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International Journal of Forecasting
1985 - 2013
Edited by R. J. Hyndman
from Elsevier
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Volume 29, issue 1 , 2013
A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting pp. 1-12 Thomas Mestekemper , Göran Kauermann and Michael S. Smith Comparing forecast accuracy: A Monte Carlo investigation pp. 13-27 Fabio Busetti and Juri Marcucci Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction pp. 28-42 Ana-Maria Fuertes and Jose Olmo Hierarchical shrinkage priors for dynamic regressions with many predictors pp. 43-59 Dimitris Korobilis Forecasting contemporaneous aggregates with stochastic aggregation weights pp. 60-68 Ralf Brüggemann and Helmut Lütkepohl Depression and forecast accuracy: Evidence from the 2010 FIFA World Cup pp. 69-79 Kriti Jain , J. Neil Bearden and Allan Filipowicz Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? pp. 80-87 Philip Hans Franses and Rianne Legerstee Does the Box–Cox transformation help in forecasting macroeconomic time series? pp. 88-99 Tommaso Proietti and Helmut Lütkepohl Estimation and prediction in the random effects model with AR(p) remainder disturbances pp. 100-107 Badi H. Baltagi and Long Liu Combining expert forecasts: Can anything beat the simple average? pp. 108-121 Véronique Genre , Geoff Kenny , Aidan Meyler and Allan Timmermann Forecasting exact scores in National Football League games pp. 122-130 Rose D. Baker and Ian G. McHale Does the euro area forward rate provide accurate forecasts of the short rate? pp. 131-141 Ana Beatriz Galvao and Sonia Costa Quantifying survey expectations: What’s wrong with the probability approach? pp. 142-154 Jörg Breitung and Maik Schmeling Can securities analysts forecast intangible firms’ earnings? pp. 155-174 Huong Higgins Evaluating probability forecasts for GDP declines using alternative methodologies pp. 175-190 Kajal Lahiri and J. George Wang Space–time autoregressive models and forecasting national, regional and state crime rates pp. 191-201 Gary L. Shoesmith On downside risk predictability through liquidity and trading activity: A dynamic quantile approach pp. 202-219 Antonio Rubia and Lidia Sanchis-Marco Volume 28, issue 4 , 2012
Forecasting Spanish elections pp. 769-776 Pedro C. Magalhães , Luís Aguiar-Conraria and Michael S. Lewis-Beck Election forecasting under opaque conditions: A model for Francophone Belgium, 1981–2010 pp. 777-788 Ruth Dassonneville and Marc Hooghe Forecasting Norwegian elections: Out of work and out of office pp. 789-796 Sveinung Arnesen Japanese election forecasting: Classic tests of a hard case pp. 797-803 Michael S. Lewis-Beck and Charles Tien Forecasting Brazilian presidential elections: Solving the N problem pp. 804-812 Mathieu Turgeon and Lucio Rennó Forecasting Turkish local elections pp. 813-821 Emre Toros Election forecasting in Lithuania: The case of municipal elections pp. 822-829 Mažvydas Jastramskis Forecast errors and inventory performance under forecast information sharing pp. 830-841 Mohammad M. Ali , John E. Boylan and Aris A. Syntetos Forecasting method selection in a global supply chain pp. 842-848 Yavuz Acar and Everette S. Gardner Ranking the predictive performances of value-at-risk estimation methods pp. 849-873 Emrah Şener , Sayad Baronyan and Levent Ali Mengütürk Security analysts, cash flow forecasts, and turnover pp. 874-890 Shailendra Pandit , Richard H. Willis and Ling Zhou Volume 28, issue 3 , 2012
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range pp. 557-574 Cathy W. S. Chen , Richard Gerlach , Bruce B.K. Hwang and Michael McAleer Bias correction and out-of-sample forecast accuracy pp. 575-586 Hyeongwoo Kim and Nazif Durmaz A population dependent diffusion model with a stochastic extension pp. 587-606 C. Michalakelis and T. Sphicopoulos Using a nested logit model to forecast television ratings pp. 607-622 Peter Danaher and Tracey Dagger Optimal forecasting of noncausal autoregressive time series pp. 623-631 Markku Lanne , Jani Luoto and Pentti Saikkonen Forecasting test cricket match outcomes in play pp. 632-643 Sohail Akhtar and Philip Scarf Are freight futures markets efficient? Evidence from IMAREX pp. 644-659 Lambros Goulas and George Skiadopoulos Modeling patronage shift to a new entrant for predicting disproportionate losses for incumbent outlets pp. 660-674 Duk Bin Jun , Jungki Kim , Myoung Hwan Park and Kyoung Cheon Cha A varying-coefficient default model pp. 675-688 Ruey-Ching Hwang The illusion of predictability: How regression statistics mislead experts pp. 695-711 Emre Soyer and Robin M. Hogarth Fast sparse regression and classification pp. 722-738 Jerome H. Friedman Volume 28, issue 2 , 2012
Do professional forecasters pay attention to data releases? pp. 297-308 Michael Peter Clements Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation pp. 309-314 Tara M. Sinclair , Edward N. Gamber , Herman O. Stekler and Elizabeth Reid Forecasting US state-level employment growth: An amalgamation approach pp. 315-327 David E. Rapach and Jack K. Strauss Autocontour-based evaluation of multivariate predictive densities pp. 328-342 Gloria Gonzalez-Rivera and Emre Yoldas Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management pp. 343-352 Arnold Polanski and Evarist Stoja Markov switching and exchange rate predictability pp. 353-365 Alex Oleksandr Nikolsko-Rzhevskyy and Ruxandra Prodan Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks pp. 366-383 Chun-Hung Chen , Wei-Choun Yu and Eric Zivot Forecasting volatility with asymmetric smooth transition dynamic range models pp. 384-399 Edward Meng Hua Lin , Cathy W. S. Chen and Richard Gerlach Forecasting spikes in electricity prices pp. 400-411 T.M. Christensen , Stan Hurn and K.A. Lindsay Forecasting a monetary aggregate under instability: Argentina after 2001 pp. 412-427 Hildegart Ahumada and Maria Lorena Garegnani The performance of short-term forecasts of the German economy before and during the 2008/2009 recession pp. 428-445 Katja Drechsel and Rolf Scheufele Forecasting monetary policy rules in South Africa pp. 446-455 Ruthira Naraidoo and Ivan Paya Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation pp. 456-476 Janine Aron and John Muellbauer A study of outliers in the exponential smoothing approach to forecasting pp. 477-484 Anne B. Koehler , Ralph David Snyder , Keith Ord and Adrian Beaumont Forecasting the intermittent demand for slow-moving inventories: A modelling approach pp. 485-496 Ralph David Snyder , Keith Ord and Adrian Beaumont To model, or not to model: Forecasting for customer prioritization pp. 497-506 Chun-Yao Huang Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective pp. 507-518 Alena Audzeyeva , Barbara Summers and Klaus Reiner Schenk-Hoppé Forecasting life expectancy in an international context pp. 519-531 Tiziana Torri and James W. Vaupel Simulating a basketball match with a homogeneous Markov model and forecasting the outcome pp. 532-542 Erik Štrumbelj and Petar Vračar A comparative analysis of data mining methods in predicting NCAA bowl outcomes pp. 543-552 Dursun Delen , Douglas Cogdell and Nihat Kasap
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