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Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
73
Impact Factor
1.72
5 Years IF
1.63
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 0.09 0.13 0.02 75 75 488 10 10 186 362 6 0 4 0.05 0.04
1991 0.02 0.08 0.12 0.03 62 137 334 16 26 172 3 398 10 0 0 0.04
1992 0.04 0.09 0.08 0.04 90 227 1101 18 45 137 5 383 15 0 0 0.04
1993 0.03 0.11 0.07 0.02 79 306 632 21 67 152 4 413 10 0 0 0.05
1994 0.02 0.12 0.06 0.04 70 376 448 23 91 169 3 403 17 0 2 0.03 0.06
1995 0.07 0.19 0.25 0.1 61 437 507 109 201 149 11 376 38 62 56.9 6 0.1 0.08
1996 0.14 0.22 0.35 0.15 65 502 405 175 379 131 18 362 55 91 52 2 0.03 0.1
1997 0.1 0.22 0.26 0.14 67 569 1445 148 528 126 12 365 52 54 36.5 11 0.16 0.09
1998 0.1 0.26 0.35 0.15 35 604 783 209 740 132 13 342 52 63 30.1 1 0.03 0.12
1999 0.28 0.27 0.47 0.21 39 643 656 302 1043 102 29 298 64 60 19.9 6 0.15 0.13
2000 0.41 0.32 0.37 0.27 59 702 1235 257 1303 74 30 267 71 80 31.1 6 0.1 0.14
2001 0.28 0.35 0.33 0.28 45 747 562 246 1553 98 27 265 75 68 27.6 14 0.31 0.15
2002 0.28 0.37 0.37 0.37 58 805 612 295 1850 104 29 245 90 84 28.5 31 0.53 0.19
2003 0.49 0.4 0.57 0.48 81 886 867 487 2357 103 50 236 114 148 30.4 15 0.19 0.19
2004 0.42 0.44 0.54 0.46 69 955 1424 510 2875 139 58 282 130 93 18.2 24 0.35 0.2
2005 0.48 0.45 0.82 0.52 67 1022 1402 838 3714 150 72 312 162 105 12.5 23 0.34 0.21
2006 0.68 0.46 0.94 0.53 63 1085 1698 1018 4739 136 92 320 168 488 47.9 20 0.32 0.2
2007 0.82 0.42 0.71 0.57 63 1148 948 819 5559 130 106 338 192 138 16.8 36 0.57 0.18
2008 1.1 0.44 0.78 0.81 64 1212 1381 936 6501 126 138 343 279 140 15 42 0.66 0.2
2009 0.85 0.43 0.74 0.85 72 1284 1119 939 7450 127 108 326 276 103 11 34 0.47 0.21
2010 0.96 0.43 0.77 0.86 75 1359 853 1032 8494 136 131 329 283 135 13.1 13 0.17 0.18
2011 1.03 0.45 1.06 1.02 148 1507 1292 1581 10088 147 151 337 343 442 28 120 0.81 0.2
2012 0.65 0.45 0.87 0.79 64 1571 1629 1349 11447 223 144 422 332 95 7 31 0.48 0.19
2013 0.83 0.5 0.97 0.91 56 1627 838 1560 13019 212 176 423 385 186 11.9 37 0.66 0.21
2014 1.67 0.51 1.16 1.16 77 1704 1661 1980 15001 120 200 415 483 188 9.5 91 1.18 0.2
2015 1.81 0.5 1.19 1.11 81 1785 829 2115 17120 133 241 420 468 239 11.3 74 0.91 0.19
2016 1.78 0.5 1.33 1.32 102 1887 1157 2497 19624 158 281 426 563 320 12.8 126 1.24 0.18
2017 1.41 0.5 1.25 1.58 76 1963 657 2446 22079 183 258 380 602 276 11.3 45 0.59 0.18
2018 1.58 0.54 1.27 1.48 52 2015 442 2549 24648 178 281 392 580 155 6.1 32 0.62 0.21
2019 1.8 0.58 1.54 1.69 128 2143 477 3286 27940 128 231 388 655 484 14.7 76 0.59 0.21
2020 1.72 0.75 1.63 1.63 98 2241 286 3643 31588 180 310 439 715 494 13.6 116 1.18 0.29
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
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

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995
21997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

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936
31989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

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595
42006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

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445
51992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

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425
62000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

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343
71998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

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329
82014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

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277
92010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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224
101992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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220
112002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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205
122004Bridge models to forecast the euro area GDP. (2004). Golinelli, Roberto ; Baffigi, Alberto ; Parigi, Giuseppe . In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:3:p:447-460.

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182
131995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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179
141999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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179
152007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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174
162005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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161
172006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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158
182008Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data. (2008). Schumacher, Christian ; Breitung, Jörg. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:3:p:386-398.

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153
192014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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152
202008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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151
212005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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146
22200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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146
232016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

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144
242006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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138
252008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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134
262011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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129
272011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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125
282013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

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125
292000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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124
302009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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124
311993Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:295-320.

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121
322008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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121
332004Efficient market hypothesis and forecasting. (2004). Timmermann, Allan ; Granger, Clive. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:15-27.

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114
342016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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112
352011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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111
362009Forecasting exchange rates with a large Bayesian VAR. (2009). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:2:p:400-417.

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110
371993Reply to commentaries on Earnings forecasting research: its implications for capital markets research. (1993). Brown, Lawrence D.. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:343-344.

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108
381993Comments on Earnings forecasting research: its implications for capital markets research by L. Brown. (1993). Brown, Philip. In: International Journal of Forecasting. RePEc:eee:intfor:v:9:y:1993:i:3:p:331-335.

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106
391992The evaluation of extrapolative forecasting methods. (1992). Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:81-98.

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104
402001How accurate are private sector forecasts? Cross-country evidence from consensus forecasts of output growth. (2001). Loungani, Prakash. In: International Journal of Forecasting. RePEc:eee:intfor:v:17:y:2001:i:3:p:419-432.

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101
412005The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

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100
422009Forecasting economic and financial variables with global VARs. (2009). Smith, L. Vanessa ; Schuermann, Til ; Pesaran, M. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:4:p:642-675.

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98
432011Calling recessions in real time. (2011). Hamilton, James. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1006-1026.

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97
441997Shorte-run forecasts of electricity loads and peaks. (1997). Vahid, Farshid ; Granger, Clive ; Engle, Robert ; Brace, Casey ; Ramanathan, Ramu . In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:161-174.

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96
451997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models. (1997). White, Halbert ; Swanson, Norman. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:4:p:439-461.

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93
462000A survey of credit and behavioural scoring: forecasting financial risk of lending to consumers. (2000). Thomas, Lyn C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:149-172.

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91
472007Bias in macroeconomic forecasts. (2007). Batchelor, Roy. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:2:p:189-203.

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90
482000Forecasting stock indices: a comparison of classification and level estimation models. (2000). Chen, An-Sing ; Leung, Mark T. ; Daouk, Hazem . In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:2:p:173-190.

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90
491987Cointegration and models of exchange rate determination. (1987). Selover, David ; Baillie, Richard. In: International Journal of Forecasting. RePEc:eee:intfor:v:3:y:1987:i:1:p:43-51.

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90
502005Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy?. (2005). Hubrich, Kirstin. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:119-136.

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88
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012Better to give than to receive: Predictive directional measurement of volatility spillovers. (2012). Yilmaz, Kamil ; Diebold, Francis. In: International Journal of Forecasting. RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66.

Full description at Econpapers || Download paper

551
22006Another look at measures of forecast accuracy. (2006). Hyndman, Rob ; Koehler, Anne B.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:4:p:679-688.

Full description at Econpapers || Download paper

203
31997Testing the equality of prediction mean squared errors. (1997). Leybourne, Stephen ; Harvey, David ; Newbold, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:13:y:1997:i:2:p:281-291.

Full description at Econpapers || Download paper

177
42014Electricity price forecasting: A review of the state-of-the-art with a look into the future. (2014). Weron, Rafał. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:4:p:1030-1081.

Full description at Econpapers || Download paper

140
51992Modeling and forecasting US sex differentials in mortality. (1992). Lee, Ronald ; Carter, Lawrence R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:3:p:393-411.

Full description at Econpapers || Download paper

123
62016Probabilistic electric load forecasting: A tutorial review. (2016). Hong, Tao ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:914-938.

Full description at Econpapers || Download paper

101
71989Combining forecasts: A review and annotated bibliography. (1989). Clemen, Robert T.. In: International Journal of Forecasting. RePEc:eee:intfor:v:5:y:1989:i:4:p:559-583.

Full description at Econpapers || Download paper

86
81998Forecasting with artificial neural networks:: The state of the art. (1998). Patuwo, Eddy B. ; Hu, Michael Y. ; Zhang, Guoqiang. In: International Journal of Forecasting. RePEc:eee:intfor:v:14:y:1998:i:1:p:35-62.

Full description at Econpapers || Download paper

85
92000The M3-Competition: results, conclusions and implications. (2000). Hibon, Michele ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:451-476.

Full description at Econpapers || Download paper

82
102014Evaluating early warning indicators of banking crises: Satisfying policy requirements. (2014). Juselius, John ; Drehmann, Mathias. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:759-780.

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71
112017The predictive power of Google searches in forecasting US unemployment. (2017). D'Amuri, Francesco ; Damuri, Francesco ; Marcucci, Juri . In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:801-816.

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66
121999The Delphi technique as a forecasting tool: issues and analysis. (1999). Rowe, Gene ; Wright, George. In: International Journal of Forecasting. RePEc:eee:intfor:v:15:y:1999:i:4:p:353-375.

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62
132011Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search. (2011). Wintoki, Babajide M. ; Zhang, Zelin ; Joseph, Kissan. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:4:p:1116-1127.

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62
142002A state space framework for automatic forecasting using exponential smoothing methods. (2002). Snyder, Ralph ; Hyndman, Rob ; Koehler, Anne B. ; Grose, Simone. In: International Journal of Forecasting. RePEc:eee:intfor:v:18:y:2002:i:3:p:439-454.

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58
152010Comparing and evaluating Bayesian predictive distributions of asset returns. (2010). Geweke, John ; amisano, gianni. In: International Journal of Forecasting. RePEc:eee:intfor:v:26:y::i:2:p:216-230.

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53
162016Probabilistic energy forecasting: Global Energy Forecasting Competition 2014 and beyond. (2016). Hyndman, Rob ; Hong, Tao ; Pinson, Pierre ; Troccoli, Alberto ; Zareipour, Hamidreza ; Fan, Shu . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:896-913.

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53
171992Error measures for generalizing about forecasting methods: Empirical comparisons. (1992). Armstrong, J. ; Collopy, Fred . In: International Journal of Forecasting. RePEc:eee:intfor:v:8:y:1992:i:1:p:69-80.

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49
182008Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models. (2008). Weron, Rafał ; Misiorek, Adam. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:744-763.

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44
19200625 years of time series forecasting. (2006). Hyndman, Rob ; Gooijer, Jan G.. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:443-473.

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42
202011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:529-542.

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42
212011MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area. (2011). Schumacher, Christian ; Marcellino, Massimiliano ; Kuzin, Vladimir . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:2:p:529-542.

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42
222009Effective forecasting and judgmental adjustments: an empirical evaluation and strategies for improvement in supply-chain planning. (2009). Nikolopoulos, Konstantinos ; Lawrence, Michael ; Fildes, Robert ; Goodwin, Paul. In: International Journal of Forecasting. RePEc:eee:intfor:v:25:y:2009:i:1:p:3-23.

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41
232013Combining expert forecasts: Can anything beat the simple average?. (2013). Meyler, Aidan ; Kenny, Geoff ; Genre, Veronique ; Timmermann, Allan. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:1:p:108-121.

Full description at Econpapers || Download paper

41
242000Out-of-sample tests of forecasting accuracy: an analysis and review. (2000). Tashman, Leonard J.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:437-450.

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40
252016The forecast combination puzzle: A simple theoretical explanation. (2016). Vasnev, Andrey ; Magnus, Jan R ; Claeskens, Gerda ; Wang, Wendun. In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:754-762.

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40
262018The M4 Competition: Results, findings, conclusion and way forward. (2018). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos . In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:4:p:802-808.

