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Citation Profile [Updated: 2024-11-03 20:16:59]
5 Years H Index
27
Impact Factor (IF)
0
5 Years IF
0
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
2006 0 0.59 2.67 0 18 18 1644 48 65 0 0 1 2.1 48 2.67 0.34
2013 0 0.66 5.64 0 21 39 1686 220 921 0 0 49 22.3 56 2.67 0.35
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12006Forecast Combinations. (2006). Timmermann, Allan. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04.

Full description at Econpapers || Download paper

403
22013Forecasting 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

382
32006Forecasting 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

318
42013Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328.

Full description at Econpapers || Download paper

317
52006Volatility 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

281
62013DSGE 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

170
72013Now-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

168
82006Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05.

Full description at Econpapers || Download paper

152
92006Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17.

Full description at Econpapers || Download paper

124
102013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

Full description at Econpapers || Download paper

111
112006Forecasting 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

106
122013Copula 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

100
132006Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03.

Full description at Econpapers || Download paper

95
142013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

Full description at Econpapers || Download paper

94
152006Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14.

Full description at Econpapers || Download paper

92
162013Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203.

Full description at Econpapers || Download paper

92
172013Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2.

Full description at Econpapers || Download paper

74
182013Forecasting 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

71
192006Forecasting 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

62
202006Approximate Nonlinear Forecasting Methods. (2006). White, Halbert. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09.

Full description at Econpapers || Download paper

57
212006Forecasting 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

55
222006Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01.

Full description at Econpapers || Download paper

54
232013Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239.

Full description at Econpapers || Download paper

44
242013Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752.

Full description at Econpapers || Download paper

37
252013Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995.

Full description at Econpapers || Download paper

30
262006Forecasting economic variables with nonlinear models. (2006). Terasvirta, Timo. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-08.

Full description at Econpapers || Download paper

29
272013Forecasting 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

28
282006Forecasting 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

27
292013Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385.

Full description at Econpapers || Download paper

23
302013Forecasting Output. (2013). Chauvet, Marcelle ; Potter, Simon . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141.

Full description at Econpapers || Download paper

23
312013Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025.

Full description at Econpapers || Download paper

20
322006Leading Indicators. (2006). Marcellino, Massimiliano. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-16.

Full description at Econpapers || Download paper

19
332006Forecasting with Trending Data. (2006). Elliott, Graham . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-11.

Full description at Econpapers || Download paper

14
342013Prediction 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

12
352013Forecasting 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

12
362006Forecasting with VARMA Models. (2006). Lutkepohl, Helmut. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-06.

Full description at Econpapers || Download paper

11
372013Forecasters’ 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

8
382013Quantile Prediction. (2013). Komunjer, Ivana . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961.

Full description at Econpapers || Download paper

4
392006Forecasting in Marketing. (2006). Franses, Philip Hans. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-18.

Full description at Econpapers || Download paper

4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006Forecast Combinations. (2006). Timmermann, Allan. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-04.

Full description at Econpapers || Download paper

71
22013Forecasting Stock Returns. (2013). Rapach, David ; Zhou, Guofu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328.

Full description at Econpapers || Download paper

64
32013Forecasting 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

46
42013Now-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

35
52013Copula 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

29
62006Volatility 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

27
72013DSGE 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

23
82013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

Full description at Econpapers || Download paper

20
92006Forecasting 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

17
102013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

Full description at Econpapers || Download paper

15
112013Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203.

Full description at Econpapers || Download paper

15
122013Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995.

Full description at Econpapers || Download paper

14
132013Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2.

Full description at Econpapers || Download paper

13
142013Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752.

Full description at Econpapers || Download paper

9
152013Forecasting 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

9
162006Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17.

Full description at Econpapers || Download paper

7
172013Forecasting 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

6
182006Forecasting 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

6
192006Predictive Density Evaluation. (2006). Swanson, Norman R. ; Corradi, Valentina. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05.

Full description at Econpapers || Download paper

5
202006Bayesian Forecasting. (2006). Whiteman, Charles ; Geweke, John. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01.

Full description at Econpapers || Download paper

5
212013Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239.

Full description at Econpapers || Download paper

4
222006Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03.

Full description at Econpapers || Download paper

4
232006Survey Expectations. (2006). Pesaran, Hashem M. ; Weale, Martin. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14.

Full description at Econpapers || Download paper

4
242013Forecasting Binary Outcomes. (2013). Lahiri, Kajal ; Yang, Liu. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1025.

Full description at Econpapers || Download paper

3
252006Forecasting 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
262006Forecasting 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
272013Forecasters’ 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
282013Forecasting 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
292013Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations