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International Journal of Forecasting

1985 - 2016

Current editor(s): R. J. Hyndman

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Volume 9, issue 4, 1993

Dynamic structural analysis and forecasting of residential electricity consumption pp. 437-455 Downloads
John L. Harris and Lon-Mu Liu
The demand for gasoline: a two stage approach pp. 457-465 Downloads
M. A. Elkhafif and A. A. Kubursi
Periodic integration in quarterly UK macroeconomic variables pp. 467-476 Downloads
Philip Hans Franses and Gerbert Romijn
Combining historical and preliminary information to obtain timely time series data pp. 477-485 Downloads
Victor M. Guerrero
Rounding errors in autoregressive processes pp. 487-508 Downloads
Antonie Stam and Kenneth O. Cogger
Seasonal exponential smoothing with damped trends: An application for production planning pp. 509-515 Downloads
Tan Miller and Matthew Liberatore
Using group seasonal indices in multi-item short-term forecasting pp. 517-526 Downloads
Derek W. Bunn and A. I. Vassilopoulos
Accuracy measures: theoretical and practical concerns pp. 527-529 Downloads
Spyros Makridakis
Microcomputer software of interest to forecasters in comparative review: An update pp. 531-575 Downloads
Robert S. Rycroft
Introduction to multiple time series: H. Lutkepohl, 1991, (Springer, New York), 552 pp., paperback US$59.00, ISBN 0-387-53194-7 pp. 577-578 Downloads
Sune Karlsson
Konjunkturprognoser och konjunkturpolitikk--Ekonomiska radets arsbok 1992 (Business cycle forecasting and stabilization policies--Economic council yearbook 1992: (Allmanna Forlaget, Stockholm, 1993), pp. 116, ISBN 91-3812586-X, ISSN 1100-3413 pp. 578-579 Downloads
A. Cappelen
Market research using forecasting in business: Peter Clifton, Hai Nguyen and Susan Nutt, 1991, (Butterworth and Heinemann, Stoneham, MA), 294 pp., paperback, US$29.95, ISBN 0-7506-0153-1 pp. 579-580 Downloads
Kenneth D. Lawrence
Modelling seasonality: Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188) pp. 580-582 Downloads
Elizabeth Rose
Time series models, second edition: Andrew C. Harvey, 1993, (Harvester-Wheatsheaf, New York) xviii + 308 pp., [UK pound]14.99 (paperback), ISBN 0-7450-1200-0 pp. 582-583 Downloads
W. D. Ray
Total contingency planning for disasters: Kenneth N. Myers, 1993, (Wiley, New York) xvi + 270 pp., [UK pound]45.50, ISBN 0-471-574418-X pp. 583-583 Downloads
W. D. Ray
Management science: George Duncan, Wilpen Gorr and Janusz Szczypula, 1993, "Bayesian forecasting for seemingly unrelated time series: an application to local government forecasting"39, 275-293 pp. 585-586 Downloads
Robert Fildes
Journal of the Royal Statistical Society (B): Gary K. Grunwald, Adrian E. Raftery and Peter Guttorp, 1993, "Time series of continuous proportions", 55, 103-116 pp. 586-587 Downloads
Robert Fildes