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272006Modelling and forecasting the diffusion of innovation - A 25-year review. (2006). Islam, Towhidul ; Meade, Nigel. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:519-545.

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282003Tourism forecasting: accuracy of alternative econometric models. (2003). Song, Haiyan ; Jensen, Thomas ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:1:p:123-141.

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292007Combining density forecasts. (2007). Mitchell, James ; Hall, Stephen. In: International Journal of Forecasting. RePEc:eee:intfor:v:23:y:2007:i:1:p:1-13.

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38
302015Conditional forecasts and scenario analysis with vector autoregressions for large cross-sections. (2015). Lenza, Michele ; Giannone, Domenico ; Banbura, Marta ; Babura, Marta. In: International Journal of Forecasting. RePEc:eee:intfor:v:31:y:2015:i:3:p:739-756.

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38
311995Forecasting tourism demand: A review of empirical research. (1995). Witt, Christine A.. In: International Journal of Forecasting. RePEc:eee:intfor:v:11:y:1995:i:3:p:447-475.

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322020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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36
332016A new metric of absolute percentage error for intermittent demand forecasts. (2016). Kim, Sung Il . In: International Journal of Forecasting. RePEc:eee:intfor:v:32:y:2016:i:3:p:669-679.

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342014Forecasting commodity price indexes using macroeconomic and financial predictors. (2014). Timmermann, Allan ; Gargano, Antonio . In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:3:p:825-843.

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352011The tourism forecasting competition. (2011). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:3:p:822-844.

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34
362008Forecasting electricity prices: The impact of fundamentals and time-varying coefficients. (2008). Bunn, Derek W. ; Karakatsani, Nektaria V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:4:p:764-785.

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372011The tourism forecasting competition. (2011). Song, Haiyan ; Hyndman, Rob ; Athanasopoulos, George ; Wu, Doris C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y:2011:i:3:p:822-844.

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34
382004Authors retrospective on Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:11-13.

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392014Improving forecasting by estimating time series structural components across multiple frequencies. (2014). Petropoulos, Fotios ; Kourentzes, Nikolaos ; Trapero, Juan R.. In: International Journal of Forecasting. RePEc:eee:intfor:v:30:y:2014:i:2:p:291-302.

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33
402013Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts. (2013). Davydenko, Andrey ; Fildes, Robert. In: International Journal of Forecasting. RePEc:eee:intfor:v:29:y:2013:i:3:p:510-522.

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33
412008The financial analyst forecasting literature: A taxonomy with suggestions for further research. (2008). Shane, Philip ; Ramnath, Sundaresh ; ROCK, STEVE. In: International Journal of Forecasting. RePEc:eee:intfor:v:24:y:2008:i:1:p:34-75.

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32
422005Macro variables and international stock return predictability. (2005). Wohar, Mark ; Rapach, David E. ; Rangvid, Jesper . In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:1:p:137-166.

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32
432004Forecasting seasonals and trends by exponentially weighted moving averages. (2004). Holt, Charles C.. In: International Journal of Forecasting. RePEc:eee:intfor:v:20:y:2004:i:1:p:5-10.

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32
442006Judgmental forecasting: A review of progress over the last 25 years. (2006). Onkal, Dilek ; Goodwin, Paul ; Lawrence, Michael ; O'Connor, Marcus. In: International Journal of Forecasting. RePEc:eee:intfor:v:22:y:2006:i:3:p:493-518.

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31
452005The accuracy of intermittent demand estimates. (2005). Syntetos, Aris A. ; Boylan, John E.. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:2:p:303-314.

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31
462003Univariate versus multivariate time series forecasting: an application to international tourism demand. (2003). du Preez, Johann ; Witt, Stephen F.. In: International Journal of Forecasting. RePEc:eee:intfor:v:19:y:2003:i:3:p:435-451.

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30
472000The theta model: a decomposition approach to forecasting. (2000). Nikolopoulos, Konstantinos ; Assimakopoulos, V.. In: International Journal of Forecasting. RePEc:eee:intfor:v:16:y:2000:i:4:p:521-530.

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30
482011Quantiles as optimal point forecasts. (2011). Gneiting, Tilmann . In: International Journal of Forecasting. RePEc:eee:intfor:v:27:y::i:2:p:197-207.

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29
492005Forecasting electricity prices for a day-ahead pool-based electric energy market. (2005). CONEJO, Antonio J. ; Espinola, Rosa ; Plazas, Miguel A. ; Contreras, Javier. In: International Journal of Forecasting. RePEc:eee:intfor:v:21:y:2005:i:3:p:435-462.

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29
502018Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods. (2018). Kim, Hyun Hak ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:34:y:2018:i:2:p:339-354.

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Citing documents used to compute impact factor: 310
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2020Forecasting crude oil price with multilingual search engine data. (2020). Wang, Shouyang ; Tang, Ling ; Li, Jingjing. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:551:y:2020:i:c:s037843712030025x.

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2020Are GDP forecasts optimal? Evidence on European countries. (2020). Pericoli, Filippo Maria ; Giovannelli, Alessandro. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:963-973.

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2020Automatic Interpretable Retail forecasting with promotional scenarios. (2020). Gurlek, Ragip ; Ali, Ozden Gur. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1389-1406.

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2020Rethinking weather station selection for electric load forecasting using genetic algorithms. (2020). Muoz, Antonio ; Sanchez-Ubeda, Eugenio F ; Moreno-Carbonell, Santiago. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:695-712.

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2020A hybrid time-varying parameter Bayesian VAR analysis of Okun’s law in the United States. (2020). Österholm, Pär ; Karlsson, Sune ; Osterholm, Par. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303827.

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2020Are forecasting competitions data representative of the reality?. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Kouloumos, Andreas ; Spiliotis, Evangelos. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:37-53.

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2020The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach. (2020). GUPTA, RANGAN ; Onay, Yigit ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202055.

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2020The Delphi technique in forecasting– A 42-year bibliographic analysis (1975–2017). (2020). Bridson, Shannon ; Pitt, Leyland ; Flostrand, Andrew . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:150:y:2020:i:c:s0040162518300374.

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2020Online Commerce, Inter-Regional Retail Trade, and the Evolution of Gravity Effects: Evidence from 20 Billion Transactions. (2020). Galbraith, John ; Camara, Youssouf ; Bounie, David. In: Working Papers. RePEc:hal:wpaper:hal-02864695.

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2020A three-frequency dynamic factor model for nowcasting Canadian provincial GDP growth. (2020). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:851-872.

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2020Nowcasting Norwegian household consumption with debit card transaction data. (2020). Fastb, Tuva Marie ; Aastveit, Knut Are ; Torstensen, Kjersti Nss ; Paulsen, Kenneth Sterhagen ; Granziera, Eleonora. In: Working Paper. RePEc:bno:worpap:2020_17.

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2020On a method to improve your service BOMs within spare parts management. (2020). van Houtum, G J ; Stip, J. In: International Journal of Production Economics. RePEc:eee:proeco:v:221:y:2020:i:c:s0925527319302762.

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2020Optimal inventory control and design refresh selection in managing part obsolescence. (2020). Liu, Shaoxuan ; Shi, Zhenyang. In: European Journal of Operational Research. RePEc:eee:ejores:v:287:y:2020:i:1:p:133-144.

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2020Assessing nowcast accuracy of US GDP growth in real time: the role of booms and busts. (2020). Siliverstovs, Boriss. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01704-6.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146.

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2020Dynamic Factor Trees and Forests – A Theory-led Machine Learning Framework for Non-Linear and State-Dependent Short-Term U.S. GDP Growth Predictions. (2020). Wochner, Daniel. In: KOF Working papers. RePEc:kof:wpskof:20-472.

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2020Macroeconomic Data Transformations Matter. (2020). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2020s-42.

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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Post-Print. RePEc:hal:journl:hal-02948802.

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2020Deus ex Machina? A Framework for Macro Forecasting with Machine Learning. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/045.

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2020Nowcasting GDP growth using data reduction methods: Evidence for the French economy. (2020). Charles, Amelie ; Darne, Olivier. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-00680.

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2020Optimal Feasible Expectations in Economics and Finance. (2020). Lake, A. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20105.

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2020The role of an aligned investor sentiment index in predicting bond risk premia of the U.S. (2020). GUPTA, RANGAN ; Epni, Ouzhan ; Wohar, Mark E ; Guney, Ethem I. In: Journal of Financial Markets. RePEc:eee:finmar:v:51:y:2020:i:c:s1386418120300100.

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2020Text Mining National Commitments towards Agrobiodiversity Conservation and Use. (2020). Estrada-Carmona, Natalia ; Villani, Chiara ; Remans, Roseline ; Laporte, Marie-Angelique ; Jones, Sarah K ; Juventia, Stella D. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:2:p:715-:d:310514.

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2020The macro and asset pricing implications of rising Italian uncertainty: Evidence from a novel news-based macroeconomic policy uncertainty index. (2020). Pellizzari, Paolo ; Gufler, Ivan ; Donadelli, Michael. In: Economics Letters. RePEc:eee:ecolet:v:197:y:2020:i:c:s0165176520303669.

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2020Factor state–space models for high-dimensional realized covariance matrices of asset returns. (2020). Gribisch, Bastian ; Liesenfeld, Roman ; Hartkopf, Jan Patrick. In: Journal of Empirical Finance. RePEc:eee:empfin:v:55:y:2020:i:c:p:1-20.

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2020Does measurement error matter in volatility forecasting? Empirical evidence from the Chinese stock market. (2020). Huang, Zhuo ; Wang, Tianyi ; Liang, Fang. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:148-157.

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2020The impacts of asymmetry on modeling and forecasting realized volatility in Japanese stock markets. (2020). Ota, Yasushi ; Maki, Daiki. In: Papers. RePEc:arx:papers:2006.00158.

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2020Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404.

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2020Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553.

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2020Use of Neural Networks to Accommodate Seasonal Fluctuations When Equalizing Time Series for the CZK/RMB Exchange Rate. (2020). Podhorska, Ivana ; Lazaroiu, George ; Rowland, Zuzana. In: Risks. RePEc:gam:jrisks:v:9:y:2020:i:1:p:1-:d:466130.

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2020Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2020). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: The Review of Economics and Statistics. RePEc:tpr:restat:v:102:y:2020:i:1:p:17-33.

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2020From Fixed-Event to Fixed-Horizon Density Forecasts: Obtaining Measures of Multi-Horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: Working Papers. RePEc:bge:wpaper:1142.

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2020From Fixed-event to Fixed-horizon Density Forecasts: Obtaining Measures of Multi-horizon Uncertainty from Survey Density Forecasts. (2020). Sekhposyan, Tatevik ; Rossi, Barbara ; Ganics, Gergely. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14267.

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2020Are Some Forecasters’ Probability Assessments of Macro Variables Better Than Those of Others?. (2020). Clements, Michael. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:2:p:16-:d:354665.

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2020Does Judgment Improve Macroeconomic Density Forecasts?. (2020). Mitchell, James ; Garratt, Anthony ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:33.

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2020Real-Time Perceptions of Historical GDP Data Uncertainty. (2020). Mitchell, James ; Galvao, Ana Beatriz. In: EMF Research Papers. RePEc:wrk:wrkemf:35.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2020Industrial Facility Electricity Consumption Forecast Using Artificial Neural Networks and Incremental Learning. (2020). Correia, Regina ; Mourinho, Joo ; Vale, Zita ; Faria, Pedro ; Ramos, Daniel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4774-:d:412844.

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2020A novel composite electricity demand forecasting framework by data processing and optimized support vector machine. (2020). Gao, Yuyang ; Liu, Ningning ; Jiang, Ping. In: Applied Energy. RePEc:eee:appene:v:260:y:2020:i:c:s0306261919319300.

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2020HousEEC: Day-Ahead Household Electrical Energy Consumption Forecasting Using Deep Learning. (2020). Gjoreski, Hristijan ; Gams, Matja ; Jovanovski, Slobodan ; Ilievski, Igor ; Stankoski, Simon ; Kiprijanovska, Ivana. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:10:p:2672-:d:362866.

