Journal of Forecasting

Article	Citations
	75
Forecasting the 2020 and 2024 U.S. presidential elections	75
Demand Forecasting New Fashion Products: A Review Paper	56
A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction	36
A model sufficiency test using permutation entropy	36
A new model for forecasting VaR and ES using intraday returns aggregation	32
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	30
Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump	29
Forecasting chlorophyll‐a concentration using empirical wavelet transform and support vector regression	26
Forecasting inflation and output growth with credit‐card‐augmented Divisia monetary aggregates	26
Forecasting inflation in open economies: What can a NOEM model do?	24
Yield spread selection in predicting recession probabilities	21
Nowcasting the state of the Italian economy: The role of financial markets	21
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Issue Information	20
Forecasting energy prices: Quantile‐based risk models	20
New runs‐based approach to testing value at risk forecasts	17
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	17
Electricity price forecasting using quantile regression averaging with nonconvex regularization	17
Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM2.5 concentration forecasting in China	17
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	17
Forecasting food price inflation during global crises	15
Forecasting exchange rates: An iterated combination constrained predictor approach	15

A hybrid approach with step‐size aggregation to forecasting hierarchical time series	14
A state‐dependent linear recurrent formula with application to time series with structural breaks	14
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Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	12
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	11
Measuring the advantages of contemporaneous aggregation in forecasting	11
Forecasting sovereign risk in the Euro area via machine learning	11
Tail risk forecasting and its application to margin requirements in the commodity futures market	11
Modeling and forecasting percent changes in national park visitation using social media	11
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	10
Does herding effect help forecast market volatility?—Evidence from the Chinese stock market	10
Forecasting and trading Bitcoin with machine learning techniques and a hybrid volatility/sentiment leverage	10
A Markov chain model of crop conditions and intrayear crop yield forecasting	9
Formalizing a Postprocessing Procedure for Linear–Convex Combination Forecasts	9
A new PM2.5 concentration forecasting system based on AdaBoost‐ensemble system with deep learning approach	9
A novel deep learning model based on convolutional neural networks for employee churn prediction	9
Uncertainty and the predictability of stock returns	9
Application of machine learning techniques to predict entrepreneurial firm valuation	8
Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs	8
Worse than you think: Public debt forecast errors in advanced and developing economies	8
Step‐ahead spot price densities using daily synchronously reported prices and wind forecasts	8
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	8
Temporal Patterns in Migration Flows Evidence from South Sudan	8
Optimal forecasts in the presence of discrete structural breaks under long memory	7
Forecasting the direction of the Fed's monetary policy decisions using random forest	7
Corporate financial distress prediction in a transition economy	7
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	7
Regime‐dependent commodity price dynamics: A predictive analysis	7
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	7
Forecasting interval‐valued returns of crude oil: A novel kernel‐based approach	7
Issue Information	7
Survey respondents' inflation forecasts and the COVID period	7
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	7
On the Detection of Structural Breaks: The Case of the Covid Shock	6
Estimation of Constrained Factor Models for High‐Dimensional Time Series	6
Multi‐step air quality index forecasting via data preprocessing, sequence reconstruction, and improved multi‐objective optimization algorithm	6
Daily tourism forecasting through a novel method based on principal component analysis, grey wolf optimizer, and extreme learning machine	6
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	6
A comparison of Range Value at Risk (RVaR) forecasting models	6
A dynamic performance evaluation of distress prediction models	6
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	6
Singular spectrum analysis for value at risk in stochastic volatility models	6
A novel hybrid forecasting model with feature selection and deep learning for wind speed research	6
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	6
Regime‐Switching Density Forecasts Using Economists' Scenarios	6
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	6

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	6
Geopolitical risk and global financial cycle: Some forecasting experiments	6
Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast	6
Data‐Driven Predictive Modeling of Citywide Crowd Flow for Urban Safety Management: A Case Study of Beijing, China	5
A novel robust structural quadratic forecasting model and applications	5
Global Risk Aversion: Driving Force of Future Real Economic Activity	5
Jump forecasting in foreign exchange markets: A high‐frequency analysis	5
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	5
Featured Cover	5
Issue Information	5
Forecasting GDP growth: The economic impact of COVID‐19 pandemic	5
Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach	5
Vector SHAP Values for Machine Learning Time Series Forecasting	5
