| 1 | The accuracy of extrapolation (time series) methods: Results of a forecasting competition | Journal of Forecasting | 1982 | 932 |
| 2 | Exponential smoothing: The state of the art | Journal of Forecasting | 1985 | 745 |
| 3 | Improved methods of combining forecasts | Journal of Forecasting | 1984 | 720 |
| 4 | Combination forecasts of output growth in a seven-country data set | Journal of Forecasting | 2004 | 668 |
| 5 | Outliers, level shifts, and variance changes in time series | Journal of Forecasting | 1988 | 416 |
| 6 | Forecasting with panel data | Journal of Forecasting | 2008 | 386 |
| 7 | Forecasting private consumption: survey-based indicators vs. Google trends | Journal of Forecasting | 2011 | 323 |
| 8 | How probable is probable? A numerical translation of verbal probability expressions | Journal of Forecasting | 1982 | 273 |
| 9 | How effective are neural networks at forecasting and prediction? A review and evaluation | Journal of Forecasting | 1998 | 232 |
| 10 | A quantile regression neural network approach to estimating the conditional density of multiperiod returns | Journal of Forecasting | 2000 | 231 |
| 11 | Some advances in non‐linear and adaptive modelling in time‐series | Journal of Forecasting | 1994 | 224 |
| 12 | Forecasting stock market volatility using (non-linear) Garch models | Journal of Forecasting | 1996 | 224 |
| 13 | Did Unexpectedly Strong Economic Growth Cause the Oil Price Shock of 2003–2008? | Journal of Forecasting | 2013 | 217 |
| 14 | Prediction of seasonal rainfall in the sahel region using empirical and dynamical methods | Journal of Forecasting | 1991 | 215 |
| 15 | Dynamic harmonic regression | Journal of Forecasting | 1999 | 209 |
| 16 | Economic and statistical measures of forecast accuracy | Journal of Forecasting | 2000 | 205 |
| 17 | When and how to use scenario planning: A heuristic approach with illustration | Journal of Forecasting | 1991 | 200 |
| 18 | ARMA Models and the Box-Jenkins Methodology | Journal of Forecasting | 1997 | 200 |
| 19 | The Importance of the Macroeconomic Variables in Forecasting Stock Return Variance: A GARCH‐MIDAS Approach | Journal of Forecasting | 2013 | 199 |
| 20 | On the limitations of comparing mean square forecast errors | Journal of Forecasting | 1993 | 196 |
| 21 | Invited review combining forecasts—twenty years later | Journal of Forecasting | 1989 | 193 |
| 22 | From forecasting to foresight processes?new participative foresight activities in Germany | Journal of Forecasting | 2003 | 191 |
| 23 | Accuracy in forecasting: A survey | Journal of Forecasting | 1984 | 183 |
| 24 | Understanding algorithm aversion: When is advice from automation discounted? | Journal of Forecasting | 2017 | 172 |
| 25 | Density forecasting: a survey | Journal of Forecasting | 2000 | 166 |
| 26 | A unified view of statistical forecasting procedures | Journal of Forecasting | 1984 | 164 |
| 27 | Research on scientific journals: Implications for editors and authors | Journal of Forecasting | 1982 | 160 |
| 28 | Nowcasting with Google Trends in an Emerging Market | Journal of Forecasting | 2013 | 154 |
| 29 | Robust forecasting with exponential and Holt–Winters smoothing | Journal of Forecasting | 2010 | 142 |
| 30 | Severity Prediction of Traffic Accident Using an Artificial Neural Network | Journal of Forecasting | 2017 | 142 |
| 31 | Estimation procedures for structural time series models | Journal of Forecasting | 1990 | 140 |
| 32 | Structural change and the combination of forecasts | Journal of Forecasting | 1987 | 139 |
| 33 | Subjective confidence in forecasts | Journal of Forecasting | 1982 | 132 |
| 34 | Evaluating the predictive accuracy of volatility models | Journal of Forecasting | 2001 | 132 |
| 35 | Familiarity, application, and performance of sales forecasting techniques | Journal of Forecasting | 1984 | 130 |
| 36 | To combine or not to combine? issues of combining forecasts | Journal of Forecasting | 1992 | 130 |
| 37 | Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms | Journal of Forecasting | 2020 | 130 |
| 38 | Oil financialization and volatility forecast: Evidence from multidimensional predictors | Journal of Forecasting | 2019 | 129 |
| 39 | Performance functions and reinforcement learning for trading systems and portfolios | Journal of Forecasting | 1998 | 126 |
| 40 | Predicting stock index volatility: can market volume help? | Journal of Forecasting | 1998 | 124 |
| 41 | Selection of Value-at-Risk models | Journal of Forecasting | 2003 | 122 |
| 42 | Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters | Journal of Forecasting | 2009 | 122 |
| 43 | Forecasting football results and the efficiency of fixed-odds betting | Journal of Forecasting | 2004 | 121 |
| 44 | An ensemble of LSTM neural networks for high‐frequency stock market classification | Journal of Forecasting | 2019 | 121 |
| 45 | Evaluating predictive performance of value-at-risk models in emerging markets: a reality check | Journal of Forecasting | 2006 | 119 |
| 46 | Forecast combining with neural networks | Journal of Forecasting | 1996 | 114 |
| 47 | ARIMA model building and the time series analysis approach to forecasting | Journal of Forecasting | 1983 | 112 |
| 48 | Forecasting time series with outliers | Journal of Forecasting | 1993 | 108 |
| 49 | Conditional density and value-at-risk prediction of Asian currency exchange rates | Journal of Forecasting | 2000 | 108 |
| 50 | Prediction, diagnosis, and causal thinking in forecasting | Journal of Forecasting | 1982 | 107 |