Citation analysis for Journal of Forecasting / John Wiley & Sons, Ltd.

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

5 Years H

Impact Factor

0.47

5 Years IF

0.7

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	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.05
1995	0	0.19	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.22	0	0	0	0	0		2	0		0			0		0	0.09
1998	0	0.26	0	0	0	0	0		3	0		0			0		0	0.12
1999	0	0.28	0	0	0	0	0		7	0		0			0		0	0.14
2000	0	0.33	0	0	0	0	0		8	0		0			0		0	0.15
2001	0	0.36	0.29	0	38	38	463	7	19	0		0			0	7	0.18	0.15
2002	0.32	0.39	0.32	0.32	31	69	218	16	41	38	12	38	12		0	4	0.13	0.21
2003	0.39	0.4	0.44	0.39	28	97	312	37	84	69	27	69	27		0	8	0.29	0.2
2004	0.25	0.45	0.33	0.33	35	132	786	41	127	59	15	97	32		0	7	0.2	0.2
2005	0.84	0.46	0.71	0.72	32	164	332	112	244	63	53	132	95		0	8	0.25	0.22
2006	0.48	0.46	0.53	0.51	33	197	345	101	349	67	32	164	84		0	6	0.18	0.21
2007	0.54	0.42	0.69	0.64	32	229	270	156	508	65	35	159	101		0	1	0.03	0.18
2008	0.58	0.44	0.84	0.68	41	270	840	222	734	65	38	160	109		0	25	0.61	0.21
2009	1.33	0.44	1.1	1.11	43	313	336	337	1077	73	97	173	192		0	6	0.14	0.21
2010	0.87	0.43	0.88	0.78	40	353	447	300	1387	84	73	181	142		0	22	0.55	0.18
2011	1	0.46	0.99	0.87	36	389	324	376	1771	83	83	189	165		0	11	0.31	0.21
2012	0.86	0.47	0.88	0.72	39	428	184	363	2149	76	65	192	139		0	7	0.18	0.19
2013	0.84	0.53	1.13	1.06	56	484	373	544	2697	75	63	199	210		0	35	0.63	0.22
2014	0.72	0.55	1.03	0.89	43	527	203	539	3240	95	68	214	191		0	21	0.49	0.22
2015	0.77	0.56	0.9	0.91	44	571	143	514	3754	99	76	214	194		0	11	0.25	0.21
2016	0.63	0.58	0.86	0.71	40	611	92	522	4277	87	55	218	155		0	7	0.18	0.2
2017	0.75	0.6	0.9	0.77	67	678	49	608	4885	84	63	222	171		0	1	0.01	0.22
2018	0.47	0.76	0.78	0.7	54	732	33	573	5458	107	50	250	176		0	6	0.11	0.31

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	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	393
2	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	247
3	2013	Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003â2008?. (2013). Kilian, Lutz ; Hicks, Bruce . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:5:p:385-394. Full description at Econpapers \|\| Download paper	128
4	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	102
5	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	101
6	2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers \|\| Download paper	94
7	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	90
8	2008	Forecasting value-at-risk with a parsimonious portfolio spillover GARCH (PS-GARCH) model. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:1:p:1-19. Full description at Econpapers \|\| Download paper	88
9	2008	Single-index and portfolio models for forecasting value-at-risk thresholds. (2008). McAleer, Michael ; da Veiga, Bernardo. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:217-235. Full description at Econpapers \|\| Download paper	87
10	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	87
11	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	83
12	2008	Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers \|\| Download paper	81
13	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	78
14	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	76
15	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	75
16	2004	Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation. (2004). Rajaguru, Gulasekaran ; Abeysinghe, Tilak. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:431-447. Full description at Econpapers \|\| Download paper	66
17	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	65
18	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	65
19	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	63
20	2003	Volatility forecasting for risk management. (2003). Brooks, Chris ; Persand, Gita . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:1:p:1-22. Full description at Econpapers \|\| Download paper	60
21	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	59
22	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	58
23	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	49
24	2004	Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers \|\| Download paper	48
25	2001	Forecasting with k-Factor Gegenbauer Processes: Theory and Applications.. (2001). GUEGAN, Dominique ; Ferrara, Laurent. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:8:p:581-601. Full description at Econpapers \|\| Download paper	44
26	2002	A Threshold Stochastic Volatility Model.. (2002). Lam, K ; Li, W K ; So, Mike K P, . In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:473-500. Full description at Econpapers \|\| Download paper	43
