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Working Papers / The George Washington University, Department of Economics, Research Program on Forecasting

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
5
Impact Factor
0.22
5 Years IF
0.22
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 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 0 0 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 0 0 0 1 0 0 0 0 0.27
2005 0 0.49 0 0 0 0 0 1 0 0 0 0 0.29
2006 0 0.48 0 0 0 0 0 1 0 0 0 0 0.26
2007 0 0.4 0 0 1 1 0 1 0 0 0 0 0.22
2008 0 0.45 0.2 0 9 10 10 3 1 1 1 0 0 0.23
2009 0.1 0.43 0.07 0.1 4 14 4 1 4 10 1 10 1 0 0 0.23
2010 0.23 0.37 0.31 0.21 2 16 36 3 9 13 3 14 3 2 66.7 0 0.19
2011 0.5 0.47 0.24 0.25 9 25 23 6 15 6 3 16 4 1 16.7 2 0.22 0.25
2012 0.64 0.5 0.44 0.36 7 32 22 14 29 11 7 25 9 4 28.6 2 0.29 0.26
2013 0.19 0.52 0.16 0.16 6 38 11 6 35 16 3 31 5 0 1 0.17 0.24
2014 0.46 0.55 0.39 0.5 6 44 15 17 52 13 6 28 14 3 17.6 3 0.5 0.28
2015 0.58 0.54 0.44 0.63 6 50 3 22 74 12 7 30 19 2 9.1 1 0.17 0.28
2016 0.17 0.58 0.23 0.29 14 64 11 15 89 12 2 34 10 2 13.3 2 0.14 0.29
2017 0.25 0.6 0.49 0.36 4 68 2 30 122 20 5 39 14 5 16.7 2 0.5 0.3
2018 0.22 0.62 0.19 0.22 6 74 4 14 136 18 4 36 8 2 14.3 1 0.17 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
#YearTitleCited
1Can the Fed Predict the State of the Economy?. (2010). Stekler, Herman ; Sinclair, Tara ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2009-001.

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37
22012A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-004.

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13
32014INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas. In: Working Papers. RePEc:gwc:wpaper:2014-001.

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7
42011Comparing Government Forecasts of the United States’ Gross Federal Debt. (2011). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2011-002.

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6
52012Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006.

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5
62018Identification of the Linear Factor Model. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-002.

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5
72008Exponential smoothing and non-negative data. (2008). Ord, Keith ; Hyndman, Rob ; Akram, Muhammad. In: Working Papers. RePEc:gwc:wpaper:2008-003.

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5
82014EVALUATING FORECASTS OF A VECTOR OF VARIABLES: A GERMAN FORECASTING COMPETITION. (2014). Stekler, Herman ; Sinclair, Tara ; Muller-Droge, Hans Christian . In: Working Papers. RePEc:gwc:wpaper:2014-004.

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5
92016Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press. (2016). Stekler, Herman ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2016-011.

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5
102011Evaluating Alternative Methods of Forecasting House Prices: A Post-Crisis Reassessment. (2011). Larson, William. In: Working Papers. RePEc:gwc:wpaper:2010-004.

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4
112008What Do We Know About G-7 Macro Forecasts?. (2008). Stekler, Herman. In: Working Papers. RePEc:gwc:wpaper:2008-009.

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4
122013Benchmarking time series based forecasting models for electricity balancing market prices. (2013). Fleten, Stein-Erik ; Eriksrud, Anders Lund ; Stein- Erik Fleten, ; Klaeboe, Gro . In: Working Papers. RePEc:gwc:wpaper:2013-006.

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4
132011Examining the Quality of Early GDP Component Estimates. (2011). Stekler, Herman ; Sinclair, Tara. In: Working Papers. RePEc:gwc:wpaper:2011-001.

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4
142011Jointly Evaluating the Federal Reserve’s Forecasts of GDP Growth and Inflation. (2011). Stekler, Herman ; Sinclair, Tara ; Gamber, Edward N. ; Reid, Elizabeth . In: Working Papers. RePEc:gwc:wpaper:2008-002.

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4
152012Has the Accuracy of German Macroeconomic Forecasts Improved?. (2012). Stekler, Herman ; Heilemann, Ullrich. In: Working Papers. RePEc:gwc:wpaper:2010-001.

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3
162009Evaluating National Football League Draft Choices: The Passing Game. (2009). Stekler, Herman ; Boulier, Bryan ; Rankins, Timothy ; Coburn, Jason . In: Working Papers. RePEc:gwc:wpaper:2009-003.

