Journal of Forecasting

Article	Citations
	68
Regime‐Switching Density Forecasts Using Economists' Scenarios	49
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	45
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	43
A model sufficiency test using permutation entropy	35
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	34
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	32
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	32
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	32
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	31
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	31
Common Shocks and Climate Risk in European Equities	31
Global Risk Aversion: Driving Force of Future Real Economic Activity	31
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	31
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	28
Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM	27
Volatility forecasting with an extended GARCH‐MIDAS approach	24
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	22
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	19
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	19
The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market	18
Macroeconomic real‐time forecasts of univariate models with flexible error structures	18
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	18
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	18
Forecasting stock market returns with a lottery index: Evidence from China	17

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Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	16
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	15
Forecasting carbon emissions using asymmetric grouping	15
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	14
Corporate failure prediction using threshold‐based models	14
Tail risk forecasting with semiparametric regression models by incorporating overnight information	13
Issue Information	13
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	13
Using a Wage–Price‐Setting Model to Forecast US Inflation	13
Uncertainty and disagreement of inflation expectations: Evidence from household‐level qualitative survey responses	13
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	13
The effect of environment on housing prices: Evidence from the Google Street View	12
Forecasting agricultures security indices: Evidence from transformers method	12
Central bank information and private‐sector expectations	12
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	12
A novel semisupervised learning method with textual information for financial distress prediction	12
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	12
The role of expectations for currency crisis dynamics—The case of the Turkish lira	12
Fiscal Forecasting Rationality Among Expert Forecasters	11
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	11
Forecasting nonstationary time series	11
An infinite hidden Markov model with stochastic volatility	11
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	10
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Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	9
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	9
Using shapely values to define subgroups of forecasts for combining	9
Effective multi‐step ahead container throughput forecasting under the complex context	9
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	9
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	9
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	9
Issue Information	9
Robust forecasting in spatial autoregressive model with total variation regularization	9
A deep learning model for online doctor rating prediction	9
Matrix Autoregressive Time Series With Reduced‐Rank and Sparse Structural Constraints	8
Mixed membership nearest neighbor model with feature difference	8
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	8
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	8
Firm dynamics and bankruptcy processes: A new theoretical model	8
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	8
The benefit of the Covid‐19 pandemic on global temperature projections	8
Forecasting healthcare service volumes with machine learning algorithms	8
Issue Information	8
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	8
A review of artificial intelligence quality in forecasting asset prices	8
The effects of shocks to interest rate expectations in the euro area: Estimates at the country level	8

Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression	8
The influence of policy uncertainty on exchange rate forecasting	8
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	8
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	8
Stock market as a nowcasting indicator for real investment	8
Analysis of the relevance of sentiment data for the prediction of excess returns in a multiasset framework	8
Credit card loss forecasting: Some lessons from COVID	8
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Forecasting food price inflation during global crises	7
Corporate financial distress prediction in a transition economy	7
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	7
Issue Information	7
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	7
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	7
Forecasting energy prices: Quantile‐based risk models	7
Measuring the advantages of contemporaneous aggregation in forecasting	7
Forecasting unemployment in the euro area with machine learning	7
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	7
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	7
A comparison of Range Value at Risk (RVaR) forecasting models	7
Do search queries predict violence against women? A forecasting model based on Google Trends	6
Forecasting the 2020 and 2024 U.S. presidential elections	6
Estimation of Constrained Factor Models for High‐Dimensional Time Series	6
Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors	6
Issue Information	6
Data patterns that reliably precede US recessions	6
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	6
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	6
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	6
A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction	6
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Fire Prediction and Risk Identification With Interpretable Machine Learning	6
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Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	6
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	6
Issue Information	6
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	5
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	5
Taming Data‐Driven Probability Distributions	5
Random forest versus logit models: Which offers better early warning of fiscal stress?	5
Comparison of improved relevance vector machines for streamflow predictions	5
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	5
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	5
Structural and predictive analyses with a mixed copula‐based vector autoregression model	5
Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire	5
Forecasting the high‐frequency volatility based on the LSTM‐HIT model	5
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	5
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	5
Assessing the economy using faster indicators	5
Forecasting nonperforming loans using machine learning	5
Forecasting realized volatility of Bitcoin: The informative role of price duration	5
Variable selection for classification and forecasting of the family firm's socioemotional wealth	5
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The battle of the factors: Macroeconomic variables or investor sentiment?	5
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	4
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	4
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	4
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting	4
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	4
Forecasting global solar radiation using a robust regularization approach with mixture kernels	4
Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning	4
Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting	4
The role of investor sentiment in forecasting housing returns in China: A machine learning approach	4
Policy uncertainty and stock market volatility revisited: The predictive role of signal quality	4
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	4
Forecasting in turbulent times	4
Forecasting multi‐frequency intraday exchange rates using deep learning models	4
The mutual predictability of Bitcoin and web search dynamics	4
	4
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	4
Multiperiod default probability forecasting	4
Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine	4
Forecasting Equity Premium in the Face of Climate Policy Uncertainty	4
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets	4
Distributional modeling and forecasting of natural gas prices	4
Forecast combination puzzle in the HAR model	4
A new hedging hypothesis regarding prediction interval formation in stock price forecasting	4
Cryptocurrencies trading algorithms: A review	4

Wind power prediction based on wind speed forecast using hidden Markov model	4
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	4
Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?	4
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	4
Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning	4