Volume 9, issue 3, 1993

Earnings forecasting research: its implications for capital markets research pp. 295-320 Downloads
Lawrence D. Brown
Commentary on: Lawrence D. Brown "Earnings forecasting research: its implications for capital markets research" pp. 321-323 Downloads
O'Hanlon, J.
Comments on 'Earnings forecasting research: its implications for capital markets research', by L. Brown pp. 325-330 Downloads
Jacob K. Thomas
Comments on 'Earnings forecasting research: its implications for capital markets research' by L. Brown pp. 331-335 Downloads
Philip Brown
Comments on 'earnings forecasting research: its implications for capital markets research' by L. Brown pp. 337-342 Downloads
Mark E. Zmijewski
Reply to commentaries on "Earnings forecasting research: its implications for capital markets research" pp. 343-344 Downloads
Lawrence D. Brown
Accuracy improvements from a consensus of updated individual analyst earnings forecasts pp. 345-353 Downloads
Scott E. Stickel
Betting on trends: Intuitive forecasts of financial risk and return pp. 355-371 Downloads
Werner P. M. De Bondt
Forecasting the return and risk on a portfolio of assets pp. 373-386 Downloads
Nigel Meade
Economic evaluation of commodity price forecasting models pp. 387-397 Downloads
Mary E. Gerlow, Scott Irwin and Te-Ru Liu
Forecasting the number of competing products in high-technology markets pp. 399-405 Downloads
Eileen Bridges, Katherine B. Ensor and John A. Norton
Developing a Bayesian vector autoregression forecasting model pp. 407-421 Downloads
David Spencer
Software review pp. 423-428 Downloads
Leonardo J. Tashman and Michael E. Brody
Accuracy of judgmental forecasts: A comparison: R. Nada Sanders, Omega, 20 (1992) 353-364 pp. 429-430 Downloads
J. Armstrong
Calculating interval forecasts: C. Chatfield, Journal of business and economic statistics, 11 (1993), 121-144 (with discussion and response by author) pp. 430-430 Downloads
Keith Ord
A case study of expert judgment: Economists probabilities versus base-rate model forecasts: Phillip A. Braun and Ilan Yaniv, Journal of behavioral decision making, 5 (1992), 217-231 pp. 431-431 Downloads
J. Armstrong
The uses and abuses of consensus forecasts: Stephen K. McNees,Journal of forecasting, 11 (1992) 703-710 pp. 431-432 Downloads
J. Armstrong

Volume 9, issue 2, 1993

Improving judgmental time series forecasting: A review of the guidance provided by research pp. 147-161 Downloads
Paul Goodwin and George Wright
Judgemental forecasting in times of change pp. 163-172 Downloads
O'Connor, Marcus, William Remus and Ken Griggs
Forecasting replacement demand by occupation and education pp. 173-185 Downloads
E. J. T. A. Willems and Andries de Grip
Modeling and forecasting the time series of US fertility: Age distribution, range, and ultimate level pp. 187-202 Downloads
Ronald Lee
Energy forecasting models, simulations and price sensitivity: New formulation pp. 203-210 Downloads
Mahmoud A. T. Elkhafif
Constructing leading indicators from non-balanced sectoral business survey series pp. 211-225 Downloads
Horst Entorf
On the estimation of time-series quantiles using smoothed order statistics pp. 227-243 Downloads
Rene Gelinas and Pierre Lefrancois
Forecasting the failure of component parts in computer systems: A case study pp. 245-253 Downloads
Everette Gardner
Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model pp. 255-269 Downloads
Bonnie K. Ray
Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 pp. 271-272 Downloads
Kenneth Holden
Dynamical systems. An introduction with applications in economics and biology: Pierre N.M. Tu, 1992 (Springer, Berlin-Heidelberg), xi + 252 pp., DM 49.80, ISBN 3-540-55780-6 pp. 272-272 Downloads
W. D. Ray
Nonlinear modeling and forecasting: Martin Casdagli and Stephen Eubank (eds.), 1992, (Addison-Wesley, Reading, MA), 533 pp., paper-back $34.50, ISBN 0-201-58788-2 pp. 273-274 Downloads
Rong Chen
Forecasting elections: Michael S. Lewis-Beck and Tom W. Rice, 1992, (CQ Press, Washington, DC), 163 pp., paperback $18.95, ISBN 0-8718 7-600-0 pp. 274-275 Downloads
Herman Stekler
Business cycles: Theory, history, indicators, and forecasting: Victor Zarnowitz, 1992, (University of Chicago Press, Chicago), xvii + 593 pp., $70.00, ISBN 0-226-97890-7 pp. 275-277 Downloads
Ernst A. Boehm
Guide to forecasts and projections: Don Pallais and Stephen D. Holton, 1992, (Practitioners Publishing, Fort Worth, TX), 2 vols., $120.00 pp. 277-278 Downloads
Jay D. Forsyth
Selling the story: The layman's guide to collecting and communicating demographic information: William Dunn, 1992, (American Demographic Books, Ithaca, NY), 245 pp., paperback $27.50, hardback $39.95, ISBN 0-936889-14-4 pp. 278-279 Downloads
Karen Hamrick
A critique of recent papers on "Trends, random walks, and break points in macroeconomic time series" pp. 281-283 Downloads
Robert Fildes
"Rule-based forecasting: Development and validation of an expert systems approach to combining time series extrapolations": Fred Collopy and J. Scott Armstrong, Management science, 38 (1992) 1394-1414 pp. 284-285 Downloads
Chris Chatfield
"A simple nonparameteric test of predictive performance": M. Hashem Pesaran and Allan Timmerman, Journal of business and economic statistics, 10 (1992) 461-465 pp. 285-285 Downloads
Robert Fildes

