015). Cubadda, Gianluca ; Centoni, Marco. In: CEIS Research Paper. RePEc:rtv:ceisrp:355.

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2015Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:tow:wpaper:2015-04.

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Recent citations received in 2014
YearCiting document
2014Discriminating between fractional integration and spurious long memory. (2014). Kruse, Robinson ; Haldrup, Niels. In: CREATES Research Papers. RePEc:aah:create:2014-19.

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2014Dynamic Model Averaging in Large Model Spaces Using Dynamic Occams Window. (2014). onorante, luca ; Raftery, Adrian E.. In: Papers. RePEc:arx:papers:1410.7799.

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2014Modelación de la asimetría y curtosis condicionales: una aplicación VaR para series colombianas. (2014). Melo, Luis ; Andres Eduardo Jimenez Gomez, ; Luis Fernando Melo Velandia, . In: Borradores de Economia. RePEc:bdr:borrec:834.

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2014Forecasting in Nonstationary Environments: What Works and What Doesnt in Reduced-Form and Structural Models. (2014). Rossi, Barbara ; Giacomini, Raffaella . In: Working Papers. RePEc:bge:wpaper:819.

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2014Residential property price statistics across the globe. (2014). Tsatsaronis, Kostas ; Scatigna, Michela ; Szemere, Robert . In: BIS Quarterly Review. RePEc:bis:bisqtr:1409h.

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2014Forecasting recessions in real time. (2014). Ravazzolo, Francesco ; Aastveit, Knut Are ; Jore, Anne Sofie . In: Working Paper. RePEc:bno:worpap:2014_02.

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2014Have standard VARs remained stable since the crisis?. (2014). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea ; Aastveit, Knut Are. In: Working Paper. RePEc:bno:worpap:2014_13.

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2014Bubbles and crises: The role of house prices and credit. (2014). Anundsen, Andre ; Kragh-Sorensen, Kasper ; Gerdrup, Karsten ; Hansen, Frank . In: Working Paper. RePEc:bno:worpap:2014_14.

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2014Macroeconomic and credit forecasts in a small economy during crisis: A large Bayesian VAR approach. (2014). Louzis, Dimitrios. In: Working Papers. RePEc:bog:wpaper:184.

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2014The Role of Indicator Selection in Nowcasting Euro Area GDP in Pseudo Real Time. (2014). Golinelli, Roberto ; Girardi, Alessandro ; Pappalardo, C.. In: Working Papers. RePEc:bol:bodewp:wp919.

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2014Simply a Matter of Luck & Looks? Predicting Elections when Both the World Economy and the Psychology of Faces Count. (2014). Garretsen, Harry ; Alessie, Rob ; Lammers, Joris ; Stoker, Janka I.. In: CESifo Working Paper Series. RePEc:ces:ceswps:_4857.

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2014Forecasting employment in Europe: Are survey results helpful?. (2014). Lehmann, Robert. In: Ifo Working Paper Series. RePEc:ces:ifowps:_182.

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2014Forecasting Czech GDP Using Mixed-Frequency Data Models. (2014). Rusnák, Marek ; Havrlant, David ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2014/08.

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2014Banking and Currency Crises: Differential Diagnostics for Developed Countries. (2014). Vašíček, Bořek ; Rusnák, Marek ; Joy, Mark ; Smidkova, Katerina . In: Working Papers. RePEc:cnb:wpaper:2014/16.

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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1351.

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2014Unconventional Monetary Policy and Money Demand. (2014). Wolters, Juergen ; Dreger, Christian. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1382.

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2014Identifying booms and busts in house prices under heterogeneous expectations. (2014). van der Leij, Marco ; Hommes, Cars ; Diks, Cees ; Demertzis, Maria ; Bolt, Wilko. In: DNB Working Papers. RePEc:dnb:dnbwpp:450.

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2014Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal. (2014). Bates, Samuel ; Ndiaye, Cheikh Tidiane . In: Economics Bulletin. RePEc:ebl:ecbull:eb-13-00499.

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2014Dynamic Factor Models, Cointegration and Error Correction Mechanisms. (2014). Luciani, Matteo ; Lippi, Marco ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/157568.

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2014Modified local Whittle estimator for long memory processes in the presence of low frequency (and other) contaminations. (2014). Perron, Pierre ; Hou, Jie . In: Journal of Econometrics. RePEc:eee:econom:v:182:y:2014:i:2:p:309-328.

