Citation analysis for Handbook of Economic Forecasting / Elsevier

Citation Profile [Updated: 2019-12-04 10:36:47]

5 Years H

Impact Factor

5 Years IF

3.1

Data available in this report

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

Main indicators

Raw Data

	IF	AIF	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.14	0	0	0	0	0		0	0		0			0		0	0.07
1991	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1992	0	0.1	0	0	0	0	0		0	0		0			0		0	0.07
1993	0	0.13	0	0	0	0	0		0	0		0			0		0	0.07
1994	0	0.13	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.18	0	0	0	0	0		0	0		0			0		0	0.09
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.11
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.12
1998	0	0.24	0	0	0	0	0		0	0		0			0		0	0.15
1999	0	0.32	0	0	0	0	0		0	0		0			0		0	0.21
2000	0	0.46	0	0	0	0	0		0	0		0			0		0	0.2
2001	0	0.39	0	0	0	0	0		2	0		0			0		0	0.22
2002	0	0.42	0	0	0	0	0		2	0		0			0		0	0.24
2003	0	0.41	0	0	0	0	0		2	0		0			0		0	0.24
2004	0	0.47	0	0	0	0	0		4	0		0			0		0	0.27
2005	0	0.49	0	0	0	0	0		17	0		0			0		0	0.29
2006	0	0.48	2.44	0	18	18	873	44	61	0		0			0	44	2.44	0.26
2007	2.28	0.4	2.67	2.28	0	18	0	48	109	18	41	18	41		0		0	0.22
2008	4.78	0.45	6.11	4.78	0	18	0	110	219	18	86	18	86		0		0	0.23
2009	0	0.43	3.83	3.33	0	18	0	69	288	0		18	60		0		0	0.23
2010	0	0.37	4.44	3.44	0	18	0	80	368	0		18	62		0		0	0.19
2011	0	0.47	5.61	4.72	0	18	0	100	469	0		18	85		0		0	0.25
2012	0	0.5	3.72	0	0	18	0	64	536	0		0			0		0	0.26
2013	0	0.52	3.28	0	21	39	379	128	664	0		0		48	37.5	18	0.86	0.24
2014	1.52	0.55	2.92	1.52	0	39	0	114	778	21	32	21	32		0		0	0.28
2015	2.86	0.54	3.72	2.86	0	39	0	145	923	21	60	21	60		0		0	0.28
2016	0	0.58	4	3.38	0	39	0	156	1079	0		21	71		0		0	0.29
2017	0	0.6	3.82	4.05	0	39	0	149	1228	0		21	85		0		0	0.3
2018	0	0.62	3.03	3.1	0	39	0	118	1346	0		21	65		0		0	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%SC:	Percentage of selft citations in y to articles published in y-1 plus y-2
CiY:	Cites in year y to documents published in year y
II:	Immediacy Index: CiY / Documents.
AII:	Average Immediacy Index for series in RePEc in year y

50 most cited documents in this series

#	Year	Title	Cited
1	2006	Forecast Combinations. (2006). Timmermann, Allan. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers \|\| Download paper	250
2	2006	Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers \|\| Download paper	123
3	2006	Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers \|\| Download paper	122
4	2006	Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers \|\| Download paper	106
5	2006	Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers \|\| Download paper	83
6	2006	Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers \|\| Download paper	77
7	2013	Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers \|\| Download paper	63
8	2013	Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers \|\| Download paper	59
9	2006	Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers \|\| Download paper	56
10	2006	Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers \|\| Download paper	54
11	2006	Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers \|\| Download paper	44
12	2013	Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers \|\| Download paper	40
13	2013	Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers \|\| Download paper	39
14	2013	DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers \|\| Download paper	31
15	2006	Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers \|\| Download paper	25
16	2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper	25
17	2013	Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers \|\| Download paper	25
18	2006	Approximate Nonlinear Forecasting Methods. (2006). White, Halbert. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers \|\| Download paper	24
19	2013	Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers \|\| Download paper	23
20	2013	Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers \|\| Download paper	22
21	2006	Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers \|\| Download paper	20
22	2013	Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers \|\| Download paper	17
23	2006	Leading Indicators. (2006). Marcellino, Massimiliano. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers \|\| Download paper	16
24	2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper	16
25	2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper	13
26	2006	Forecasting Seasonal Time Series. (2006). Osborn, Denise R. ; Rodrigues, Paulo M. M., ; Ghysels, Eric. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13. Full description at Econpapers \|\| Download paper	13
27	2013	Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers \|\| Download paper	11
28	2006	Forecasting economic variables with nonlinear models. (2006). Terasvirta, Timo. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-08. Full description at Econpapers \|\| Download paper	11
29	2006	Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11. Full description at Econpapers \|\| Download paper	6
30	2013	Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers \|\| Download paper	6
31	2013	Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers \|\| Download paper	6
32	2006	Forecasting with VARMA Models. (2006). Lutkepohl, Helmut. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-06. Full description at Econpapers \|\| Download paper	4
33	2013	Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961. Full description at Econpapers \|\| Download paper	4
34	2013	Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581. Full description at Econpapers \|\| Download paper	4
35	2013	ForecastersÃ¢â¬â¢ Objectives and Strategies. (2013). Marinovic, Ivn ; Sorensen, Peter ; Ottaviani, Marco. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-690. Full description at Econpapers \|\| Download paper	3
36	2006	Forecasting in Marketing. (2006). Franses, Philip Hans. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-18. Full description at Econpapers \|\| Download paper	3
37	2013	Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-721. Full description at Econpapers \|\| Download paper	2
38	2013	Prediction Markets for Economic Forecasting. (2013). Snowberg, Erik ; Zitzewitz, Eric ; Wolfers, Justin . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657. Full description at Econpapers \|\| Download paper	2