27	2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers \|\| Download paper	42
28	2014	Hierarchical Shrinkage in TimeâVarying Parameter Models. (2014). Koop, Gary ; Korobilis, Dimitris ; Miguel A. G. Belmonte, . In: Journal of Forecasting. RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94. Full description at Econpapers \|\| Download paper	42
29	2002	The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison.. (2002). Marrocu, Emanuela ; Boero, Gianna. In: Journal of Forecasting. RePEc:jof:jforec:v:21:y:2002:i:7:p:513-42. Full description at Econpapers \|\| Download paper	37
30	2004	Can out-of-sample forecast comparisons help prevent overfitting?. (2004). Clark, Todd. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:2:p:115-139. Full description at Econpapers \|\| Download paper	36
31	2003	From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers \|\| Download paper	36
32	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	36
33	2007	Forecasting the price of crude oil via convenience yield predictions. (2007). Knetsch, Thomas. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:7:p:527-549. Full description at Econpapers \|\| Download paper	35
34	2001	A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate.. (2001). Brooks, Chris. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:135-43. Full description at Econpapers \|\| Download paper	34
35	2010	Do experts adjustments on model-based SKU-level forecasts improve forecast quality?. (2010). Franses, Philip Hans ; Legerstee, Rianne . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:3:p:331-340. Full description at Econpapers \|\| Download paper	32
36	2011	Bootstrap prediction bands for forecast paths from vector autoregressive models. (2011). Staszewska-Bystrova, Anna ; StaszewskaBystrova, Anna . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:721-735. Full description at Econpapers \|\| Download paper	32
37	2013	The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCHâMIDAS Approach. (2013). Asgharian, Hossein ; Hou, Aijun ; Javed, Farrukh . In: Journal of Forecasting. RePEc:wly:jforec:v:32:y:2013:i:7:p:600-612. Full description at Econpapers \|\| Download paper	32
38	2004	Finding good predictors for inflation: a Bayesian model averaging approach. (2004). Karlsson, Sune ; Jacobson, Tor. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:7:p:479-496. Full description at Econpapers \|\| Download paper	30
39	2006	The evolution of sales forecasting management: a 20-year longitudinal study of forecasting practices. (2006). Davis, Donna F. ; MCCARTHY, TERESA M. ; Golicic, Susan L. ; Mentzer, John T.. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:5:p:303-324. Full description at Econpapers \|\| Download paper	29
40	2006	Building neural network models for time series: a statistical approach. (2006). TerÃÂ¤svirta, Timo ; Medeiros, Marcelo ; Rech, Gianluigi . In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:1:p:49-75. Full description at Econpapers \|\| Download paper	29
41	2009	Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72. Full description at Econpapers \|\| Download paper	29
42	2008	Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies. (2008). Nam, Chae Woo ; Kim, Tong Suk ; Park, Nam Jung ; Lee, Hoe Kyung . In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:493-506. Full description at Econpapers \|\| Download paper	28
43	2005	Prediction intervals for exponential smoothing using two new classes of state space models. (2005). Snyder, Ralph ; Ord, Keith ; Hyndman, Rob ; Koehler, Anne B.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:1:p:17-37. Full description at Econpapers \|\| Download paper	26
44	2010	Survey data as coincident or leading indicators. (2010). Proietti, Tommaso ; Marcellino, Massimiliano ; Frale, Cecilia ; Mazzi, Gian Luigi . In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:109-131. Full description at Econpapers \|\| Download paper	26
45	2001	Choosing among Competing Econometric Forecasts: Regression-Based Forecast Combination Using Model Selection.. (2001). Swanson, Norman ; Zeng, Tian . In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:6:p:425-40. Full description at Econpapers \|\| Download paper	26
46	2011	Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK. (2011). Labhard, Vincent ; Caggiano, Giovanni ; Kapetanios, George. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:8:p:736-752. Full description at Econpapers \|\| Download paper	26
