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International Journal of Forecasting
1985 - 2013
Edited by R. J. Hyndman
from Elsevier
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Volume 23, issue 4 , 2007
Long-run income forecasting pp. 533-538 Dennis Ahlburg and Thomas Lindh Long-term forecasting and evaluation pp. 539-551 Clive W. J. Granger and Yongil Jeon Demographically based global income forecasts up to the year 2050 pp. 553-567 Thomas Lindh and Bo Malmberg Does age structure forecast economic growth? pp. 569-585 David E. Bloom , David Canning , Günther Fink and Jocelyn E. Finlay The effects of age structure on economic growth: An application of probabilistic forecasting to India pp. 587-602 Alexia Fürnkranz-Prskawetz , Tomas Kögel , W.C. Sanderson and S. Scherbov Who gains from the demographic dividend? Forecasting income by age pp. 603-619 Sang-Hyop Lee and Andrew Mason Income growth in the 21st century: Forecasts with an overlapping generations model pp. 621-635 David de la Croix , Frédéric Docquier and Philippe Liegeois Long term projections of carbon emissions pp. 637-653 Warwick J. McKibbin , David Pearce and Alison Stegman Macroeconomic forecasting using structural factor analysis pp. 655-677 Dandan Liu and Dennis W. Jansen Evaluating factor forecasts for the UK: The role of asset prices pp. 679-693 Fadi Zaher Predictive financial models of the euro area: A new evaluation test pp. 695-705 Ekaterini Panopoulou Optimal prediction under LINLIN loss: Empirical evidence pp. 707-715 Yasemin Ulu Nonparametric econometrics: Theory and practice pp. 717-719 Sloboda`, Brian W Thomas F. Wallace and Robert A. Stahl, Sales Forecasting: A New Approach, T.F. Wallace & Co. (2006) ISBN: 0-9674884-1-9 (paper), $44.95, 166 pages pp. 719-720 Robert Fildes Volume 23, issue 3 , 2007
Judgement in forecasting pp. 343-345 Mathew Parackal , Paul Goodwin and O'Connor, Marcus When do purchase intentions predict sales? pp. 347-364 Vicki G. Morwitz , Joel H. Steckel and Alok Gupta Structured analogies for forecasting pp. 365-376 Kesten Charles Green and J. Scott Armstrong Providing support for the use of analogies in demand forecasting tasks pp. 377-390 Wing Yee Lee , Paul Goodwin , Robert Fildes , Konstantinos Nikolopoulos and Michael Lawrence The process of using a forecasting support system pp. 391-404 Paul Goodwin , Robert Fildes , Michael Lawrence and Konstantinos Nikolopoulos The comparative accuracy of judgmental and model forecasts of American football games pp. 405-413 ChiUng Song , Bryan Leslie Boulier and Herman O. Stekler Predicting Wimbledon 2005 tennis results by mere player name recognition pp. 415-426 Benjamin Scheibehenne and Arndt Broder Judgemental bootstrapping of technical traders in the bond market pp. 427-445 Roy Batchelor and Tai Yeong Kwan Forecasting of software development work effort: Introduction pp. 445-447 J. Scott Armstrong Forecasting of software development work effort: Evidence on expert judgement and formal models pp. 449-462 Magne Jorgensen Is task complexity an exception to the superiority of mechanized judgement, or a barrier to it? pp. 463-464 Jason Dana Information asymmetry and aggregation rules: A comment on Jorgensen (2007) pp. 465-467 Robin Miles Hogarth Difficulty and complexity as factors in software effort estimation pp. 469-471 Fred Collopy How should we compare forecasting models with expert judgement? pp. 473-474 Magne Jorgensen Organizational factors in sales forecasting management pp. 475-495 Donna F. Davis and John T. Mentzer Does past volatility affect investors' price forecasts and confidence judgements? pp. 497-511 Ning Du and David V. Budescu Forecasting and analyzing insurance companies' ratings pp. 513-529 Tony van Gestel , David Martens , Bart Baesens , Daniel Feremans , Johan Huysmans and Jan Vanthienen John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 pp. 529-531 Richard Paap Volume 23, issue 2 , 2007
