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International Journal of Forecasting
1985 - 2011
Edited by R. J. Hyndman
from Elsevier
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Volume 27, issue 4 , 2011
In memory of Arnold Zellner, a great scientist and person pp. 961-967 Antonio García-Ferrer Validation and forecasting accuracy in models of climate change pp. 968-995 Robert Fildes and Nikolaos Kourentzes Validation and forecasting accuracy in models of climate change: Comments pp. 996-999 Patrick E. McSharry Commentary on "Validation and forecasting accuracy in models of climate change" pp. 1000-1003 Noel S. Keenlyside Validation and forecasting accuracy in models of climate change: Postscript pp. 1004-1005 Robert Fildes and Nikolaos Kourentzes Calling recessions in real time pp. 1006-1026 James Hamilton Comments on "Calling recessions in real time" pp. 1027-1031 Thomas M. Trimbur Discussion: Calling recessions in real time pp. 1032-1038 Marc Wildi Response to comments pp. 1039-1040 James Hamilton Kernel-based calibration diagnostics for recession and inflation probability forecasts pp. 1041-1057 John W. Galbraith and Simon van Norden On economic evaluation of directional forecasts pp. 1058-1065 Oliver Blaskowitz and Helmut Herwartz How accurate are government forecasts of economic fundamentals? The case of Taiwan pp. 1066-1075 Chia-Lin Chang , Philip Hans Franses and Michael McAleer A large factor model for forecasting macroeconomic variables in South Africa pp. 1076-1088 Rangan Gupta and Alain Kabundi Forecasting exchange rate volatility using high-frequency data: Is the euro different? pp. 1089-1107 Georgios Chortareas , Ying Jiang and John. C. Nankervis Forecasting levels of log variables in vector autoregressions pp. 1108-1115 Gunnar Bårdsen and Helmut Lütkepohl Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search pp. 1116-1127 Kissan Joseph , M. Babajide Wintoki and Zelin Zhang The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys pp. 1128-1146 Silvia Lui , James Mitchell and Martin Weale Decay factor optimisation in time weighted simulation -- Evaluating VaR performance pp. 1147-1159 Saša Žiković and Bora Aktan Modeling the demand and supply in a new B2B-upstream market using a knowledge updating process pp. 1160-1177 Trichy V. Krishnan , Shanfei Feng and Tony Beebe Forecasting monthly and quarterly time series using STL decomposition pp. 1178-1195 Marina Theodosiou Sensitivity to autocorrelation in judgmental time series forecasting pp. 1196-1214 Stian Reimers and Nigel Harvey Forecasting television ratings pp. 1215-1240 Peter J. Danaher , Tracey S. Dagger and Michael Stanley Smith Robust backward population projections made possible pp. 1241-1247 Dalkhat M. Ediev Forecasting elections in Turkey pp. 1248-1258 Emre Toros Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting pp. 1259-1270 Mayukh Dass , Wolfgang Jank and Galit Shmueli Book review pp. 1271-1273 P Geoffrey Allen Volume 27, issue 3 , 2011
Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction pp. 635-660 Sven F. Crone , Michèle Hibon and Konstantinos Nikolopoulos MLP ensembles improve long term prediction accuracy over single networks pp. 661-671 Paulo J.L. Adeodato , Adrian L. Arnaud , Germano C. Vasconcelos , Rodrigo C.L.V. Cunha and Domingos S.M.P. Monteiro Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition pp. 672-688 Robert R. Andrawis , Amir F. Atiya and Hisham El-Shishiny Conditionally dependent strategies for multiple-step-ahead prediction in local learning pp. 689-699 Gianluca Bontempi and Souhaib Ben Taieb Forecasting the NN5 time series with hybrid models pp. 700-707 Jörg D. Wichard Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting pp. 708-724 Ivette Luna and Rosangela Ballini A heuristic method for parameter selection in LS-SVM: Application to time series prediction pp. 725-739 Ginés Rubio , Héctor Pomares , Ignacio Rojas and Luis Javier Herrera Holt's exponential smoothing and neural network models for forecasting interval-valued time series pp. 740-759 André Luis Santiago Maia and Francisco de A.T. de Carvalho Forecasting ATM cash demands using a local learning model of cerebellar associative memory network pp. 760-776 S.D. Teddy and S.K. Ng An empirical analysis of neural network memory structures for basin water quality forecasting pp. 777-803 David West and Scott Dellana Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange pp. 804-816 Reza Ebrahimpour , Hossein Nikoo , Saeed Masoudnia , Mohammad Reza Yousefi and Mohammad Sajjad Ghaemi Tourism forecasting: An introduction pp. 817-821 Haiyan Song and Rob J Hyndman The tourism forecasting competition pp. 822-844 George Athanasopoulos , Rob J Hyndman , Haiyan Song and Doris C. Wu The value of feedback in forecasting competitions pp. 845-849 George Athanasopoulos and Rob J Hyndman Winning methods for forecasting tourism time series pp. 850-852 Lee C. Baker and Jeremy Howard Winning methods for forecasting seasonal tourism time series pp. 853-854 Phil Brierley Forecasting tourist arrivals using time-varying parameter structural time series models pp. 855-869 Haiyan Song , Gang Li , Stephen F. Witt and George Athanasopoulos Combination of long term and short term forecasts, with application to tourism demand forecasting pp. 870-886 Robert R. Andrawis , Amir F. Atiya and Hisham El-Shishiny Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals pp. 887-901 Jae Hoon Kim , Kevin Wong , George Athanasopoulos and Shen Liu Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures pp. 902-922 Robert Fildes , Yingqi Wei and Suzilah Ismail Forecasting (aggregate) demand for US commercial air travel pp. 923-941 Richard T. Carson , Tolga Cenesizoglu and Roger Parker Booking horizon forecasting with dynamic updating: A case study of hotel reservation data pp. 942-960 Alwin Haensel and Ger Koole Volume 27, issue 2 , 2011
