OOIR: Observatory of International Research

Papers

(The TQCC of Journal of Forecasting is 4. 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
Volatility forecasting for stock market incorporating macroeconomic variables based on GARCH‐MIDAS and deep learning models	30
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
Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes	29
Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach	28
Volatility forecasting with an extended GARCH‐MIDAS approach	28
Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model	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
	18
Forecasting oil futures realized range‐based volatility with jumps, leverage effect, and regime switching: New evidence from MIDAS models	18
Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China	18
Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach	18

Forecasting carbon emissions using asymmetric grouping	16
New forecasting methods for an old problem: Predicting 147 years of systemic financial crises	16
Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network	15
Design of a precise ensemble expert system for crop yield prediction using machine learning analytics	15
Corporate failure prediction using threshold‐based models	14
Evaluating the Eurosystem/ECB staff macroeconomic projections: The first 20 years	14
Tail risk forecasting with semiparametric regression models by incorporating overnight information	14
Stock Return Prediction Based on a Functional Capital Asset Pricing Model	13
Issue Information	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
The role of expectations for currency crisis dynamics—The case of the Turkish lira	13
Fiscal Forecasting Rationality Among Expert Forecasters	12
The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame	12
Forecasting agricultures security indices: Evidence from transformers method	12
An infinite hidden Markov model with stochastic volatility	11
Modeling the relation between the US real economy and the corporate bond‐yield spread in Bayesian VARs with non‐Gaussian innovations	11
Stochastic configuration network based on improved whale optimization algorithm for nonstationary time series prediction	11
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning	11
The effect of environment on housing prices: Evidence from the Google Street View	11
Forecasting nonstationary time series	11
A novel semisupervised learning method with textual information for financial distress prediction	11
Central bank information and private‐sector expectations	11
Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation	10
The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction	10
	10
Forecasting healthcare service volumes with machine learning algorithms	9
Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS	9
Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model	9
	9
A deep learning model for online doctor rating prediction	9
Robust forecasting in spatial autoregressive model with total variation regularization	9
Issue Information	9
Using shapely values to define subgroups of forecasts for combining	9
Effective multi‐step ahead container throughput forecasting under the complex context	9
Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning	9
Firm dynamics and bankruptcy processes: A new theoretical model	8
Forecasting volatility with investor pessimism index: Exploring the predictive power of search queries	8
Stock market as a nowcasting indicator for real investment	8
Probabilistic electricity price forecasting based on penalized temporal fusion transformer	8
Mixed membership nearest neighbor model with feature difference	8
Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach	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 benefit of the Covid‐19 pandemic on global temperature projections	8
Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?	8
Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention	8
The influence of policy uncertainty on exchange rate forecasting	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

Competition can help predict sales	8
Issue Information	8
Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression	8
Issue Information	7
Forecasting the 2020 and 2024 U.S. presidential elections	7
Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam	7
Forecasting unemployment in the euro area with machine learning	7
Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?	7
Modeling credit risk with a multi‐stage hybrid model: An alternative statistical approach	7
	7
Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability	7
Forecasting food price inflation during global crises	7
Using a machine learning approach and big data to augment WASDE forecasts: Empirical evidence from US corn yield	7
A review of artificial intelligence quality in forecasting asset prices	7
Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter	7
Measuring the advantages of contemporaneous aggregation in forecasting	7
Research on occupant injury severity prediction of autonomous vehicles based on transfer learning	7
Estimation of Constrained Factor Models for High‐Dimensional Time Series	6
Forecasting energy prices: Quantile‐based risk models	6
Uncertainties and disagreements in expectations of professional forecasters: Evidence from an inflation targeting developing country	6
Issue Information	6
	6
Data patterns that reliably precede US recessions	6
Corporate financial distress prediction in a transition economy	6
A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting	6
Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts	6
Explainable Soybean Futures Price Forecasting Based on Multi‐Source Feature Fusion	6
Assessing the economy using faster indicators	6
Do search queries predict violence against women? A forecasting model based on Google Trends	6
Extensions of the Lee–Carter model to project the data‐driven rotation of age‐specific mortality decline and forecast coherent mortality rates	6
A comparison of Range Value at Risk (RVaR) forecasting models	6
Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model	6
Issue Information	6
Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic	6
	6
Random forest versus logit models: Which offers better early warning of fiscal stress?	5
Structural and predictive analyses with a mixed copula‐based vector autoregression model	5
Forecasting nonperforming loans using machine learning	5
Taming Data‐Driven Probability Distributions	5
The battle of the factors: Macroeconomic variables or investor sentiment?	5
Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality	5
	5
Variable selection for classification and forecasting of the family firm's socioemotional wealth	5
Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques	5
Fire Prediction and Risk Identification With Interpretable Machine Learning	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
A generalized two‐factor square‐root framework for modeling occurrences of natural catastrophes	5
Dendritic neuron model neural network trained by modified particle swarm optimization for time‐series forecasting	5
Comparison of improved relevance vector machines for streamflow predictions	5
Forecasting realized volatility of Bitcoin: The informative role of price duration	5
Multistage optimization filter for trend‐based short‐term forecasting	5
Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework	5
Forecasting intraday financial time series with sieve bootstrapping and dynamic updating	5
Combined water quality forecasting system based on multiobjective optimization and improved data decomposition integration strategy	5
Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting	5
Forecasting in turbulent times	4
Liquidity premiums, interest rate differentials, and nominal exchange rate prediction	4
Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets	4
Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition	4
Forecasting global solar radiation using a robust regularization approach with mixture kernels	4
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction	4
Forecasting Natural Gas Futures Prices Using Hybrid Machine Learning Models During Turbulent Market Conditions: The Case of the Russian–Ukraine Crisis	4
Cryptocurrencies trading algorithms: A review	4
Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning	4
Making the whole greater than the sum of its parts: A literature review of ensemble methods for financial time series forecasting	4
Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint	4
Optimal hybrid framework for carbon price forecasting using time series analysis and least squares support vector machine	4
Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction	4
A new hedging hypothesis regarding prediction interval formation in stock price forecasting	4
The mutual predictability of Bitcoin and web search dynamics	4
Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis	4
Wind power prediction based on wind speed forecast using hidden Markov model	4
	4
The role of investor sentiment in forecasting housing returns in China: A machine learning approach	4
Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning	4
Forecasting multi‐frequency intraday exchange rates using deep learning models	4
Distributional modeling and forecasting of natural gas prices	4
Forecast combination puzzle in the HAR model	4