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International Journal of Forecasting
1985 - 2013
Edited by R. J. Hyndman
from Elsevier
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Volume 19, issue 4 , 2003
Introduction to crime forecasting pp. 551-555 Wilpen Gorr and Richard Harries Modelling and predicting recorded property crime trends in England and Wales--a retrospective pp. 557-566 Richard Harries Forecasting residential burglary pp. 567-578 Derek Deadman Short-term forecasting of crime pp. 579-594 Wilpen Gorr , Andreas Olligschlaeger and Yvonne Thompson Simple indicators of crime by time of day pp. 595-601 Marcus Felson and Erika Poulsen Criminal incident prediction using a point-pattern-based density model pp. 603-622 Hua Liu and Donald E. Brown Predicting the geo-temporal variations of crime and disorder pp. 623-634 Jonathan J. Corcoran , Ian D. Wilson and J. Andrew Ware The non-normality of some macroeconomic forecast errors pp. 635-653 David . Harvey and Paul Newbold Evaluating FOMC forecasts pp. 655-667 William Thomas Gavin and Rachel J. Mandal Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy pp. 669-684 Don M. Miller and Dan Williams The business cycle in the G-7 economies pp. 685-700 Agustin Duarte and Ken Holden Forecasting the New York State economy: The coincident and leading indicators approach pp. 701-713 Robert Megna and Qiang Xu Exponential smoothing with a damped multiplicative trend pp. 715-725 James W. Taylor A note on Musgrave asymmetrical trend-cycle filters pp. 727-734 Benoit Quenneville , Dominique Ladiray and Bernard Lefrancois Diagnostics for evaluating the value and rationality of economic forecasts pp. 735-742 Herman O. Stekler and G. Petrei Just-in-time inventory systems innovation and the predictability of earnings pp. 743-749 Thomas A. Carnes , Jefferson P. Jones , Timothy B. Biggart and Katherine J. Barker Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [UK pound]60, [euro;]89.03 pp. 751-752 Blake Lebaron International Marketing Forecasts (2002),: London: Euromonitor Books, 606 pages. ISBN 0 84264-152-2, Paperback, $1250, [UK pound]625, [euro;]1250 pp. 753-754 Paul Goodwin Time-Series Forecasting,: Chris Chatfield, Chapman & Hall/CRC, London, 2001, Hardcover, 280 pages. ISBN: 1-58488-063-5, $74.95 pp. 754-755 Konstantinos Nikolopoulos Essays in Econometrics. Collected papers of Clive W.J. Granger. Volume I: Spectral analysis, Seasonality, Nonlinearity, Methodology and Forecasting. Volume II: Causality, Integration and Cointegration, and Long Memory,: Edited by Eric Ghysels, Norman R. Swanson, and Mark W. Watson, Cambridge University Press, 2001, Paperback. Volume I: pp. 523, ISBN: 0-521-77496-9, $40. Volume II: pp. 378, ISBN: 0-521-79649-0, $40 pp. 755-756 Konstantinos Nikolopoulos Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback) pp. 756-758 Lars-Erik Oller Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics, Vol. 154),: R. Kaiser and A. Maravall (eds.), Springer-Verlag, New York, 2000. ISBN 0-387-95112-1, pp. 200, $64.95 (Paperback) pp. 758-759 Qiang Xu Predicting Presidential Elections and Other Things,: Ray C. Fair. Stanford University Press: Stanford, CA, 2002, 168 pp., Hardback, ISBN 0-8047-4509-9, $26.00 pp. 760-761 J. Scott Armstrong Maddala, G.S., "Econometrics in the 21st Century," pp. 265-284 pp. 763-764 P Geoffrey Allen The impact of forecasting model selection on the value of information sharing in a supply chain: Zhao, X., J. Xie, and Leung, J. (Eds.), European Journal of Operational Research, 2002, Vol. 142, pp. 321-344 pp. 765-765 K. D. Lawrence Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] pp. 767-767 Clive W. J. Granger and Yongil Jeon Volume 19, issue 3 , 2003