Assessing the economy using faster indicators	5
A Bayesian time‐varying autoregressive model for improved short‐term and long‐term prediction	5
Multistage optimization filter for trend‐based short‐term forecasting	4
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Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity	4
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Forecasting air quality index considering socioeconomic indicators and meteorological factors: A data granularity perspective	4
On bootstrapping tests of equal forecast accuracy for nested models	4
Predicting customer churn using grey wolf optimization‐based support vector machine with principal component analysis	4
Stock markets and exchange rate behavior of the BRICS	4
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Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises	4
Structural and predictive analyses with a mixed copula‐based vector autoregression model	4
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	4
Step by Step—A Quarterly Evaluation of EU Commission's GDP Forecasts	4
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Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model	4
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Withdrawal: Stock price prediction with technical analysis and market sentiment via dual‐attention networks, by Shuaijie Deng and Changjiang Zhang, Journal of Forecasting, [https://doi.org/10.1002/for	4
Forecasting inflation: The use of dynamic factor analysis and nonlinear combinations	4
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	3
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Scheduled macroeconomic news announcements and Forex volatility forecasting	3
Inflation forecasting with rolling windows: An appraisal	3
Conservatism and information rigidity of the European Bank for Reconstruction and Development's growth forecast: Quarter‐century assessment	3
A deep learning hierarchical approach to road traffic forecasting	3
Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators	3
Do search queries predict violence against women? A forecasting model based on Google Trends	3
Uncertainty and predictability of real housing returns in the United Kingdom: A regional analysis	3
Forecasts with Bayesian vector autoregressions under real time conditions	3
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Macroeconomic real‐time forecasts of univariate models with flexible error structures	3
Forgetting approaches to improve forecasting	3
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	3
Forecasting stock market returns with a lottery index: Evidence from China	3
Macroeconomic conditions and bank failure	3
Interval time series forecasting: A systematic literature review	3
A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach	3
Forecasting Transition of Personal Travel Behavior in a Sharing Economy: Evidence From Consumer Preferences of Travel Modes	3
A Siamese network framework for bank intelligent Q&A prediction	3
Issue Information	3
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Post‐COVID inflation dynamics: Higher for longer	3
Improving demand forecasting for customers with missing downstream data in intermittent demand supply chains with supervised multivariate clustering	3
Gated recurrent unit network: A promising approach to corporate default prediction	3
Application of Google Trends‐based sentiment index in exchange rate prediction	3
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	3
Forecasting housing investment	3
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	3
Forecasting nonperforming loans using machine learning	2
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	2
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Human resources and corporate failure prediction modeling: Evidence from Belgium	2
Forecasting expected shortfall and value at risk with a joint elicitable mixed data sampling model	2
Tail risk forecasting with semiparametric regression models by incorporating overnight information	2
Predicting stock market volatility based on textual sentiment: A nonlinear analysis	2
Moving beyond Volatility Index (VIX): HARnessing the term structure of implied volatility	2
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Forecasting international equity market volatility: A new approach	2
Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments	2
The mean squared prediction error paradox	2
Optimal out‐of‐sample forecast evaluation under stationarity	2
Well googled is half done: Multimodal forecasting of new fashion product sales with image‐based google trends	2
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	2

El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach	2
EWT‐SMOTE to improve default prediction performance in imbalanced data: Analysis of Chinese data	2
Forecasting sovereign CDS spreads with a regime‐switching combination method	2
Space, mortality, and economic growth	2
Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps	2
Issue Information	2
Incorporating media news to predict financial distress: Case study on Chinese listed companies	2
Media Tone: The Role of News and Social Media on Heterogeneous Inflation Expectations	2
Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships	2
Data patterns that reliably precede US recessions	2
Explainable machine learning techniques based on attention gate recurrent unit and local interpretable model‐agnostic explanations for multivariate wind speed forecasting	2
Bayesian Markov switching model for BRICS currencies' exchange rates	2
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	2
A GARCH model selection and estimation method based on neural network with the loss function of mean square error and model confidence set	2
Forecasting value at risk and expected shortfall using high‐frequency data of domestic and international stock markets	2