47	2010	Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269. Full description at Econpapers \|\| Download paper	26
48	2011	Flow of conjunctural information and forecast of euro area economic activity. (2011). Heinisch, Katja ; Drechsel, Katja ; Maurin, Laurent . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:3:p:336-354. Full description at Econpapers \|\| Download paper	25
49	2001	Testing in Unobserved Components Models.. (2001). Harvey, Andrew. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:1:p:1-19. Full description at Econpapers \|\| Download paper	25
50	2005	A common model approach to macroeconomics: using panel data to reduce sampling error. (2005). Gavin, William ; Theodorou, Athena T.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:3:p:203-219. Full description at Econpapers \|\| Download paper	25

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

#	Year	Title	Cited
1	2008	Forecasting with panel data. (2008). Baltagi, Badi. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:2:p:153-173. Full description at Econpapers \|\| Download paper	170
2	2004	Combination forecasts of output growth in a seven-country data set. (2004). Watson, Mark ; Stock, James. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:6:p:405-430. Full description at Econpapers \|\| Download paper	103
3			47
4	2011	Forecasting private consumption: surveyâbased indicators vs. Google trends. (2011). Vosen, Simeon ; Schmidt, Torsten. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:6:p:565-578. Full description at Econpapers \|\| Download paper	32
5			25
6			24
7	2010	Combining inflation density forecasts. (2010). Ravazzolo, Francesco ; Kascha, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:231-250. Full description at Econpapers \|\| Download paper	20
8	2001	Evaluating the Predictive Accuracy of Volatility Models.. (2001). Lopez, Jose. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:2:p:87-109. Full description at Econpapers \|\| Download paper	17
9	2006	Evaluating predictive performance of value-at-risk models in emerging markets: a reality check. (2006). SaltoÄlu, Burak ; Lee, Tae Hwy ; Bao, Yong. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:101-128. Full description at Econpapers \|\| Download paper	16
10	2007	Forecasting German GDP using alternative factor models based on large datasets. (2007). Schumacher, Christian. In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:4:p:271-302. Full description at Econpapers \|\| Download paper	16
11	2010	Are disaggregate data useful for factor analysis in forecasting French GDP?. (2010). Barhoumi, Karim ; Ferrara, Laurent ; DarnÃÂ©, Olivier. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:132-144. Full description at Econpapers \|\| Download paper	15
12	2008	How successful are dynamic factor models at forecasting output and inflation? A meta-analytic approach. (2008). Ziegler, Christina ; Eickmeier, Sandra. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:3:p:237-265. Full description at Econpapers \|\| Download paper	14
13	2008	Short-term forecasts of euro area real GDP growth: an assessment of real-time performance based on vintage data. (2008). Diron, Marie. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:5:p:371-390. Full description at Econpapers \|\| Download paper	14
14	2009	Short-term forecasting of GDP using large datasets: a pseudo real-time forecast evaluation exercise. (2009). Rua, AntÃÂ³nio ; RÃÂ¼nstler, Gerhard ; Barhoumi, Karim ; Jakaitiene, Audrone ; Reijer, Ard ; Cristadoro, Riccardo ; Benk, Szilard ; Den Reijer, A. ; Jelonek, P. ; Ruth, K. ; Runstler, G. ; Van Nieuwenhuyze, C.. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:7:p:595-611. Full description at Econpapers \|\| Download paper	13
15			13
16	2004	Vector smooth transition regression models for US GDP and the composite index of leading indicators. (2004). Camacho, Maximo. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:3:p:173-196. Full description at Econpapers \|\| Download paper	13
17	2005	Forecasting recessions using the yield curve. (2005). Potter, Simon ; Chauvet, Marcelle. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:2:p:77-103. Full description at Econpapers \|\| Download paper	13
18	2010	Dynamic probit models and financial variables in recession forecasting. (2010). Nyberg, Henri. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:215-230. Full description at Econpapers \|\| Download paper	13
19	2006	Autoregressive gamma processes. (2006). Jasiak, Joann ; gourieroux, christian. In: Journal of Forecasting. RePEc:jof:jforec:v:25:y:2006:i:2:p:129-152. Full description at Econpapers \|\| Download paper	13
