Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

International Journal of Forecasting / Elsevier

1.44

Impact Factor

1.79

5-Years IF

61

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.10.01757590.12428186362583 (19.4%)40.050.04
19910.030.10.0362137150.1129717253981362 (20.9%)0.04
19920.040.090.0490227170.07814137538316159 (19.5%)0.04
19930.030.110.0379306210.0750115244131397 (19.4%)0.05
19940.020.120.0470376230.0637016934031639 (10.5%)20.030.04
19950.080.190.13614371080.25405149123764754 (13.3%)10.020.07
19960.140.230.19655021750.35345131183627084 (24.3%)10.020.09
19970.10.260.16675691350.2411521261236558135 (11.7%)80.120.09
19980.10.280.16356042030.34626132133425492 (14.7%)10.030.1
19990.310.320.25396432960.464961023229874116 (23.4%)60.150.13
20000.420.390.31597022500.36944743126782180 (19.1%)60.10.15
20010.280.390.32457472510.3444898272658657 (12.7%)130.290.14
20020.330.40.44588053090.384651043424510991 (19.6%)140.240.17
20030.450.430.58818864980.5665410346236136100 (15.3%)100.120.18
20040.40.480.54699555030.5310921395628215397 (8.9%)180.260.19
20050.470.520.586710228010.78105715070312182114 (10.8%)140.210.2
20060.710.510.626310859960.92115013696320199150 (13%)190.30.2
20070.820.450.656311487680.6770513010733821989 (12.6%)260.410.18
20081.130.480.996412129100.75995126143343338125 (12.6%)230.360.2
20090.830.491.027212849130.7182312710532633292 (11.2%)290.40.19
20100.930.460.947513599830.7257313612632930965 (11.3%)90.120.17
20111.010.491.21148150715371.0281214714933740891 (11.2%)520.350.19
20120.70.520.9264157113080.8376922315542238732 (4.2%)310.480.19
20130.820.581.0456162715300.9449521217342343867 (13.5%)370.660.2
20141.70.61.3577170419311.1382812020441556185 (10.3%)811.050.2
20151.920.611.3181178520711.1638013325642054957 (15%)610.750.19
20161.860.681.55102188724041.2738815829442666246 (11.9%)830.810.2
20171.440.731.7976196322041.1211918326338068113 (10.9%)290.380.22
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). Leybourne, Stephen ; 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

722
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.

Full description at Econpapers || Download paper

480
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

390
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

259
52000The 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

247
62006Another 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

218
71998Forecasting 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

216
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.

Full description at Econpapers || Download paper

168
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.

Full description at Econpapers || Download paper

165
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.

Full description at Econpapers || Download paper

141
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.

Full description at Econpapers || Download paper

133
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.

Full description at Econpapers || Download paper

132
132014Electricity 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

127
141995Forecasting 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.

Full description at Econpapers || Download paper

124
152008Real-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

123
162005Macro 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

123
172005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

Full description at Econpapers || Download paper

113
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.

Full description at Econpapers || Download paper

110
192008Forecasting 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

101
202006Judgmental 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.

Full description at Econpapers || Download paper

97
211999The 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

92
22200625 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

90
231992The 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.

Full description at Econpapers || Download paper

90
241993Earnings 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.

Full description at Econpapers || Download paper

88
251987Cointegration 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.

Full description at Econpapers || Download paper

87
262004Efficient 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.

Full description at Econpapers || Download paper

87
272009Forecasting 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

86
281997Shorte-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.

Full description at Econpapers || Download paper

84
292008The 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.

Full description at Econpapers || Download paper

84
302011MIDAS 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

84
312008Forecasting 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

83
321997Forecasting 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.

Full description at Econpapers || Download paper

83
332001How 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.

Full description at Econpapers || Download paper

83
342000Out-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.

Full description at Econpapers || Download paper

81
352009Effective 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.

Full description at Econpapers || Download paper

81
362011MIDAS 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

80
372013Combining 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.

Full description at Econpapers || Download paper

79
382006Are 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.

Full description at Econpapers || Download paper

76
392000An 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.

Full description at Econpapers || Download paper

76
402009Forecasting 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.

Full description at Econpapers || Download paper

75
411999Additive 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.

Full description at Econpapers || Download paper

74
421993Reply to commentaries on Earnings 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:343-344.

Full description at Econpapers || Download paper

74
432009Forecasting 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.

Full description at Econpapers || Download paper

73
441993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

Full description at Econpapers || Download paper

72
452014Evaluating 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.

Full description at Econpapers || Download paper

72
461998Are 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.

Full description at Econpapers || Download paper

72
472005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.

Full description at Econpapers || Download paper

71
482004A 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.

Full description at Econpapers || Download paper

70
491990The 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.

Full description at Econpapers || Download paper

70
502004How 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.

Full description at Econpapers || Download paper

70

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

221
21997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; 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

123
32014Electricity 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

112
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

102
52006Another 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

97
61989Combining 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

76
71998Forecasting 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

66
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

60
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.

Full description at Econpapers || Download paper

57
102016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

Full description at Econpapers || Download paper

57
112008Forecasting 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

52
122014Evaluating 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.

Full description at Econpapers || Download paper

46
132008Forecasting 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

44
142005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

Full description at Econpapers || Download paper

43
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.

Full description at Econpapers || Download paper

42
162005Macro 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

40
172016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

Full description at Econpapers || Download paper

37
182007Combining 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

35
192016Probabilistic forecasting of electricity spot prices using Factor Quantile Regression Averaging. (2016). Weron, Rafał ; Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:957-965.

Full description at Econpapers || Download paper

35
20200625 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

35
212008Real-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

34
222004Bridge 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

34
232006Modelling 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.

Full description at Econpapers || Download paper

34
242008Bayesian 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.

Full description at Econpapers || Download paper

32
252002A 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

32
262008The 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.

Full description at Econpapers || Download paper

31
272016Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050.

Full description at Econpapers || Download paper

29
282000Out-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.

Full description at Econpapers || Download paper

29
292014Short-term inflation projections: A Bayesian vector autoregressive approach. (2014). onorante, luca ; Lenza, Michele ; Giannone, Domenico ; Momferatou, Daphne . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:635-644.

Full description at Econpapers || Download paper

28
302011MIDAS 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

27
312011MIDAS 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

27
322014Global Energy Forecasting Competition 2012. (2014). Hong, Tao ; Pinson, Pierre ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:357-363.

Full description at Econpapers || Download paper

26
331999The 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

26
342009Effective 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.

Full description at Econpapers || Download paper

26
352006Judgmental 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.

Full description at Econpapers || Download paper

26
362009Forecasting 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.

Full description at Econpapers || Download paper

25
372011Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026.

Full description at Econpapers || Download paper

25
382008Reply to the discussion of Elusive Return Predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:29-30.

Full description at Econpapers || Download paper

25
392011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

Full description at Econpapers || Download paper

25
402011A 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.

Full description at Econpapers || Download paper

25
412008Elusive return predictability. (2008). Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:1-18.

Full description at Econpapers || Download paper

25
422011A 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.

Full description at Econpapers || Download paper

24
432009Forecasting 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

24
442005Business survey data: Do they help in forecasting GDP growth?. (2005). Jansson, Per ; Lof, Marten. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:377-389.

Full description at Econpapers || Download paper

23
451995Forecasting 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.

Full description at Econpapers || Download paper

23
462012Loss given default models incorporating macroeconomic variables for credit cards. (2012). Crook, Jonathan ; Bellotti, Tony. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:171-182.

Full description at Econpapers || Download paper

22
472015Do high-frequency financial data help forecast oil prices? The MIDAS touch at work. (2015). Kilian, Lutz ; Guérin, Pierre ; Baumeister, Christiane. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:2:p:238-252.

Full description at Econpapers || Download paper

22
482015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

Full description at Econpapers || Download paper

22
492009Forecasting 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.

Full description at Econpapers || Download paper

22
502014A comparison of mixed frequency approaches for nowcasting Euro area macroeconomic aggregates. (2014). Marcellino, Massimiliano ; Foroni, Claudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:554-568.

Full description at Econpapers || Download paper

21

Citing documents used to compute impact factor 263:

YearTitle
2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6457.

Full description at Econpapers || Download paper

2017Real-time determination of credit cycle phases in emerging markets. (2017). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps17.

Full description at Econpapers || Download paper

2017Predicting Ordinary and Severe Recessions with a Three-State Markov-Switching Dynamic Factor Model. An Application to the German Business Cycle. (2017). Wolters, Maik ; Reif, Magnus ; Carstensen, Kai ; Heinrich, Markus. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168206.

Full description at Econpapers || Download paper

2017Residential investment and recession predictability. (2017). Herstad, Eyo ; Anundsen, Andre ; Aastveit, Knut Are. In: Working Papers. RePEc:bny:wpaper:0057.

Full description at Econpapers || Download paper

2017Dating Cyclical Turning Points for Russia: Formal Methods and Informal Choices. (2017). Smirnov, Sergey V ; Petronevich, Anna V ; Kondrashov, Nikolay V. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:13:y:2017:i:1:d:10.1007_s41549-017-0014-9.

Full description at Econpapers || Download paper

2017New Approaches to Prediction using Functional Data Analysis. (2017). Laha, A K ; Rathi, Poonam . In: IIMA Working Papers. RePEc:iim:iimawp:14576.

Full description at Econpapers || Download paper

2017Nowcasting Slovak GDP by a Small Dynamic Factor Model. (2017). Tóth, Peter ; Toth, Peter . In: MPRA Paper. RePEc:pra:mprapa:77245.

Full description at Econpapers || Download paper

2017NOWCASTING THE NEW TURKISH GDP. (2017). Yazgan, Ege ; Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1702.