Comparing forecasts of inflation using time distance pp. 339-349 Clive W. J. Granger and Yongil Jeon Predicting returns in U.S. financial sector indices pp. 351-367 Nathan Lael Joseph The predictability of asset returns: an approach combining technical analysis and time series forecasts pp. 369-385 Yue Fang and Daming Xu Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data pp. 387-400 In-Bong Kang A comparison of forecasting methods for hotel revenue management pp. 401-415 Larry R. Weatherford and Sheryl E. Kimes Accuracy, usefulness and the evaluation of analysts' forecasts pp. 417-434 Haim A. Mozes Univariate versus multivariate time series forecasting: an application to international tourism demand pp. 435-451 Johann du Preez and Stephen F. Witt Neural network forecasts of Canadian stock returns using accounting ratios pp. 453-465 Dennis Olson and Charles Mossman Debiasing forecasts: how useful is the unbiasedness test? pp. 467-475 Paul Goodwin and Richard Lawton Long memory time series and short term forecasts pp. 477-491 K. S. Man Forecasting autoregressive time series with bias-corrected parameter estimators pp. 493-502 Jae Hoon Kim On the specification of cointegrated autoregressive moving-average forecasting systems pp. 503-519 Donald Stephen Poskitt Econometrics of Qualitative Dependent Variables: Christian Gourieroux, translated by Paul B. Klassen (Cambridge, U.K., Cambridge University Press, 2000). ISBN 0 521 33149 8 (hardback), 0 521 58985 1 (paperback), pp. 372 pp. 521-523 David N. MARGOLIS Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9 pp. 523-524 Robert F. Phillips Making Social Science Matter: Why Social Inquiry Fails and How it Can Succeed Again,: Bent Flyvbjerg, Cambridge University Press, Cambridge, England, 2001, ISBN 0 521 77268 (hardback) [UK pound]37.50, $55.00 and 0 521 77568 (paperback) [UK pound]13.95, $20.00 pp. 524-525 Martin Wachs Macroeconomics and the Real World. Volume 1: Econometric Techniques and Macroeconomics,: Roger E. Backhouse and Andrea Salanti (Eds.), Oxford University Press, New York, 2001, Paperback, 301 pages, ISBN 0199242046, $26.95 pp. 525-527 Antonio Garcia-Ferrer A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00 pp. 527-530 Antonio Garcia-Ferrer Eliciting and Analyzing Expert Judgment: A practical guide,: Mary A. Meyer and Jane M. Booker, ASA-SIAM Series on Statistics and Applied Probability 2001, Hardcover, 459 pages. ISBN: 0-89871-474-5, $85 pp. 530-532 Konstantinos Nikolopoulos Practical Forecasting for Managers,: John C. Nash & Mary Nash (2001), London: Arnold and New York: Oxford University Press, 296 pages. ISBN 0 340 76238 1 Paperback [UK pound]24.99, $40.00 pp. 532-534 Paul Goodwin Statistics in the 21st Century,: Edited by Adrian E. Rafferty, Martin A. Tanner and Martin T. Wells, Monographs on Statistics and Applied Probability, Chapman and Hall/CRC (2002), Paperback, [UK pound]24.99, $39.95, ISBN 1-58488-272-7 pp. 534-535 Richard Lawton Quantitative Models in Marketing Research,: Philip Hans Franses and Richard Paap (Eds.), Cambridge University Press, Cambridge, UK. (2001), 206 pp. - ISBN 0-521-80166-4, [UK pound]30.00 pp. 535-538 Robert Patrick Trost and Julian Silk Technological Innovation and Economic Performance,: edited by Benn Steil, David Victor, Richard Nelson, A Council of Foreign Relations Book, Princeton University Press, Princeton, New Jersey, 2002, ISBN # 0-691-08874-8, $75.00 pp. 538-539 Costas Mastrogianis 20/20 Foresight Crafting Strategy in an Uncertain World,: by Hugh Courtney, Harvard Business School Press, Boston, Massachusetts, 2001. ISBN 1-57851-266-2 pp. 539-541 Fred Joutz The Effect of Collaborative Forecasting on Supply Chain Performance: Aviv, Y., 2001, Management Science, Vol. 47, No. 10, pp. 1326-1343. [aviv@olin.wustl.edu] pp. 543-544 John Olson Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment,: Brad M. Barber and Terrance Odean (Eds.), 2001, The Quarterly Journal of Economics, 1, pp. 262-292 pp. 544-545 Nada R. Sanders Volume 19, issue 2 , 2003