20	2004	Forecasting football results and the efficiency of fixed-odds betting. (2004). Goddard, John ; ASIMAKOPOULOS, IOANNIS. In: Journal of Forecasting. RePEc:jof:jforec:v:23:y:2004:i:1:p:51-66. Full description at Econpapers \|\| Download paper	13
21			13
22	2009	Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters. (2009). Spann, Martin ; Skiera, Bernd. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:1:p:55-72. Full description at Econpapers \|\| Download paper	13
23			12
24			12
25	2003	From forecasting to foresight processes-new participative foresight activities in Germany. (2003). Cuhls, Kerstin . In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:2-3:p:93-111. Full description at Econpapers \|\| Download paper	12
26	2003	Selection of Value-at-Risk models. (2003). Thomas, Susan ; Shah, Ajay. In: Journal of Forecasting. RePEc:jof:jforec:v:22:y:2003:i:4:p:337-358. Full description at Econpapers \|\| Download paper	11
27	2009	How efficient is the European football betting market? Evidence from arbitrage and trading strategies. (2009). Vlastakis, Nikolaos ; Markellos, Raphael ; Dotsis, George. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:5:p:426-444. Full description at Econpapers \|\| Download paper	11
28			11
29	2009	Forecasting US inflation by Bayesian model averaging. (2009). Wright, Jonathan. In: Journal of Forecasting. RePEc:jof:jforec:v:28:y:2009:i:2:p:131-144. Full description at Econpapers \|\| Download paper	11
30	2011	A wavelet approach for factorâaugmented forecasting. (2011). Rua, AntÃÂ³nio. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:7:p:666-678. Full description at Econpapers \|\| Download paper	11
31	2011	Particle filters and Bayesian inference in financial econometrics. (2011). Lopes, Hedibert F. ; Tsay, Ruey S.. In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:1:p:168-209. Full description at Econpapers \|\| Download paper	10
32	2010	Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights. (2010). Verbeek, Marno ; van Dijk, Herman ; Ravazzolo, Francesco ; Kleijn, Richard ; Hoogerheide, Lennart. In: Journal of Forecasting. RePEc:jof:jforec:v:29:y:2010:i:1-2:p:251-269. Full description at Econpapers \|\| Download paper	10
33	2008	Scalar BEKK and indirect DCC. (2008). McAleer, Michael ; Caporin, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:6:p:537-549. Full description at Econpapers \|\| Download paper	10
34			9
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36	2005	A common model approach to macroeconomics: using panel data to reduce sampling error. (2005). Gavin, William ; Theodorou, Athena T.. In: Journal of Forecasting. RePEc:jof:jforec:v:24:y:2005:i:3:p:203-219. Full description at Econpapers \|\| Download paper	9
37			9
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39	2007	The use of monthly indicators to forecast quarterly GDP in the short run: an application to the G7 countries. (2007). Golinelli, Roberto ; Parigi, Giuseppe . In: Journal of Forecasting. RePEc:jof:jforec:v:26:y:2007:i:2:p:77-94. Full description at Econpapers \|\| Download paper	9
40			9
41	2008	Power transformation models and volatility forecasting. (2008). McKenzie, Michael D. ; Sadorsky, Perry. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:7:p:587-606. Full description at Econpapers \|\| Download paper	8
42			8
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44	2008	A linear benchmark for forecasting GDP growth and inflation?. (2008). Marcellino, Massimiliano. In: Journal of Forecasting. RePEc:jof:jforec:v:27:y:2008:i:4:p:305-340. Full description at Econpapers \|\| Download paper	8
45			8
46	2011	Do professional forecasters believe in the Phillips curve? evidence from the G7 countries. (2011). Lis, Eliza M. ; Fendel, Ralf ; Rulke, JanChristoph . In: Journal of Forecasting. RePEc:jof:jforec:v:30:y:2011:i:2:p:268-287. Full description at Econpapers \|\| Download paper	8
47	2001	Impulse Response Analysis in Vector Autoregressions with Unknown Lag Order.. (2001). Kilian, Lutz. In: Journal of Forecasting. RePEc:jof:jforec:v:20:y:2001:i:3:p:161-79. Full description at Econpapers \|\| Download paper	8
48			8
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50			7

Citing documents used to compute impact factor: 50

Year	Title
2018	A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting. (2018). Wei, Yi-Ming ; Zhang, Tao ; He, Kaijian ; Wang, Ping ; Ye, Shunxin ; Zhu, Bangzhu. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:143-157. Full description at Econpapers \|\| Download paper
