Citation analysis for Handbook of Economic Forecasting / Elsevier

Handbook of Economic Forecasting / Elsevier

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Impact Factor

3.19

5-Years IF

5-Years H index

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

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.37			0	2			0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.41			0	2			0		0		(%)			0.18
2005		0.43			0	13			0		0		(%)			0.21
2006		0.44		18	18	44	2.44	765	0		0		13 (1.7%)	37	2.06	0.19
2007	2.17	0.37	2.17		18	46	2.56		18	39	18	39	(%)			0.17
2008	4.72	0.39	4.72		18	108	6		18	85	18	85	(%)			0.17
2009		0.36	3.33		18	69	3.83		0		18	60	(%)			0.17
2010		0.34	3.39		18	79	4.39		0		18	61	(%)			0.15
2011		0.41	4.72		18	101	5.61		0		18	85	(%)			0.2
2012		0.45			18	65	3.61		0		0		(%)			0.21
2013		0.5		21	39	126	3.23	241	0		0		6 (2.5%)	14	0.67	0.2
2014	1.38	0.55	1.38		39	111	2.85		21	29	21	29	(%)			0.25
2015	2.67	0.57	2.67		39	139	3.56		21	56	21	56	(%)			0.26
2016		0.66	3.19		39	151	3.87		0		21	67	(%)			0.34

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:

#	Year	Title	Cited
1	2006	Forecast Combinations. (2006). Timmermann, Allan . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers \|\| Download paper	215
2	2006	Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers \|\| Download paper	106
3	2006	Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers \|\| Download paper	101
4	2006	Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers \|\| Download paper	97
5	2006	Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers \|\| Download paper	74
6	2006	Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers \|\| Download paper	69
7	2006	Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers \|\| Download paper	54
8	2006	Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers \|\| Download paper	51
9	2006	Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers \|\| Download paper	42
10	2013	Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers \|\| Download paper	41
11	2013	Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers \|\| Download paper	38
12	2006	Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers \|\| Download paper	24
13	2013	Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers \|\| Download paper	23
14	2006	Approximate Nonlinear Forecasting Methods. (2006). White, Halbert . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers \|\| Download paper	23
15	2013	DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers \|\| Download paper	23
16	2013	Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers \|\| Download paper	20
17	2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper	19
18	2006	Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers \|\| Download paper	17
19	2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper	16
20	2013	Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers \|\| Download paper	16
21	2006	Leading Indicators. (2006). Marcellino, Massimiliano . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers \|\| Download paper	15
22	2013	Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers \|\| Download paper	15
23	2013	Advances in Forecasting under Instability. (2013). Rossi, Barbara . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers \|\| Download paper	12
24	2006	Forecasting economic variables with nonlinear models. (2006). Terasvirta, Timo . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-08. Full description at Econpapers \|\| Download paper	11
25	2013	Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers \|\| Download paper	10
26	2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper	9
27	2013	Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers \|\| Download paper	8
28	2006	Forecasting Seasonal Time Series. (2006). Osborn, Denise R. ; Rodrigues, Paulo M. M., ; Ghysels, Eric . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13. Full description at Econpapers \|\| Download paper	8
29	2013	Variable Selection in Predictive Regressions. (2013). Ng, Serena . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers \|\| Download paper	5
30	2006	Forecasting with VARMA Models. (2006). Lutkepohl, Helmut. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-06. Full description at Econpapers \|\| Download paper	4
31	2006	Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11. Full description at Econpapers \|\| Download paper	3
32	2013	Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-721. Full description at Econpapers \|\| Download paper	2
33	2013	Prediction Markets for Economic Forecasting. (2013). Snowberg, Erik ; Zitzewitz, Eric ; Wolfers, Justin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657. Full description at Econpapers \|\| Download paper	2
34	2006	Forecasting in Marketing. (2006). Franses, Philip Hans . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-18. Full description at Econpapers \|\| Download paper	2
35	2013	Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers \|\| Download paper	2
36	2013	Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961. Full description at Econpapers \|\| Download paper	1
37	2013	Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581. Full description at Econpapers \|\| Download paper	1