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3
172017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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3
182013Inflation Persistence: Revisited. (2013). Smith, Julie ; Gamber, Edward N. ; Liebner, Jeffrey P.. In: Working Papers. RePEc:gwc:wpaper:2013-002.

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3
192011A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach. (2011). Jia, Yueqing. In: Working Papers. RePEc:gwc:wpaper:2011-006.

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3
202
212016Do Fed Forecast Errors Matter?. (2016). Sinclair, Tara ; Tien, Pao-Lin ; Gamber, Edward N. In: Working Papers. RePEc:gwc:wpaper:2016-007.

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2
222011Economic Forecasting in the Great Recession. (2011). Stekler, Herman ; Talwar, Raj M.. In: Working Papers. RePEc:gwc:wpaper:2011-005.

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2
232014COMMENTS ON DOVERN, FRITSCHE, LOUNGANI AND TAMIRISA (FORTHCOMING). (2014). Coibion, Olivier. In: Working Papers. RePEc:gwc:wpaper:2014-002.

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2
242012Modelling and Forecasting Residential Electricity Consumption in the U.S. Mountain Region. (2012). Jorgensen, Jason ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2012-003.

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2
252016Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Working Papers. RePEc:gwc:wpaper:2016-002.

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2
262013Does disagreement among oil price forecasters reflect future volatility? Evidence from the ECB Surveys. (2013). Pierru, Axel ; Joutz, Fred ; Atallah, Tarek . In: Working Papers. RePEc:gwc:wpaper:2013-001.

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2
272015Robustness of Forecast Combination in Unstable Environment: A Monte Carlo Study of Advanced Algorithms. (2015). Zhao, Yongchen. In: Working Papers. RePEc:gwc:wpaper:2015-005.

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2
282014WHAT CAN WE LEARN FROM REVISIONS TO THE GREENBOOK FORECASTS?. (2014). Stekler, Herman ; Sinclair, Tara ; Messina, Jeff . In: Working Papers. RePEc:gwc:wpaper:2014-003.

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1
292013Truncated Product Methods for Panel Unit Root Tests. (2013). Sheng, Xuguang ; Yang, Jingyun . In: Working Papers. RePEc:gwc:wpaper:2013-004.

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1
30Forecast Errors Before and After the Great Moderation. (2009). Smith, Julie ; Gamber, Edward N. ; Weiss, Matthew . In: Working Papers. RePEc:gwc:wpaper:2008-001.

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1
312015Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; Döpke, Jörg ; Dopke, Jorg. In: Working Papers. RePEc:gwc:wpaper:2015-004.

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1
322008Are unbiased forecasts really unbiased? Another look at the Fed forecasts. (2008). Stekler, Herman ; Sinclair, Tara ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2008-010.

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1
332016Liquidity effects on consumers’ imports in Trinidad and Tobago. (2016). Browne, Michael. In: Working Papers. RePEc:gwc:wpaper:2016-005.

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1
342011The Forecasting Performance of Business Economists During the Great Recession. (2011). Stekler, Herman ; Lundquist, Kathryn . In: Working Papers. RePEc:gwc:wpaper:2011-004.

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1
352013Information Environment and The Cost of Capital. (2013). Thevenot, Maya ; Sheng, Xuguang ; Barron, Orie . In: Working Papers. RePEc:gwc:wpaper:2013-003.

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1
362008Are the Fed’s Inflation Forecasts Still Superior to the Private Sector’s?. (2008). Smith, Julie ; Gamber, Edward N.. In: Working Papers. RePEc:gwc:wpaper:2007-002.

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1
372015Eliciting GDP Forecasts from the FOMC’s Minutes Around the Financial Crisis. (2015). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2015-003.

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1
382016COULD THE START OF THE GERMAN RECESSION 2008-2009 HAVE BEEN FORESEEN? EVIDENCE FROM REAL-TIME DATA. (2016). Heilemann, Ulrich ; Schnorr-Backer, Susanne . In: Working Papers. RePEc:gwc:wpaper:2016-003.

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1
392014QUASI MAXIMUM-LIKELIHOOD ESTIMATION OF DYNAMIC PANEL DATA MODELS FOR SHORT TIME SERIES. (2014). Phillips, Robert. In: Working Papers. RePEc:gwc:wpaper:2014-006.

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1
402009Issues in Sports Forecasting. (2009). Stekler, Herman ; Sendor, David ; Verlander, Richard . In: Working Papers. RePEc:gwc:wpaper:2009-002.

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1
412016Economic Forecasting in Theory and Practice: An Interview with David F. Hendry. (2016). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2016-012.

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1
422012EVALUATING A VECTOR OF THE FED’S FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-002.