Volume 9, issue 1, 1993

Neural networks: Forecasting breakthrough or passing fad? pp. 1-3 Downloads
Chris Chatfield
The M2-competition: A real-time judgmentally based forecasting study pp. 5-22 Downloads
Spyros Makridakis, Chris Chatfield, Michele Hibon, Michael Lawrence, Terence Mills, Keith Ord and LeRoy F. Simmons
A personal view of the M2-competition pp. 23-24 Downloads
Chris Chatfield
Computational aspects and a personal view of the M2-competition pp. 24-25 Downloads
Michele Hibon
The M2-competition: Some personal views pp. 25-26 Downloads
Michael Lawrence
The M2-competition: Some personal reflections pp. 26-26 Downloads
Terence C. Mills
Personal views of the M2-competition pp. 26-28 Downloads
Keith Ord, Pamela A. Geriner, David Reilly and Robert Winkel
The value of empirical work: A personal view pp. 28-29 Downloads
Spyros Makridakis
Geoffrey H. Moore and dynamic statistical methods pp. 31-37 Downloads
Philip A. Klein
Monitoring business conditions at the CIBCR pp. 39-48 Downloads
John P. Cullity
Forecasting criminal sentencing decisions pp. 49-60 Downloads
Duncan I. Simester and Roderick J. Brodie
Forecasting the Swedish unemployment rate VAR vs. transfer function modelling pp. 61-76 Downloads
Per-Olov Edlund and Sune Karlsson
Evaluation of alternative leading indicators of British Columbia industrial employment pp. 77-83 Downloads
Richard A. Holmes and Abul F. M. Shamsuddin
The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models pp. 85-93 Downloads
Luiz Hotta
Constrained forecasting in autoregressive time series models: A Bayesian analysis pp. 95-108 Downloads
Enrique de Alba
The ambiguous nature of forecasts in project evaluation: Diagnosing the over-optimism of rate-of-return analysis pp. 109-115 Downloads
William Ascher
Are economic forecasts significantly better than naive predictions? An appropriate test pp. 117-120 Downloads
R. A. Kolb and Herman Stekler
Software reviews pp. 121-129 Downloads
Leonard J. Tashman and Peter A. Tashman
A manager's guide to technology forecasting and strategy analysis methods: Stephen M. Millett and Edward J. Honton, 1991, (Battelle Press, Columbus, OH), 99 pp. $19.95. ISBN 0 935470 63 8 pp. 131-133 Downloads
Peg Young
Scanning the future: A long term scenario study of the world economy 1990-2015: Central Planning Bureau, 1992, (Sdu Publishers, The Hague), 246 pp., ISBN 9039902046 pp. 133-134 Downloads
Andrew Hughes Hallett
Nonlinear dynamics, chaos, and instability: William A. Brock, David A. Hsieh and Blake LeBaron, 1991, (MIT Press, Cambridge) 328, pp. [UK pound]29.25. ISBN 0-262-02329-6 pp. 134-135 Downloads
Jan G. Gooijer
Forecasting for technologists and engineers: Brian C. Twiss, 1992, IEE Management of Technology Series 15 (Peter Peregrinus, London) pp. xv + 221, [UK pound]19.00 paperback. ISBN 0 86341 285 8 pp. 135-136 Downloads
W. D. Ray
Finding public opinion data: A guide to sources: Tom W. Smith and Frederick D. Weil, Public Opinion Quarterly, 54 (1990), 609-626 pp. 137-138 Downloads
J. Armstrong
Municipal forecasting practice: 'Demand' and 'supply' side perspectives": Howard A. Frank and Jane McCollough, International Journal of Public Administration, 15 (1992) 1669-1696 pp. 137-137 Downloads
J. Armstrong
On predictive least squares principles: C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 pp. 138-139 Downloads
Jan G. Gooijer
The role of judgment in macroeconomic forecasting: D.S. Turner, Journal of Forecasting, 9 (1990), 315-345 pp. 138-138 Downloads
Stephen McNees
Page updated 2016-05-26