Full description at Econpapers || Download paper

2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

Full description at Econpapers || Download paper

2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

Full description at Econpapers || Download paper

2017The role of jumps and leverage in forecasting volatility in international equity markets. (2017). Buncic, Daniel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:79:y:2017:i:c:p:1-19.

Full description at Econpapers || Download paper

2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy. (2017). Huber, Florian ; Feldkircher, Martin ; Gruber, Thomas . In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5554.

Full description at Econpapers || Download paper

2017Sparse Bayesian time-varying covariance estimation in many dimensions. (2017). Kastner, Gregor. In: Papers. RePEc:arx:papers:1608.08468.

Full description at Econpapers || Download paper

2017How would a fiscal shock in Germany affect other European countries? Evidence from a Bayesian GVAR model with sign restrictions. (2017). Huber, Florian ; Feldkircher, Martin ; Eller, Markus. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2017:i:1:b:3.

Full description at Econpapers || Download paper

2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Paper Series. RePEc:wiw:wus005:5460.

Full description at Econpapers || Download paper

2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp243.

Full description at Econpapers || Download paper

2017The shortage of safe assets in the US investment portfolio: Some international evidence. (2017). Punzi, Maria Teresa ; Huber, Florian. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:74:y:2017:i:c:p:318-336.

Full description at Econpapers || Download paper

2017Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy. (2017). Martin Feldkircher Author-Email: martin. feldkirch, . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp248.

Full description at Econpapers || Download paper

2017A new high-dimensional time series approach for wind speed, wind direction and air pressure forecasting. (2017). Schmid, Wolfgang ; Ambach, Daniel . In: Energy. RePEc:eee:energy:v:135:y:2017:i:c:p:833-850.

Full description at Econpapers || Download paper

2017Comparison of numerical methods and metaheuristic optimization algorithms for estimating parameters for wind energy potential assessment in low wind regions. (2017). Jiang, Haiyan ; Geng, Wei ; Wu, Jie ; Wang, Jianzhou. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:1199-1217.

Full description at Econpapers || Download paper

2017Short-term electric energy production forecasting at wind power plants in pareto-optimality context. (2017). Wasilewski, J ; Baczynski, D. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:69:y:2017:i:c:p:177-187.

Full description at Econpapers || Download paper

2017A numerical model based on prior distribution fuzzy inference and neural networks. (2017). Wang, Jianzhou ; Guo, Zhenhai ; Zhang, Kequan ; Dong, Yunxuan . In: Renewable Energy. RePEc:eee:renene:v:112:y:2017:i:c:p:486-497.

Full description at Econpapers || Download paper

2017Investigation of Relationship Between World Food Prices and Energy Price: A Panel SUR Approach. (2017). Saghaian, Sayed ; Hezareh, Reza ; Seraji, Mohammad Tirgari ; Shahnoushi, Naser ; Sayed, Saghaian . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252782.

Full description at Econpapers || Download paper

2017Effects of Clean Air Act on Patenting Activities in Chemical Industry: Learning from Past Experiences. (2017). Durmuolu, Alptekin. In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:862-:d:99174.

Full description at Econpapers || Download paper

2017The Stabilizing Role of Forward Guidance: A Macro Experiment. (2017). Ahrens, Steffen ; Tettamanzi, Michele ; Lustenhouwer, Joep. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168063.

Full description at Econpapers || Download paper

2017What does “below, but close to, two percent” mean? Assessing the ECB’s reaction function with real time data. (2017). Paloviita, Maritta ; Kilponen, Juha ; Jalasjoki, Pirkka ; Haavio, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_029.

Full description at Econpapers || Download paper

2017Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Neural network models. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1703.

Full description at Econpapers || Download paper

2017On the importance of the long-term seasonal component in day-ahead electricity price forecasting. Part II – Probabilistic forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1702.

Full description at Econpapers || Download paper

2017Modelling non-stationary time series using a peaks over threshold distribution with time varying covariates and threshold: An application to peak electricity demand. (2017). Bere, Alphonce ; Sigauke, Caston. In: Energy. RePEc:eee:energy:v:119:y:2017:i:c:p:152-166.

Full description at Econpapers || Download paper

2017Forecasting electricity prices through robust nonlinear models. (2017). Nan, Fany ; Grossi, Luigi. In: Working Papers. RePEc:ver:wpaper:06/2017.

Full description at Econpapers || Download paper

2017The value of electricity and reserve services in low carbon electricity systems. (2017). Staffell, Iain ; Vijay, Avinash ; Hawkes, Adam ; Fouquet, Nicolas . In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:111-123.

Full description at Econpapers || Download paper

2017Uncertainty and Forecasts of U.S. Recessions. (2017). Pierdzioch, Christian ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201732.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes: A survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CAMA Working Papers. RePEc:een:camaaa:2017-76.

Full description at Econpapers || Download paper

2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1718.

Full description at Econpapers || Download paper

2017Asset prices and macroeconomic outcomes : a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:8259.

Full description at Econpapers || Download paper

2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

Full description at Econpapers || Download paper

2017Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian. In: IREA Working Papers. RePEc:ira:wpaper:201703.

Full description at Econpapers || Download paper

2017Short-term power load probability density forecasting method using kernel-based support vector quantile regression and Copula theory. (2017). Liu, Rui ; Lu, Xiaofen ; He, Yaoyao ; Wang, Shuo. In: Applied Energy. RePEc:eee:appene:v:185:y:2017:i:p1:p:254-266.

Full description at Econpapers || Download paper

2017Are Multifractal Processes Suited to Forecasting Electricity Price Volatility? Evidence from Australian Intraday Data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli. In: Working Papers. RePEc:pre:wpaper:201739.

Full description at Econpapers || Download paper

2017Are multifractal processes suited to forecasting electricity price volatility? Evidence from Australian intraday data. (2017). Wilfling, Bernd ; Lau, Chi Keung ; GUPTA, RANGAN ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:6117.

Full description at Econpapers || Download paper

2017A new electricity price prediction strategy using mutual information-based SVM-RFE classification. (2017). Shao, Zhen ; Lin, Peng ; Zhou, Kaile ; Gao, Fei ; Yang, Shanlin. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:70:y:2017:i:c:p:330-341.

Full description at Econpapers || Download paper

2017Nonlinear empirical pricing in electricity markets using fundamental weather factors. (2017). Uribe, Jorge ; Manotas-Duque, Diego Fernando ; Mosquera-Lopez, Stephania. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:594-605.

Full description at Econpapers || Download paper

2017A mixed frequency approach to the forecasting of private consumption with ATM/POS data. (2017). Rua, António ; Rodrigues, Paulo ; Duarte, Cláudia. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:61-75.

Full description at Econpapers || Download paper

2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

Full description at Econpapers || Download paper

2017Multiscale stochastic prediction of electricity demand in smart grids using Bayesian networks. (2017). Bassamzadeh, Nastaran ; Ghanem, Roger . In: Applied Energy. RePEc:eee:appene:v:193:y:2017:i:c:p:369-380.

Full description at Econpapers || Download paper

2017Modeling and Forecasting Hourly Electricity Demand by SARIMAX with Interactions. (2017). Fukushige, Mototsugu ; Elamin, Niematallah. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:1728.

Full description at Econpapers || Download paper

2017Exploratory data analysis of the electrical energy demand in the time domain in Greece. (2017). Tyralis, Hristos ; Mamassis, Nikos ; Tzouka, Katerina ; Karakatsanis, Georgios . In: Energy. RePEc:eee:energy:v:134:y:2017:i:c:p:902-918.

Full description at Econpapers || Download paper

2017Wind Speed for Load Forecasting Models. (2017). Hong, Tao ; Xie, Jingrui . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:795-:d:98155.

Full description at Econpapers || Download paper

2017A Spatio-temporal-similarity and Common Factor Approach of Individual Housing Prices. (2017). Elhorst, J.Paul ; Duran, Nicolas. In: Research Report. RePEc:gro:rugsom:2018007-eef.

Full description at Econpapers || Download paper

2017Forecast combination for discrete choice models: predicting FOMC monetary policy decisions. (2017). Vasnev, Andrey ; Pauwels, Laurent L. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:1:d:10.1007_s00181-016-1080-x.

Full description at Econpapers || Download paper

2017Conditionally Optimal Weights and Forward-Looking Approaches to Combining Forecasts. (2017). Vasnev, Andrey ; Gibbs, Christopher. In: Discussion Papers. RePEc:swe:wpaper:2017-10.

Full description at Econpapers || Download paper

2017Application of wavelet decomposition in time-series forecasting. (2017). Yazgan, Ege ; Genay, Ramazan ; Zhang, Keyi . In: Economics Letters. RePEc:eee:ecolet:v:158:y:2017:i:c:p:41-46.

Full description at Econpapers || Download paper

2017Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. (2017). Yin, Libo ; Pan, Zhiyuan ; Wu, Chongfeng ; Wang, Yudong. In: Journal of Empirical Finance. RePEc:eee:empfin:v:43:y:2017:i:c:p:130-142.

Full description at Econpapers || Download paper

2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

Full description at Econpapers || Download paper

2017Forecasting Stock Returns: A Predictor-Constrained Approach. (2017). Pettenuzzo, Davide. In: Working Papers. RePEc:brd:wpaper:116.

Full description at Econpapers || Download paper

2017Optimal density forecast combinations. (2017). Ganics, Gergely. In: Working Papers. RePEc:bde:wpaper:1751.

Full description at Econpapers || Download paper

2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

Full description at Econpapers || Download paper

2017A deep learning ensemble approach for crude oil price forecasting. (2017). Zhao, Yang ; Yu, Lean ; Li, Jianping. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:9-16.

Full description at Econpapers || Download paper

2017Forecasting crude-oil market volatility: Further evidence with jumps. (2017). Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:508-519.

Full description at Econpapers || Download paper

2017Soft computing prediction of economic growth based in science and technology factors. (2017). Petkovi, Biljana ; Markovi, Duan ; Nikoli, Vlastimir ; Milovanevi, Milo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:217-220.

