OOIR: Observatory of International Research

Papers

(The H4-Index of Journal of Forecasting is 19. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-08-01 to 2025-08-01.)

Article	Citations
	68
Regime‐Switching Density Forecasts Using Economists' Scenarios	45
Deep learning meets decision trees: An application of a heterogeneous deep forest approach in credit scoring for online consumer lending	43
Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data	41
A model sufficiency test using permutation entropy	34
Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model	31
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	31
Common Shocks and Climate Risk in European Equities	31
Global Risk Aversion: Driving Force of Future Real Economic Activity	30
Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach	30
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	30
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	29
Volatility forecasting with an extended GARCH‐MIDAS approach	28
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	28
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	28
Using deep (machine) learning to forecast US inflation in the COVID‐19 era	27
Predicting tail risks by a Markov switching MGARCH model with varying copula regimes	26
Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model	24
The ENSO cycle and forecastability of global inflation and output growth: Evidence from standard and mixed‐frequency multivariate singular spectrum analyses	21
Forecasting stock market returns with a lottery index: Evidence from China	19
Macroeconomic real‐time forecasts of univariate models with flexible error structures	19