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

#	Year	Title	Cited
1	2006	Forecast Combinations. (2006). Timmermann, Allan . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers \|\| Download paper	72
2	2013	Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers \|\| Download paper	35
3	2006	Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers \|\| Download paper	29
4	2006	Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers \|\| Download paper	27
5	2013	Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers \|\| Download paper	22
6	2013	Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers \|\| Download paper	20
7	2006	Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers \|\| Download paper	18
8	2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper	17
9	2013	DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers \|\| Download paper	16
10	2013	Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers \|\| Download paper	15
11	2013	Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers \|\| Download paper	15
12	2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper	13
13	2013	Advances in Forecasting under Instability. (2013). Rossi, Barbara . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers \|\| Download paper	12
14	2013	Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers \|\| Download paper	11
15	2006	Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers \|\| Download paper	10
16	2006	Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers \|\| Download paper	10
17	2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper	8
18	2013	Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers \|\| Download paper	8
19	2006	Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers \|\| Download paper	6
20	2013	Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers \|\| Download paper	6
21	2006	Approximate Nonlinear Forecasting Methods. (2006). White, Halbert . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers \|\| Download paper	6
22	2006	Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers \|\| Download paper	6
23	2006	Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers \|\| Download paper	5
24	2013	Variable Selection in Predictive Regressions. (2013). Ng, Serena . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers \|\| Download paper	5
25	2006	Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers \|\| Download paper	5
26	2006	Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers \|\| Download paper	3
27	2013	Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-721. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

Recent citations received in 2013

Year	Citing document
2013	Quantifying the Speculative Component in the Real Price of Oil: The Role of Global Oil Inventories. (2013). Kilian, Lutz ; Lee, Thomas K. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9297. Full description at Econpapers \|\| Download paper
2013	Time Variation in Macro-Financial Linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9436. Full description at Econpapers \|\| Download paper
2013	Advances in Forecasting under Instability. (2013). Rossi, Barbara . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers \|\| Download paper
2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper
2013	Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers \|\| Download paper
2013	Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers \|\| Download paper
2013	Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers \|\| Download paper
2013	Prediction Markets for Economic Forecasting. (2013). Snowberg, Erik ; Zitzewitz, Eric ; Wolfers, Justin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657. Full description at Econpapers \|\| Download paper
2013	Commodity price shocks and the business cycle: Structural evidence for the U.S.. (2013). Hertweck, Matthias ; Gubler, Matthias. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:37:y:2013:i:c:p:324-352. Full description at Econpapers \|\| Download paper
2013	Can We Still Benefit from International Diversification? The Case of the Czech and German Stock Markets. (2013). BarunÃÂk, Jozef ; Avdulaj, Krenar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:63:y:2013:i:5:p:425-442. Full description at Econpapers \|\| Download paper
2013	The Comovement in Commodity Prices; Sources and Implications. (2013). Coibion, Olivier ; Alquist, Ron. In: IMF Working Papers. RePEc:imf:imfwpa:13/140. Full description at Econpapers \|\| Download paper
2013	Real-Time Forecasting with a Mixed-Frequency VAR. (2013). Song, Dongho ; Schorfheide, Frank. In: NBER Working Papers. RePEc:nbr:nberwo:19712. Full description at Econpapers \|\| Download paper
2013	Confidence Bands for ROC Curves with Serially Dependent Data. (2013). Lahiri, Kajal ; Yang, Liu . In: Discussion Papers. RePEc:nya:albaec:13-07. Full description at Econpapers \|\| Download paper
2013	Time variation in macro-financial linkages. (2013). Prieto, Esteban ; Marcellino, Massimiliano ; Eickmeier, Sandra. In: Discussion Papers. RePEc:zbw:bubdps:132013. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#		Series	Cites

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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