Full description at Econpapers || Download paper

2017Economic growth rate management by soft computing approach. (2017). Jovi, Sran ; Maksimovi, Goran ; Jovanovi, Radomir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:520-524.

Full description at Econpapers || Download paper

2017Evaluation of agriculture and industry effect on economic health by ANFIS approach. (2017). Oki, Aleksandar ; Jovi, Sran. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:396-399.

Full description at Econpapers || Download paper

2017A policymaker’s guide to a Euro area stabilization fund. (2017). Huart, Florence ; Farvaque, Etienne. In: Economia Politica: Journal of Analytical and Institutional Economics. RePEc:spr:epolit:v:34:y:2017:i:1:d:10.1007_s40888-016-0038-y.

Full description at Econpapers || Download paper

2017Estimation of the most influential science and technology factors for economic growth forecasting by soft computing technique. (2017). Markovi, Duan ; Milovanevi, Milo ; Mladenovi, Igor . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0321-6.

Full description at Econpapers || Download paper

2017Analyzing of innovations influence on economic growth by fuzzy system. (2017). Mladenovi, Igor ; Sokolov-Mladenovi, Svetlana ; Milovanevi, Milo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0331-4.

Full description at Econpapers || Download paper

2017Prediction of economic growth by extreme learning approach based on science and technology transfer. (2017). Karaniki, Petra ; Alizamir, Meysam ; Sokolov-Mladenovi, Svetlana . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0337-y.

Full description at Econpapers || Download paper

2017The return of financial variables in forecasting GDP growth in the G-7. (2017). Kuosmanen, Petri ; Vataja, Juuso . In: Economic Change and Restructuring. RePEc:kap:ecopln:v:50:y:2017:i:3:d:10.1007_s10644-017-9212-7.

Full description at Econpapers || Download paper

2017Evaluating Medium Term Forecasting Methods and their Implications for EU Output Gap Calculations. (2017). Mc, Kieran ; Vandermeulen, Valerie ; Roeger, Werner. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:070.

Full description at Econpapers || Download paper

2017A Machine Learning Approach to the Forecast Combination Puzzle. (2017). Mandel, Antoine ; Sani, Amir. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01317974.

Full description at Econpapers || Download paper

2017Global Real Activity for Canadian Exports: GRACE. (2017). de Munnik, Daniel ; Chernis, Tony ; Binette, Andre . In: Discussion Papers. RePEc:bca:bocadp:17-2.

Full description at Econpapers || Download paper

2017Accurate Subsampling Intervals of Principal Components Factors. (2017). Ruiz, Esther ; de Vicente, Javier . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:23974.

Full description at Econpapers || Download paper

2017Mixed-frequency models for tracking short-term economic developments in Switzerland. (2017). Scheufele, Rolf ; Hepenstrick, Christian ; Galli, Alain ; Alain, Rolf Scheufele . In: Working Papers. RePEc:snb:snbwpa:2017-02.

Full description at Econpapers || Download paper

2017A Dynamic Factor Model for Nowcasting Canadian GDP Growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Staff Working Papers. RePEc:bca:bocawp:17-2.

Full description at Econpapers || Download paper

2017Determining the number of factors after stationary univariate transformations. (2017). Ruiz, Esther ; Poncela, Pilar ; Corona, Francisco. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1158-5.

Full description at Econpapers || Download paper

2017A dynamic factor model for nowcasting Canadian GDP growth. (2017). Chernis, Tony ; Sekkel, Rodrigo. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1254-1.

Full description at Econpapers || Download paper

2017Which indicators matter? Analyzing the Swiss business cycle using a large-scale mixed-frequency dynamic factor model. (2017). Galli, Alain. In: Working Papers. RePEc:snb:snbwpa:2017-08.

Full description at Econpapers || Download paper

2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

Full description at Econpapers || Download paper

2017A dynamic factor model for the Mexican economy: are common trends useful when predicting economic activity?. (2017). Corona, Francisco ; Orraca, Pedro ; Gonzalez-Farias, Graciela. In: Latin American Economic Review. RePEc:spr:laecrv:v:26:y:2017:i:1:d:10.1007_s40503-017-0044-7.

Full description at Econpapers || Download paper

2017Variance stabilizing transformations for electricity spot price forecasting. (2017). Weron, Rafał ; Uniejewski, Bartosz ; Ziel, Florian. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1701.

Full description at Econpapers || Download paper

2017A communitarian microgrid storage planning system inside the scope of a smart city. (2017). Coelho, Vitor N ; Guimares, Frederico G ; Ochi, Luis S ; Santos, Haroldo G ; de Freitas, Alan ; Pereira, Leo ; Barbosa, Alexandre C ; de Oliveira, Glauber C. In: Applied Energy. RePEc:eee:appene:v:201:y:2017:i:c:p:371-381.

Full description at Econpapers || Download paper

2017A new finite mixture distribution and its expectation-maximization procedure for extreme wind speed characterization. (2017). Bracale, Antonio ; de Falco, Pasquale ; Carpinelli, Guido. In: Renewable Energy. RePEc:eee:renene:v:113:y:2017:i:c:p:1366-1377.

Full description at Econpapers || Download paper

2017Risk Constrained Trading Strategies for Stochastic Generation with a Single-Price Balancing Market. (2017). Browell, Jethro. In: Papers. RePEc:arx:papers:1708.02625.

Full description at Econpapers || Download paper

2017Forecasting quantiles of day-ahead electricity load. (2017). Clements, Adam ; Li, Z ; Hurn, A S. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:60-71.

Full description at Econpapers || Download paper

2017Testing transformative energy scenarios through causal layered analysis gaming. (2017). Inayatullah, Sohail ; Minkkinen, Matti ; Heinonen, Sirkka ; Karjalainen, Joni. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:124:y:2017:i:c:p:101-113.

Full description at Econpapers || Download paper

2017Towards Improved Understanding of the Applicability of Uncertainty Forecasts in the Electric Power Industry. (2017). Bessa, Ricardo J ; Kariniotakis, George ; Cali, Umit ; Hodge, Bri-Mathias ; el Gaidi, Sebastian Haglund ; Browell, Jethro ; Siefert, Malte ; Fundel, Vanessa ; Mohrlen, Corinna. In: Energies. RePEc:gam:jeners:v:10:y:2017:i:9:p:1402-:d:111989.

Full description at Econpapers || Download paper

2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

Full description at Econpapers || Download paper

2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

Full description at Econpapers || Download paper

2017Beta forecasting at long horizons. (2017). Cenesizoglu, Tolga ; Reeves, Jonathan J ; de Oliveira, Fabio. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:936-957.

Full description at Econpapers || Download paper

2017National Accounts System: Source of Information in Macroeconomic Forecast. (2017). Anghelache, Constantin ; Solomon, Alina-Georgiana ; Madalina - Gabriela Anghel, . In: International Journal of Academic Research in Accounting, Finance and Management Sciences. RePEc:hur:ijaraf:v:7:y:2017:i:2:p:76-82.

Full description at Econpapers || Download paper

2017METHODS AND TECHNIQUES FOR PREPARING FORECASTS. (2017). Anghelache, Constantin ; Stoica, Radu ; Samson, Tudor ; Madalina - Gabriela Anghel, . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:26-36.

Full description at Econpapers || Download paper

2017STRUCTURAL METHODS USED IN FORECASTING STUDIES. (2017). Lilea, Florin Paul Costel ; Bodo, Gyorgy ; Marinescu, Radu Titus ; Diaconu, Aurelian ; Costel, Florin Paul . In: Romanian Statistical Review Supplement. RePEc:rsr:supplm:v:65:y:2017:i:4:p:66-74.

Full description at Econpapers || Download paper

2017Understanding Chinese provincial real estate investment: A Global VAR perspective. (2017). Rudkin, Simon ; Chen, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:248-260.

Full description at Econpapers || Download paper

2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Manera, Matteo ; Galeotti, Marzio ; Bastianin, Andrea. In: Working Papers. RePEc:fem:femwpa:2017.06.

Full description at Econpapers || Download paper

2017Statistical and Economic Evaluation of Time Series Models for Forecasting Arrivals at Call Centers. (2017). Galeotti, Marzio ; Bastianin, Andrea ; Manera, Matteo. In: Economic Theory and Applications Working Papers. RePEc:ags:feemet:253725.

Full description at Econpapers || Download paper

2017Air transportation demand forecast through Bagging Holt Winters methods. (2017). Varela, Hugo Miguel ; Cyrino, Fernando Luiz ; Dantas, Tiago Mendes . In: Journal of Air Transport Management. RePEc:eee:jaitra:v:59:y:2017:i:c:p:116-123.

Full description at Econpapers || Download paper

2017Big Data Analytics: A Review on Theoretical Contributions and Tools Used in Literature. (2017). Grover, Purva ; Kar, Arpan Kumar. In: Global Journal of Flexible Systems Management. RePEc:spr:gjofsm:v:18:y:2017:i:3:d:10.1007_s40171-017-0159-3.

Full description at Econpapers || Download paper

2017A Study in Monetary Macroeconomics. (2017). Homburg, Stefan. In: OUP Catalogue. RePEc:oxp:obooks:9780198807537.

Full description at Econpapers || Download paper

2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

Full description at Econpapers || Download paper

2017Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

Full description at Econpapers || Download paper

2017Deep learning based ensemble approach for probabilistic wind power forecasting. (2017). Liu, Yi-Tao ; Jiang, Hui ; Wang, Huai-Zhi ; Peng, Jian-Chun . In: Applied Energy. RePEc:eee:appene:v:188:y:2017:i:c:p:56-70.

Full description at Econpapers || Download paper

2017The exploration on the trade preferences of cooperation partners in four energy commodities’ international trade: Crude oil, coal, natural gas and photovoltaic. (2017). Guan, Qing. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:154-163.