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2020What drives U.S. financial sector volatility? A Bayesian model averaging perspective. (2020). Lyócsa, Štefan ; Lyocsa, Tefan ; Koalova, Zuzana ; Gernat, Peter. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531919302697.

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2020Risk Evaluation of “Not-In-My-Back-Yard” Conflict Potential in Facilities Group: A Case Study of Chemical Park in Xuwei New District, China. (2020). Zhou, Jizhi ; Zhang, Yiyi ; Zhao, Jinbu ; Nie, Yongyou. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:7:p:2723-:d:339007.

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2020Forecasting election results by studying brand importance in online news. (2020). Colladon, Andrea Fronzetti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:414-427.

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2020Application of functional deep belief network for estimating daily global solar radiation: A case study in China. (2020). Zang, Haixiang ; Sun, Guoqiang ; Wei, Zhinong ; Wang, Miaomiao ; Cheung, Kwok W ; Ding, Tao ; Cheng, Lilin. In: Energy. RePEc:eee:energy:v:191:y:2020:i:c:s0360544219321978.

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2020Intra-day solar probabilistic forecasts including local short-term variability and satellite information. (2020). David, M ; Alonso-Suarez, R ; Lauret, P ; Branco, V. In: Renewable Energy. RePEc:eee:renene:v:158:y:2020:i:c:p:554-573.

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2020Added-value of ensemble prediction system on the quality of solar irradiance probabilistic forecasts. (2020). Badosa, Jordi ; le Gal, Josselin ; Lauret, Philippe ; Pinson, Pierre ; David, Mathieu. In: Renewable Energy. RePEc:eee:renene:v:162:y:2020:i:c:p:1321-1339.

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2020Forecasting risk measures using intraday data in a generalized autoregressive score framework. (2020). Xue, Xiaohan ; Lazar, Emese. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1057-1072.

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2020Portfolio Risk Measurement Using a Mixture Simulation Approach. (2020). Sharifi, Azin ; Sina, Seyed Mohammad ; Arian, Hamidreza. In: Papers. RePEc:arx:papers:2011.07994.

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2020Forecasting value at risk and expected shortfall with mixed data sampling. (2020). Le, Trung H. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1362-1379.

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2020Pitfalls in long memory research. (2020). , Chandrashekhar ; Madhavan, Vinodh ; Saha, Kunal ; McMillan, David ; Shekhar, Chandra. In: Cogent Economics & Finance. RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1733280.

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2020Sparse vector error correction models with application to cointegration‐based trading. (2020). Wang, Xiaohang ; Lu, Renjie . In: Australian & New Zealand Journal of Statistics. RePEc:bla:anzsta:v:62:y:2020:i:3:p:297-321.

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2020An ordinal classification framework for bank failure prediction: Methodology and empirical evidence for US banks. (2020). Galariotis, Emilios ; Zopounidis, Constantin ; Doumpos, Michalis ; Manthoulis, Georgios. In: European Journal of Operational Research. RePEc:eee:ejores:v:282:y:2020:i:2:p:786-801.

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2020Predicting bank insolvencies using machine learning techniques. (2020). Vlachogiannakis, Nikolaos E ; Stavroulakis, Evangelos ; Siakoulis, Vasilis ; Petropoulos, Anastasios. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1092-1113.

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2020Textual Information and IPO Underpricing: A Machine Learning Approach. (2020). Leledakis, George ; Androutsopoulos, Ion ; Katsafados, Apostolos G ; Pyrgiotakis, Emmanouil G ; Fergadiotis, Manos ; Chalkidis, Ilias. In: MPRA Paper. RePEc:pra:mprapa:103813.

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2020Machine learning as an early warning system to predict financial crisis. (2020). Kampouris, Elias ; Samitas, Aristeidis ; Kenourgios, Dimitris. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301514.

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2020Who is unhappy for Brexit? A machine-learning, agent-based study on financial instability. (2020). Katsaiti, Marina-Selini ; Polyzos, Stathis ; Samitas, Aristeidis. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302349.

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2020Uncertain times and early predictions of bank failure. (2020). Goenner, Cullen F. In: The Financial Review. RePEc:bla:finrev:v:55:y:2020:i:4:p:583-601.

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2020A vanishing moment ensemble model for wind speed multi-step prediction with multi-objective base model selection. (2020). Duan, Zhu ; Liu, Hui. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320549.

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2020The risk spillovers from the Chinese stock market to major East Asian stock markets: A MSGARCH-EVT-copula approach. (2020). Xiao, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:65:y:2020:i:c:p:173-186.

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2020Do Tense Geopolitical Factors Drive Crude Oil Prices?. (2020). Albitar, Khaldoon ; Zhong, Junhao ; Huang, Zhehao ; Li, Fen. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:16:p:4277-:d:400712.

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2020Impawn rate optimisation in inventory financing: A canonical vine copula-based approach. (2020). Xu, Fangming ; Wang, Xiaojun ; Zhi, Bangdong. In: International Journal of Production Economics. RePEc:eee:proeco:v:227:y:2020:i:c:s0925527320300542.

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2020Asymmetric effects of oil price uncertainty on corporate investment. (2020). Abdoh, Hussein ; Maghyereh, Aktham. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304190.

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2020Forecasting volatility in the petroleum futures markets: A re-examination and extension. (2020). Shaiban, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Al-Freedi, Ajab. In: Energy Economics. RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304232.

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2020Regime dependent effects and cyclical volatility spillover between crude oil price movements and stock returns. (2020). Onwuka, Kevin O ; Urom, Christian ; Yuni, Denis N ; Uma, Kalu E. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:10-29.

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2020Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Lin, Ling ; Zhou, Zhongbao ; Xiao, Helu ; Jiang, Yong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

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2020Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Li, Tinghui ; Failler, Pierre ; Xu, Dilong ; Feng, Yanhong . In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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2020Forecasting crude oil price volatility via a HM-EGARCH model. (2020). Li, Fuxing ; Xiao, Yang ; Lin, YU. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300323.

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2020On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks. (2020). Zhang, Dayong ; Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Todorova, Neda. In: Energy Economics. RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301213.

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2020A novel hybrid approach to forecast crude oil futures using intraday data. (2020). Apergis, Nicholas ; Visalakshmi, S ; Manickavasagam, Jeevananthan . In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:158:y:2020:i:c:s0040162520309525.

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2020Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression. (2020). Fiszeder, Piotr ; Faldzinski, Marcin ; Orzeszko, Witold ; Fadziski, Marcin. In: Energies. RePEc:gam:jeners:v:14:y:2020:i:1:p:6-:d:466264.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2020Business cycle dating and forecasting with real-time Swiss GDP data. (2020). Glocker, Christian ; Wegmueller, Philipp. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:1:d:10.1007_s00181-019-01666-9.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2020Macroeconomics, Nonlinearities, and the Business Cycle. (2020). Reif, Magnus. In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:87.

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2020Global Weakness Index – reading the economy’s vital signs during the COVID-19 crisis. (2020). Quiros, Gabriel Perez ; Perezquiros, Gabriel . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0072:.

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2020Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model. (2020). van Dijk, Dick ; van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200057.

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2020Predicting ordinary and severe recessions with a three-state Markov-switching dynamic factor model. (2020). Wolters, Maik ; Reif, Magnus ; Heinrich, Markus ; Carstensen, Kai. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:829-850.

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2020Real-Time Weakness of the Global Economy: A First Assessment of the Coronavirus Crisis. (2020). Rots, Eyno ; Leiva-Leon, Danilo ; Perez-Quiros, Gabriel. In: MNB Working Papers. RePEc:mnb:wpaper:2020/4.

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2020Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494.

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2020Hour-Ahead Photovoltaic Power Forecasting Using an Analog Plus Neural Network Ensemble Method. (2020). Pei, Yan ; Wang, Jingyi ; Qian, Zheng. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3259-:d:375564.

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2020Load probability density forecasting by transforming and combining quantile forecasts. (2020). Zhang, Shu ; Wang, Dan. In: Applied Energy. RePEc:eee:appene:v:277:y:2020:i:c:s0306261920311065.

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2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

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2020Correlated daily time series and forecasting in the M4 competition. (2020). Kull, Meelis ; Komisarenko, Viacheslav ; Tattar, Andre ; Kangsepp, Markus ; Shahroudi, Novin ; Ingel, Anti. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:121-128.

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2020Fast and accurate yearly time series forecasting with forecast combinations. (2020). Shaub, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:116-120.

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2020Weighted ensemble of statistical models. (2020). Chorowska, Agata ; Pawlikowski, Maciej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:93-97.

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2020GROEC: Combination method via Generalized Rolling Origin Evaluation. (2020). Louzada, Francisco ; Fiorucci, Jose Augusto. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:105-109.

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2020A combination-based forecasting method for the M4-competition. (2020). Prakash, P. K. S., ; Jaganathan, Srihari. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:98-104.

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2020An empirical investigation of water consumption forecasting methods. (2020). Litsiou, Konstantia ; Nikolopoulos, Konstantinos ; Raptis, Achilleas ; Karamaziotis, Panagiotis I ; Assimakopoulos, Vassilis . In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:588-606.

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2020Higher Moment Constraints for Predictive Density Combinations. (2020). Vasnev, Andrey ; Radchenko, Peter ; Pauwels, Laurent. In: Working Papers. RePEc:syb:wpbsba:2123/22140.

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2020Too similar to combine? On negative weights in forecast combination. (2020). Vasnev, Andrey ; Wang, Wendun ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/22956.

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2020Properization: constructing proper scoring rules via Bayes acts. (2020). Brehmer, Jonas R ; Gneiting, Tilmann . In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:72:y:2020:i:3:d:10.1007_s10463-019-00705-7.

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2020DeepAR: Probabilistic forecasting with autoregressive recurrent networks. (2020). Januschowski, Tim ; Gasthaus, Jan ; Flunkert, Valentin ; Salinas, David. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1181-1191.

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2020Forecasting third-party mobile payments with implications for customer flow prediction. (2020). Fildes, Robert ; Ma, Shaohui. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:739-760.

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2020Daily tourism volume forecasting for tourist attractions. (2020). Li, Hui ; Liu, Yang ; Bi, Jian-Wu. In: Annals of Tourism Research. RePEc:eee:anture:v:83:y:2020:i:c:s0160738320300670.

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2020On the statistical differences between binary forecasts and real-world payoffs. (2020). Taleb, Nassim Nicholas. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1228-1240.

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2020Daily retail demand forecasting using machine learning with emphasis on calendric special days. (2020). Stuckenschmidt, Heiner ; Huber, Jakob. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1420-1438.

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2020Bias–Variance Trade-Off and Shrinkage of Weights in Forecast Combination. (2020). Setzer, Thomas ; Blanc, Sebastian M. In: Management Science. RePEc:inm:ormnsc:v:66:y:12:i:2020:p:5720-5737.

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2020Non-linearities, cyber attacks and cryptocurrencies. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612319309377.

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2020Empirical modeling of high-income and emerging stock and Forex market return volatility using Markov-switching GARCH models. (2020). Rodríguez, Gabriel ; Ataurima Arellano, Miguel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300607.

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2020Do Islamic stocks outperform conventional stock sectors during normal and crisis periods? Extreme co-movements and portfolio management analysis. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Kang, Sang Hoon. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:62:y:2020:i:c:s0927538x20300718.

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2020Bank asset and informational quality. (2020). Chen, Lei ; Kladakis, George ; Bellos, Sotirios K. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301402.

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2020Monetary policy implications of the COVID-19 outbreak, the social pandemic. (2020). Dupont, Genevieve ; Roedl, Marianne. In: MPRA Paper. RePEc:pra:mprapa:99981.

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2020Can Households Predict where the Macroeconomy is Headed?. (2020). Österholm, Pär ; Osterholm, Par ; Kladivko, Kamil. In: Working Papers. RePEc:hhs:oruesi:2020_011.

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2020Extracting Information from Different Expectations. (2020). Martinez, Andrew. In: Working Papers. RePEc:gwc:wpaper:2020-008.

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2020Which Output Gap Estimates Are Stable in Real Time and Why?. (2020). Stella, Andrea ; Chen, Han ; Berge, Travis ; barbarino, alessandro. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-102.

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2020Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558.