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

#	Year	Title	Cited
1	2006	Forecast Combinations. (2006). Timmermann, Allan. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04. Full description at Econpapers \|\| Download paper	56
2	2013	Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328. Full description at Econpapers \|\| Download paper	35
3	2013	Forecasting the Price of Oil. (2013). Alquist, Ron ; Vigfusson, Robert J ; Kilian, Lutz. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-427. Full description at Econpapers \|\| Download paper	31
4	2013	Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers \|\| Download paper	26
5	2006	Volatility and Correlation Forecasting. (2006). Diebold, Francis X. ; Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15. Full description at Econpapers \|\| Download paper	24
6	2006	Forecasting with Many Predictors. (2006). Stock, James H. ; Watson, Mark W.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10. Full description at Econpapers \|\| Download paper	22
7	2013	Now-Casting and the Real-Time Data Flow. (2013). Babura, Marta ; Reichlin, Lucrezia ; Modugno, Michele ; Giannone, Domenico. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195. Full description at Econpapers \|\| Download paper	20
8	2013	Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers \|\| Download paper	15
9	2013	Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers \|\| Download paper	13
10	2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper	12
11	2013	Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers \|\| Download paper	12
12	2006	Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers \|\| Download paper	11
13	2013	DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers \|\| Download paper	9
14	2006	Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14. Full description at Econpapers \|\| Download paper	9
15	2006	Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers \|\| Download paper	9
16	2013	Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239. Full description at Econpapers \|\| Download paper	6
17	2013	Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791. Full description at Econpapers \|\| Download paper	5
18	2013	Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141. Full description at Econpapers \|\| Download paper	4
19	2013	Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers \|\| Download paper	4
20	2013	Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961. Full description at Econpapers \|\| Download paper	4
21	2006	Forecasting with Breaks. (2006). Hendry, David F. ; Clements, Michael P.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12. Full description at Econpapers \|\| Download paper	3
22	2006	Forecasting and Decision Theory. (2006). Granger,Clive W. J., ; Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02. Full description at Econpapers \|\| Download paper	3
23	2006	Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers \|\| Download paper	3
24	2013	Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025. Full description at Econpapers \|\| Download paper	3
25	2013	Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Young, BO ; Jacobs, Kris. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581. Full description at Econpapers \|\| Download paper	3
26	2006	Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17. Full description at Econpapers \|\| Download paper	2
27	2013	ForecastersÃ¢â¬â¢ Objectives and Strategies. (2013). Marinovic, Ivn ; Sorensen, Peter ; Ottaviani, Marco. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-690. Full description at Econpapers \|\| Download paper	2
28	2006	Forecasting Seasonal Time Series. (2006). Osborn, Denise R. ; Rodrigues, Paulo M. M., ; Ghysels, Eric. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13. Full description at Econpapers \|\| Download paper	2
29	2006	Approximate Nonlinear Forecasting Methods. (2006). White, Halbert. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers \|\| Download paper	2
30	2006	Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11. Full description at Econpapers \|\| Download paper	2
31	2013	Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Shand, Duncan ; Prins, John . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-721. Full description at Econpapers \|\| Download paper	2
32	2006	Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers \|\| Download paper	2
33	2006	Leading Indicators. (2006). Marcellino, Massimiliano. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers \|\| Download paper	2
34	2013	Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor:

Year	Title

Recent citations

10 most frequent citing series

#	Series	H	Cites
1	International Journal of Forecasting / Elsevier	65	129
2	Journal of Econometrics / Elsevier	188	41
3	Energy Economics / Elsevier	115	37
4	Economic Modelling / Elsevier	57	27
5	Journal of International Money and Finance / Elsevier	98	21
6	Journal of Banking & Finance / Elsevier	130	19
7	MPRA Paper / University Library of Munich, Germany	87	17
8	Computational Statistics & Data Analysis / Elsevier	37	14
9	International Review of Financial Analysis / Elsevier	35	14
10	Journal of Economic Dynamics and Control / Elsevier	98	12
11	Journal of Financial Economics / Elsevier	214	11