Full description at Econpapers || Download paper

2017A nonparametric copula approach to conditional Value-at-Risk. (2017). Geenens, Gery ; Dunn, Richard . In: Papers. RePEc:arx:papers:1712.05527.

Full description at Econpapers || Download paper

2017Testing and comparing the performance of dynamic variance and correlation models in value-at-risk estimation. (2017). Li, Leon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:116-135.

Full description at Econpapers || Download paper

2017High Frequency vs. Daily Resolution: the Economic Value of Forecasting Volatility Models - 2nd ed. (2017). Lilla, F. In: Working Papers. RePEc:bol:bodewp:wp1099.

Full description at Econpapers || Download paper

2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist. In: Bank of England working papers. RePEc:boe:boeewp:0660.

Full description at Econpapers || Download paper

2017Evaluation of exchange rate point and density forecasts: An application to Brazil. (2017). Gaglianone, Wagner ; Moura, Jaqueline Terra. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:707-728.

Full description at Econpapers || Download paper

2017Volatility measures and Value-at-Risk. (2017). Bams, Dennis ; Blanchard, Gildas ; Lehnert, Thorsten. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:848-863.

Full description at Econpapers || Download paper

2017Forecasting multidimensional tail risk at short and long horizons. (2017). Polanski, Arnold ; Stoja, Evarist. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:958-969.

Full description at Econpapers || Download paper

2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

Full description at Econpapers || Download paper

2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

Full description at Econpapers || Download paper

2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

Full description at Econpapers || Download paper

2017Cowboying Stock Market Herds with Robot Traders. (2017). Galimberti, Jaqueson ; Da Silva, Sergio ; Suhadolnik, Nicolas . In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:3:d:10.1007_s10614-016-9591-2.

Full description at Econpapers || Download paper

2017Economic forecasting in theory and practice: An interview with David F. Hendry. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:523-542.

Full description at Econpapers || Download paper

2017Expectations and forecasting during the Great Depression: Real-time evidence from the business press. (2017). Mathy, Gabriel ; Stekler, Herman . In: Journal of Macroeconomics. RePEc:eee:jmacro:v:53:y:2017:i:c:p:1-15.

Full description at Econpapers || Download paper

2017Was the Deflation of the Depression Anticipated? An Inference Using Real-time Data. (2017). Mathy, Gabriel ; Stekler, Herman O. In: Working Papers. RePEc:gwc:wpaper:2017-004.

Full description at Econpapers || Download paper

2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

Full description at Econpapers || Download paper

2017Sentiment in Central Banks Financial Stability Reports. (2017). Correa, Ricardo ; Mislang, Nathan ; Londono, Juan M ; Garud, Keshav. In: International Finance Discussion Papers. RePEc:fip:fedgif:1203.

Full description at Econpapers || Download paper

2017Tests of equal accuracy for nested models with estimated factors. (2017). McCracken, Michael ; Goncalves, Silvia ; Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:2:p:231-252.

Full description at Econpapers || Download paper

2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

Full description at Econpapers || Download paper

2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

Full description at Econpapers || Download paper

2017Forecast Performance in Times of Terrorism. (2017). El-Shagi, Makram ; Benchimol, Jonathan. In: CFDS Discussion Paper Series. RePEc:fds:dpaper:201701.

Full description at Econpapers || Download paper

2017Exploring the potential of tree-based ensemble methods in solar radiation modeling. (2017). Khalil, A ; Kaseb, S ; Kassem, M A ; Hassan, Muhammed A. In: Applied Energy. RePEc:eee:appene:v:203:y:2017:i:c:p:897-916.

Full description at Econpapers || Download paper

2017A Justification of Conditional Confidence Intervals. (2017). Smeekes, Stephan ; Heinemann, Alexander ; Beutner, Eric . In: Research Memorandum. RePEc:unm:umagsb:2017023.

Full description at Econpapers || Download paper

2017Forecaster Rationality and Expectation Formation in Foreign Exchange Markets: Do Emerging Markets Differ from Industrialized Economies?. (2017). Frenkel, Michael ; Rulke, Jan-Christoph ; Mauch, Matthias . In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-04.

Full description at Econpapers || Download paper

2017Volatility forecasting in the Chinese commodity futures market with intraday data. (2017). Jiang, Ying ; Liu, Xiaoquan ; Ahmed, Shamim . In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:4:d:10.1007_s11156-016-0570-4.

Full description at Econpapers || Download paper

2017Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2017). Kunze, Frederik. In: Center for European, Governance and Economic Development Research Discussion Papers. RePEc:zbw:cegedp:326.

Full description at Econpapers || Download paper

2017Nowcasting Finnish Turnover Indexes Using Firm-Level Data. (2017). Fornaro, Paolo ; Saarinen, Lauri ; Luomaranta, Henri . In: ETLA Working Papers. RePEc:rif:wpaper:46.

Full description at Econpapers || Download paper

2017Predicting Auction Price of Vehicle License Plate with Deep Recurrent Neural Network. (2017). Chow, Vinci . In: Papers. RePEc:arx:papers:1701.08711.

Full description at Econpapers || Download paper

2017Macroeconomic activity and risk indicators: an unstable relationship. (2017). Marcellino, Massimiliano ; Abbate, Angela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1756.

Full description at Econpapers || Download paper

2017Forecasting Using Random Subspace Methods. (2017). Boot, Tom ; Nibbering, Didier . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20160073.

Full description at Econpapers || Download paper

2017A multidisciplinary perspective of big data in management research. (2017). Sheng, Jie ; Wang, Xiaojun ; Amankwah-Amoah, Joseph. In: International Journal of Production Economics. RePEc:eee:proeco:v:191:y:2017:i:c:p:97-112.

Full description at Econpapers || Download paper

2017Credit funding and banking fragility: A forecasting model for emerging economies. (2017). Guarín López, Alexander ; Lozano-Espitia, Ignacio ; Guarin, Alexander . In: Emerging Markets Review. RePEc:eee:ememar:v:32:y:2017:i:c:p:168-189.

Full description at Econpapers || Download paper

2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

Full description at Econpapers || Download paper

2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

Full description at Econpapers || Download paper

2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

Full description at Econpapers || Download paper

2017Multiplicative state-space models for intermittent time series. (2017). Svetunkov, Ivan ; Boylan, John Edward. In: MPRA Paper. RePEc:pra:mprapa:82487.

Full description at Econpapers || Download paper

2017Stochastic Multi-Objectives Supply Chain Optimization with Forecasting Partial Backordering Rate: A Novel Hybrid Method of Meta Goal Programming and Evolutionary Algorithms. (2017). Taleizadeh, Ata Allah. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:04:n:s021759591750021x.

Full description at Econpapers || Download paper

2017Dyadic Effects, Relevance, and the Empirical Assessment of the Kantian Peace. (2017). Xiang, Jun. In: International Interactions. RePEc:taf:ginixx:v:43:y:2017:i:2:p:248-271.

Full description at Econpapers || Download paper

2017Does fiscal responsibility matter? Evidence from public and private forecasters in Italy. (2017). Ramos, Raul ; Paluzie, Elisenda ; Carabotta, Laura . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:694-706.

Full description at Econpapers || Download paper

2017Improving the Predictive ability of oil for inflation: An ADL-MIDAS Approach.. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0025.

Full description at Econpapers || Download paper

2017Macroeconomic and credit forecasts during the Greek crisis using Bayesian VARs. (2017). Louzis, Dimitrios. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1128-y.

Full description at Econpapers || Download paper

2017Forecasting inflation in emerging markets: An evaluation of alternative models. (2017). Mandalinci, Zeyyad. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:1082-1104.

Full description at Econpapers || Download paper

2017Inference and testing on the boundary in extended constant conditional correlation GARCH models. (2017). Pedersen, Rasmus. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:23-36.

Full description at Econpapers || Download paper

2017Stock return predictability in emerging markets: Does the choice of predictors and models matter across countries?. (2017). Ftiti, Zied ; Hadhri, Sinda. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:39-60.

Full description at Econpapers || Download paper

2017Should we sample a time series more frequently?: decision support via multirate spectrum estimation. (2017). Nason, Guy P ; Smith, Paul A ; Elliott, Duncan ; Powell, Ben. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:2:p:353-407.

Full description at Econpapers || Download paper

2017Nowcasting Building Permits with Google Trends. (2017). Pincheira, Pablo ; Coble, David. In: MPRA Paper. RePEc:pra:mprapa:76514.

Full description at Econpapers || Download paper

2017A multidisciplinary perspective of big data in management research. (2017). Sheng, Jie ; Wang, Xiaojun ; Amankwah-Amoah, Joseph. In: International Journal of Production Economics. RePEc:eee:proeco:v:191:y:2017:i:c:p:97-112.

Full description at Econpapers || Download paper

2017Should one follow movements in the oil price or in money supply? Forecasting quarterly GDP growth in Russia with higher-frequency indicators. (2017). Solanko, Laura ; Mikosch, Heiner. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2017_019.

Full description at Econpapers || Download paper

2017Wind Speed for Load Forecasting Models. (2017). Hong, Tao ; Xie, Jingrui . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:5:p:795-:d:98155.

Full description at Econpapers || Download paper

2017Construction crises and business cycle: consequences for GDP forecasts. (2017). Monnet, Eric ; Thubin, C. In: Rue de la Banque. RePEc:bfr:rueban:2017:39.

Full description at Econpapers || Download paper

2017The new MIBA model: Real-time nowcasting of French GDP using the Banque de Frances monthly business survey. (2017). Mogliani, Matteo ; Darné, Olivier ; Pluyaud, Bertrand ; Darne, Olivier. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:26-39.