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1
432013Using Forecasting to Detect Corruption in International Football. (2013). Reade, J ; Akie, Sachiko . In: Working Papers. RePEc:gwc:wpaper:2013-005.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Can the Fed Predict the State of the Economy?. (2010). Stekler, Herman ; Sinclair, Tara ; Joutz, Fred. In: Working Papers. RePEc:gwc:wpaper:2009-001.

Full description at Econpapers || Download paper

11
22012A NEW APPROACH FOR EVALUATING ECONOMIC FORECASTS. (2012). Stekler, Herman ; Sinclair, Tara ; Carnow, Warren. In: Working Papers. RePEc:gwc:wpaper:2012-004.

Full description at Econpapers || Download paper

6
32018Identification of the Linear Factor Model. (2018). Williams, Benjamin. In: Working Papers. RePEc:gwc:wpaper:2018-002.

Full description at Econpapers || Download paper

5
42016Expectations and Forecasting during the Great Depression: Real-Time Evidence from the Business Press. (2016). Stekler, Herman ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2016-011.

Full description at Econpapers || Download paper

5
52014INFORMATION RIGIDITIES: COMPARING AVERAGE AND INDIVIDUAL FORECASTS FOR A LARGE INTERNATIONAL PANEL. (2014). Tamirisa, Natalia ; Loungani, Prakash ; Fritsche, Ulrich ; Dovern, Jonas. In: Working Papers. RePEc:gwc:wpaper:2014-001.

Full description at Econpapers || Download paper

5
62011Comparing Government Forecasts of the United States’ Gross Federal Debt. (2011). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2011-002.

Full description at Econpapers || Download paper

4
72017How 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

3
82011A New Look at China’s Output Fluctuations: Quarterly GDP Estimation with an Unobserved Components Approach. (2011). Jia, Yueqing. In: Working Papers. RePEc:gwc:wpaper:2011-006.

Full description at Econpapers || Download paper

3
92012Evaluating a Global Vector Autoregression for Forecasting. (2012). Ericsson, Neil ; Reisman, Erica L.. In: Working Papers. RePEc:gwc:wpaper:2012-006.

Full description at Econpapers || Download paper

3
102013Benchmarking time series based forecasting models for electricity balancing market prices. (2013). Fleten, Stein-Erik ; Eriksrud, Anders Lund ; Stein- Erik Fleten, ; Klaeboe, Gro . In: Working Papers. RePEc:gwc:wpaper:2013-006.

Full description at Econpapers || Download paper

2
112008What Do We Know About G-7 Macro Forecasts?. (2008). Stekler, Herman. In: Working Papers. RePEc:gwc:wpaper:2008-009.

Full description at Econpapers || Download paper

2
122016Using Social Media to Identify Market Ine!ciencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Working Papers. RePEc:gwc:wpaper:2016-002.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 4
YearTitle
2018Deciphering Professional Forecasters’ Stories - Analyzing a Corpus of Textual Predictions for the German Economy. (2018). Fritsche, Ulrich ; Puckelwald, Johannes . In: Macroeconomics and Finance Series. RePEc:hep:macppr:201804.

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2018Forecasting the 1937-1938 Recession: Quantifying Contemporary Newspaper Forecasts. (2018). Roatta, Christian ; Mathy, Gabriel. In: Working Papers. RePEc:gwc:wpaper:2018-004.

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2018GDP growth forecasts and information flows: Is there evidence of overreactions?. (2018). Aromi, Daniel J. In: International Finance. RePEc:bla:intfin:v:21:y:2018:i:2:p:122-139.

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2018Testing the Wisdom of Crowds in the field: Transfermarkt valuations and international soccer results. (2018). Peeters, Thomas. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:1:p:17-29.

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Recent citations
Recent citations received in 2018
YearCiting document
2018IDENTIFICATION OF JOINT DISTRIBUTIONS IN DEPENDENT FACTOR MODELS. (2018). Ben-Moshe, Dan. In: Econometric Theory. RePEc:cup:etheor:v:34:y:2018:i:01:p:134-165_00.

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Recent citations received in 2017
YearCiting document
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.

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

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Recent citations received in 2016
YearCiting document
2016Policy Analysis, Forediction, and Forecast Failure. (2016). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Economics Series Working Papers. RePEc:oxf:wpaper:809.

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2016Politik begleitendes statistisches Monitoring und neue Datenquellen. (2016). Schnorr-Backer, Susanne . In: AStA Wirtschafts- und Sozialstatistisches Archiv. RePEc:spr:astaws:v:10:y:2016:i:2:d:10.1007_s11943-016-0192-2.

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Recent citations received in 2015
YearCiting document
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.

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