Introduction to "The future of macroeconomic forecasting" pp. 159-165 Ullrich Heilemann and Herman O. Stekler How far ahead can we forecast? Evidence from cross-country surveys pp. 167-187 Gultekin Isiklar and Kajal Lahiri Bias in macroeconomic forecasts pp. 189-203 Roy Batchelor Quantifying the quality of macroeconomic variables pp. 205-217 Lars-Erik Oller and Alex Teterukovsky A comparison of methods for the construction of composite coincident and leading indexes for the UK pp. 219-236 Andrea Carriero and Massimiliano Marcellino The future of macroeconomic forecasting: Understanding the forecasting process pp. 237-248 Herman O. Stekler Qualitative business surveys and the assessment of employment -- A case study for Germany pp. 249-258 Klaus Abberger Leading indicators for euro area government deficits pp. 259-275 Javier J. Pérez García The timing and accuracy of leading and lagging business cycle indicators: A new approach pp. 277-287 Knut Lehre Seip and Robert McNown The information content of the Bond-Equity Yield Ratio: Better than a random walk? pp. 289-305 Pierre Giot and Mikael Petitjean Forecasting realized exchange rate volatility by decomposition pp. 307-320 Markku Lanne Significance tests harm progress in forecasting pp. 321-327 J. Scott Armstrong Significance tests harm progress in forecasting: Comment pp. 329-330 Herman O. Stekler Comments on "significance tests harm progress in forecasting" pp. 331-332 Keith Ord Should we be using significance tests in forecasting research? pp. 333-334 Paul Goodwin Statistical significance tests are unnecessary even when properly done and properly interpreted: Reply to commentaries pp. 335-336 J. Scott Armstrong Dek Terrell and Thomas B. Fomby, Editors, Advances in Econometrics, Econometric Analysis of Financial and Economic Time Series Vol. 20, Part A, JAI Press (2006) ISBN 0-7623-1274-2 379 pp., Part A pp. 337-339 Sloboda`, Brian W P.E. Tetlock, Expert political judgment: How good is it? How can we know?, Princeton University Press (2006) ISBN 978-0-691-12871-9 Paperback, 352 pp pp. 339-342 Adrian Tschoegl and J. Scott Armstrong Volume 23, issue 1 , 2007
Combining density forecasts pp. 1-13 Stephen George Hall and James Mitchell Using forecasts of forecasters to forecast pp. 15-28 Ingmar Nolte and Winfried Pohlmeier Accuracy of GDP growth forecasts for transition countries: Ten years of forecasting assessed pp. 29-45 Libor Krkoska and Utku Teksoz Business and consumer expectations and macroeconomic forecasts pp. 47-69 Oscar Claveria , Ernest Pons and Raul Ramos Forecasting exchange rates: A robust regression approach pp. 71-84 Arie Preminger and Raphael Franck Optimal design of early warning systems for sovereign debt crises pp. 85-100 Ana-Maria Fuertes and Elena Kalotychou Forecasting spot and forward prices in the international freight market pp. 101-114 Roy Batchelor , Amir H. Alizadeh and Ilias Visvikis Non-linear forecasting of stock returns: Does volume help? pp. 115-126 David G. McMillan Institutional and individual sentiment: Smart money and noise trader risk? pp. 127-145 Maik Schmeling Increase in mean square forecast error when omitting a needed covariate pp. 147-152 Johannes Ledolter New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages pp. 152-153 Robert Taylor Advances in Business and Management Forecasting(volume 4), Kenneth D. Lawrence & Michael D. Geurts (eds), Elsevier: JAI Press, Hardback, 302 pages, ISBN: 0-7623-1281-5 pp. 154-155 A.A. Syntetos Corrigendum to "Stable seasonal pattern models for forecast revision: A comparative study" [International Journal of Forecasting, 22 (2006), 799-818] pp. 155-157 Phillip M. Yelland
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