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2014‘Horses for Courses’ in demand forecasting. (2014). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Assimakopoulos, Vassilios ; Makridakis, Spyros . In: European Journal of Operational Research. RePEc:eee:ejores:v:237:y:2014:i:1:p:152-163.

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2014Are CDS spreads predictable? An analysis of linear and non-linear forecasting models. (2014). Avino, Davide ; Nneji, Ogonna . In: International Review of Financial Analysis. RePEc:eee:finana:v:34:y:2014:i:c:p:262-274.

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2014Combining multiple probability predictions using a simple logit model. (2014). Mellers, Barbara A. ; Satopaa, Ville A. ; Tetlock, Philip E. ; Ungar, Lyle H. ; Baron, Jonathan ; Foster, Dean P.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:344-356.

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2014A gradient boosting approach to the Kaggle load forecasting competition. (2014). Hyndman, Rob ; Ben Taieb, Souhaib. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:382-394.

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2014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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2014Demographic forecasts and fiscal policy rules. (2014). Valkonen, Tarmo ; Alho, Juha M. ; Lassila, Jukka . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1098-1109.

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2014Response to updated mortality forecasts in life cycle saving and labor supply. (2014). Määttänen, Niku ; Alho, Juha ; Maattanen, Niku . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1120-1127.

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2014Forecasting demographic forecasts. (2014). Alho, Juha M.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1128-1135.

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2014Professional forecasters and real-time forecasting with a DSGE model. (2014). Wouters, Raf ; Warne, Anders ; Smets, Frank. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:981-995.

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2014Forecasting macroeconomic time series: LASSO-based approaches and their forecast combinations with dynamic factor models. (2014). Li, Jiahan ; Chen, Weiye . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:996-1015.

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2014Risk models-at-risk. (2014). Maillet, Bertrand ; Danielsson, Jon ; Kouontchou, Patrick S. ; Boucher, Christophe M.. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:44:y:2014:i:c:p:72-92.

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2014Business cycle, storage, and energy prices. (2014). Kurov, Alexander ; Kucher, Oleg . In: Review of Financial Economics. RePEc:eee:revfin:v:23:y:2014:i:4:p:217-226.

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2014Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?. (2014). Franses, Philip Hans ; Franses, Ph. H. B. F., ; Noordegraaf-Eelens, L. H. J., . In: Econometric Institute Research Papers. RePEc:ems:eureir:51317.

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2014The Importance of Trend Inflation in the Search for Missing Disinflation. (2014). Clark, Todd. In: Economic Commentary. RePEc:fip:fedcec:00021.

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2014Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd. In: Working Paper. RePEc:fip:fedcwp:1413.

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2014Nowcasting Using the Chicago Fed National Activity Index. (2014). Brave, Scott ; Butters, Andrew R.. In: Economic Perspectives. RePEc:fip:fedhep:00005.

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2014Evaluating Conditional Forecasts from Vector Autoregressions. (2014). McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedlwp:2014-025.

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2014Enabling Privacy in Vehicle-to-Grid Interactions for Battery Recharging. (2014). Rottondi, Cristina ; Fontana, Simone ; Verticale, Giacomo . In: Energies. RePEc:gam:jeners:v:7:y:2014:i:5:p:2780-2798:d:35519.

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2014Model uncertainty in panel vector autoregressive models. (2014). Koop, Gary ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2014_10.

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2014WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwc:wpaper:2014-003.

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2014What Can We Learn From Revisions to the Greenbook Forecasts?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwi:wpaper:2014-14.

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2014Comment lutter contre la fragmentation du système bancaire de la zone euro. (2014). Touzé, Vincent ; Labondance, Fabien ; Hubert, Paul ; Creel, Jerome ; Blot, Christophe ; Antonin, Celine . In: Post-Print. RePEc:hal:journl:hal-01093021.

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2014Economic Growth from a Structural Unobserved Component Modeling: The Case of Senegal. (2014). Bates, Samuel ; Ndiaye, Cheikh Tidiane . In: Post-Print. RePEc:hal:journl:hal-01291329.

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2014Structural Vector Autoregressive Analysis in a Data Rich Environment: A Survey. (2014). Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-004.

