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 2021-09-01 to 2025-09-01.)

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
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
Nowcasting inflation with Lasso‐regularized vector autoregressions and mixed frequency data	32
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 Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	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