Improving our ability to predict the unusual event pp. 161-163 Herman O. Stekler Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts pp. 165-175 Kenneth Frank Wallis Exploiting information in vintages of time-series data pp. 177-197 K. D. Patterson A time-distance criterion for evaluating forecasting models pp. 199-215 Clive W. J. Granger and Yongil Jeon Forecast evaluation with shared data sets pp. 217-227 Ryan Sullivan , Allan Timmermann and Halbert White Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? pp. 229-239 Richard Ashley The influence of trend strength on directional probabilistic currency predictions pp. 241-256 Mary E. Thomson , Dilek Onkal-Atay , Andrew C. Pollock and Alex Macaulay Predicting the outcomes of National Football League games pp. 257-270 Bryan Leslie Boulier and Herman O. Stekler A model of export sales forecasting behavior and performance: development and testing pp. 271-285 Heidi Winklhofer and Adamantios Diamantopoulos Unmasking the Theta method pp. 287-290 Rob J Hyndman and Baki Billah Directional accuracy tests of long-term interest rate forecasts pp. 291-298 Mark Greer Forecasting the behaviour of manufacturing inventory pp. 299-311 Kevin Victor Albertson and Jonathan Aylen Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament pp. 313-317 Steven B Caudill STAMP 6.0: STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik and Neil Shephard. London: Timberlake Consultants Ltd, 2000. Prices for the package, which includes GiveWin and one set of books and 1 CD, are: Single user: $850+$50sh, 5-user: $1700+sh, 10-user: $2250+sh, 20-user: $3400+sh, Unlimited: $4250+sh. Prices vary when STAMP bought in combination with other OxMetrics products. Academic discounts are also available. Head office is Timberlake Consultants Limited, Unit B3, Broomsleigh Business Park, Worsley Bridge Road, London, SE26 SBN, UK. Tel.: +44 (0)20 86973377, Fax: +44 (0)20 86973388. Email: info@timberlake.co.uk. Websites: http://www.timberlake.co.uk and (in the U.S.) http://www.timberlake-consultancy.com. Main website for STAMP is: www.STAMP-software.com pp. 319-325 Charlie Hallahan New-Product Diffusion Models: V. Mahajan, E. Muller and Y. Wind (Eds.), Kluwer Academic Press, Boston & Dordrecht, 2000, ISBN 0-7923-7751-6. 115.50 EUR/99.95 USD/70.00 GBP pp. 327-328 Robert Fildes Econometric Analysis of Seasonal Time Series: Eric Ghysels and Denise Osborn, Themes in Modern Econometrics, 2001, Cambridge University Press, Paperback: ISBN 0-521-56588-x, $25, [UK pound]17.95, Hardback: ISBN 0-521-562600, $70, [UK pound]47.50 pp. 329-330 Sloboda`, Brian W Practical Business Forecasting: Michael K. Evans, Blackwell Publishing, Oxford, 2003, pp. 483, ISBN 0-631-22065-8, $69.95 pp. 330-332 Scott AndersonSenior Economist Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple: Arnold Zellner, Hugo A. Keuzenkamp, Michael McAleer (Editors), Cambridge University Press 2001, Hardcover, 312 pages. ISBN: 0-521-80361-6, $ 75 pp. 333-335 Konstantinos Nikolopoulos Corrigendum to "Telecommunications demand forecasting--a review": [International Journal of Forecasting 18 (2002) 489-522] pp. 337-337 Robert Fildes Volume 19, issue 1 , 2003
Some possible directions for future research pp. 1-3 Michael Peter Clements Conducting a sales forecasting audit pp. 5-25 Mark A. Moon , John T. Mentzer and Carlo D. Smith Researching Sales Forecasting Practice: Commentaries and authors' response on "Conducting a Sales Forecasting Audit" by M.A. Moon, J.T. Mentzer & C.D. Smith pp. 27-42 Robert Fildes , Stuart Bretschneider , Fred Collopy , Michael Lawrence , Doug Stewart , Heidi Winklhofer , John T. Mentzer and Mark A. Moon Using weather ensemble predictions in electricity demand forecasting pp. 57-70 James W. Taylor and Roberto Buizza Forecasting consumer credit card adoption: what can we learn about the utility function? pp. 71-85 Min Qi and Sha Yang Forecasting combination and encompassing tests pp. 87-94 Yue Fang Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy pp. 95-110 Francisco Fernando Ribeiro Ramos The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting pp. 111-121 Ronald Bewley and William Edward Griffiths Tourism forecasting: accuracy of alternative econometric models pp. 123-141 Haiyan Song , Stephen F. Witt and Thomas C. Jensen Normalization of seasonal factors in Winters' methods pp. 143-148 Blyth C. Archibald and Anne B. Koehler Small negative surprises: frequency and consequence pp. 149-159 Lawrence D. Brown
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