Quantiles as optimal point forecasts pp. 197-207 Tilmann Gneiting Combining probability forecasts pp. 208-223 Michael Peter Clements and David . Harvey Forecast combination through dimension reduction techniques pp. 224-237 Pilar Poncela , Julio Rodríguez , Rocío Sánchez-Mangas and Eva Senra Combining exponential smoothing forecasts using Akaike weights pp. 238-251 Stephan Kolassa Forecasting correlated time series with exponential smoothing models pp. 252-265 Ana Corberán-Vallet , José D. Bermúdez and Enriqueta Vercher Direct and iterated multistep AR methods for difference stationary processes pp. 266-280 Tommaso Proietti Incorporating vintage differences and forecasts into Markov switching models pp. 281-307 Jeremy J. Nalewaik Prediction intervals in conditionally heteroscedastic time series with stochastic components pp. 308-319 Santiago Pellegrini , Esther Ruiz and Antoni Espasa Bootstrap prediction intervals for SETAR models pp. 320-332 Jing Li A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP pp. 333-346 Marta Banbura and Gerhard Rünstler Multivariate semi-nonparametric distributions with dynamic conditional correlations pp. 347-364 Esther B. Del Brio , Trino Manuel Ñíguez Grau and Javier Perote Shrinkage estimation of semiparametric multiplicative error models pp. 365-378 Christian T. Brownlees and Giampiero M. Gallo Scoring rules and survey density forecasts pp. 379-393 Gianna Boero , Jeremy Smith and Kenneth Frank Wallis Density forecasting through disaggregation pp. 394-412 Kun Ho Kim Asymmetric loss functions and the rationality of expected stock returns pp. 413-437 Kevin Aretz , Söhnke M. Bartram and Peter F. Pope Predicting economic contractions and expansions with the aid of professional forecasts pp. 438-451 Chew Lian Chua and Sarantis Tsiaplias Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 pp. 452-465 Jonas Dovern and Johannes Weisser Real-time macroeconomic forecasting with leading indicators: An empirical comparison pp. 466-481 Christiaan Heij , Dick van Dijk and Patrick Groenen One model and various experts: Evaluating Dutch macroeconomic forecasts pp. 482-495 Philip Hans Franses , Henk C. Kranendonk and Debby Lanser Forecasting national activity using lots of international predictors: An application to New Zealand pp. 496-511 Sandra Eickmeier and Tim Ng Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts pp. 512-528 Kirdan Lees , Troy D Matheson and Christie Smith MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area pp. 529-542 Vladimir Kuzin , Massimiliano Marcellino and Christian Schumacher Are VIX futures prices predictable? An empirical investigation pp. 543-560 Eirini Konstantinidi and George Skiadopoulos Forecasting the direction of the US stock market with dynamic binary probit models pp. 561-578 Henri Nyberg Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models pp. 579-591 Wei-Choun Yu and Eric Zivot Forecasting accuracy of wind power technology diffusion models across countries pp. 592-601 Alessandra Dalla Valle and Claudia Furlan Forecasting temperature to price CME temperature derivatives pp. 602-618 Debbie J. Dupuis A Bradley-Terry type model for forecasting tennis match results pp. 619-630 Ian McHale and Alex Morton The Business Forecasting Deal pp. 631-633 Stephan Kolassa Volume 27, issue 1 , 2011
Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda pp. 1-13 George Wright and Gene Rowe Group-based forecasting?: A social psychological analysis pp. 14-40 Norbert L. Kerr and R. Scott Tindale Group diversity and decision quality: Amplification and attenuation of the framing effect pp. 41-49 Ilan Yaniv Influence of differentiated roles on group forecasting accuracy pp. 50-68 Dilek Önkal , Michael Lawrence and K. Zeynep SayIm Role thinking: Standing in other people's shoes to forecast decisions in conflicts pp. 69-80 Kesten Charles Green and J. Scott Armstrong Judgmental aggregation strategies depend on whether the self is involved pp. 81-102 Jack B. Soll and Albert E. Mannes Forecasting another's enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice pp. 103-120 Lyn M. Van Swol Forecasting clients' reactions: How does the perception of strategic behavior influence the acceptance of advice? pp. 121-133 Barbara Jodlbauer and Eva Jonas People consultation to construct the future: A Delphi application pp. 134-151 Jon Landeta and Jon Barrutia A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi pp. 152-165 Nicole L. Klenk and Gordon M. Hickey The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science pp. 166-182 Wim G.G. Benda and Tim C.E. Engels Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task pp. 183-195 Andreas Graefe and J. Scott Armstrong
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