Evaluating the predictive power of intraday technical trading in China's crude oil market	2
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	2
An investigation into the probability that this is the last year of the economic expansion	2
Issue Information	2
A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network	2
Crossproduct Effect and Volatility Forecasting	2
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	2
Functional volatility forecasting	2
Volatility forecasting with an extended GARCH‐MIDAS approach	2
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Investigating the predictive ability of ONS big data‐based indicators	1
Issue Information	1
Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe	1
Corporate failure prediction using threshold‐based models	1
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	1
Assessing liquidity‐adjusted risk forecasts	1
Local prediction pools	1
Empirical prediction intervals for additive Holt–Winters methods under misspecification	1
Non‐linear mixed‐effects models for time series forecasting of smart meter demand	1
Correlation‐based tests of predictability	1
Multiclass financial distress prediction based on one‐versus‐one decomposition integrated with improved decision‐directed acyclic graph	1
Could Diffusion Indexes Have Forecasted the Great Depression?	1
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	1
Semiparametric estimation of expected shortfall and its application in finance	1
Comparison of improved relevance vector machines for streamflow predictions	1
Forecasting realized volatility of Bitcoin: The informative role of price duration	1
Forecasting carbon emissions using asymmetric grouping	1
Power grid operation optimization and forecasting using a combined forecasting system	1
Class‐imbalanced financial distress prediction with machine learning: Incorporating financial, management, textual, and social responsibility features into index system	1
Mixed‐frequency predictive regressions with parameter learning	1
Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years	1
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Taming Data‐Driven Probability Distributions	1
Big data financial transactions and GDP nowcasting: The case of Turkey	1
Spatial beta‐convergence forecasting models: Evidence from municipal homicide rates in Colombia	1
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	1
Volatility forecasting for stock market index based on complex network and hybrid deep learning model	1
RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?	1
The global latent factor and international index futures returns predictability	1
Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures	1
Random forest versus logit models: Which offers better early warning of fiscal stress?	1
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Money Growth and Inflation—How to Account for the Differences in Empirical Results	1
An evolutionary cost‐sensitive support vector machine for carbon price trend forecasting	1
Stock picking with machine learning	1
Trading volume and realized volatility forecasting: Evidence from the China stock market	1
The battle of the factors: Macroeconomic variables or investor sentiment?	1
Fundamental index aligned and excess market return predictability	1
Forecasting CPI with multisource data: The value of media and internet information	1
Forecasting base metal prices with exchange rate expectations	1
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Forecast evaluation of DSGE models: Linear and nonlinear likelihood	1
Reference class selection in similarity‐based forecasting of corporate sales growth	1
Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting	1
Nonlinear inflation forecasting with recurrent neural networks	1
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	1
Variable selection for classification and forecasting of the family firm's socioemotional wealth	1
Interest rates forecasting: Between Hull and White and the CIR#—How to make a single‐factor model work	1
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	1
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Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	1
Seeing is believing: Forecasting crude oil price trend from the perspective of images	1
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	1
A Review of Methods for Long‐Term Electric Load Forecasting	1
Prediction of remaining time on site for e‐commerce users: A SOM and long short‐term memory study	1
Volatility forecasting for stock market incorporating media reports, investors' sentiment, and attention based on MTGNN model	1
Time series forecasting methods for the Baltic dry index	1
Forecasting the stock risk premium: A new statistical constraint	1
Large covariance estimation using a factor model with common and group‐specific factors	1
Text‐based soybean futures price forecasting: A two‐stage deep learning approach	0
Cross‐sectional return dispersion and stock market volatility: Evidence from high‐frequency data	0
Forecasting house price index with social media sentiment: A decomposition–ensemble approach	0
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?	0
A Quantification Approach of Changes in Firms' Financial Situation Using Neural Networks for Predicting Bankruptcy	0
Are professional forecasters inattentive to public discussions about inflation? The case of Argentina	0
Common Mutual Information Selection Algorithm and Its Application on Combination Forecasting	0
A retrospective analysis of Journal of Forecasting: From 1982 to 2019	0
The Bias of the ECB Inflation Projections: A State‐Dependent Analysis	0
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	0
Forecasting the Volatility of US Oil and Gas Firms With Machine Learning	0