Full description at Econpapers || Download paper

2017Can U.S. EIA Retail Gasoline Price Forecasts Be Improved Upon?. (2017). Senia, Mark C ; Arunanondchai, Panit . In: 2017 Annual Meeting, February 4-7, 2017, Mobile, Alabama. RePEc:ags:saea17:252717.

Full description at Econpapers || Download paper

2017U.S. shale oil production and WTI prices behaviour. (2017). Pérez de Gracia, Fernando ; Gil-Alana, Luis ; Monge, Manuel. In: Energy. RePEc:eee:energy:v:141:y:2017:i:c:p:12-19.

Full description at Econpapers || Download paper

2017The Impact of the Fracking Boom on Arab Oil Producers. (2017). Kilian, Lutz. In: The Energy Journal. RePEc:aen:journl:ej38-6-kilian.

Full description at Econpapers || Download paper

2017Estimation of Structural Impulse Responses: Short-Run versus Long-Run Identifying Restrictions. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1642.

Full description at Econpapers || Download paper

2017Balanced bootstrap joint confidence bands for structural impulse response functions. (2017). Wolf, Michael ; Bruder, Stefan. In: ECON - Working Papers. RePEc:zur:econwp:246.

Full description at Econpapers || Download paper

2017Inference for Impulse Responses under Model Uncertainty. (2017). Smeekes, Stephan ; Lieb, Lenard. In: Research Memorandum. RePEc:unm:umagsb:2017022.

Full description at Econpapers || Download paper

2017Estimation of Structural Impulse Responses: Short-Run versus Long-run Identifying Restrictions. (2017). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168061.

Full description at Econpapers || Download paper

2017Wild bootstrap tests for autocorrelation in vector autoregressive models. (2017). Catani, Paul ; Ahlgren, Niklas . In: Statistical Papers. RePEc:spr:stpapr:v:58:y:2017:i:4:d:10.1007_s00362-016-0744-0.

Full description at Econpapers || Download paper

2017Forecasting elections at the constituency level: A correction–combination procedure. (2017). Munzert, Simon . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:467-481.

Full description at Econpapers || Download paper

2017Information Flow Between Prediction Markets, Polls and Media: Evidence from the 2008 Presidential Primaries. (2017). Lieli, Robert ; Khan, Urmee. In: Working Papers. RePEc:ucr:wpaper:201711.

Full description at Econpapers || Download paper

2017BIAS correction for dynamic factor models. (2017). Alonso, Andres Modesto ; Bastos, Guadalupe ; Garcia-Martos, Carolina . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24029.

Full description at Econpapers || Download paper

2017A dynamic component model for forecasting high-dimensional realized covariance matrices. (2017). Bauwens, Luc ; Storti, Giuseppe ; Braione, Manuela. In: Econometrics and Statistics. RePEc:eee:ecosta:v:1:y:2017:i:c:p:40-61.

Full description at Econpapers || Download paper

2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

Full description at Econpapers || Download paper

2017Unfolded risk-return trade-offs and links to Macroeconomic Dynamics. (2017). Liu, Xiaochun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:82:y:2017:i:c:p:1-19.

Full description at Econpapers || Download paper

2017Can macroeconomic dynamics explain the time variation of risk–return trade-offs in the U.S. financial market?. (2017). Liu, Xiaochun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:66:y:2017:i:c:p:275-293.

Full description at Econpapers || Download paper

2017Conditional FAVAR and scenario analysis for a large data: case of Tunisia. (2017). ben Romdhane, Hajer ; ben Tanfous, Nahed . In: IHEID Working Papers. RePEc:gii:giihei:heidwp15-2017.

Full description at Econpapers || Download paper

2017Missing disinflation and missing inflation: the puzzles that arent. (2017). Jarociński, Marek ; BOBEICA, Elena ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20172000.

Full description at Econpapers || Download paper

2017Factor Models for Non-Stationary Series: Estimates of Monthly U.S. GDP. (2017). Hengge, Martina ; Leonard, Seton . In: IHEID Working Papers. RePEc:gii:giihei:heidwp13-2017.

Full description at Econpapers || Download paper

2017The national segmentation of euro area bank balance sheets during the financial crisis. (2017). Reichlin, Lucrezia ; Pill, Huw ; Lenza, Michele ; Giannone, Domenico ; Colangelo, A. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1221-2.

Full description at Econpapers || Download paper

2017Common Factors of Commodity Prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working papers. RePEc:bfr:banfra:645.

Full description at Econpapers || Download paper

2017Has the FED Fallen behind the Curve? Evidence from VAR models. (2017). Conti, Antonio. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:164-168.

Full description at Econpapers || Download paper

2017The importance of the financial system for the real economy. (2017). Ankargren, Sebastian ; Shahnazarian, Hovick ; Bjellerup, Mrten. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1175-4.

Full description at Econpapers || Download paper

2017Common factors of commodity prices. (2017). Giannone, Domenico ; Ferrara, Laurent ; Delle Chiaie, Simona. In: Working Paper Series. RePEc:ecb:ecbwps:20172112.

Full description at Econpapers || Download paper

2017Common Factors, Trends, and Cycles in Large Datasets. (2017). Luciani, Matteo ; Barigozzi, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-111.

Full description at Econpapers || Download paper

2017Impact of uncertainty measures on the Portuguese economy. (2017). Manteu, Cristina ; Serra, Sara. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e201706.

Full description at Econpapers || Download paper

2017Impact of uncertainty measures on the Portuguese economy. (2017). Manteu, Cristina ; Serra, Sara. In: Working Papers. RePEc:ptu:wpaper:w201709.

Full description at Econpapers || Download paper

2017Measuring the Distributions of Public Inflation Perceptions and Expectations in the UK. (2017). Murasawa, Yasutomo. In: MPRA Paper. RePEc:pra:mprapa:76244.

Full description at Econpapers || Download paper

2017“Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming”. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: AQR Working Papers. RePEc:aqr:wpaper:201706.

Full description at Econpapers || Download paper

2017Let the data do the talking: Empirical modelling of survey-based expectations by means of genetic programming. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: IREA Working Papers. RePEc:ira:wpaper:201711.

Full description at Econpapers || Download paper

2017A new approach for the quantification of qualitative measures of economic expectations. (2017). Claveria, Oscar ; Torra, Salvador ; Monte, Enric. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:6:d:10.1007_s11135-016-0416-0.

Full description at Econpapers || Download paper

2017Rationalizing the Bias in Central Banks Interest Rate Projections. (2017). Frenkel, Michael ; Rulke, Jan-Christoph ; Jung, Jin-Kyu . In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:17-03.

Full description at Econpapers || Download paper

2017Joint Forecast Combination of Macroeconomic Aggregates and Their Components. (2017). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:76556.

Full description at Econpapers || Download paper

2017Do professional forecasters behave as if they believed in the New Keynesian Phillips Curve for the euro area?. (2017). Lopez-Perez, Victor . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9314-x.

Full description at Econpapers || Download paper

2017A nonparametric approach to identifying a subset of forecasters that outperforms the simple average. (2017). Sinclair, Tara ; Bürgi, Constantin ; Bürgi, Constantin ; Bürgi, Constantin ; Burgi, Constantin . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1152-y.

Full description at Econpapers || Download paper

2017Measuring uncertainty and assessing its predictive power in the euro area. (2017). Poncela, Pilar ; Senra, Eva . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1181-6.

Full description at Econpapers || Download paper

2017Entropy Econometrics for combining regional economic forecasts: A Data-Weighted Prior Estimator. (2017). Fernández Vázquez, Esteban ; Moreno, Blanca ; Fernandez-Vazquez, Esteban . In: Journal of Geographical Systems. RePEc:kap:jgeosy:v:19:y:2017:i:4:d:10.1007_s10109-017-0259-9.

Full description at Econpapers || Download paper

201722 Years of inflation assessment and forecasting experience at the bulletin of EU & US inflation and macroeconomic analysis. (2017). Espasa, Antoni ; Terrades, Antoni Espasa ; Senra, Eva . In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:24678.

Full description at Econpapers || Download paper

2017Beating the Simple Average: Egalitarian LASSO for Combining Economic Forecasts. (2017). Diebold, Francis X ; Shin, Minchul. In: PIER Working Paper Archive. RePEc:pen:papers:17-017.

Full description at Econpapers || Download paper

2017Assessing the 2016 U.S. Presidential Election Popular Vote Forecasts. (2017). Graefe, Andreas ; Cuzan, Alfred G ; Jones, Randall J ; Armstrong, Scott J. In: MPRA Paper. RePEc:pra:mprapa:83282.

Full description at Econpapers || Download paper

2017Detecting Co-Movements in Noncausal Time Series. (2017). Telg, Sean ; Hecq, Alain ; Cubadda, Gianluca. In: MPRA Paper. RePEc:pra:mprapa:77254.

Full description at Econpapers || Download paper

2017Is time-variant information stickiness state-dependent?. (2017). Xu, Yingying ; Su, Chi-Wei ; Jia, Zichao ; Liu, Zhixin. In: Portuguese Economic Journal. RePEc:spr:portec:v:16:y:2017:i:3:d:10.1007_s10258-017-0129-x.

Full description at Econpapers || Download paper

2017Forecasting market returns: bagging or combining?. (2017). Wohar, Mark ; Jordan, Steven J ; Vivian, Andrew. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:102-120.

Full description at Econpapers || Download paper

2017The long-term distribution of expected inflation in the euro area: what has changed since the great recession?. (2017). Dovern, Jonas ; Kenny, Geoff. In: Working Paper Series. RePEc:ecb:ecbwps:20171999.

Full description at Econpapers || Download paper

2017Forecast performance, disagreement, and heterogeneous signal-to-noise ratios. (2017). Dovern, Jonas ; Hartmann, Matthias . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1137-x.

Full description at Econpapers || Download paper

2017Systematic errors in growth expectations over the business cycle. (2017). Jannsen, Nils ; Dovern, Jonas. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:760-769.