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2020Google It Up! A Google Trends-based analysis of COVID-19 outbreak in Iran. (2020). Farzanegan, Mohammad Reza ; Sadati, Saeed Malek ; Feizi, Mehdi. In: MAGKS Papers on Economics. RePEc:mar:magkse:202017.

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2020Public Concern and the Financial Markets during the COVID-19 outbreak. (2020). Santagiustina, Carlo ; Iacopini, Matteo ; Costola, Michele. In: Papers. RePEc:arx:papers:2005.06796.

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2020Effective energy consumption forecasting using enhanced bagged echo state network. (2020). Zeng, Yu-Rong ; Peng, LU ; Wang, Lin ; Hu, Huanling. In: Energy. RePEc:eee:energy:v:193:y:2020:i:c:s0360544219324739.

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2020Crude oil price analysis and forecasting: A perspective of “new triangle”. (2020). Wang, Shouyang ; Chai, Jian ; Li, Yuze ; Lu, Quanying. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300608.

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2020Can Google search data help predict macroeconomic series?. (2020). Lange, Rutger-Jan ; Brons, Kester ; Veldhuisen, Christian P ; Oorschot, Jochem A ; Niesert, Robin F. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:3:p:1163-1172.

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2020Improving the Bass model’s predictive power through online reviews, search traffic and macroeconomic data. (2020). Tian, Yu-Xin ; Zhang, Chuan ; Fan, Ling-Wei. In: Annals of Operations Research. RePEc:spr:annopr:v:295:y:2020:i:2:d:10.1007_s10479-020-03716-3.

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2020Tourism Effects of Pandemics: New Insights from Novel Coronavirus. (2020). , Evans. In: SPOUDAI Journal of Economics and Business. RePEc:spd:journl:v:70:y:2020:i:3-4:p:56-65.

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2020Google trends and the predictability of precious metals. (2020). Salisu, Afees ; Ogbonna, Ahamuefula ; Adewuyi, Adeolu. In: Resources Policy. RePEc:eee:jrpoli:v:65:y:2020:i:c:s0301420719307408.

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2020When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2020). Ferrara, Laurent ; Simoni, Anna. In: EconomiX Working Papers. RePEc:drm:wpaper:2020-11.

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2020Googling Unemployment During the Pandemic: Inference and Nowcast Using Search Data. (2020). Mazzarella, Gianluca ; Geraci, Andrea ; Colagrossi, Marco ; Capema, Giulio. In: Working Papers. RePEc:jrs:wpaper:202004.

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2020Can Alternative Data Improve the Accuracy of Dynamic Factor Model Nowcasts?. (2020). Cristea, R G. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20108.

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2020Self-fulfillment degree of economic expectations within an integrated space: The European Union case study. (2020). Dobrescu, Emilian. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2020:i:4:p:5-32.

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2020Optimising forecasting models for inventory planning. (2020). Barrow, Devon K ; Trapero, Juan R ; Kourentzes, Nikolaos. In: International Journal of Production Economics. RePEc:eee:proeco:v:225:y:2020:i:c:s0925527319304323.

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2020Operations research models and methods for safety stock determination: A review. (2020). Cortez, Paulo ; Carvalho, Sameiro M. In: Operations Research Perspectives. RePEc:eee:oprepe:v:7:y:2020:i:c:s2214716020300543.

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2020Demand forecasting in retail operations for fashionable products: methods, practices, and real case study. (2020). Ren, Shuyun ; Siqin, Tana ; Chan, Hau-Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:291:y:2020:i:1:d:10.1007_s10479-019-03148-8.

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2020Betting Market Efficiency in the Presence of Unfamiliar Shocks: The Case of Ghost Games during the Covid-19 Pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8526.

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2020Betting market efficiency in the presence of unfamiliar shocks: The case of ghost games during the COVID-19 pandemic. (2020). Haucap, Justus ; Fischer, Kai. In: DICE Discussion Papers. RePEc:zbw:dicedp:349.

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2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Ravazzolo, Francesco ; Iacopini, Matteo ; Rossini, Luca. In: Papers. RePEc:arx:papers:2006.11265.

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2020Proper scoring rules for evaluating asymmetry in density forecasting. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Iacopini, Matteo. In: Working Papers. RePEc:bny:wpaper:0089.

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2020Spare parts inventory control based on maintenance planning. (2020). Dekker, Rommert ; van Jaarsveld, Willem ; Zhu, Sha. In: Reliability Engineering and System Safety. RePEc:eee:reensy:v:193:y:2020:i:c:s0951832019300663.

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2020Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Working Papers. RePEc:hhs:cbsnow:2020_020.

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2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

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2020Focused Bayesian Prediction. (2020). Loaiza Maya, Rubén ; Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-1.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Korobilis, Dimitris ; Pettenuzzo, Davide. In: Papers. RePEc:arx:papers:2004.11486.

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2020Computing Bayes: Bayesian Computation from 1763 to the 21st Century. (2020). Robert, Christian P ; Frazier, David T ; Martin, Gael M. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-14.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: MPRA Paper. RePEc:pra:mprapa:100165.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:brd:wpaper:130.

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2020Machine Learning Econometrics: Bayesian algorithms and methods. (2020). Pettenuzzo, Davide ; Korobilis, Dimitris. In: Working Papers. RePEc:gla:glaewp:2020_09.

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2020Does immigrant legalization affect crime? Evidence from deferred action for childhood arrivals in the United States. (2020). Gunadi, Christian. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:178:y:2020:i:c:p:327-353.

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2020Penalized Averaging of Parametric and Non-Parametric Quantile Forecasts. (2020). Gooijer, Jan G. ; Dawit, Zerom ; Jan, De Gooijer. In: Journal of Time Series Econometrics. RePEc:bpj:jtsmet:v:12:y:2020:i:1:p:15:n:4.

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2020Real-time forecasting of the Australian macroeconomy using Bayesian VARs. (2020). Nguyen, Bao H ; Zhang, BO. In: Working Papers. RePEc:tas:wpaper:35236.

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2020A Factor Model Analysis of the Australian Economy and the Effects of Inflation Targeting. (2020). Hartigan, Luke ; Morley, James. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:271-293.

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2020Bibliometric indices as a measure of competition in sports. (2020). Petróczy, Dóra ; L'aszl'o Csat'o, . In: Papers. RePEc:arx:papers:2005.13416.

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2020Miért igazságtalan a 2020-as labdarúgó-Európa-bajnokság kvalifikációja?. (2020). Petróczy, Dóra ; Petroczy, Dora Greta ; Csato, Laszlo. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:1916.

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2020The UEFA Champions League seeding is not strategy-proof since the 2015/16 season. (2020). Csato, Laszlo. In: Annals of Operations Research. RePEc:spr:annopr:v:292:y:2020:i:1:d:10.1007_s10479-020-03637-1.

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2020Another look at the implied and realised volatility relation: a copula-based approach. (2020). Pérez-Rodríguez, Jorge ; Perez-Rodriguez, Jorge V. In: Risk Management. RePEc:pal:risman:v:22:y:2020:i:1:d:10.1057_s41283-019-00054-y.

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2020Risk dependence and cointegration between pharmaceutical stock markets: The case of China and the USA. (2020). Pérez-Rodríguez, Jorge ; Lopez-Valcarcel, Beatriz Gonzalez ; Perez-Rodriguez, Jorge V ; Qian, Huanhuan ; Zhou, Xinmiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300723.

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2020Betting markets for English Premier League results and scorelines: evaluating a simple forecasting model. (2020). Singleton, Carl ; Reade, J ; Williams, Leighton Vaughan ; VaughanWilliams, Leighton . In: Economics & Management Discussion Papers. RePEc:rdg:emxxdp:em-dp2020-03.

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2020Information, prices and efficiency in an online betting market. (2020). Singleton, Carl ; Reade, J ; Elaad, Guy. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319306440.

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2020Parimutuel betting on the eSports duels: Evidence of the reverse favourite-longshot bias. (2020). Dagaev, Dmitry ; Stoyan, Egor. In: Journal of Economic Psychology. RePEc:eee:joepsy:v:81:y:2020:i:c:s0167487020300660.

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2020Cryptocurrencies: A Copula Based Approach for Asymmetric Risk Marginal Allocations. (2020). Younas, Zahid Irshad ; Meloni, Mirko ; Jeleskovic, Vahidin . In: MAGKS Papers on Economics. RePEc:mar:magkse:202034.

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2020Gold, platinum, and expected Bitcoin returns. (2020). Wang, Mei ; Burggraf, Tobias ; Duc, Toan Luu. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:56:y:2020:i:c:s1042444x20300177.

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2020Prediction accuracy improvement for Bitcoin market prices based on symmetric volatility information using artificial neural network approach. (2020). Binti, Nur Harena ; Rosman, Romzie Bin ; Kassim, Salina ; Abdullah, Anwar Hasan. In: Journal of Revenue and Pricing Management. RePEc:pal:jorapm:v:19:y:2020:i:5:d:10.1057_s41272-020-00229-3.

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2020Exploring the Predictability of Cryptocurrencies via Bayesian Hidden Markov Models. (2020). Leonardos, Stefanos ; Koki, Constandina ; Piliouras, Georgios. In: Papers. RePEc:arx:papers:2011.03741.

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2020A novel two-stage approach for cryptocurrency analysis. (2020). Sun, Yuying ; Yang, Boyu ; Wang, Shouyang. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302118.

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2020Issues of an improving the accuracy of energy carriers production forecasting in a computer-aided system for monitoring the operation of a gas-fired cogeneration plant. (2020). Szega, Marcin ; Ymeka, Piotr. In: Energy. RePEc:eee:energy:v:209:y:2020:i:c:s0360544220315395.

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2020A SOFTWARE MODULE FOR MULTI-CRITERIA SUPPLIERS’ SELECTION WITH RESPECT TO THE SPARE PARTS LOGISTIC. (2020). Mukhametdinov, Eduard ; Buyvol, Polina ; Shubenkova, Ksenia ; Makarova, Irina. In: Transport Problems. RePEc:exl:1trans:v:15:y:2020:i:1:p:105-116.

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2020Are We More Accurate? Revisiting the European Commission’s Macroeconomic Forecasts. (2020). Vkrabka, Milan ; Lamproye, Sebastien ; Chabin, Andras. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:128.

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2020Five dimensions of the uncertainty–disagreement linkage. (2020). Glas, Alexander. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:607-627.

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2020Business and consumer uncertainty in the face of the pandemic: A sector analysis in European countries. (2020). Claveria, Oscar. In: Papers. RePEc:arx:papers:2012.02091.

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2020.

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2020Central banks voting contest. (2020). Charemza, Wojciech. In: MPRA Paper. RePEc:pra:mprapa:101205.

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2020The More the Merrier? A Machine Learning Algorithm for Optimal Pooling of Panel Data. (2020). Bolhuis, Marijn ; Rayner, Brett. In: IMF Working Papers. RePEc:imf:imfwpa:2020/044.

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2020Comparison on Subannual Seasonality of Building Construction in European Countries. (2020). Zmarzly, Dariusz ; Mach, Lukasz ; Fracz, Pawel ; Dabrowski, Ireneusz . In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:4:p:241-257.

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2020The Multivariate Linear Prediction Problem: Model-Based and Direct Filtering Solutions. (2020). Wildi, Marc ; McElroy, Tucker S. In: Econometrics and Statistics. RePEc:eee:ecosta:v:14:y:2020:i:c:p:112-130.

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2020A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies. (2020). Fantazzini, Dean ; Zimin, Stephan. In: Economia e Politica Industriale: Journal of Industrial and Business Economics. RePEc:spr:epolin:v:47:y:2020:i:1:d:10.1007_s40812-019-00136-8.

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2020Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. (2020). Ben Cheikh, Nidhaleddine ; Chevallier, Julien ; ben Zaied, Younes. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s154461231930162x.

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2020Nowcasting German GDP. (2020). Strohsal, Till ; Reichlin, Lucrezia ; Hasenzagl, Thomas ; Senftleben-Konig, Charlotte Charlotte ; Andreini, Paolo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14323.

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2020Beating the naive: Combining LASSO with naive intraday electricity price forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2001.

