Revista

Nome:
International Journal Of Forecasting web
Rankings:
Pontos Posição
CEF.UP+NIPE (average of all rankings) (2012) 34.66 86/501
ABS (2010) 75.0 145/288
Australian RC (2010) 75.0 165/479
Carlos III (2010) 20.0 81/153
CNRS (2008) 40.0 208/336
Combes and Linnemer (2003) 17.0 127/253
Ideas discounted recursive impact factor (2012) 2.36 166/396
ISI, JCR SSE, Article Influence Score (2010) 8.98 105/316
ISI, JCR SSE, Impact Factor (2010) 25.07 63/388
Kalaitzidakis et al (2010) 0.7 104/196
Lubrano et al (2003) 40.0 121/211
Qualis (2008) 62.5 126/200
Ritzberger (2008) 6.56 57/153
Schneider and Ursprung (2008) 60.0 40/278
Source Normalized Impact per Paper (SNIP) (2011) 19.22 89/476
Tinbergen Institute (2011) 25.0 110/119
Article Influence Score (2019) 1.44 97/428
Impact Factor (2019) 2.83 95/440
Impact Factor (5 year) (2019) 3.96 74/428
SJR - Scimago (2019) 1.75 109/549
Count (2020) 1.0 586/640
Artigos 20:

Brexit: Tracking and Disentangling the Sentiment towards Leaving the EU
Miguel de Carvalho, Gabriel Martos
vol. 36, 2020, p. 1128-1137.

Monthly Forecasting of GDP with Mixed-Frequency Multivariate Singular Spectrum Analysis
Hossein Hassani, António Rua, Emmanuel Sirimal Silva, Dimitrios Thomakos
vol. 35, 2019, p. 1263-1272.

Forecasting Banking Crises with Dynamic Panel Probit Models
António Antunes, Diana Bonfim, Nuno Monteiro, Paulo M. M. Rodrigues
vol. 34, 2018, p. 249-275.

A Mixed Frequency Approach to the Forecasting of Private Consumption with ATM/POS Data
Claudia Duarte, Paulo M. M. Rodrigues, António Rua
vol. 33, 2017, p. 61-75.

A Wavelet-Based Multivariate Multiscale Approach for Forecasting
António Rua
vol. 33, 2017, p. 581-590.

Real-Time Nowcasting the US Output Gap: Singular Spectrum Analysis at Work
Miguel de Carvalho, António Rua
vol. 33, 2017, p. 185-198.

Threshold Stochastic Volatility: Properties and Forecasting
Xiuping Mao, Esther Ruiz, Helena Veiga
vol. 33, 2017, p. 1105-1123.

Bootstrap Multi-step Forecasts of Non-gaussian VAR Models
Diego Fresoli , Esther Ruiz, Lorenzo Pascual
vol. 31, 2015, p. 834-848.

Stress-Testing US Bank Holding Companies: A Dynamic Panel Quantile Regression Approach
Francisco Covas, Ben Rump, Egon Zakrajsek
vol. 30, 2014, p. 691-713.

Approximating and Forecasting Macroeconomic Signals in Real-Time
Ana Pereira, João Valle e Azevedo
vol. 29, 2013, p. 479-492.

Does the Euro Area Forward Rate Provide Accurate Forecasts of the Short Rate?
Sónia Costa, Ana Beatriz Galvão
vol. 29, 2013, p. 131-141.

Can We Evaluate the Predictability of Financial Markets? Editorial
Nuno Crato, Esther Ruiz
vol. 28, 2012, p. 1-2.

Forecasting Spanish Elections
Pedro C. Magalhães, Luís Francisco Aguiar-Conraria, Michael S. Lewis-Beck
vol. 28, 2012, p. 769-776.

Time Series Modeling of Histogram-Valued Data: The Daily Histogram Time Series of S&P500 Intradaily Returns: Comment
João Nicolau
vol. 28, 2012, p. 34-35.

A Mild Skepticism on Nonlinear Forecasting: Some Comments on the Paper by Harvill and Ray
Nuno Crato
vol. 21, 2005, p. 729-730.

Coincident and Leading Indicators for the Euro Area: A Frequency Band Approach
António Rua, Luis Catela Nunes
vol. 21, 2005, p. 503-523.

Growth, Cycles and Convergence in US Regional Time Series
Vasco M. Carvalho, Andrew Harvey
vol. 21, 2005, p. 667-686.

AIDS in Portugal: Endemic versus Epidemic Forecasting Scenarios for Mortality
Maria Manuela Oliveira, João Mexia
vol. 20, 2004, p. 131-135.

Forecasts of Market Shares from VAR and BVAR Models: A Comparison of Their Accuracy
Francisco Ramos
vol. 19, 2003, p. 95-110.

A Note on Moving Average Forecasts of Long Memory Processes with an Application to Quality Control
Radhika Ramjee, Nuno Crato, Bonnie Ray
vol. 18, 2002, p. 291-297.

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