Full description at Econpapers || Download paper

2017Why Are Inflation Forecasts Sticky? Theory and Application to France and Germany. (2017). Boucekkine, Raouf ; Bec, Frédérique ; Jardet, Caroline. In: Working Papers. RePEc:hal:wpaper:halshs-01630571.

Full description at Econpapers || Download paper

2017Why are inflation forecasts sticky?. (2017). Boucekkine, Raouf ; Bec, Frédérique ; Jardet, Caroline. In: Working Papers. RePEc:crs:wpaper:2017-17.

Full description at Econpapers || Download paper

2017Imperfect Information and Consumer Inflation Expectations: Evidence from Microdata. (2017). Lamla, Michael ; Dräger, Lena ; Drager, Lena. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:933-968.

Full description at Econpapers || Download paper

2017Why are inflation forecasts sticky?. (2017). Bec, Frédérique. In: THEMA Working Papers. RePEc:ema:worpap:2017-23.

Full description at Econpapers || Download paper

2017Soft computing prediction of economic growth based in science and technology factors. (2017). Petkovi, Biljana ; Markovi, Duan ; Nikoli, Vlastimir ; Milovanevi, Milo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:217-220.

Full description at Econpapers || Download paper

2017Economic growth rate management by soft computing approach. (2017). Jovi, Sran ; Maksimovi, Goran ; Jovanovi, Radomir . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:465:y:2017:i:c:p:520-524.

Full description at Econpapers || Download paper

2017Evaluation of agriculture and industry effect on economic health by ANFIS approach. (2017). Oki, Aleksandar ; Jovi, Sran. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:396-399.

Full description at Econpapers || Download paper

2017Estimation of the most influential science and technology factors for economic growth forecasting by soft computing technique. (2017). Markovi, Duan ; Milovanevi, Milo ; Mladenovi, Igor . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0321-6.

Full description at Econpapers || Download paper

2017Analyzing of innovations influence on economic growth by fuzzy system. (2017). Mladenovi, Igor ; Sokolov-Mladenovi, Svetlana ; Milovanevi, Milo. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0331-4.

Full description at Econpapers || Download paper

2017Prediction of economic growth by extreme learning approach based on science and technology transfer. (2017). Karaniki, Petra ; Alizamir, Meysam ; Sokolov-Mladenovi, Svetlana . In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:51:y:2017:i:3:d:10.1007_s11135-016-0337-y.

Full description at Econpapers || Download paper

2017Forecasting GDP with energy series: ADL-MIDAS vs. Linear Time Series Models. (2017). Salisu, Afees ; Ogbonna, Ahamuefula. In: Working Papers. RePEc:cui:wpaper:0035.

Full description at Econpapers || Download paper

2017Do House Prices Hedge Inflation in the US? A Quantile Cointegration Approach. (2017). Wohar, Mark ; GUPTA, RANGAN ; Christou, Christina ; Nyakabawo, Wendy. In: Working Papers. RePEc:pre:wpaper:201707.

Full description at Econpapers || Download paper

2017Forecasting house prices using dynamic model averaging approach: Evidence from China. (2017). Wei, YU ; Cao, Yang. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:147-155.

Full description at Econpapers || Download paper

2017Does economic policy uncertainty forecast real housing returns in a panel of OECD countries? A Bayesian approach. (2017). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:65:y:2017:i:c:p:50-60.

Full description at Econpapers || Download paper

2017Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market. (2017). Risse, Marian ; Ohl, Ludwig. In: Journal of Empirical Finance. RePEc:eee:empfin:v:44:y:2017:i:c:p:158-176.

Full description at Econpapers || Download paper

2017The effectiveness of TARP-CPP on the US banking industry: A new copula-based approach. (2017). Calabrese, Raffaella ; Osmetti, Silvia Angela ; Deglinnocenti, Marta . In: European Journal of Operational Research. RePEc:eee:ejores:v:256:y:2017:i:3:p:1029-1037.

Full description at Econpapers || Download paper

2017Time Series Copulas for Heteroskedastic Data. (2017). Loaiza-Maya, Rub'En ; Maneesoonthorn, Worapree ; Smith, Michael S. In: Papers. RePEc:arx:papers:1701.07152.

Full description at Econpapers || Download paper

2017Copula-Based Factor Models for Multivariate Asset Returns. (2017). Ivanov, Eugen ; Ramsauer, Franz ; Min, Aleksey . In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:20-:d:98854.

Full description at Econpapers || Download paper

2017How predictable are precious metal returns?. (2017). Urquhart, Andrew. In: The European Journal of Finance. RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

Full description at Econpapers || Download paper

2017Measurement errors and monetary policy: Then and now. (2017). Wang, Mu-Chun ; Amir Ahmadi, Pooyan ; Matthes, Christian ; Amir-Ahmadi, Pooyan . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:79:y:2017:i:c:p:66-78.

Full description at Econpapers || Download paper

2017Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity. (2017). Chen, Langnan ; Tian, Fengping ; Yang, KE. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:132-152.

Full description at Econpapers || Download paper

2017Can economic policy uncertainty help to forecast the volatility: A multifractal perspective. (2017). Liu, Zhicao ; Ma, Feng ; Ye, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:482:y:2017:i:c:p:181-188.

Full description at Econpapers || Download paper

2017Forecasting the realized volatility of the oil futures market: A regime switching approach. (2017). Xu, Weiju ; Huang, Dengshi ; Ma, Feng ; Wahab, M. I. M., . In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:136-145.

Full description at Econpapers || Download paper

2017Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei. In: Resources Policy. RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

Full description at Econpapers || Download paper

2017Calculating Value-at-Risk for high-dimensional time series using a nonlinear random mapping model. (2017). Zhang, Heng-Guo ; Su, Fei ; Xiao, Ran ; Qiu, Shuqi ; Song, Yan. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:355-367.

Full description at Econpapers || Download paper

2017Formation of inflation expectations in turbulent times. Recent evidence from the European Survey of Professional Forecasters. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: NBP Working Papers. RePEc:nbp:nbpmis:261.

Full description at Econpapers || Download paper

2017Formation of inflation expectations in turbulent times : Can ECB manage inflation expectations of professional forecasters?. (2017). Paloviita, Maritta ; Łyziak, Tomasz. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_013.

Full description at Econpapers || Download paper

2017The role of indicator selection in nowcasting euro-area GDP in pseudo-real time. (2017). Golinelli, Roberto ; Pappalardo, Carmine ; Girardi, Alessandro . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1151-z.

Full description at Econpapers || Download paper

2017Evaluating a leading indicator: an application—the term spread. (2017). Stekler, Herman O ; Ye, Tianyu . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-016-1200-7.

Full description at Econpapers || Download paper

2017A vector heterogeneous autoregressive index model for realized volatility measures. (2017). Hecq, Alain ; Guardabascio, Barbara ; Cubadda, Gianluca. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:337-344.

Full description at Econpapers || Download paper

2017Technology diffusion: Shift happens — The case of iOS and Android handsets. (2017). Dutta, Amitava ; Seetharaman, Priya ; Roy, Rahul ; Puvvala, Abhinay . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:118:y:2017:i:c:p:28-43.

Full description at Econpapers || Download paper

2017OTT-messaging and mobile telecommunication: A joint market? - An empirical approach. (2017). Wellmann, Nicolas. In: DICE Discussion Papers. RePEc:zbw:dicedp:256.

Full description at Econpapers || Download paper

2017OTT-Messaging and Mobile Telecommunication: A Joint Market? An Empirical Approach. (2017). Wellmann, Nicolas. In: 28th European Regional ITS Conference, Passau 2017. RePEc:zbw:itse17:169503.

Full description at Econpapers || Download paper

2017Understanding the failure to understand New Product Development failures: Mitigating the uncertainty associated with innovating new products by combining scenario planning and forecasting. (2017). Giovannetti, Emanuele ; Derbyshire, James. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:334-344.

Full description at Econpapers || Download paper

2017EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues. (2017). Thomakos, Dimitrios ; Papailias, Fotis . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:214-229.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

Full description at Econpapers || Download paper

2017How biased are U.S. government forecasts of the federal debt?. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:543-559.

Full description at Econpapers || Download paper

2017The future of macroeconomics: Macro theory and models at the Bank of England. (2017). Hendry, David ; Muellbauer, John . In: Economics Series Working Papers. RePEc:oxf:wpaper:832.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

Full description at Econpapers || Download paper

2017Choosing between Different Time-Varying Volatility Models for Structural Vector Autoregressive Analysis. (2017). Schlaak, Thore ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1672.

Full description at Econpapers || Download paper

2017Combining Multivariate Volatility Forecasts: An Economic-Based Approach. (2017). Santos, Andre ; Moura, Guilherme ; Nogales, Francisco J ; Caldeira, Joo F. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:15:y:2017:i:2:p:247-285..

Full description at Econpapers || Download paper

2017Beyond subjective and objective in statistics. (2017). Gelman, Andrew ; Hennig, Christian. In: Journal of the Royal Statistical Society Series A. RePEc:bla:jorssa:v:180:y:2017:i:4:p:967-1033.

Full description at Econpapers || Download paper

2017Evaluating multi-step system forecasts with relatively few forecast-error observations. (2017). Martinez, Andrew ; Hendry, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:359-372.

Full description at Econpapers || Download paper

2017Predicting recessions with boosted regression trees. (2017). Pierdzioch, Christian ; Fritsche, Ulrich ; Dopke, Jorg. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:745-759.

Full description at Econpapers || Download paper

2017Unemployment hysteresis and structural change in Europe. (2017). Akdoan, Kurma . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:4:d:10.1007_s00181-016-1171-8.

Full description at Econpapers || Download paper

2017Inferring the Shadow Rate from Real Activity. (2017). Skaperdas, Arsenios ; Garcia, Benjamin. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-106.

Full description at Econpapers || Download paper

2017Chasing volatility. (2017). Rossi, Eduardo ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: Journal of Econometrics. RePEc:eee:econom:v:198:y:2017:i:1:p:122-145.

Full description at Econpapers || Download paper

2017Identification of market trends with string and D2-brane maps. (2017). Barto, Erik ; Pinak, Richard . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:57-70.

Full description at Econpapers || Download paper

2017Copula-based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_02.

Full description at Econpapers || Download paper

2017Asymptotic Fisher information matrix of Markov switching VARMA models. (2017). Cavicchioli, Maddalena. In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:157:y:2017:i:c:p:124-135.

Full description at Econpapers || Download paper

2017Combining Sharp and Smooth Transitions in Volatility Dynamics: a Fuzzy Regime Approach. (2017). Otranto, Edoardo ; Gallo, Giampiero. In: Econometrics Working Papers Archive. RePEc:fir:econom:wp2017_05.

Full description at Econpapers || Download paper

2017Copula–Based vMEM Specifications versus Alternatives: The Case of Trading Activity. (2017). Gallo, Giampiero ; Engle, Robert ; Cipollini, Fabrizio. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:2:p:16-:d:95642.

Full description at Econpapers || Download paper

2017Financial investor sentiment and the boom/bust in oil prices during 2003–2008. (2017). Du, Ding ; Zhao, Xiaobing. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:48:y:2017:i:2:d:10.1007_s11156-016-0553-5.

Full description at Econpapers || Download paper

2017Forecasting oil prices. (2017). Filis, George ; Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:77531.

Full description at Econpapers || Download paper

2017Forecasting in a Mixed Up World: Nowcasting Hawaii Tourism. (2017). Fuleky, Peter ; Bonham, Carl ; Jones, James ; Hirashima, Ashley . In: Annals of Tourism Research. RePEc:eee:anture:v:63:y:2017:i:c:p:191-202.

Full description at Econpapers || Download paper

2017OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). Yoon, Seong-Min ; GUPTA, RANGAN. In: Working Papers. RePEc:pre:wpaper:201726.

Full description at Econpapers || Download paper

2017Forecasting the real prices of crude oil using forecast combinations over time-varying parameter models. (2017). Wang, Yudong ; Wu, Chongfeng ; Liu, LI. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:337-348.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017Oil Returns and Volatility: The Role of Mergers and Acquisitions. (2017). Tiwari, Aviral ; GUPTA, RANGAN ; Demirer, Riza ; Bos, Martijn. In: Working Papers. RePEc:pre:wpaper:201775.

Full description at Econpapers || Download paper

2017A novel approach to forecast promising technology through patent analysis. (2017). Kim, Gabjo ; Bae, Jinwoo . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:117:y:2017:i:c:p:228-237.

Full description at Econpapers || Download paper

2017Forecast combination when outcomes are difficult to predict. (2017). Elliott, Graham. In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:1:d:10.1007_s00181-017-1253-2.

Full description at Econpapers || Download paper

2017No-arbitrage theorem for multi-factor uncertain stock model with floating interest rate. (2017). Ji, Xiaoyu ; Ke, Hua. In: Fuzzy Optimization and Decision Making. RePEc:spr:fuzodm:v:16:y:2017:i:2:d:10.1007_s10700-016-9246-8.

Full description at Econpapers || Download paper

2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2017
YearCiting document
2017PyCaMa: Python for cash management. (2017). Salas-Molina, Francisco ; D'Iaz-Garc, Pablo ; Rodr, Juan A. In: Papers. RePEc:arx:papers:1702.05005.

Full description at Econpapers || Download paper

2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Chernis, Tony ; Velasco, Gabriella ; Cheung, Calista . In: Discussion Papers. RePEc:bca:bocadp:17-8.

Full description at Econpapers || Download paper

2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris. In: Working Papers. RePEc:bli:wpaper:1703.

Full description at Econpapers || Download paper

2017Leverage and Deepening Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12239.

Full description at Econpapers || Download paper

2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

Full description at Econpapers || Download paper

2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

Full description at Econpapers || Download paper

2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

Full description at Econpapers || Download paper

2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

Full description at Econpapers || Download paper

2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

Full description at Econpapers || Download paper

2017Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243.

Full description at Econpapers || Download paper

2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

Full description at Econpapers || Download paper

2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

Full description at Econpapers || Download paper

2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

Full description at Econpapers || Download paper

2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

Full description at Econpapers || Download paper

2017Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291.

Full description at Econpapers || Download paper

2017Enhancing horizon scanning by utilizing pre-developed scenarios: Analysis of current practice and specification of a process improvement to aid the identification of important ‘weak signals’. (2017). Derbyshire, James ; Rowe, Emily ; Wright, George. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:224-235.

Full description at Econpapers || Download paper

2017Call center performance with direct response advertising. (2017). Franses, Philip Hans ; Weverbergh, M ; Calli, Kiygi M. In: Econometric Institute Research Papers. RePEc:ems:eureir:99789.

Full description at Econpapers || Download paper

2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

Full description at Econpapers || Download paper

2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

Full description at Econpapers || Download paper

2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

Full description at Econpapers || Download paper

2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

Full description at Econpapers || Download paper

2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

Full description at Econpapers || Download paper

2017A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178.

Full description at Econpapers || Download paper

2017Fiscal Federalism, Grants, and the U.S. Fiscal Transformation in the 1930s. (2017). Jensen, Henrik ; Santoro, Emiliano ; Ravn, Soren Hove. In: Discussion Papers. RePEc:kud:kuiedp:1717.

Full description at Econpapers || Download paper

2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

Full description at Econpapers || Download paper

2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

Full description at Econpapers || Download paper

2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

Full description at Econpapers || Download paper

2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

Full description at Econpapers || Download paper

Recent citations received in 2016
YearCiting document
2016Hysteresis and Duration Dependence of Financial Crises in the US: Evidence from 1871-2016. (2016). Menezes, Rui ; Bentes, Sonia . In: Papers. RePEc:arx:papers:1610.00259.

Full description at Econpapers || Download paper

2016Evaluation of Exchange Rate Point and Density Forecasts: an application to Brazil. (2016). Gaglianone, Wagner ; Terra, Gabriel Jaqueline . In: Working Papers Series. RePEc:bcb:wpaper:446.

Full description at Econpapers || Download paper

2016Words are the new numbers: A newsy coincident index of business cycles. (2016). Thorsrud, Leif. In: Working Papers. RePEc:bny:wpaper:0044.

Full description at Econpapers || Download paper

2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2016_029.

Full description at Econpapers || Download paper

2016Testing for and estimating structural breaks and other nonlinearities in a dynamic monetary sector. (2016). Ericsson, Neil ; Neil, Ericsson . In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:20:y:2016:i:4:p:377-398:n:6.

Full description at Econpapers || Download paper

2016Forecasting stock market returns by summing the frequency-decomposed parts. (2016). Verona, Fabio ; Faria, Gonçalo. In: Working Papers de Economia (Economics Working Papers). RePEc:cap:wpaper:052016.

Full description at Econpapers || Download paper

2016Testing for News and Noise in Non-Stationary Time Series Subject to Multiple Historical Revisions. (2016). Jacobs, Jan ; Hecq, Alain ; Stamatogiannis, Michalis P. In: CIRANO Working Papers. RePEc:cir:cirwor:2016s-01.

Full description at Econpapers || Download paper

2016Improving model-based near-term GDP forecasts by subjective forecasts: A real-time exercise for the G7 countries. (2016). Jansen, W. Jos ; de Winter, Jasper. In: DNB Working Papers. RePEc:dnb:dnbwpp:507.

Full description at Econpapers || Download paper

2016Does joint modelling of the world economy pay off? Evaluating global forecasts from a Bayesian GVAR. (2016). Huber, Florian ; Feldkircher, Martin ; Dovern, Jonas. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:70:y:2016:i:c:p:86-100.

Full description at Econpapers || Download paper

2016Forecasting crude oil price volatility and value-at-risk: Evidence from historical and recent data. (2016). GUPTA, RANGAN ; Lux, Thomas ; Segnon, Mawuli. In: Energy Economics. RePEc:eee:eneeco:v:56:y:2016:i:c:p:117-133.

Full description at Econpapers || Download paper

2016An event study analysis of oil and gas firm acreage and reserve acquisitions. (2016). Sabet, Amir H ; Heaney, Richard. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:215-227.

Full description at Econpapers || Download paper

2016On the importance of the long-term seasonal component in day-ahead electricity price forecasting. (2016). Weron, Rafał ; Nowotarski, Jakub. In: Energy Economics. RePEc:eee:eneeco:v:57:y:2016:i:c:p:228-235.

Full description at Econpapers || Download paper

2016Electricity price forecasting using sale and purchase curves: The X-Model. (2016). Ziel, Florian ; Steinert, Rick. In: Energy Economics. RePEc:eee:eneeco:v:59:y:2016:i:c:p:435-454.

Full description at Econpapers || Download paper

2016A quantile regression analysis of Chinas provincial CO2 emissions: Where does the difference lie?. (2016). Lin, Boqiang ; Xu, Bin. In: Energy Policy. RePEc:eee:enepol:v:98:y:2016:i:c:p:328-342.

Full description at Econpapers || Download paper

2016On-line quantile regression in the RKHS (Reproducing Kernel Hilbert Space) for operational probabilistic forecasting of wind power. (2016). Cavalcante, Laura ; Gallego-Castillo, Cristobal ; Bessa, Ricardo ; Lopez-Garcia, Oscar . In: Energy. RePEc:eee:energy:v:113:y:2016:i:c:p:355-365.