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2014Revision der IAB-Arbeitszeitrechnung 2014 : Grundlagen, methodische Weiterentwicklungen sowie ausgewählte Ergebnisse im Rahmen der Revision der Volkswirtschaftlichen Gesamtrechnungen. (2014). Weigand, Roland ; Zapf, Ines ; Wanger, Susanne . In: IAB-Forschungsbericht. RePEc:iab:iabfob:201409.

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2014Asymmetric volatility spillovers between UK regional worker flows and vacancies. (2014). Johnes, Geraint ; Gefang, Deborah. In: Discussion Papers in Economics. RePEc:lec:leecon:14/08.

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2014Boosting multi-step autoregressive forecasts. (2014). Hyndman, Rob ; Ben Taieb, Souhaib. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2014-13.

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2014Nowcasting Belgium. (2014). de Antonio Liedo, David ; David de Antonio Liedo, . In: Working Paper Research. RePEc:nbb:reswpp:201404-256.

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2014Changing Age and Household Patterns: Implications for Welfare Costs in Denmark 1982 – 2007. (2014). Jacobsen, Rasmus Hojbjerg ; Svend E. Hougaard Jensen, . In: Nordic Journal of Political Economy. RePEc:noj:journl:v:39:y:2014:p:4.

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2014 Distinguishing between True and Spurious Long Memory in the Volatility of Stock Market Returns in Latin America. (2014). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Figueroa, Renzo Pardo . In: Documentos de Trabajo / Working Papers. RePEc:pcp:pucwps:wp00395.

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Recent citations received in 2013
YearCiting document
2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1292.

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2013The Indicators’ Inadequacy and the Predictions’ Accuracy. (2013). Simionescu (Bratu), Mihaela ; Mitru, Constantin . In: Acta Universitatis Danubius. OEconomica. RePEc:dug:actaec:y:2013:i:4:p:430-442.

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2013Correlation and Volatility of the MENA Equity Markets in Turbulent Periods, and Portfolio Implications. (2013). Bouri, Elie. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00677.

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2013Professional forecasters and the real-time forecasting performance of an estimated new keynesian model for the euro area. (2013). Wouters, Raf ; Warne, Anders ; Smets, Frank. In: Working Paper Series. RePEc:ecb:ecbwps:20131571.

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2013Conditional and joint credit risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:ecb:ecbwps:20131621.

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2013Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025.

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2013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

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2013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

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2013The yield spread puzzle and the information content of SPF forecasts. (2013). Zhao, Yongchen ; Monokroussos, George ; Lahiri, Kajal. In: Economics Letters. RePEc:eee:ecolet:v:118:y:2013:i:1:p:219-221.

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2013Complete subset regressions. (2013). Elliott, Graham ; Timmermann, Allan ; Gargano, Antonio . In: Journal of Econometrics. RePEc:eee:econom:v:177:y:2013:i:2:p:357-373.

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2013Good for one, bad for all: Determinants of individual versus systemic risk. (2013). López-Espinosa, Germán ; Rubia, Antonio ; Anton, Miguel ; Valderrama, Laura ; Lopez-Espinosa, German . In: Journal of Financial Stability. RePEc:eee:finsta:v:9:y:2013:i:3:p:287-299.

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2013Empirical simultaneous prediction regions for path-forecasts. (2013). Marcellino, Massimiliano ; Knüppel, Malte ; Jorda, Oscar ; Knuppel, Malte . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:456-468.

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2013Overnight stock returns and realized volatility. (2013). Lanne, Markku ; Ahoniemi, Katja . In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:592-604.

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2013Some considerations about “Forecasting aggregates and disaggregates with common features”. (2013). Garcia-Hiernaux, Alfredo ; Bujosa, Marcos. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:4:p:733-735.

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2013Forecasting aggregate demand: Analytical comparison of top-down and bottom-up approaches in a multivariate exponential smoothing framework. (2013). Silvestrini, Andrea ; Sbrana, Giacomo. In: International Journal of Production Economics. RePEc:eee:proeco:v:146:y:2013:i:1:p:185-198.

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2013Conditional euro area sovereign default risk. (2013). Zhang, Xin ; Schwaab, Bernd ; Lucas, André. In: Working Paper Series. RePEc:hhs:rbnkwp:0269.

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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-031.

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2013Modified Scheffé’s Prediction Bands. (2013). Staszewska-Bystrova, Anna. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690.

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2013Comparison of Methods for Constructing Joint Confidence Bands for Impulse Response Functions. (2013). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut . In: MAGKS Papers on Economics. RePEc:mar:magkse:201325.

