Class information for:
Level 1: DYNAMIC FACTOR MODEL//FACTOR MODELS//INTERNATIONAL JOURNAL OF FORECASTING

Basic class information
Bar chart of Publication_year

Last years might be incomplete

Hierarchy of classes
The table includes all classes above and classes immediately below the current class.


Cluster id Level Cluster label #P
12 4 COMPUTER SCIENCE, THEORY & METHODS//COMPUTER SCIENCE, INFORMATION SYSTEMS//COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE 1181119
23 3       STATISTICS & PROBABILITY//STAT//COMMUNICATIONS IN STATISTICS-THEORY AND METHODS 119395
1962 2             INTERNATIONAL JOURNAL OF FORECASTING//JOURNAL OF FORECASTING//FORECAST EVALUATION 6066
8895 1                   DYNAMIC FACTOR MODEL//FACTOR MODELS//INTERNATIONAL JOURNAL OF FORECASTING 1237

Terms with highest relevance score


rank Category termType chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 DYNAMIC FACTOR MODEL authKW 748656 6% 43% 69
2 FACTOR MODELS authKW 730333 9% 26% 110
3 INTERNATIONAL JOURNAL OF FORECASTING journal 314476 11% 9% 139
4 APPROXIMATE FACTOR MODEL authKW 294790 1% 64% 18
5 MIXED FREQUENCY DATA authKW 294501 1% 68% 17
6 JOURNAL OF FORECASTING journal 284533 10% 9% 119
7 DIFFUSION INDEX authKW 229285 1% 75% 12
8 FORECAST EVALUATION authKW 216761 3% 21% 40
9 BVAR FORECASTS authKW 181167 1% 89% 8
10 FORECAST COMBINATION authKW 163677 2% 23% 28

Web of Science journal categories


chi_square_rank Category chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 Social Sciences, Mathematical Methods 77210 31% 1% 382
2 Economics 76429 84% 0% 1036
3 Management 11444 21% 0% 263
4 Statistics & Probability 10062 22% 0% 275
5 Mathematics, Interdisciplinary Applications 4802 14% 0% 179
6 Business, Finance 2608 7% 0% 87
7 Urban Studies 77 1% 0% 12
8 International Relations 34 1% 0% 11
9 Planning & Development 27 1% 0% 10
10 Environmental Studies 16 1% 0% 12

Address terms


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 BUSINESS CONDIT MACROECON FORECASTING DIRECTORA 76430 0% 100% 3
2 IGIER 57801 2% 10% 23
3 ECA 52077 2% 7% 29
4 BARCELONA GSE CREI 50954 0% 100% 2
5 MACROECON ANAL PROJECT 50954 0% 100% 2
6 ECON 37731 32% 0% 400
7 ABT INT FINANZMARKTE FINANZMANAGEMENT L 7 25477 0% 100% 1
8 ANAL ECON ECON CUATITAT 25477 0% 100% 1
9 AQR IREA REG QUANTITAT ANAL GRP 25477 0% 100% 1
10 BANQUE FRANCE ECON 25477 0% 100% 1

Journals


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass
1 INTERNATIONAL JOURNAL OF FORECASTING 314476 11% 9% 139
2 JOURNAL OF FORECASTING 284533 10% 9% 119
3 JOURNAL OF BUSINESS & ECONOMIC STATISTICS 82425 5% 5% 68
4 JOURNAL OF ECONOMETRICS 79002 9% 3% 106
5 JOURNAL OF APPLIED ECONOMETRICS 59092 4% 4% 54
6 ECONOMIA CHILENA 36302 1% 12% 12
7 EMPIRICAL ECONOMICS 21842 3% 3% 32
8 OXFORD BULLETIN OF ECONOMICS AND STATISTICS 18241 2% 2% 30
9 ECONOMETRIC REVIEWS 13587 1% 4% 15
10 ECONOMIC MODELLING 13424 3% 1% 43

Author Key Words


chi_square_rank term chi_square shrOfCwithTerm shrOfTermInClass termInClass LCSH search Wikipedia search
1 DYNAMIC FACTOR MODEL 748656 6% 43% 69 Search DYNAMIC+FACTOR+MODEL Search DYNAMIC+FACTOR+MODEL
2 FACTOR MODELS 730333 9% 26% 110 Search FACTOR+MODELS Search FACTOR+MODELS
3 APPROXIMATE FACTOR MODEL 294790 1% 64% 18 Search APPROXIMATE+FACTOR+MODEL Search APPROXIMATE+FACTOR+MODEL
4 MIXED FREQUENCY DATA 294501 1% 68% 17 Search MIXED+FREQUENCY+DATA Search MIXED+FREQUENCY+DATA
5 DIFFUSION INDEX 229285 1% 75% 12 Search DIFFUSION+INDEX Search DIFFUSION+INDEX
6 FORECAST EVALUATION 216761 3% 21% 40 Search FORECAST+EVALUATION Search FORECAST+EVALUATION
7 BVAR FORECASTS 181167 1% 89% 8 Search BVAR+FORECASTS Search BVAR+FORECASTS
8 FORECAST COMBINATION 163677 2% 23% 28 Search FORECAST+COMBINATION Search FORECAST+COMBINATION
9 MACROECONOMIC FORECASTING 161730 2% 32% 20 Search MACROECONOMIC+FORECASTING Search MACROECONOMIC+FORECASTING
10 FORECASTING 161235 14% 4% 179 Search FORECASTING Search FORECASTING

Core articles
The table includes core articles in the class. The following variables is taken into account for the relevance score of an article in a cluster c:
(1) Number of references referring to publications in the class.
(2) Share of total number of active references referring to publications in the class.
(3) Age of the article. New articles get higher score than old articles.
(4) Citation rate, normalized to year.

Classes with closest relation at Level 1


rank cluster_id2 link
1 11327 FORECAST EVALUATION//SURVEY OF PROFESSIONAL FORECASTERS//DATA REVISIONS
2 28897 CORE INFLATION//MONEY DEMAND//CORE INFLATION INDICATORS
3 7998 BUSINESS CYCLES//BUSINESS CYCLE//TERM SPREAD
4 32200 CONSUMER CONFIDENCE//CONSUMER CONFIDENCE INDEX//CONSUMER SENTIMENT
5 23289 MODEL AVERAGING//FOCUSED INFORMATION CRITERION//FREQUENTIST MODEL AVERAGING
6 4933 MONETARY POLICY//QUANTITATIVE EASING//CENTRAL BANK COMMUNICATION
7 36634 DISCRETE TIME REPRESENTATION//NEW KEYNESIAN MACROECONOMETRICS//CONTINUOUS TIME ECONOMETRICS
8 22059 AIC//KULLBACK LEIBLER INFORMATION//BIAS CORRECTED AIC
9 13252 PREDICTIVE REGRESSION//STOCK RETURN PREDICTABILITY//RETURN PREDICTABILITY
10 9057 INTERNATIONAL JOURNAL OF FORECASTING//EXPONENTIAL SMOOTHING//JOURNAL OF FORECASTING

Go to start page