Full description at Econpapers || Download paper

2016Improving short term load forecast accuracy via combining sister forecasts. (2016). Weron, Rafał ; Nowotarski, Jakub ; Hong, Tao ; Liu, Bidong . In: Energy. RePEc:eee:energy:v:98:y:2016:i:c:p:40-49.

Full description at Econpapers || Download paper

2016Private credit spillovers and economic growth: Evidence from BRICS countries. (2016). Samargandi, Nahla ; Kutan, Ali. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:44:y:2016:i:c:p:56-84.

Full description at Econpapers || Download paper

2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis. (2016). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:2:p:571-583.

Full description at Econpapers || Download paper

2016GEFCom2014 probabilistic electric load forecasting using time series and semi-parametric regression models. (2016). Dordonnat, V ; Pierrot, A ; Pichavant, A. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1005-1011.

Full description at Econpapers || Download paper

2016GEFCom2014 probabilistic electric load forecasting: An integrated solution with forecast combination and residual simulation. (2016). Hong, Tao ; Xie, Jingrui . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1012-1016.

Full description at Econpapers || Download paper

2016A hybrid model of kernel density estimation and quantile regression for GEFCom2014 probabilistic load forecasting. (2016). Giasemidis, Georgios ; Haben, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1017-1022.

Full description at Econpapers || Download paper

2016Sequence of nonparametric models for GEFCom2014 probabilistic electric load forecasting. (2016). Shesterneva, Olesya ; Mangalova, Ekaterina . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1023-1028.

Full description at Econpapers || Download paper

2016Lasso estimation for GEFCom2014 probabilistic electric load forecasting. (2016). Ziel, Florian ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1029-1037.

Full description at Econpapers || Download paper

2016Additive models and robust aggregation for GEFCom2014 probabilistic electric load and electricity price forecasting. (2016). Gaillard, Pierre ; Nedellec, Raphael ; Goude, Yannig . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1038-1050.

Full description at Econpapers || Download paper

2016A hybrid model for GEFCom2014 probabilistic electricity price forecasting. (2016). Nowotarski, Jakub ; Maciejowska, Katarzyna. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1051-1056.

Full description at Econpapers || Download paper

2016Multilayer perceptron for GEFCom2014 probabilistic electricity price forecasting. (2016). Dudek, Grzegorz . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1057-1060.

Full description at Econpapers || Download paper

2016K-nearest neighbors for GEFCom2014 probabilistic wind power forecasting. (2016). Mangalova, Ekaterina ; Shesterneva, Olesya . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1067-1073.

Full description at Econpapers || Download paper

2016K-nearest neighbors and a kernel density estimator for GEFCom2014 probabilistic wind power forecasting. (2016). Wang, Jianxue ; Zhang, Yao. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1074-1080.

Full description at Econpapers || Download paper

2016A semi-empirical approach using gradient boosting and k-nearest neighbors regression for GEFCom2014 probabilistic solar power forecasting. (2016). Huang, Jing ; Perry, Matthew . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1081-1086.

Full description at Econpapers || Download paper

2016GEFCom2014: Probabilistic solar and wind power forecasting using a generalized additive tree ensemble approach. (2016). Nagy, Gabor I ; Simon, Gabor ; Borbely, Gyula ; Kazi, Sandor ; Barta, Gerg . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1087-1093.

Full description at Econpapers || Download paper

2016A multiple quantile regression approach to the wind, solar, and price tracks of GEFCom2014. (2016). Juban, Romain ; Kolter, Zico J ; Poirier, Louis ; Ohlsson, Henrik . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:1094-1102.

Full description at Econpapers || Download paper

2016Electric load forecasting with recency effect: A big data approach. (2016). Hong, Tao ; Wang, PU ; Liu, Bidong . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:585-597.

Full description at Econpapers || Download paper

2016Evaluating predictive count data distributions in retail sales forecasting. (2016). Kolassa, Stephan . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:788-803.

Full description at Econpapers || Download paper

2016Central banks’ forecasts and their bias: Evidence, effects and explanation. (2016). Ladley, Daniel ; Charemza, Wojciech. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:804-817.

Full description at Econpapers || Download paper

2016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

Full description at Econpapers || Download paper

2016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

Full description at Econpapers || Download paper

2016Forecasting and nowcasting economic growth in the euro area using factor models. (2016). Koopman, Siem Jan ; de Winter, Jasper ; Hindrayanto, Irma. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:4:p:1284-1305.

Full description at Econpapers || Download paper

2016The predictive performance of commodity futures risk factors. (2016). Ahmed, Shamim ; Tsvetanov, Daniel . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:71:y:2016:i:c:p:20-36.

Full description at Econpapers || Download paper

2016When to choose the simple average in forecast combination. (2016). Blanc, Sebastian M ; Setzer, Thomas. In: Journal of Business Research. RePEc:eee:jbrese:v:69:y:2016:i:10:p:3951-3962.

Full description at Econpapers || Download paper

2016Demand forecasting based on natural computing approaches applied to the foodstuff retail segment. (2016). Veiga, Claudimar Pereirada ; Tortato, Ubirat ; Santos, Leandro Dos ; Puchalski, Weslly ; Pereira, Cssia Rita ; da Veiga, Claudimar Pereira. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:31:y:2016:i:c:p:174-181.

Full description at Econpapers || Download paper

2016Central bank transparency and the consensus forecast: What does The Economist poll of forecasters tell us?. (2016). trabelsi, emna. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:338-359.

Full description at Econpapers || Download paper

2016An ICA-based support vector regression scheme for forecasting crude oil prices. (2016). Fan, Liwei ; Li, Huiping ; Pan, Sijia . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:112:y:2016:i:c:p:245-253.

Full description at Econpapers || Download paper

2016The Chen-Tindall system and the lasso operator: improving automatic model performance. (2016). Tindall, Michael ; chen, jiaqi. In: Occasional Papers. RePEc:fip:feddop:2016_001.

Full description at Econpapers || Download paper

2016A Nowcasting Model for Canada: Do U.S. Variables Matter?. (2016). Modugno, Michele ; Bragoli, Daniela. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2016-36.

Full description at Econpapers || Download paper

2016Economic Forecasting in Theory and Practice : An Interview with David F. Hendry. (2016). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1184.

Full description at Econpapers || Download paper

2016Parametric Density Recalibration of a Fundamental Market Model to Forecast Electricity Prices. (2016). Bello, Antonio ; Muoz, Antonio ; Reneses, Javier ; Bunn, Derek. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:959-:d:83111.

Full description at Econpapers || Download paper

2016Accelerated Model Predictive Control for Electric Vehicle Integrated Microgrid Energy Management: A Hybrid Robust and Stochastic Approach. (2016). Sun, Houtao ; Ji, Zhenya ; Xu, Changfu ; Huang, Xueliang. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:11:p:973-:d:83432.

Full description at Econpapers || Download paper

2016Ensemble Learning Approach for Probabilistic Forecasting of Solar Power Generation. (2016). Mohammed, Azhar Ahmed ; Aung, Zeyar . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1017-:d:84169.

Full description at Econpapers || Download paper

2016Portfolio Decision of Short-Term Electricity Forecasted Prices through Stochastic Programming. (2016). Sanchez, Agustin A ; Contreras, Javier ; Gonzalez, Virginia . In: Energies. RePEc:gam:jeners:v:9:y:2016:i:12:p:1069-:d:85406.

Full description at Econpapers || Download paper

2016A Hybrid Multi-Step Model for Forecasting Day-Ahead Electricity Price Based on Optimization, Fuzzy Logic and Model Selection. (2016). Song, Yiliao ; Liu, Feng ; Jiang, Ping. In: Energies. RePEc:gam:jeners:v:9:y:2016:i:8:p:618-:d:75382.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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 ; Schroter, Felix ; Wollmershauser, Timo. In: ifo Schnelldienst. RePEc:ces:ifosdt:v:68:y:2015:i:24:p:23-66.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Forecasters and rationality—A comment on Fritsche et al., Forecasting the Brazilian Real and Mexican Peso: Asymmetric loss, forecast rationality and forecaster herding. (2015). Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:1:p:140-143.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1152.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015Awaiting the Second Big Data Revolution: From Digital Noise to Value Creation. (2015). Huberty, Mark . In: Journal of Industry, Competition and Trade. RePEc:kap:jincot:v:15:y:2015:i:1:p:35-47.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2015An Empirical Test of Purchasing Power Parity of the Algerian Exchange Rate: Evidence from Panel Dynamic. (2015). Maliki, Samir Baha-Eddine ; Si, Kamel ; Touil, Noreddine Cherif . In: MPRA Paper. RePEc:pra:mprapa:75285.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2014Model Uncertainty in Panel Vector Autoregressive Models.. (2014). Koop, Gary ; Korobilis, Dimitris. In: SIRE Discussion Papers. RePEc:edn:sirdps:586.

Full description at Econpapers || Download paper

2014Large Bayesian VARMAs. (2014). Koop, Gary ; Chan, Joshua ; Eisenstat, Eric. In: SIRE Discussion Papers. RePEc:edn:sirdps:594.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014An empirical Bayesian approach to stein-optimal covariance matrix estimation. (2014). Gillen, Benjamin J.. In: Journal of Empirical Finance. RePEc:eee:empfin:v:29:y:2014:i:c:p:402-420.

Full description at Econpapers || Download paper

2014An empirical comparison of alternative schemes for combining electricity spot price forecasts. (2014). Weron, Rafał ; Trueck, Stefan ; Nowotarski, Jakub ; Raviv, Eran ; Truck, Stefan. In: Energy Economics. RePEc:eee:eneeco:v:46:y:2014:i:c:p:395-412.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2014Explaining US employment growth after the great recession: The role of output–employment non-linearities. (2014). Mignon, Valérie ; Ferrara, Laurent ; Chinn, Menzie. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:42:y:2014:i:c:p:118-129.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

More than 50 citations. List broken...

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team