Citation analysis for Handbook of Economic Forecasting / Elsevier

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

5 Years IF

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	0.21	0	0	0	0	0		0	0		0			0		0	0.12
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.13
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	0.44	0	0	0	0	0		1	0		0			0		0	0.2
2001	0	0.4	0	0	0	0	0		3	0		0			0		0	0.22
2002	0	0.42	0	0	0	0	0		3	0		0			0		0	0.23
2003	0	0.42	0	0	0	0	0		3	0		0			0		0	0.24
2004	0	0.47	0	0	0	0	0		5	0		0			0		0	0.27
2005	0	0.49	0	0	0	0	0		18	0		0			0		0	0.29
2006	0	0.47	2.44	0	18	18	1015	44	62	0		0			0	44	2.44	0.27
2007	2.28	0.39	2.67	2.28	0	18	0	48	110	18	41	18	41		0		0	0.22
2008	4.78	0.46	6.11	4.78	0	18	0	110	220	18	86	18	86		0		0	0.23
2009	0	0.43	3.83	3.33	0	18	0	69	289	0		18	60		0		0	0.22
2010	0	0.37	4.44	3.44	0	18	0	80	369	0		18	62		0		0	0.19
2011	0	0.46	5.94	4.83	0	18	0	106	476	0		18	87		0		0	0.25
2012	0	0.5	4	0	0	18	0	67	548	0		0			0		0	0.25
2013	0	0.5	3.38	0	21	39	602	132	680	0		0		48	36.4	21	1	0.24
2014	1.86	0.53	3.15	1.86	0	39	0	123	803	21	39	21	39		0		0	0.27
2015	3.05	0.53	3.79	3.05	0	39	0	148	951	21	64	21	64		0		0	0.27
2016	0	0.54	4.1	3.57	0	39	0	160	1111	0		21	75		0		0	0.27
2017	0	0.54	3.9	4.14	0	39	0	152	1263	0		21	87		0		0	0.27
2018	0	0.53	3.38	3.62	0	39	0	132	1395	0		21	76		0		0	0.26
2019	0	0.55	3.69	0	0	39	0	144	1539	0		0			0		0	0.32
2020	0	0.63	3.9	0	0	39	0	152	1691	0		0			0		0	0.58

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	317
2	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	142
3	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	139
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	110
5	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	105
6	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	92
7	2006	Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers \|\| Download paper	90
8	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	87
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	71
10	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	63
11	2013	Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2. Full description at Econpapers \|\| Download paper	60
12	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	56
13	2006	Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers \|\| Download paper	47
14	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	47
15	2013	DSGE Model-Based Forecasting. (2013). del Negro, Marco ; Schorfheide, Frank. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-57. Full description at Econpapers \|\| Download paper	42
16	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	39
17	2013	Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107. Full description at Econpapers \|\| Download paper	37
18	2013	Copula Methods for Forecasting Multivariate Time Series. (2013). Patton, Andrew . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-899. Full description at Econpapers \|\| Download paper	35
19	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	31
20	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	29
21	2006	Approximate Nonlinear Forecasting Methods. (2006). White, Halbert. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09. Full description at Econpapers \|\| Download paper	26
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	25
23	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	22
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	20
25	2006	Leading Indicators. (2006). Marcellino, Massimiliano. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. Full description at Econpapers \|\| Download paper	19
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	14
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	13
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	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	10
30	2013	Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers \|\| Download paper	9
31	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	8
32	2006	Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11. Full description at Econpapers \|\| Download paper	7
33	2013	ForecastersÃÂ¢Ã¢âÂ¬Ã¢âÂ¢ 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	5
34	2006	Forecasting in Marketing. (2006). Franses, Philip Hans. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-18. Full description at Econpapers \|\| Download paper	4
35	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
36	2013	Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961. Full description at Econpapers \|\| Download paper	4
37	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	3
38	2013	Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995. Full description at Econpapers \|\| Download paper	3
39	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	3

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	79
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	48
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	38
4	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	26
5	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	25
6	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	25
7	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	24
8	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	17
9	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	15
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	14
11	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	13
12	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	13
13	2013	Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203. Full description at Econpapers \|\| Download paper	12
14	2006	Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03. Full description at Econpapers \|\| Download paper	8
15	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	7
16	2006	Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05. Full description at Econpapers \|\| Download paper	6
17	2013	Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385. Full description at Econpapers \|\| Download paper	6
18	2006	Forecasting with Unobserved Components Time Series Models. (2006). Harvey, Andrew. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-07. Full description at Econpapers \|\| Download paper	5
19	2013	Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752. Full description at Econpapers \|\| Download paper	5
20	2013	Forecasting Real Estate Prices. (2013). Ghysels, Eric ; Torous, Walter ; Valkanov, Rossen ; Plazzi, Alberto . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509. Full description at Econpapers \|\| Download paper	5
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	4
22	2006	Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01. Full description at Econpapers \|\| Download paper	4
23	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
24	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	4
25	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	3
26	2013	Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995. Full description at Econpapers \|\| Download paper	3
27	2013	ForecastersÃÂ¢Ã¢âÂ¬Ã¢âÂ¢ 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
28	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
29	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
30	2013	Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961. Full description at Econpapers \|\| Download paper	2
31	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
32	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
33	2006	Leading Indicators. (2006). Marcellino, Massimiliano. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16. 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	73	136
2	Energy Economics / Elsevier	135	38
3	Journal of Econometrics / Elsevier	203	36
4	Economic Modelling / Elsevier	69	29
5	International Review of Financial Analysis / Elsevier	49	25
6	The North American Journal of Economics and Finance / Elsevier	36	22
7	Working Paper Series / European Central Bank	93	20
8	Journal of Empirical Finance / Elsevier	69	18
9	MPRA Paper / University Library of Munich, Germany	103	15
10	Journal of Banking & Finance / Elsevier	148	15
11	Finance Research Letters / Elsevier	42	13