2018	Hilbert Spectra and Empirical Mode Decomposition: A Multiscale Event Analysis Method to Detect the Impact of Economic Crises on the European Carbon Market. (2018). Wei, Yi-Ming ; Chevallier, Julien ; Xie, Rui ; Ma, Shujiao ; Zhu, Bangzhu. In: Computational Economics. RePEc:kap:compec:v:52:y:2018:i:1:d:10.1007_s10614-017-9664-x. Full description at Econpapers \|\| Download paper
2018	Crude oil price forecasting based on internet concern using an extreme learning machine. (2018). Wang, Jue ; Hyndman, Rob J ; Athanasopoulos, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:665-677. Full description at Econpapers \|\| Download paper
2018	On modeling fossil fuel prices: geometric Brownian motion vs. variance-gamma process. (2018). MosiÃÂ±o, Alejandro ; Mosio, Alejandro ; Moreno-Okuno, Alejandro Tatsuo . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00495. Full description at Econpapers \|\| Download paper
2018	Application of GARCH Model to Forecast Data and Volatility of Share Price of Energy (Study on Adaro Energy Tbk, LQ45). (2018). Virginia, Erica ; Ginting, Josep. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-19. Full description at Econpapers \|\| Download paper
2018	Risk-Sensitive Capital Regulation. (2018). Frait, Jan ; Broz, Vaclav ; Pfeifer, Lukas ; Malovana, Simona ; Kolcunova, Dominika. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/1. Full description at Econpapers \|\| Download paper
2018	A Profit-to-Provisioning Approach to Setting the Countercyclical Capital Buffer: The Czech Example. (2018). Hodula, Martin ; Pfeifer, Lukas. In: Working Papers. RePEc:cnb:wpaper:2018/5. Full description at Econpapers \|\| Download paper
2018	A profit-to-provisioning approach to setting the countercyclical capital buffer: the Czech example. (2018). Hodula, Martin ; Pfeifer, Luka. In: ESRB Working Paper Series. RePEc:srk:srkwps:201882. Full description at Econpapers \|\| Download paper
2018	Interest Rates. (2018). BabeckÃÂ½, Jan ; Audzei, Volha ; Hlavacek, Michal ; Broz, Vaclav ; Kucera, Adam ; Komarkova, Zlatuse ; Dvorak, Michal ; Vlcek, Jan ; Hledik, Tibor ; Franta, Michal. In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb16/2. Full description at Econpapers \|\| Download paper
2018	The relationship between conflict events and commodity prices in Sudan. (2018). Chen, Junyi ; Price, Edwin ; Bessler, David ; Kibriya, Shahriar. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:40:y:2018:i:4:p:663-684. Full description at Econpapers \|\| Download paper
2018	Stochastic wind speed modelling for estimation of expected wind power output. (2018). Loukatou, Angeliki ; Duck, Peter ; Johnson, Paul ; Howell, Sydney. In: Applied Energy. RePEc:eee:appene:v:228:y:2018:i:c:p:1328-1340. Full description at Econpapers \|\| Download paper
2018	A review of uncertainty representations and metaverification of uncertainty assessment techniques for renewable energies. (2018). Gensler, Andre ; Vogt, Stephan ; Sick, Bernhard. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:96:y:2018:i:c:p:352-379. Full description at Econpapers \|\| Download paper
2018	Model Averaging and its Use in Economics. (2018). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:90110. Full description at Econpapers \|\| Download paper
2018	How can big data enhance the timeliness of official statistics?. (2018). Harchaoui, Tarek M ; Janssen, Robert V. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:225-234. Full description at Econpapers \|\| Download paper
2018	Quantifying macroeconomic expectations in stock markets using Google Trends. (2018). Bock, Johannes. In: Papers. RePEc:arx:papers:1805.00268. Full description at Econpapers \|\| Download paper
2018	The effect of interest in renewable energy on US household electricity consumption: An analysis using Google Trends data. (2018). Park, Sungjun ; Kim, Jinsoo. In: Renewable Energy. RePEc:eee:renene:v:127:y:2018:i:c:p:1004-1010. Full description at Econpapers \|\| Download paper
2018	Forecasting Tourist Arrivals: Google Trends Meets Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: MPRA Paper. RePEc:pra:mprapa:90205. Full description at Econpapers \|\| Download paper
2018	Forecasting Tourist Arrivals with Google Trends and Mixed Frequency Data. (2018). Havranek, Tomas ; Zeynalov, Ayaz. In: EconStor Preprints. RePEc:zbw:esprep:187420. Full description at Econpapers \|\| Download paper
2018	Nowcasting private consumption: traditional indicators, uncertainty measures, credit cards and some internet data. (2018). Urtasun, Alberto ; Sanchez Fuentes, Antonio Jesus ; PÃÂ©rez, Javier ; Perez, Javier J ; Gil, Maria. In: Working Papers. RePEc:bde:wpaper:1842. Full description at Econpapers \|\| Download paper
2018	FORECASTING WITH SOCIAL MEDIA: EVIDENCE FROM TWEETS ON SOCCER MATCHES. (2018). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:3:p:1748-1763. Full description at Econpapers \|\| Download paper
2018	Encompassing tests for evaluating multi-step system forecasts invariant to linear transformations. (2018). Hungnes, HÃÂ¥vard. In: Discussion Papers. RePEc:ssb:dispap:871. Full description at Econpapers \|\| Download paper
2018	The equity risk premium and the low frequency of the term spread. (2018). Verona, Fabio ; Faria, Gonalo. In: Research Discussion Papers. RePEc:bof:bofrdp:2018_007. Full description at Econpapers \|\| Download paper
2018	Improving daily Value-at-Risk forecasts: The relevance of short-run volatility for regulatory quality assessment. (2018). Berger, Theo ; Genay, Ramazan. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:92:y:2018:i:c:p:30-46. Full description at Econpapers \|\| Download paper
2018	Modeling the volatility of realized volatility to improve volatility forecasts in electricity markets. (2018). Qu, Hui ; Niu, Mengyi ; Duan, Qingling. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:767-776. Full description at Econpapers \|\| Download paper
2018	Crude oil risk forecasting: New evidence from multiscale analysis approach. (2018). He, Kaijian ; Liu, Jia ; Zou, Yingchao . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:574-583. Full description at Econpapers \|\| Download paper
2018	Forecasting risk with Markov-switching GARCH models:A large-scale performance study. (2018). Ardia, David ; Catania, Leopoldo ; Boudt, Kris ; Bluteau, Keven. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:733-747. Full description at Econpapers \|\| Download paper
2018	EstimaciÃ³n del VaR mediante un modelo condicional multivariado bajo la hipÃ³tesis Î±-estable sub-Gaussiana. (A conditional approach to VaR with multivariate Î±-stable sub-Gaussian distributions).. (2018). Bautista, Ramona Serrano ; Mata, Leovardo Mata. In: Ensayos Revista de Economia. RePEc:ere:journl:v:xxxvii:y:2018:i:1:p:43-76. Full description at Econpapers \|\| Download paper
2018	The Recurrence Interval Difference of Power Load in Heavy/Light Industries of China. (2018). Zhang, Chi ; Fu, Jiasha ; Pu, Zhengning. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:1:p:106-:d:125285. Full description at Econpapers \|\| Download paper
2018	Credit prices vs. credit quantities as predictors of economic activity in Europe: Which tell a better story?. (2018). Guender, Alfred. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:380-399. Full description at Econpapers \|\| Download paper
2018	The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g. Full description at Econpapers \|\| Download paper
2018	Forecasting the state of the Finnish business cycle. (2018). PÃÂ¶nkÃÂ¤, Harri ; Stenborg, Markku. In: MPRA Paper. RePEc:pra:mprapa:91226. Full description at Econpapers \|\| Download paper
2018	Media coverage and immigration worries: Econometric evidence. (2018). Thomas, Tobias ; Stadelmann, David ; Loretz, Simon ; Benesch, Christine. In: DICE Discussion Papers. RePEc:zbw:dicedp:288. Full description at Econpapers \|\| Download paper
2018	Media Coverage and Immigration Worries: Econometric Evidence. (2018). Thomas, Tobias ; Stadelmann, David ; Loretz, Simon ; Benesch, Christine. In: CREMA Working Paper Series. RePEc:cra:wpaper:2018-03. Full description at Econpapers \|\| Download paper
2018	Media Coverage and Immigration Worries: Econometric Evidence. (2018). Thomas, Tobias ; Stadelmann, David ; Loretz, Simon ; Benesch, Christine. In: SOEPpapers on Multidisciplinary Panel Data Research. RePEc:diw:diwsop:diw_sp970. Full description at Econpapers \|\| Download paper
2018	57 Channels (And Nothin On): Does TV-News on the Eurozone affect Government Bond Yield Spreads?. (2018). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Wolfinger, Julia. In: Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. RePEc:zbw:vfsc18:181610. Full description at Econpapers \|\| Download paper
2018	Text Mining-based Economic Activity Estimation. (2018). Yakovleva, Ksenia. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:4:p:26-41. Full description at Econpapers \|\| Download paper
2018	57 Channels (And Nothin On) - Does TV-News on the Eurozone Affect Government Bond Yield Spreads?. (2018). Thomas, Tobias ; Feld, Lars ; Kohler, Ekkehard A ; Wolfinger, Julia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7437. Full description at Econpapers \|\| Download paper
