This study provides a retrospective of the Journal of Forecasting ( JoF ) between 1982 and 2019. Evidence shows a considerable increase in JoF's productivity and influence since 1982. For example, a JoF article, on average, receives more than 18 citations, and contributions from 65 nations appear in the journal. All articles have a forecasting implication, but JoF encourages a wide range of contexts recently featuring value‐at‐risk and financial econometrics. Factors with a positive association with JoF citations include the number of references, article length, article age, special issue, and number of authors.
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Baker et al. (2020) studied this question.
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