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Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
28
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 0.58 2.61 0 18 18 1685 47 67 0 0 1 2.1 47 2.61 0.34
2013 0 0.64 5.64 0 21 39 1771 220 921 0 0 49 22.3 56 2.67 0.34
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

417
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

393
32013Forecasting Stock Returns. (2013). Zhou, Guofu ; Rapach, David. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328.

Full description at Econpapers || Download paper

336
42006Forecasting with Many Predictors. (2006). Watson, Mark W. ; Stock, James H.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10.

Full description at Econpapers || Download paper

328
52006Volatility and Correlation Forecasting. (2006). Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15.

Full description at Econpapers || Download paper

290
62013Now-Casting and the Real-Time Data Flow. (2013). Modugno, Michele ; Babura, Marta ; Reichlin, Lucrezia ; Giannone, Domenico. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195.

Full description at Econpapers || Download paper

177
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

172
82006Predictive Density Evaluation. (2006). Corradi, Valentina ; Swanson, Norman R.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05.

Full description at Econpapers || Download paper

153
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

127
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

115
112013Copula 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

109
122006Forecasting with Breaks. (2006). Clements, Michael P. ; Hendry, David F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12.

Full description at Econpapers || Download paper

107
132013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

Full description at Econpapers || Download paper

100
142006Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03.

Full description at Econpapers || Download paper

97
152013Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203.

Full description at Econpapers || Download paper

93
162006Survey Expectations. (2006). Weale, Martin ; Pesaran, Hashem M.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14.

Full description at Econpapers || Download paper

93
172013Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2.

Full description at Econpapers || Download paper

84
182013Forecasting Real Estate Prices. (2013). Torous, Walter ; Valkanov, Rossen ; Ghysels, Eric ; Plazzi, Alberto. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509.

Full description at Econpapers || Download paper

74
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

61
202006Forecasting and Decision Theory. (2006). Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02.

Full description at Econpapers || Download paper

57
212006Approximate Nonlinear Forecasting Methods. (2006). White, Halbert. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-09.

Full description at Econpapers || Download paper

57
222006Bayesian Forecasting. (2006). Geweke, John ; Whiteman, Charles . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01.

Full description at Econpapers || Download paper

56
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

45
242013Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752.

Full description at Econpapers || Download paper

38
252013Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995.

Full description at Econpapers || Download paper

34
262013Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Jacobs, Kris ; Young, BO. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581.

Full description at Econpapers || Download paper

31
272006Forecasting 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
282006Forecasting Seasonal Time Series. (2006). Rodrigues, Paulo M. M., ; Ghysels, Eric ; Osborn, Denise R.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13.

Full description at Econpapers || Download paper

28
292013Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385.

Full description at Econpapers || Download paper

25
302013Forecasting Output. (2013). Potter, Simon ; Chauvet, Marcelle. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-141.

Full description at Econpapers || Download paper

23
312013Forecasting Binary Outcomes. (2013). Yang, Liu ; Lahiri, Kajal. 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). Wolfers, Justin ; Snowberg, Erik ; Zitzewitz, Eric. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657.

Full description at Econpapers || Download paper

13
352013Forecasting Exchange Rates: an Investor Perspective. (2013). Melvin, Michael ; Prins, John ; Shand, Duncan. 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). Sorensen, Peter ; Ottaviani, Marco ; Marinovic, Ivn. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-690.

Full description at Econpapers || Download paper

9
382013Quantile Prediction. (2013). Komunjer, Ivana. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961.

Full description at Econpapers || Download paper

6
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

54
22013Forecasting Stock Returns. (2013). Zhou, Guofu ; Rapach, David. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-328.

Full description at Econpapers || Download paper

52
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

37
42013Now-Casting and the Real-Time Data Flow. (2013). Modugno, Michele ; Babura, Marta ; Reichlin, Lucrezia ; Giannone, Domenico. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-195.

Full description at Econpapers || Download paper

35
52006Forecasting with Many Predictors. (2006). Watson, Mark W. ; Stock, James H.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-10.

Full description at Econpapers || Download paper

20
62006Volatility and Correlation Forecasting. (2006). Andersen, Torben G. ; Bollerslev, Tim ; Christoffersen, Peter F. ; Diebold, Francis X.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-15.

Full description at Econpapers || Download paper

20
72013Copula 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

20
82013Forecasting Inflation. (2013). Faust, Jon ; Wright, Jonathan H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-2.

Full description at Econpapers || Download paper

18
92013Forecasting with Bayesian Vector Autoregression. (2013). Karlsson, Sune. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-791.

Full description at Econpapers || Download paper

16
102013DSGE 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

15
112013Advances in Forecast Evaluation. (2013). Clark, Todd ; McCracken, Michael. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1107.

Full description at Econpapers || Download paper

13
122013Panel Data Forecasting. (2013). Baltagi, Badi H. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-995.

Full description at Econpapers || Download paper

12
132013Advances in Forecasting under Instability. (2013). Rossi, Barbara. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-1203.

Full description at Econpapers || Download paper

9
142013Forecasting Real Estate Prices. (2013). Torous, Walter ; Valkanov, Rossen ; Ghysels, Eric ; Plazzi, Alberto. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-509.

Full description at Econpapers || Download paper

7
152013Variable Selection in Predictive Regressions. (2013). Ng, Serena. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-752.

Full description at Econpapers || Download paper

6
162013Forecasting with Option-Implied Information. (2013). Christoffersen, Peter ; Jacobs, Kris ; Young, BO. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-581.

Full description at Econpapers || Download paper

6
172006Forecasting with Real-Time Macroeconomic Data. (2006). Croushore, Dean. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-17.

Full description at Econpapers || Download paper

5
182006Bayesian Forecasting. (2006). Geweke, John ; Whiteman, Charles . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-01.

Full description at Econpapers || Download paper

5
192006Predictive Density Evaluation. (2006). Corradi, Valentina ; Swanson, Norman R.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-05.

Full description at Econpapers || Download paper

4
202006Forecasting 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

4
212006Forecast Evaluation. (2006). West, Kenneth D.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-03.

Full description at Econpapers || Download paper

4
222006Survey Expectations. (2006). Weale, Martin ; Pesaran, Hashem M.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-14.

Full description at Econpapers || Download paper

4
232013Forecasting Interest Rates. (2013). Duffee, Gregory. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-385.

Full description at Econpapers || Download paper

4
242006Forecasting with Breaks. (2006). Clements, Michael P. ; Hendry, David F.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-12.

Full description at Econpapers || Download paper

3
252006Forecasting Seasonal Time Series. (2006). Rodrigues, Paulo M. M., ; Ghysels, Eric ; Osborn, Denise R.. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-13.

Full description at Econpapers || Download paper

2
262006Forecasting and Decision Theory. (2006). Machina, Mark J. ; Granger, Clive W. J., . In: Handbook of Economic Forecasting. RePEc:eee:ecofch:1-02.

Full description at Econpapers || Download paper

2
272013Quantile Prediction. (2013). Komunjer, Ivana. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-961.

Full description at Econpapers || Download paper

2
282013Forecasting and Policy Making. (2013). Wieland, Volker ; Wolters, Maik. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-239.

Full description at Econpapers || Download paper

2
292013Prediction Markets for Economic Forecasting. (2013). Wolfers, Justin ; Snowberg, Erik ; Zitzewitz, Eric. In: Handbook of Economic Forecasting. RePEc:eee:ecofch:2-657.

Full description at Econpapers || Download paper

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