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2020Probabilistic electricity price forecasting with NARX networks: Combine point or probabilistic forecasts?. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:466-479.

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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

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2020Neural networks in day-ahead electricity price forecasting: Single vs. multiple outputs. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08006.

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2020Beating the Naïve—Combining LASSO with Naïve Intraday Electricity Price Forecasts. (2020). Weron, Rafał ; Uniejewski, Bartosz ; Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1667-:d:340785.

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2020Determination of Electricity Demand by Personal Light Electric Vehicles (PLEVs): An Example of e-Motor Scooters in the Context of Large City Management in Poland. (2020). Jagodziski, Jacek ; Chaberek, Grayna ; Brdulak, Anna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:194-:d:304073.

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2020Comparison of Electricity Spot Price Modelling and Risk Management Applications. (2020). Adiyeke, Esra ; Anakolu, Ethem . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4698-:d:411305.

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2020Forecasting Electricity Prices Using Deep Neural Networks: A Robust Hyper-Parameter Selection Scheme. (2020). Marcjasz, Grzegorz. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:18:p:4605-:d:409115.

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2020Behavioral changes and policy effects during Covid-19. (2020). Anundsen, Andre ; Thorsrud, Leif Anders ; Larsen, Erling Roed ; Kivedal, Bjornar Karlsen . In: Working Papers. RePEc:bny:wpaper:0090.

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2020Financial Shocks and Credit Cycles. (2020). Pestova, Anna ; Akhmetov, Renat ; Pankova, Vera ; Mamonov, Mikhail. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:45-74.

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2020Financial frictions and changing macroeconomic volatility. (2020). Higgins, Charles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:64:y:2020:i:c:s0164070419302629.

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2020Predicting stock returns in the presence of COVID-19 pandemic: The role of health news. (2020). Vo, Xuan Vinh ; Salisu, Afees. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301903.

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2020Capturing Macroeconomic Tail Risks with Bayesian Vector Autoregressions. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87375.

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2020Nowcasting Tail Risks to Economic Activity with Many Indicators. (2020). Marcellino, Massimiliano ; Clark, Todd ; Carriero, Andrea. In: Working Papers. RePEc:fip:fedcwq:87955.

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2020ANALYSIS OF THE ECONOMIC AND SOCIAL EFFECTS OF UNEMPLOYMENT IN ROMANIA. (2020). Diaconu, Silviu ; Niculescu, Marcela Antoaneta ; Buzoianu, Ovidiu. In: Proceedings of the INTERNATIONAL MANAGEMENT CONFERENCE. RePEc:rom:mancon:v:14:y:2020:i:1:p:705-711.

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2020Nowcasting Turkish GDP with MIDAS: Role of Functional Form of the Lag Polynomial. (2020). Gunay, Mahmut. In: Working Papers. RePEc:tcb:wpaper:2002.

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2020Combining survey long-run forecasts and nowcasts with BVAR forecasts using relative entropy. (2020). Zaman, Saeed ; Tallman, Ellis W. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:373-398.

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2020Probabilistic solar irradiance transposition models. (2020). Yang, Dazhi ; Quan, Hao. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:125:y:2020:i:c:s136403212030109x.

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2020Balancing Generation from Renewable Energy Sources: Profitability of an Energy Trader. (2020). Weron, Tomasz ; Serafin, Tomasz ; Nitka, Weronika ; Zaleski, Przemysaw ; Kath, Christopher. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:1:p:205-:d:304260.

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2020Optimization of Electric Energy Sales Strategy Based on Probabilistic Forecasts. (2020). Michalak, Aleksandra ; Janczura, Joanna . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:5:p:1045-:d:325457.

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2020PCA Forecast Averaging—Predicting Day-Ahead and Intraday Electricity Prices. (2020). Serafin, Tomasz ; Uniejewski, Bartosz ; Maciejowska, Katarzyna. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3530-:d:382069.

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2020Intraday Electricity Pricing of Night Contracts. (2020). Paraschiv, Florentina ; Kiesel, Rudiger ; Kremer, Marcel. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:17:p:4501-:d:406944.

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2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

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2020Econometric modelling and forecasting of intraday electricity prices. (2020). Ziel, Florian ; Narajewski, Micha. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:19:y:2020:i:c:s2405851319300728.

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2020Optimal Order Execution in Intraday Markets: Minimizing Costs in Trade Trajectories. (2020). Ziel, Florian ; Kath, Christopher. In: Papers. RePEc:arx:papers:2009.07892.

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2020Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, Rafał ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017.

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2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

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2020Conceptualising housing costs: The hidden face of energy poverty in Poland. (2020). Śmiech, Sławomir ; Karpinska, Lilia. In: Energy Policy. RePEc:eee:enepol:v:147:y:2020:i:c:s0301421520305371.

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2020Forecasting natural gas prices using highly flexible time-varying parameter models. (2020). Nguyen, Bao H ; Hou, Chenghan ; Gao, Shen. In: Working Papers. RePEc:tas:wpaper:32412.

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2020Does the Current State of the Business Cycle matter for Real-Time Forecasting? A Mixed-Frequency Threshold VAR approach.. (2020). Heinrich, Markus. In: EconStor Preprints. RePEc:zbw:esprep:219312.

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2020Real-time Probabilistic Nowcasts of UK Quarterly GDP Growth using a Mixed-Frequency Bottom-up Approach. (2020). Lopresto, Marta ; Galvao, Ana Beatriz. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-06.

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2020Nowcasting in a Pandemic using Non-Parametric Mixed Frequency VARs. (2020). Pfarrhofer, Michael ; Huber, Florian ; Schreiner, Josef ; Onorante, Luca ; Koop, Gary. In: Papers. RePEc:arx:papers:2008.12706.

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2020Real-Time Forecasting Using Mixed-Frequency VARS with Time-Varying Parameters. (2020). Reif, Magnus ; Heinrich, Markus. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8054.

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2020Reconciled Estimates of Monthly GDP in the US. (2020). Koop, Gary ; Mitchell, James ; McIntyre, Stuart ; Poon, Aubrey. In: EMF Research Papers. RePEc:wrk:wrkemf:37.

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2020Reconciled Estimates of Monthly GDP in the US. (2020). Poon, Aubrey ; Mitchell, James ; McIntyre, Stuart ; Koop, Gary. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2020-16.

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2020Nonlinear Mixed Effects Models for Time Series Forecasting of Smart Meter Demand. (2020). Hyndman, Rob ; Ben Taieb, Souhaib ; Roach, Cameron. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-41.

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2020A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14.

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2020Time Series Decomposition of the Daily Outdoor Air Temperature in Europe for Long-Term Energy Forecasting in the Context of Climate Change. (2020). Muoz, Antonio ; Sanchez-Ubeda, Eugenio F ; Moreno-Carbonell, Santiago. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1569-:d:338570.

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2020Short-term electrical load forecasting based on error correction using dynamic mode decomposition. (2020). Zhang, Yusen ; Wang, Chengshan ; Li, Chuang ; Kong, Xiangyu. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320550.

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2020Forecasting Hierarchical Time Series in Power Generation. (2020). Costa, Marcelo Azevedo ; Gontijo, Tiago Silveira. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:14:p:3722-:d:386897.

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2020Distributed ARIMA Models for Ultra-long Time Series. (2020). Li, Feng ; Hyndman, Rob J ; Kang, Yanfei ; Wang, Xiaoqian. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-29.

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2020Nowcasting with large Bayesian vector autoregressions. (2020). Sokol, Andrej ; Giannone, Domenico ; Cimadomo, Jacopo ; Monti, Francesca ; Lenza, Michele. In: Working Paper Series. RePEc:ecb:ecbwps:20202453.

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2020Weigh(t)ing the basket: aggregate and component-based inflation forecasts for the euro area. (2020). Sokol, Andrej ; Chalmoviansk, Jakub ; Porqueddu, Mario. In: Working Paper Series. RePEc:ecb:ecbwps:20202501.

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2020A Multi-Country BVAR Model for the External Sector. (2020). Korotkikh, Olga. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:4:p:98-112.

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2020Ordinal-response models for irregularly spaced transactions: A forecasting exercise. (2020). Aknouche, Abdelhakim ; Tsionas, Mike G ; Dimitrakopoulos, Stefanos. In: MPRA Paper. RePEc:pra:mprapa:103250.

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2020Proyección de la Inflación en Chile con Métodos de Machine Learning. (2020). Zilberman, Eduardo ; Molina, Carlos ; Leal, Felipe. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:860.

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2020Percolation analysis of urban air quality: A case in China. (2020). Dong, Gaogao ; Li, Jingjing ; Du, Ruijin ; Fang, Guochang ; Qing, Ting ; Tian, Lixin. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:541:y:2020:i:c:s0378437119318552.

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2020Predictability of hourly nitrogen dioxide concentration. (2020). Haupt, Harry ; Behm, Svenia. In: Ecological Modelling. RePEc:eee:ecomod:v:428:y:2020:i:c:s0304380020301484.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco ; Corradin, Fausto ; Casarin, Roberto. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:24:y:2020:i:2:p:66-103.

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2020A Scoring Rule for Factor and Autoregressive Models Under Misspecification. (2020). Corradin, Fausto ; Casarin, Roberto ; Wong, Wing-Keung ; Sartore, Nguyen Domenico ; Ravazzolo, Francesco. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:24:y:2020:i:2:p:66-103.

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2020Dynamic Bayesian forecasting of English Premier League match results with the Skellam distribution. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Smit, Robert C. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps72.

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2020Estimation of final standings in football competitions with premature ending: the case of COVID-19. (2020). Lit, Rutger ; Koopman, Siem Jan ; Gorgi, Paolo. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200070.

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2020Monetary policy with judgment. (2020). Gelain, Paolo ; Manganelli, Simone. In: Working Paper Series. RePEc:ecb:ecbwps:20202404.

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2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

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2020Decisions in Designing an Australian Macroeconomic Model. (2020). Murphy, Chris. In: The Economic Record. RePEc:bla:ecorec:v:96:y:2020:i:314:p:252-270.

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2020Demand Forecasting of Retail Sales Using Data Analytics and Statistical Programming. (2020). Orestis, Efthymiou ; Stavros, Ponis ; Panagiota, Lalou. In: Management & Marketing. RePEc:vrs:manmar:v:15:y:2020:i:2:p:186-202:n:4.

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2020An exploration of sales forecasting: sales manager and salesperson perspectives. (2020). Wilson, Holton J ; Dingus, Rebecca ; Hoyle, Jeffrey A. In: Journal of Marketing Analytics. RePEc:pal:jmarka:v:8:y:2020:i:3:d:10.1057_s41270-020-00082-8.

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2020Blockchain Technology for Sustainable Supply Chain Management: A Systematic Literature Review and a Classification Framework. (2020). Sharma, Suneel ; Chandra, Shalini ; Paliwal, Vineet. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:18:p:7638-:d:414321.

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2020On the current state of combining human and artificial intelligence for strategic organizational decision making. (2020). Hartmann, Evi ; Birkel, Hendrik ; Trunk, Anna. In: Business Research. RePEc:spr:busres:v:13:y:2020:i:3:d:10.1007_s40685-020-00133-x.

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2020Copula stochastic volatility in oil returns: Approximate Bayesian computation with volatility prediction. (2020). Galeano, Pedro ; Ausin, Concepcion M ; Virbickait, Audron. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303017.

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2020A Bayesian quantile time series model for asset returns. (2020). Mitrodima, Gelly ; Griffin, Jim E. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:105610.

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2020Commodity futures and a wavelet-based risk assessment. (2020). Czudaj, Robert ; Berger, Theo. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:554:y:2020:i:c:s037843712030114x.

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2020Forecasting Macroeconomic Risks. (2020). Adams, Patrick ; Adrian, Tobias ; Boyarchenko, Nina ; Giannone, Domenico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14436.

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2020Testing forecast rationality for measures of central tendency. (2020). Patton, Andrew J ; Dimitriadis, Timo ; Schmidt, Patrick W. In: Hohenheim Discussion Papers in Business, Economics and Social Sciences. RePEc:zbw:hohdps:122020.