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2013Confidence Bands for ROC Curves with Serially Dependent Data. (2013). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:13-07.

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2013Quantifying Heterogeneous Survey Expectations: The Carlson-Parkin Method Revisited. (2013). Zhao, Yongchen ; Lahiri, Kajal. In: Discussion Papers. RePEc:nya:albaec:13-08.

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2013Introducing time-changing economics into credit scoring. (2013). Brando, Elisio ; Sousa, Maria Rocha ; Gama, Joo . In: FEP Working Papers. RePEc:por:fepwps:513.

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2013A Comparison of the Finite Sample Properties of Selection Rules of Factor Numbers in Large Datasets. (2013). GUO-FITOUSSI, Liang . In: MPRA Paper. RePEc:pra:mprapa:50005.

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2013An evaluation of simple forecasting model selection rules. (2013). Petropoulos, Fotios ; Fildes, Robert . In: MPRA Paper. RePEc:pra:mprapa:51772.

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2013Forecasting with Factor Models: A Bayesian Model Averaging Perspective. (2013). Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:52724.

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2013Forecasting the US Real Private Residential Fixed Investment Using Large Number of Predictors. (2013). Miller, Stephen ; GUPTA, RANGAN ; Balcilar, Mehmet ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201348.

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2013Forecasting Real House Price of the U.S.: An Analysis Covering 1890 to 2012. (2013). GUPTA, RANGAN ; Aye, Goodness C.. In: Working Papers. RePEc:pre:wpaper:201362.

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2013Robust Estimation in VaR Modelling - Univariate Approaches using Bounded Innovation Propagation and Regression Quantiles Methodology. (2013). Ratuszny, Ewa . In: Central European Journal of Economic Modelling and Econometrics. RePEc:psc:journl:v:5:y:2013:i:1:p:35-63.

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2013Important Channels of Transmission Monetary Policy Shock in South Africa. (2013). Kabundi, Alain ; Ndou, Eliphas ; Nombulelo Gumata, Alain Kabundi, . In: Working Papers. RePEc:rza:wpaper:375.

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2013Stationarity and Ergodicity Regions for Score Driven Dynamic Correlation Models. (2013). Lucas, André ; Blasques, Francisco ; Silde, Erkki . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20130097.

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2013An empirical comparison of alternate schemes for combining electricity spot price forecasts. (2013). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1307.

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2013Computing electricity spot price prediction intervals using quantile regression and forecast averaging. (2013). Weron, Rafał ; Nowotarski, Jakub. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1312.

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2013Does Central Bank Staff Beat Private Forecasters?. (2013). Jung, Alexander ; Giesen, Sebastian ; El-Shagi, Makram. In: Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. RePEc:zbw:vfsc13:79925.

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Recent citations received in 2012
YearCiting document
2012Volatility interdependence in European securitised real estate markets: who is the most influential?. (2012). Liow, Kim. In: ERES. RePEc:arz:wpaper:eres2012_020.

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2012A Hybrid Fuzzy GJR-GARCH Modeling Approach for Stock Market Volatility Forecasting. (2012). MacIel, Leandro . In: Brazilian Review of Finance. RePEc:brf:journl:v:10:y:2012:i:3:p:337-367.

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2012A note on predicting recessions in the euro area using real M1. (2012). Boysen-Hogrefe, Jens. In: Economics Bulletin. RePEc:ebl:ecbull:eb-11-00730.

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2012A new approach for evaluating economic forecasts. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00339.

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2012Does noncausality help in forecasting economic time series?. (2012). Nyberg, Henri ; Lanne, Markku ; Saarinen, Erkka . In: Economics Bulletin. RePEc:ebl:ecbull:eb-12-00360.

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2012Smooth transition patterns in the realized stock–bond correlation. (2012). Christiansen, Charlotte. In: Journal of Empirical Finance. RePEc:eee:empfin:v:19:y:2012:i:4:p:454-464.

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2012Exchange return co-movements and volatility spillovers before and after the introduction of euro. (2012). Antonakakis, Nikolaos. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:22:y:2012:i:5:p:1091-1109.

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2012Volatility spillovers between the Chinese and world equity markets. (2012). Zhou, Xiangyi ; Zhang, Jie . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:20:y:2012:i:2:p:247-270.