2018	Business cycle narratives. (2018). Thorsrud, Leif ; Larsen, Vegard. In: Working Papers. RePEc:bny:wpaper:0064. Full description at Econpapers \|\| Download paper
2018	Improving Underlying Scenarios for Aggregate Forecasts: A Multi-level Combination Approach. (2018). Cobb, Marcus. In: MPRA Paper. RePEc:pra:mprapa:88593. Full description at Econpapers \|\| Download paper
2018	Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378. Full description at Econpapers \|\| Download paper
2018	The incremental information content of investor fear gauge for volatility forecasting in the crude oil futures market. (2018). Lin, Boqiang ; Gong, XU. In: Energy Economics. RePEc:eee:eneeco:v:74:y:2018:i:c:p:370-386. Full description at Econpapers \|\| Download paper
2018	Predictive modeling of stock indices closing from web search trends. (2018). R, Arjun ; Kr, Suprabha. In: Papers. RePEc:arx:papers:1804.01676. Full description at Econpapers \|\| Download paper
2018	Nowcasting and forecasting aquaponics by Google Trends in European countries. (2018). Palma, Maria Jose. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:134:y:2018:i:c:p:178-185. Full description at Econpapers \|\| Download paper
2018	A randomized-algorithm-based decomposition-ensemble learning methodology for energy price forecasting. (2018). Tang, Ling ; Yu, Lean ; Wu, Yao. In: Energy. RePEc:eee:energy:v:157:y:2018:i:c:p:526-538. Full description at Econpapers \|\| Download paper
2018	Exploiting dependence: Day-ahead volatility forecasting for crude oil and natural gas exchange-traded funds. (2018). MolnÃÂ¡r, Peter ; LyÃÂ³csa, Å tefan. In: Energy. RePEc:eee:energy:v:155:y:2018:i:c:p:462-473. Full description at Econpapers \|\| Download paper
2018	Covariance forecasting in equity markets. (2018). Symeonidis, Lazaros ; Markellos, Raphael ; Kourtis, Apostolos ; Symitsi, Efthymia. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:153-168. Full description at Econpapers \|\| Download paper
2018	The Effect of Cultural Capital on High School Dropout: An Investigation in the Italian Provinces. (2018). Ripamonti, Enrico ; Barberis, Stefano. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:139:y:2018:i:3:d:10.1007_s11205-017-1754-6. Full description at Econpapers \|\| Download paper
2018	Forecasting with DSGE models: What frictions are important?. (2018). Nalban, Valeriu. In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:190-204. Full description at Econpapers \|\| Download paper
2018	Macroeconomic Uncertainty and Forecasting Macroeconomic Aggregates. (2018). Reif, Magnus. In: ifo Working Paper Series. RePEc:ces:ifowps:_265. Full description at Econpapers \|\| Download paper
2018	Quantile co-movement in financial markets: A panel quantile model with unobserved heterogeneity. (2018). Bai, Jushan ; Ando, Tomohiro. In: MPRA Paper. RePEc:pra:mprapa:88765. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document
2018	Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353. Full description at Econpapers \|\| Download paper
2018	Forecasting oil futures price volatility: New evidence from realized range-based volatility. (2018). Ma, Feng ; Lai, Xiaodong ; Huang, Dengshi ; Zhang, Yaojie. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:400-409. Full description at Econpapers \|\| Download paper
2018	Does US Economic Policy Uncertainty matter for European stock markets volatility?. (2018). Mei, Dexiang ; Hou, Wenjing ; Zhang, Yaojie ; Zeng, Qing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:215-221. Full description at Econpapers \|\| Download paper
2018	Forecasting UK consumer price inflation using inflation forecasts. (2018). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Research in Economics. RePEc:eee:reecon:v:72:y:2018:i:3:p:367-378. Full description at Econpapers \|\| Download paper
2018	Does Inequality Really Matter in Forecasting Real Housing Returns of the United Kingdom?. (2018). GUPTA, RANGAN ; Yeganegi, Mohammad Reza ; Hassani, Hossein. In: Working Papers. RePEc:pre:wpaper:201859. Full description at Econpapers \|\| Download paper
2018	Forecasting (Good and Bad) Realized Exchange-Rate Volatility: Is there a Role for Realized Skewness and Kurtosis?. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos. In: Working Papers. RePEc:pre:wpaper:201879. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Forecasting Oil Price Trends with Sentiment of Online News Articles. (2017). Li, Jian ; Yu, Lean ; Tang, Ling ; Xu, Huijuan. In: Asia-Pacific Journal of Operational Research (APJOR). RePEc:wsi:apjorx:v:34:y:2017:i:02:n:s021759591740019x. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	ifo Konjunkturumfragen und Konjunkturanalyse: Band II. (2016). Nierhaus, Wolfgang ; Wollmershauser, Timo. In: ifo Forschungsberichte. RePEc:ces:ifofob:72. Full description at Econpapers \|\| Download paper