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2020Assessing distributional properties of forecast errors for fan-chart modelling. (2020). Vavra, Marian. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01726-0.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Paper. RePEc:bno:worpap:2020_14.

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2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:2002.

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2020A daily fever curve for the Swiss economy. (2020). Kaufmann, Daniel ; Burri, Marc. In: IRENE Working Papers. RePEc:irn:wpaper:20-05.

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2020ECONOMETRICS MEETS SENTIMENT: AN OVERVIEW OF METHODOLOGY AND APPLICATIONS. (2020). Boudt, Kris ; Algaba, Andres ; Borms, Samuel ; Bluteau, Keven ; Ardia, David. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:34:y:2020:i:3:p:512-547.

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2020A daily fever curve for the Swiss economy. (2020). Burri, Marc ; Kaufmann, Daniel. In: Swiss Journal of Economics and Statistics. RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-020-00051-z.

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2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/7v8fvu0bf08jcoi4epn8cutjm8.

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2020News Media vs. FRED-MD for Macroeconomic Forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8639.

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2020News media vs. FRED-MD for macroeconomic forecasting. (2020). Thorsrud, Leif ; Larsen, Vegard ; Ellingsen, Jon. In: Working Papers. RePEc:bny:wpaper:0091.

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2020Central Bank Tone and the Dispersion of Views within Monetary Policy Committees. (2020). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03403074.

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2020The Vietnamese business cycle in an estimated small open economy New Keynesian DSGE model. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:056.

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2020Evaluating the forecasting accuracy of the closed- and open economy New Keynesian DSGE models. (2020). van Nguyen, Phuong. In: Dynare Working Papers. RePEc:cpm:dynare:059.

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2020Dynamic Asymmetry and Fiscal Policy. (2020). Zanetti Chini, Emilio. In: MPRA Paper. RePEc:pra:mprapa:98499.

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2020Global Cities and Local Challenges: Booms and Busts in the London Real Estate Market.. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: Department of Economics and Statistics Cognetti de Martiis. Working Papers. RePEc:uto:dipeco:202011.

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2020Global Cities and Local Housing Market Cycles. (2020). Zanetti Chini, Emilio ; Canepa, Alessandra ; Alqaralleh, Huthaifa. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:61:y:2020:i:4:d:10.1007_s11146-019-09734-8.

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2020From Heavy-Tailed Micro to Macro: on the characterization of firm-level heterogeneity and its aggregation properties.. (2020). Dewitte, Ruben. In: MPRA Paper. RePEc:pra:mprapa:103170.

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2020Moving markets? Government bond investors and microeconomic policy changes. (2020). Wibbels, Erik ; Paniagua, Victoria ; Mosley, Layna. In: Economics and Politics. RePEc:bla:ecopol:v:32:y:2020:i:2:p:197-249.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2020Structural analysis with mixed-frequency data: A model of US capital flows. (2020). Rossi, Eduardo ; Missale, Alessandro ; Bastianin, Andrea ; Bacchiocchi, Emanuele. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:427-443.

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2020Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). Liu, Xiaochun ; You, YU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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2020Mixed data sampling expectile regression with applications to measuring financial risk. (2020). Yu, Keming ; Jiang, Cuixia ; Chen, LU ; Xu, Qifa. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:469-486.

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Recent citations received in 2020

YearCiting document
2020Forecasting inflation with twitter. (2020). Aromi, J. Daniel ; Llada, Martin. In: Asociación Argentina de Economía Política: Working Papers. RePEc:aep:anales:4308.

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2020Trading on short-term path forecasts of intraday electricity prices. (2020). Weron, Rafał ; Chawla, Yash ; Marcjasz, Grzegorz ; Serafin, Tomasz. In: WORking papers in Management Science (WORMS). RePEc:ahh:wpaper:worms2017.

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2020Focused Bayesian Prediction. (2019). Frazier, David T ; Martin, Gael M ; Loaiza-Maya, Ruben. In: Papers. RePEc:arx:papers:1912.12571.

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2020Ensemble Forecasting for Intraday Electricity Prices: Simulating Trajectories. (2020). Ziel, Florian ; Narajewski, Michal. In: Papers. RePEc:arx:papers:2005.01365.

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2020Neural Networks and Value at Risk. (2020). Weisheit, Stefan ; Klawunn, Michael ; Hoepner, Andreas ; Borth, Damian ; Arimond, Alexander. In: Papers. RePEc:arx:papers:2005.01686.

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2020Flexible Mixture Priors for Time-varying Parameter Models. (2020). Hauzenberger, Niko. In: Papers. RePEc:arx:papers:2006.10088.

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2020Are low frequency macroeconomic variables important for high frequency electricity prices?. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Foroni, Claudia. In: Papers. RePEc:arx:papers:2007.13566.

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2020Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark. (2020). Weron, Rafał ; Marcjasz, Grzegorz ; de Schutter, Bart ; Lago, Jesus. In: Papers. RePEc:arx:papers:2008.08004.

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2020How is Machine Learning Useful for Macroeconomic Forecasting?. (2020). Stevanovic, Dalibor ; Surprenant, St'Ephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: Papers. RePEc:arx:papers:2008.12477.

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2020Forecasting financial markets with semantic network analysis in the COVID-19 crisis. (2020). Violante, Francesco ; Ravazzolo, F ; Grassi, S ; Colladon, Fronzetti A. In: Papers. RePEc:arx:papers:2009.04975.

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2020Encompassing Tests for Value at Risk and Expected Shortfall Multi-Step Forecasts based on Inference on the Boundary. (2020). Schnaitmann, Julie ; Liu, Xiaochun ; Dimitriadis, Timo. In: Papers. RePEc:arx:papers:2009.07341.

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2020Developments on the Bayesian Structural Time Series Model: Trending Growth. (2020). Kohns, David ; Bhattacharjee, Arnab. In: Papers. RePEc:arx:papers:2011.00938.

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2020Predicting Disaggregated CPI Inflation Components via Hierarchical Recurrent Neural Networks. (2020). Caspi, Itamar ; Barkan, Oren ; Koenigstein, Noam ; Hammer, Allon. In: Papers. RePEc:arx:papers:2011.07920.

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2020Large Time-Varying Volatility Models for Electricity Prices. (2020). Rossini, Luca ; Ravazzolo, Francesco ; Gianfreda, Angelica. In: Working Papers. RePEc:bny:wpaper:0088.

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2020Time-Varying Trend Models for Forecasting Inflation in Australia. (2020). Cross, Jamie ; Zhang, BO ; Guo, NA. In: Working Papers. RePEc:bny:wpaper:0092.

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2020The Forecasting Power of the ifo Business Survey. (2020). Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8291.

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2020Forecasting Value-at-Risk and Expected Shortfall in Large Portfolios: a General Dynamic Factor Approach. (2020). Hallin, Marc ; Trucios, Carlos. In: Working Papers ECARES. RePEc:eca:wpaper:2013/315983.

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2020Cross-temporal aggregation: Improving the forecast accuracy of hierarchical electricity consumption. (2020). Assimakopoulos, Vassilios ; Kourentzes, Nikolaos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Applied Energy. RePEc:eee:appene:v:261:y:2020:i:c:s0306261919320264.

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2020Ensemble forecasting for intraday electricity prices: Simulating trajectories. (2020). Ziel, Florian ; Narajewski, Micha. In: Applied Energy. RePEc:eee:appene:v:279:y:2020:i:c:s0306261920312824.

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2020Wind speed big data forecasting using time-variant multi-resolution ensemble model with clustering auto-encoder. (2020). Chen, Chao ; Duan, Zhu ; Liu, Hui. In: Applied Energy. RePEc:eee:appene:v:280:y:2020:i:c:s0306261920314252.

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2020Macroeconomic news and acquirer returns in M&As: The impact of investor alertness. (2020). Saunders, Anthony ; Adra, Samer ; Barbopoulos, Leonidas G. In: Journal of Corporate Finance. RePEc:eee:corfin:v:64:y:2020:i:c:s0929119920300274.

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2020Volatility forecasting using related markets’ information for the Tokyo stock exchange. (2020). Su, Jen-Je ; Li, Bin ; Todorova, Neda ; Jayawardena, Nirodha I. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:143-158.

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2020Global predictive power of the upside and downside variances of the U.S. equity market. (2020). Zhang, Liguo ; Xiao, Jun ; Xu, Yahua. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:605-619.

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2020Generalizing the Theta method for automatic forecasting. (2020). Makridakis, Spyros ; Assimakopoulos, Vassilios ; Spiliotis, Evangelos. In: European Journal of Operational Research. RePEc:eee:ejores:v:284:y:2020:i:2:p:550-558.

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2020Asymmetric effects of geopolitical risks on energy returns and volatility under different market conditions. (2020). Zhang, Zitao ; Chen, Jinyu ; Hong, Kairong ; Qin, Yun . In: Energy Economics. RePEc:eee:eneeco:v:90:y:2020:i:c:s0140988320301912.

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2020Which sentiment index is more informative to forecast stock market volatility? Evidence from China. (2020). Tang, Linchun ; Liang, Chao ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301964.

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2020An encyclopedia for stock markets? Wikipedia searches and stock returns. (2020). Peter, Franziska J ; Behrendt, Simon ; Zimmermann, David J. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302076.

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2020Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?. (2020). Lu, Xinjie ; Wang, Jiqian ; Ma, Feng ; He, Feng. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302404.

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2020Structural breaks in online investor sentiment: A note on the nonstationarity of financial chatter. (2020). Behrendt, Simon ; Ballinari, Daniele. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319311821.

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2020The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic. (2020). Wang, Jiqian ; Ma, Feng ; Liang, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320308515.

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2020Fear of the coronavirus and the stock markets. (2020). Výrost, Tomáš ; Molnár, Peter ; Lyócsa, Štefan ; Baumohl, Eduard ; Molnar, Peter ; Vrost, Toma ; Lyocsa, Tefan. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s1544612320310813.

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2020Forecasting in social settings: The state of the art. (2020). Petropoulos, Fotios ; Hyndman, Rob J ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:15-28.

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2020The M4 Competition: 100,000 time series and 61 forecasting methods. (2020). Assimakopoulos, Vassilios ; Spiliotis, Evangelos ; Makridakis, Spyros. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:54-74.

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2020A brief history of forecasting competitions. (2020). Hyndman, Rob J. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:1:p:7-14.

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2020Forecasting and forecast narratives: The Bank of England Inflation Reports. (2020). Reade, J ; Clements, Michael. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1488-1500.

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2020Forecasting with news sentiment: Evidence with UK newspapers. (2020). Rambaccussing, Dooruj ; Kwiatkowski, Andrzej. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:4:p:1501-1516.

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2020Fear of hazards in commodity futures markets. (2020). Miffre, Joelle ; Gonzalez-Fernandez, Marcos ; Fuertes, Ana-Maria ; Fernandez-Perez, Adrian. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301680.

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2020The predictive power of oil price shocks on realized volatility of oil: A note. (2020). Shahzad, Syed Jawad Hussain ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad ; Pierdzioch, Christian. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308874.

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2020When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Phani, B V ; Rahman, Abdul ; Ahmad, Wasim ; Awasthi, Kritika. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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2020Demand forecasting in the presence of systematic events: Cases in capturing sales promotions. (2020). Fahimnia, Behnam ; Eshragh, Ali ; Hurley, Jason ; Abolghasemi, Mahdi. In: International Journal of Production Economics. RePEc:eee:proeco:v:230:y:2020:i:c:s0925527320302553.

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2020The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach. (2020). Salisu, Afees ; GUPTA, RANGAN ; Bouri, Elie ; Ji, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920307273.

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2020Predicting housing prices in China based on modified Holts exponential smoothing incorporating whale optimization algorithm. (2020). Wu, Lifeng ; Liu, Lianyi. In: Socio-Economic Planning Sciences. RePEc:eee:soceps:v:72:y:2020:i:c:s0038012119306299.

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2020Monetary Policy with Judgment. (2020). Manganelli, Simone ; Gelain, Paolo. In: Working Papers. RePEc:fip:fedcwq:88033.

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2020Real-Time Density Nowcasts of US Inflation: A Model-Combination Approach. (2020). Zaman, Saeed ; Knotek, Edward. In: Working Papers. RePEc:fip:fedcwq:88961.