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2012Statistical Significance in the New Tom and the Old Tom: A Reply to Thomas Mayer. (2012). MCCLOSKEY, DEIRDRE N. ; Ziliak, Stephen T.. In: Econ Journal Watch. RePEc:ejw:journl:v:9:y:2012:i:3:p:298-308.

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2012Expected and unexpected bond excess returns: Macroeconomic and market microstructure effects. (2012). Fricke, Christoph. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-493.

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2012Forecasting with a noncausal VAR model. (2012). Saikkonen, Pentti . In: Research Discussion Papers. RePEc:hhs:bofrdp:2012_033.

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2012Government Regulations of Business, Corruption, Reforms, and the Economic Growth of Nations. (2012). Woodside, Arch G. ; Chang, Man-Ling ; Cheng, Cheng-Feng . In: International Journal of Business and Economics. RePEc:ijb:journl:v:11:y:2012:i:2:p:127-142.

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2012Monthly recession predictions in real time: A density forecast approach for German industrial production. (2012). Stephan, Sabine ; Rietzler, Katja. In: IMK Working Paper. RePEc:imk:wpaper:94-2012.

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2012Investment Dynamics of the Greater China Securitized Real Estate Markets. (2012). Liow, Kim ; Newell, Graeme . In: Journal of Real Estate Research. RePEc:jre:issued:v:34:n:3:2012:p:399-428.

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2012Maximum Likelihood Estimation of a Noninvertible ARMA Model with Autoregressive Conditional Heteroskedasticity. (2012). Saikkonen, Pentti ; Meitz, Mika. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1226.

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2012Intermittent demand forecasting for inventory control: A multi-series approach. (2012). Snyder, Ralph ; Ord, Keith ; Beaumont, Adrian . In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2012-15.

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2012Exchange return co-movements and volatility spillovers before and after the introduction of Euro. (2012). Antonakakis, Nikolaos. In: MPRA Paper. RePEc:pra:mprapa:37869.

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2012Sovereign Bond Yield Spillovers in the Euro Zone During the Financial and Debt Crisis. (2012). Antonakakis, Nikolaos ; Vergos, Konstantinos . In: MPRA Paper. RePEc:pra:mprapa:43284.

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2012Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Heinisch, Katja ; Drechsel, Katja . In: Working Papers. RePEc:snb:snbwpa:2012-16.

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2012Endogenous crisis dating and contagion using smooth transition structural GARCH. (2012). Yang, Minxian ; Thorp, Susan ; Milunovich, George ; Dungey, Mardi. In: Working Papers. RePEc:tas:wpaper:15030.

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2012Estimating bank loans loss given default by generalized additive models. (2012). Calabrese, Raffaella. In: Working Papers. RePEc:ucd:wpaper:201224.

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2012Short Sales Constraints and Financial Stability: Evidence from the Spanish 2011 Ban. (2012). Mayordomo, Sergio ; Arce, Oscar. In: Faculty Working Papers. RePEc:una:unccee:wp2512.

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2012Modeling spike occurrences in electricity spot prices for forecasting. (2012). Eichler, Michael ; Oliver, Grothe ; Dennis, Tuerk ; Hans, Manner . In: Research Memorandum. RePEc:unm:umamet:2012029.

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2012Youth crime and education expansion. (2012). Machin, Stephen ; Marie, Olivier ; Eichler, Michael ; Dennis, Tuerk . In: Research Memorandum. RePEc:unm:umamet:2012036.

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2012Endogenous Crisis Dating and Contagion Using Smooth Transition Structural GARCH. (2012). Milunovich, George ; Thorp, Susan ; Yang, Minxian ; Dungey, Mardi . In: Research Paper Series. RePEc:uts:rpaper:312.

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2012Inflation, Stock Market and Long-Term Investors: Real Effects of Changing Demographics. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-06.

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2012Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp141.

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2012Exchange Return Co-movements and Volatility Spillovers Before and After the Introduction of Euro. (2012). Antonakakis, Nikolaos. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:080.

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2012Output Volatility, Economic Growth, and Cross-Country Spillovers: New Evidence for the G7 Countries. (2012). Badinger, Harald ; Antonakakis, Nikolaos. In: FIW Working Paper series. RePEc:wsr:wpaper:y:2012:i:098.

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2012The dynamics of spillover effects during the European sovereign debt turmoil. (2012). Beyer, Andreas ; Alter, Adrian. In: CFS Working Paper Series. RePEc:zbw:cfswop:201213.

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