2016	Financial Cycles and Macroprudential and Monetary Policies. (2016). HlavÃ¡Äek, Michal ; BabeckÃÂ½, Jan ; Plasil, Miroslav ; Frait, Jan ; Malovana, Simona ; Kejak, Michal ; Mateju, Jakub ; Audzei, Volha ; Hlavac, Petr ; Seidler, Jakub . In: Occasional Publications - Edited Volumes. RePEc:cnb:ocpubv:rb14/2. Full description at Econpapers \|\| Download paper
2016	Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Dundee Discussion Papers in Economics. RePEc:dun:dpaper:293. Full description at Econpapers \|\| Download paper
2016	Optimal mix between pay-as-you-go and funding for DC pension schemes in an overlapping generations model. (2016). Alonso-Garcia, J ; Devolder, P. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:70:y:2016:i:c:p:224-236. Full description at Econpapers \|\| Download paper
2016	Using 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
2016	Using Social Media to Identify Market Inefficiencies: Evidence from Twitter and Betfair. (2016). Rossi, Giambattista ; Reade, J ; Rambaccussing, Dooruj ; Brown, Alasdair. In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2016-01. Full description at Econpapers \|\| Download paper
2016	Data generation processes and statistical management of interval data. (2016). Winker, Peter ; Blanco-Fernandez, Angela . In: AStA Advances in Statistical Analysis. RePEc:spr:alstar:v:100:y:2016:i:4:d:10.1007_s10182-016-0274-z. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document
2015	Generalized Dynamic Factor Models and Volatilities: Estimation and Forecasting. (2015). Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/200436. Full description at Econpapers \|\| Download paper
2015	Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance. (2015). McAleer, Michael ; Asai, Manabu. In: Journal of Econometrics. RePEc:eee:econom:v:189:y:2015:i:2:p:251-262. Full description at Econpapers \|\| Download paper
2015	A real-time quantile-regression approach to forecasting gold returns under asymmetric loss. (2015). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: Resources Policy. RePEc:eee:jrpoli:v:45:y:2015:i:c:p:299-306. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; DÃÂ¶pke, JÃÂ¶rg ; Dopke, Jorg. In: Working Papers. RePEc:gwc:wpaper:2015-004. Full description at Econpapers \|\| Download paper
2015	Disagreement Ã la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; DrÃÂ¤ger, Lena ; Drager, Lena. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201503. Full description at Econpapers \|\| Download paper
2015	Predicting Recessions in Germany With Boosted Regression Trees. (2015). Pierdzioch, Christian ; Fritsche, Ulrich ; DÃÂ¶pke, JÃÂ¶rg ; Dopke, Jorg. In: Macroeconomics and Finance Series. RePEc:hep:macppr:201505. Full description at Econpapers \|\| Download paper
2015	Disagreement Ã la Taylor: Evidence from Survey Microdata. (2015). Lamla, Michael ; DrÃÂ¤ger, Lena ; Drager, Lena. In: KOF Working papers. RePEc:kof:wpskof:15-380. Full description at Econpapers \|\| Download paper
2015	FloGARCH : Realizing long memory and asymmetries in returns volatility. (2015). Vander Elst, Harry. In: Working Paper Research. RePEc:nbb:reswpp:201504-280. Full description at Econpapers \|\| Download paper
2015	Surfing through the GFC: systemic risk in Australia. (2015). Luciani, Matteo ; Dungey, Mardi ; Veredas, David ; Matei, Marius. In: Working Papers. RePEc:tas:wpaper:22658. Full description at Econpapers \|\| Download paper
2015	PREDICTING BY LEARNING: AN ADAPTIVE RATIONALE. (2015). Deng, Kaihua. In: Annals of Financial Economics (AFE). RePEc:wsi:afexxx:v:10:y:2015:i:02:n:s2010495215500177. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	International Journal of Forecasting / Elsevier	65	239
2	MPRA Paper / University Library of Munich, Germany	87	211
3	Economic Modelling / Elsevier	57	96
4	Energy Economics / Elsevier	115	76
5	Empirical Economics / Springer	55	73
6	Working Papers of the African Governance and Development Institute. / African Governance and Development Institute.	37	69
7	Papers / arXiv.org	51	67
8	Physica A: Statistical Mechanics and its Applications / Elsevier	52	55
9	International Review of Economics & Finance / Elsevier	39	41
10	European Journal of Operational Research / Elsevier	87	39
11	Research Africa Network Working Papers / Research Africa Network (RAN)	10	37