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2020Electricity Price Forecasting Based on Self-Adaptive Decomposition and Heterogeneous Ensemble Learning. (2020). de Lima, Jose Donizetti ; Stefenon, Stefano Frizzo ; Dal, Matheus Henrique ; Santos, Leandro Dos ; Mariani, Viviana Cocco ; Nied, Ademir. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:19:p:5190-:d:424029.

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2020The Impacts of Energy Consumption, Energy Prices and Energy Import-Dependency on Gross and Sectoral Value-Added in Sri Lanka. (2020). , HaiderMahmood ; Murshed, Muntasir ; Bassim, Mohga ; Yousef, Tarek Tawfik ; Mahmood, Haider. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:24:p:6565-:d:461230.

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2020Big Data for Energy Management and Energy-Efficient Buildings. (2020). Marinakis, Vangelis . In: Energies. RePEc:gam:jeners:v:13:y:2020:i:7:p:1555-:d:337630.

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2020The Impact of Imperfect Weather Forecasts on Wind Power Forecasting Performance: Evidence from Two Wind Farms in Greece. (2020). Nikolopoulos, Konstantinos ; Petropoulos, Fotios ; Spiliotis, Evangelos. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:8:p:1880-:d:344678.

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2020.

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2020Neural Network Models for Empirical Finance. (2020). Olmo, Jose ; Mancini, Tullio ; Calvo-Pardo, Hector F. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:13:y:2020:i:11:p:265-:d:437692.

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Recent citations received in 2019

YearCiting document
2019In search of a job: Forecasting employment growth using Google Trends. (2019). Montes, Erik Christian ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2019-13.

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2019Comparing the forecasting of cryptocurrencies by Bayesian time-varying volatility models. (2019). Rossini, Luca ; Bohte, Rick. In: Papers. RePEc:arx:papers:1909.06599.

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2019Estimating Large Mixed-Frequency Bayesian VAR Models. (2019). Ankargren, Sebastian ; Jon, Paulina. In: Papers. RePEc:arx:papers:1912.02231.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working papers. RePEc:bfr:banfra:717.

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2019Bayesian VAR Forecasts, Survey Information and Structural Change in the Euro Area. (2019). Ganics, Gergely ; Odendahl, Florens. In: Working papers. RePEc:bfr:banfra:733.

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2019Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2019). Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1162.

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2019Detecting Imbalances in House Prices: What Goes Up Must Come Down?. (2019). Anundsen, Andre K. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:121:y:2019:i:4:p:1587-1619.

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2019A New Economic Framework: A DSGE Model with Cryptocurrency. (2019). Lorusso, Marco ; Asimakopoulos, Stylianos ; Ravazzolo, Francesco. In: Working Papers. RePEc:bny:wpaper:0079.

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2019Forecasting GDP all over the world using leading indicators based on comprehensive survey data. (2019). Wohlrabe, Klaus ; Lehmann, Robert ; Garnitz, Johanna. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7691.

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2019Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8000.

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2019Extracting information on economic activity from business and consumer surveys in an emerging economy (Chile). (2019). Pedersen, Michael ; Figueroa, Camila. In: Journal Economía Chilena (The Chilean Economy). RePEc:chb:bcchec:v:22:y:2019:i:3:p:098-131.

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2019How is Machine Learning Useful for Macroeconomic Forecasting?. (2019). Stevanovic, Dalibor ; Surprenant, Stephane ; Leroux, Maxime ; Coulombe, Philippe Goulet. In: CIRANO Working Papers. RePEc:cir:cirwor:2019s-22.

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2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:crb:wpaper:2019-08.

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2019When are Google data useful to nowcast GDP? An approach via pre-selection and shrinkage. (2019). Simoni, Anna ; Ferrara, Laurent. In: Working Papers. RePEc:crs:wpaper:2019-04.

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2019Designing Robust Monetary Policy Using Prediction Pools. (2019). Levine, Paul ; Deak, Szabolcs ; Pearlman, J ; Mirza, A. In: Working Papers. RePEc:cty:dpaper:19/11.

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2019Digital currency forecasting with chaotic meta-heuristic bio-inspired signal processing techniques. (2019). Bekiros, Stelios ; Altan, Ayta ; Karasu, Sekin. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:126:y:2019:i:c:p:325-336.

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2019Expected currency returns and volatility risk premia. (2019). Haas, Jose Renato. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:206-234.

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2019The importance of social learning for non-market valuation. (2019). Stoeckl, Natalie ; Grainger, Daniel. In: Ecological Economics. RePEc:eee:ecolec:v:164:y:2019:i:c:36.

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2019To what extent can new web-based technology improve forecasts? Assessing the economic value of information derived from Virtual Globes and its rate of diffusion in a financial market. (2019). , Johnnie ; Ma, Tiejun ; Sung, Ming-Chien ; Green, Lawrence . In: European Journal of Operational Research. RePEc:eee:ejores:v:278:y:2019:i:1:p:226-239.

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2019Probabilistic forecast reconciliation with applications to wind power and electric load. (2019). Jeon, Joo Young ; Petropoulos, Fotios ; Panagiotelis, Anastasios. In: European Journal of Operational Research. RePEc:eee:ejores:v:279:y:2019:i:2:p:364-379.

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2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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2019An effective and robust decomposition-ensemble energy price forecasting paradigm with local linear prediction. (2019). Wei, Yi-Ming ; Chu, Xianghua ; Li, LI ; He, Huangda ; Xie, Kangqiang ; Qin, Quande ; Wu, Teresa. In: Energy Economics. RePEc:eee:eneeco:v:83:y:2019:i:c:p:402-414.

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2019Forecasting sales in the supply chain: Consumer analytics in the big data era. (2019). Boone, Tonya ; Sanders, Nada R ; Jain, Aditya ; Ganeshan, Ram. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:170-180.

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2019Demand forecasting with user-generated online information. (2019). Schaer, Oliver ; Fildes, Robert ; Kourentzes, Nikolaos. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:1:p:197-212.

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2019Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies. (2019). Loungani, Prakash ; Jalles, Joao ; Ball, Laurence. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1131-1142.

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2019Some observations on forecasting and policy. (2019). Wright, Jonathan H. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1186-1192.

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2019Neural networks for GEFCom2017 probabilistic load forecasting. (2019). Herre, L ; Mazidi, P ; Dimoulkas, I. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1409-1423.

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2019Machine learning methods for GEFCom2017 probabilistic load forecasting. (2019). Hua, Grace N ; Smyl, Slawek. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1424-1431.

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2019An ensemble approach to GEFCom2017 probabilistic load forecasting. (2019). Landgraf, Andrew J. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1432-1438.

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2019Reconciled boosted models for GEFCom2017 hierarchical probabilistic load forecasting. (2019). Roach, Cameron. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1439-1450.

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2019Data visualization and forecast combination for probabilistic load forecasting in GEFCom2017 final match. (2019). Abdulla, Khalid ; de Hoog, Julian. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1451-1459.

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2019Data preprocessing and quantile regression for probabilistic load forecasting in the GEFCom2017 final match. (2019). Quintana, J M ; Kanda, Isao . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1460-1468.

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2019Predicting relative forecasting performance: An empirical investigation. (2019). Sekhposyan, Tatevik ; Granziera, Eleonora. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1636-1657.

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2019Forecasting GDP growth with NIPA aggregates: In search of core GDP. (2019). Knotek, Edward S ; Garciga, Christian . In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:4:p:1814-1828.

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2019Forecasting spare part demand using service maintenance information. (2019). Boute, Robert ; van der Auweraer, Sarah. In: International Journal of Production Economics. RePEc:eee:proeco:v:213:y:2019:i:c:p:138-149.

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2019A credit cycle model with market sentiments. (2019). Zoerner, Thomas ; Gardini, Laura ; Commendatore, Pasquale ; Zorner, Thomas O ; Kubin, Ingrid. In: Structural Change and Economic Dynamics. RePEc:eee:streco:v:50:y:2019:i:c:p:159-174.

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2019Spare Parts Inventory Control based on Maintenance Planning. (2019). Dekker, Rommert ; van Jaarsveld, W L ; Zhu, S. In: Econometric Institute Research Papers. RePEc:ems:eureir:114791.

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2019The Output Gap and Youth Unemployment: An Analysis Based on Okun’s Law. (2019). Seputiene, Janina ; Butkus, Mindaugas. In: Economies. RePEc:gam:jecomi:v:7:y:2019:i:4:p:108-:d:283496.

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2019Short-Term Electricity Demand Forecasting Using Components Estimation Technique. (2019). Wang, Depeng ; Ali, Sajid ; Iftikhar, Hasnain ; Shah, Ismail. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:13:p:2532-:d:244687.

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2019Forecasting the Price Distribution of Continuous Intraday Electricity Trading. (2019). Steinke, Florian ; Janke, Tim. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4262-:d:285033.

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2019Modeling Intraday Markets under the New Advances of the Cross-Border Intraday Project (XBID): Evidence from the German Intraday Market. (2019). Kath, Christopher. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:22:p:4339-:d:286894.

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2019Estimation and Simulation of the Transaction Arrival Process in Intraday Electricity Markets. (2019). Ziel, Florian ; Narajewski, Micha. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4518-:d:291644.

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2019Neural Network Based Model Comparison for Intraday Electricity Price Forecasting. (2019). Ugurlu, Umut ; Oksuz, Ilkay. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:23:p:4557-:d:292342.

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2019Central bank tone and the dispersion of views within monetary policy committees. (2019). Labondance, Fabien ; Hubert, Paul. In: Working Papers. RePEc:hal:wpaper:hal-03403256.

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2019PARIMUTUEL BETTING ON THE ESPORTS DUELS: REVERSE FAVOURITE-LONGSHOT BIAS AND ITS DETERMINANTS. (2019). Dagaev, Dmitry ; Stoyan, Egor. In: HSE Working papers. RePEc:hig:wpaper:216/ec/2019.

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2019Public Procurement Announcements in Spain: Regulations, Data Analysis, and Award Price Estimator Using Machine Learning. (2019). Montequin, Vicente Rodriguez ; Fernandez, Francisco Ortega ; Garcia, Manuel J ; Villanueva, Joaquin M. In: Complexity. RePEc:hin:complx:2360610.

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2019Chinese Currency Exchange Rates Forecasting with EMD-Based Neural Network. (2019). Jiang, Chonghui ; Du, Jiangze ; Wang, Jying-Nan ; Lai, Kin-Keung . In: Complexity. RePEc:hin:complx:7458961.

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Recent citations received in 2018

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: CREATES Research Papers. RePEc:aah:create:2018-14.

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2018Can Media and Text Analytics Provide Insights into Labour Market Conditions in China?. (2018). Thanabalasingam, Sri ; Liu, Yu-Hsien ; Kruger, Mark ; Bailliu, Jeannine. In: Staff Working Papers. RePEc:bca:bocawp:18-12.

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2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

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2018Can media and text analytics provide insights into labour market conditions in China?. (2018). Thanabalasingam, Sri ; Kruger, Mark ; Liu, Yu-Hsien ; Bailliu, Jeannine. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2018_009.

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2018Nowcasting Japanese GDPs. (2018). Kido, Yosuke ; Hirakata, Naohisa ; Kyosuke, Naohisa Hirakata. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e18.

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2018Modelling Volatility of Cryptocurrencies Using Markov-Switching Garch Models. (2018). Caporale, Guglielmo Maria ; Zekokh, Timur. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7167.

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2018Experimental validation of an electrical and thermal energy demand model for rapid assessment of rural health centers in sub-Saharan Africa. (2018). Orosz, Matthew ; Lemort, Vincent ; Mueller, Amy ; Altes-Buch, Queralt. In: Applied Energy. RePEc:eee:appene:v:218:y:2018:i:c:p:382-390.

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2018Crude 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.

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2018The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Chai, Shanglei ; Zhou, P. In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:64-75.

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2018Estimation of game-level attendance in major league soccer: Outcome uncertainty and absolute quality considerations. (2018). Sung, Hojun ; Mills, Brian M. In: Sport Management Review. RePEc:eee:spomar:v:21:y:2018:i:5:p:519-532.

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2018Energy Commodity Price Forecasting with Deep Multiple Kernel Learning. (2018). Huang, Shian-Chang ; Wu, Cheng-Feng. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:11:p:3029-:d:180549.

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2018Smart Meter Forecasting from One Minute to One Year Horizons. (2018). Massidda, Luca ; Marrocu, Marino. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:12:p:3520-:d:191309.

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2018Regime-Switching Determinants for Spreads of Emerging Markets Sovereign Credit Default Swaps. (2018). Ma, Jason Z ; Tsai, Sang-Bing ; Ho, Kung-Cheng ; Deng, Xiang. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:8:p:2730-:d:161653.

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2018ARE CONSUMER INFLATION EXPECTATIONS AN INTERNATIONAL PHENOMENON? Results of spatial panel regressions models. (2018). Širaňová, Mária ; Tura-Gawron, Karolina ; Fisikowski, Karol ; Siranova, Maria. In: GUT FME Working Paper Series A. RePEc:gdk:wpaper:50.

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2018Going with your Gut: The (In)accuracy of Forecast Revisions in a Football Score Prediction Game. (2018). Singleton, Carl ; Reade, J ; Brown, Alsdair. In: Working Papers. RePEc:gwc:wpaper:2018-006.

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2018Estimation of effects of recent macroprudential policies in a sample of advanced open economies. (2018). Nymoen, Ragnar ; Sjberg, Jon Ivar ; Pedersen, Kari. In: Memorandum. RePEc:hhs:osloec:2018_005.

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2018An Algorithmic Crystal Ball: Forecasts-based on Machine Learning. (2018). Ter-Martirosyan, Anna ; Patnam, Manasa ; Jung, Jin-Kyu. In: IMF Working Papers. RePEc:imf:imfwpa:2018/230.

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2018Monitoring Bank Failures in a Data-Rich Environment. (2018). Moran, Kevin ; Gnagne, Jean Armand . In: Cahiers de recherche. RePEc:lvl:crrecr:1815.

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2018Economic Policy Uncertainty in Greece: Measuring Uncertainty for the Greek Macroeconomy. (2018). Fountas, Stilianos ; Tzika, Paraskevi ; Karatasi, Panagiota. In: Discussion Paper Series. RePEc:mcd:mcddps:2018_05.

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2018Efficient generation of time series with diverse and controllable characteristics. (2018). Li, Feng ; Hyndman, Rob ; Kang, Yanfei. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-15.

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2018Models with Multiplicative Decomposition of Conditional Variances and Correlations. (2018). Teräsvirta, Timo ; Silvennoinen, Annastiina ; Amado, Cristina ; Terasvirta, Timo. In: NIPE Working Papers. RePEc:nip:nipewp:07/2018.

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2018Balanced Growth Approach to Forecasting Recessions. (2018). Boczon, Marta. In: Working Paper. RePEc:pit:wpaper:6487.

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2018Effective energy commodities’ risk management: Econometric modeling of price volatility. (2018). HALKOS, GEORGE ; Tzirivis, Apostolos. In: MPRA Paper. RePEc:pra:mprapa:90781.

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2018Applications for DSGE Models in Central Banking: Key Issues Explored During Research Workshop of the National Bank of Ukraine. (2018). Kiiashko, Sergii. In: Visnyk of the National Bank of Ukraine. RePEc:ukb:journl:y:2018:i:246:p:4-9.

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2018Big data analytics in economics: What have we learned so far, and where should we go from here?. (2018). Swanson, Norman ; Xiong, Weiqi. In: Canadian Journal of Economics/Revue canadienne d'économique. RePEc:wly:canjec:v:51:y:2018:i:3:p:695-746.

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2018Assessing the uncertainty in central banks inflation outlooks. (2018). Knüppel, Malte ; Schultefrankenfeld, Guido ; Knuppel, Malte. In: Discussion Papers. RePEc:zbw:bubdps:562018.

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2018Einige bewertungstheoretische Anmerkungen zur Marktwertanalyse der Plattform transfermarkt.de. (2018). Follert, Florian ; Ackermann, Phil. In: Working Papers of the European Institute for Socioeconomics. RePEc:zbw:eiswps:23.

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Recent citations received in 2017

YearCiting document
2017Inflation, real economic growth and unemployment expectations: An empirical analysis based on the ECB Survey of Professional Forecasters. (2017). Sosvilla-Rivero, Simon ; del Carmen, Mara. In: Working Papers. RePEc:aee:wpaper:1702.

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2017PyCaMa: Python for cash management. (2017). D'Iaz-Garc, Pablo ; Rodr, Juan A ; Salas-Molina, Francisco. In: Papers. RePEc:arx:papers:1702.05005.

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2017A Three-Frequency Dynamic Factor Model for Nowcasting Canadian Provincial GDP Growth. (2017). Cheung, Calista ; Chernis, Tony ; Velasco, Gabriella . In: Discussion Papers. RePEc:bca:bocadp:17-8.

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2017IDENTIFYING US BUSINESS CYCLE REGIMES USING FACTOR AUGMENTED NEURAL NETWORK MODELS. (2017). Soybilgen, Baris . In: Working Papers. RePEc:bli:wpaper:1703.

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2017Leverage and Deepening Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Søren Hove ; Petrella, Ivan ; Jensen, Henrik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12239.

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2017Using debit card payments data for nowcasting Dutch household consumption. (2017). Cruijsen, Carin ; Bolt, Wilko ; van der Cruijsen, Carin ; Verbaan, Roy. In: DNB Working Papers. RePEc:dnb:dnbwpp:571.

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2017Robustness of Multistep Forecasts and Predictive Regressions at Intermediate and Long Horizons. (2017). Chevillon, Guillaume. In: ESSEC Working Papers. RePEc:ebg:essewp:dr-17010.

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2017Investors sentiment in predicting the Effective Federal Funds Rate. (2017). Meshcheryakov, Artem ; Ivanov, Stoyu I. In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00751.

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2017Google It Up! A Google Trends-based Uncertainty index for the United States and Australia. (2017). Castelnuovo, Efrem ; Tran, Trung Duc. In: Economics Letters. RePEc:eee:ecolet:v:161:y:2017:i:c:p:149-153.

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2017How do daily changes in oil prices affect US monthly industrial output?. (2017). Valadkhani, Abbas ; Smyth, Russell. In: Energy Economics. RePEc:eee:eneeco:v:67:y:2017:i:c:p:83-90.

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2017Use of expert knowledge to anticipate the future: Issues, analysis and directions. (2017). Wright, George ; Bolger, Fergus. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:1:p:230-243.

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2017Interpreting estimates of forecast bias. (2017). Ericsson, Neil. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:563-568.

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2017Real-time inflation forecasting with high-dimensional models: The case of Brazil. (2017). Medeiros, Marcelo. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:3:p:679-693.

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2017A now-casting model for Canada: Do U.S. variables matter?. (2017). Modugno, Michele ; Bragoli, Daniela. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:786-800.

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2017Business tendency surveys and macroeconomic fluctuations. (2017). Scheufele, Rolf ; Kaufmann, Daniel. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:4:p:878-893.

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2017Realized volatility forecast of agricultural futures using the HAR models with bagging and combination approaches. (2017). Yang, KE ; Li, Steven ; Chen, Langnan ; Tian, Fengping. In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:276-291.

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2017Enhancing horizon scanning by utilizing pre-developed scenarios: Analysis of current practice and specification of a process improvement to aid the identification of important ‘weak signals’. (2017). Derbyshire, James ; Rowe, Emily ; Wright, George. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:125:y:2017:i:c:p:224-235.

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2017Nowcasting private consumption: traditional indicators, uncertainty measures, and the role of internet search query data. (2017). Pérez, Javier ; Perez, Javier J ; Gil, Mara ; Urtasun, Alberto. In: EcoMod2017. RePEc:ekd:010027:10745.

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2017Call center performance with direct response advertising. (2017). Franses, Philip Hans ; Weverbergh, M ; Calli, Kiygi M. In: Econometric Institute Research Papers. RePEc:ems:eureir:99789.

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2017A dynamic Nelson-Siegel model with forward-looking indicators for the yield curve in the US. (2017). Fernandes, Marcelo ; Chague, Fernando ; Araujo, Fausto Jose . In: Textos para discussão. RePEc:fgv:eesptd:445.

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2017Testing for Differences in Path Forecast Accuracy: Forecast-Error Dynamics Matter. (2017). Martinez, Andrew. In: Working Papers (Old Series). RePEc:fip:fedcwp:1717.

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2017Modeling Time-Varying Uncertainty of Multiple-Horizon Forecast Errors. (2018). Mertens, Elmar ; McCracken, Michael ; Clark, Todd. In: Working Papers. RePEc:fip:fedcwq:171501.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: International Finance Discussion Papers. RePEc:fip:fedgif:1189.

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2017Macroeconomic nowcasting and forecasting with big data. (2017). Tambalotti, Andrea ; Sbordone, Argia ; Giannone, Domenico ; Bok, Brandyn ; Caratelli, Daniele. In: Staff Reports. RePEc:fip:fednsr:830.

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2017Evaluating Forecasts, Narratives and Policy Using a Test of Invariance. (2017). Martinez, Andrew ; Hendry, David ; Castle, Jennifer. In: Econometrics. RePEc:gam:jecnmx:v:5:y:2017:i:3:p:39-:d:110547.

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2017How Biased Are U.S. Government Forecasts of the Federal Debt?. (2017). Ericsson, Neil. In: Working Papers. RePEc:gwc:wpaper:2017-001.

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2017Predicting the Equity Market with Option Implied Variables. (2017). Prokopczuk, Marcel ; Simen, Chardin Wese ; Tharann, Bjorn. In: Hannover Economic Papers (HEP). RePEc:han:dpaper:dp-619.

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2017A Comparison Study of Copula Models for Europea Financial Index Returns. (2017). Tofoli, Paula V ; Candido, Osvaldo ; Ziegelmann, Flavio A. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:10:p:155-178.

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2017Nowcasting: Identifying German Cyclical Turning Points. (2017). Boulier, Bryan ; Herman, Stekler ; Bryan, Boulier ; Kevin, Kovacs. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:237:y:2017:i:4:p:329-341:n:4.

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2017Leverage and Deepening. Business Cycle Skewness. (2017). Santoro, Emiliano ; Ravn, Soren Hove ; Jensen, Henrik. In: Discussion Papers. RePEc:kud:kuiedp:1717.

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2017Forecasting stock market returns by summing the frequency-decomposed parts. (2017). Verona, Fabio ; Faria, Gonalo. In: CEF.UP Working Papers. RePEc:por:cetedp:1702.

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2017Automatic Signal Extraction for Stationary and Non-Stationary Time Series by Circulant SSA. (2017). Poncela, Pilar ; Bogalo, Juan ; Senra, Eva . In: MPRA Paper. RePEc:pra:mprapa:76023.

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2017Model Averaging and its Use in Economics. (2017). Steel, Mark. In: MPRA Paper. RePEc:pra:mprapa:81568.

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2017Normaler Abschwung oder schwere Rezession? Ein neues Modell für die Prognose der Konjunkturphasen in Deutschland. (2017). Wolters, Maik ; Carstensen, Kai. In: IfW-Box. RePEc:zbw:ifwbox:201714.

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2017Systematische Prognosefehler in unterschiedlichen Konjunkturphasen. (2017). Dovern, Jonas ; Jannsen, Nils. In: IfW-Box. RePEc:zbw:ifwbox:201715.

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2017Learning to forecast, risk aversion, and microstructural aspects of financial stability. (2017). Biondo, Alessio Emanuele. In: Economics Discussion Papers. RePEc:zbw:ifwedp:2017104.

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2017Deutsche Konjunktur im Herbst 2017 - Deutsche Wirtschaft nähert sich der Hochkonjunktur. (2017). Wolters, Maik ; Boysen-Hogrefe, Jens ; Kooths, Stefan ; Jannsen, Nils ; Groll, Dominik ; Fiedler, Salomon ; Ademmer, Martin ; Potjagailo, Galina. In: Kieler Konjunkturberichte. RePEc:zbw:ifwkkb:35.

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