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International Journal of Forecasting
1985 - 2013
Edited by R. J. Hyndman
from Elsevier
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Volume 24, issue 4 , 2008
Energy forecasting pp. 561-565 James W. Taylor and Antoni Espasa An hourly periodic state space model for modelling French national electricity load pp. 566-587 V. Dordonnat , Siem Jan Koopman , Marius Ooms , A. Dessertaine and J. Collet Forecasting the electricity load from one day to one week ahead for the Spanish system operator pp. 588-602 José Ramón Cancelo , Antoni Espasa and Rosmarie Grafe A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting pp. 603-615 Luiz Felipe Amaral , Reinaldo Castro Souza and Maxwell Stevenson Input space to neural network based load forecasters pp. 616-629 Alexandre P. Alves da Silva , Vitor H. Ferreira and Roberto M.G. Velasquez Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data pp. 630-644 Lacir J. Soares and Marcelo C. Medeiros An evaluation of methods for very short-term load forecasting using minute-by-minute British data pp. 645-658 James W. Taylor A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers pp. 659-678 Marek Brabec , Ondrej Konár , Emil Pelikán and Marek Malý Adaptive combination of forecasts with application to wind energy pp. 679-693 Ismael Sánchez Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models pp. 694-709 René Jursa and Kurt Rohrig Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions pp. 710-727 Anastasios Nicholas Panagiotelis and Michael Stanley Smith A new approach to characterizing and forecasting electricity price volatility pp. 728-743 Kam Fong Chan , Philip Gray and Bart van Campen Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models pp. 744-763 Rafał Weron and Adam Misiorek Forecasting electricity prices: The impact of fundamentals and time-varying coefficients pp. 764-785 Nektaria V. Karakatsani and Derek W. Bunn Volume 24, issue 3 , 2008
Stochastic population forecasts using functional data models for mortality, fertility and migration pp. 323-342 Rob J Hyndman and Heather Booth Aggregation across countries in stochastic population forecasts pp. 343-353 Juha Alho Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters pp. 354-367 Gianna Boero , Jeremy Smith and Kenneth Frank Wallis Real-time squared: A real-time data set for real-time GDP forecasting pp. 368-385 Roberto Golinelli and Giuseppe Parigi Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data pp. 386-398 Christian Schumacher and Jörg Breitung Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting pp. 399-413 Duo Qin , Marie Anne Cagas , Geoffrey Ducanes , Nedelyn Magtibay-Ramos and Pilipinas Quising Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys pp. 414-431 Aurélie Lemmens , Christophe Croux and Marnik G. Dekimpe Multimodality in GARCH regression models pp. 432-448 Jurgen A. Doornik and Marius Ooms A Portfolio Index GARCH model pp. 449-461 Manabu Asai and Michael McAleer Can idiosyncratic volatility help forecast stock market volatility? pp. 462-479 Nicholas Taylor Quarterly beta forecasting: An evaluation pp. 480-489 Vincent J. Hooper , Kevin Ng and Jonathan J. Reeves Forecasting bond yields in the Brazilian fixed income market pp. 490-497 José Valentim Machado Vicente and Benjamin Miranda Tabak On the forecasting performance of a small-scale DSGE model pp. 498-512 Michał Rubaszek and Paweł Skrzypczyński Exponentially weighted information criteria for selecting among forecasting models pp. 513-524 James W. Taylor Empirical evidence on individual, group and shrinkage seasonal indices pp. 525-534 Huijing Chen and John E. Boylan A bootstrap-based non-parametric forecast density pp. 535-550 Sebastiano Manzan and Dawit Zerom ,The Black Swan. The impact of the highly improbable.Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99 pp. 551-552 Paul Goodwin Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover pp. 552-553 Robert Fildes Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2 pp. 553-554 Aris A. Syntetos Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting pp. 557-557 Rob J Hyndman Volume 24, issue 2 , 2008
US presidential election forecasting: An introduction pp. 189-192 James E. Campbell and Michael S. Lewis-Beck Forecasting the presidential primary vote: Viability, ideology and momentum pp. 193-208 Wayne P. Steger It's about time: Forecasting the 2008 presidential election with the time-for-change model pp. 209-217 Alan . Abramowitz The economy and the presidential vote: What leading indicators reveal well in advance pp. 218-226 Robert S. Erikson and Christopher Wlezien Forecasting presidential elections: When to change the model pp. 227-236 Michael S. Lewis-Beck and Charles Tien Forecasting non-incumbent presidential elections: Lessons learned from the 2000 election pp. 237-258 Andrew H. Sidman , Maxwell Mak and Matthew J. Lebo Evaluating U.S. presidential election forecasts and forecasting equations pp. 259-271 James E. Campbell Campaign trial heats as election forecasts: Measurement error and bias in 2004 presidential campaign polls pp. 272-284 Mark Pickup and Richard Johnston Prediction market accuracy in the long run pp. 285-300 Joyce E. Berg , Forrest D. Nelson and Thomas A. Rietz The keys to the white house: An index forecast for 2008 pp. 301-309 Allan J. Lichtman The state of presidential election forecasting: The 2004 experience pp. 310-321 Randall J. Jones Volume 24, issue 1 , 2008
Elusive return predictability pp. 1-18 Allan Timmermann Elusive return predictability: Discussion pp. 19-21 Stephen J. Brown Elusive return predictability: Discussion pp. 22-28 David F. Hendry and J James Reade Reply to the discussion of Elusive Return Predictability pp. 29-30 Allan Timmermann Merging models and experts pp. 31-33 Philip Hans Franses The financial analyst forecasting literature: A taxonomy with suggestions for further research pp. 34-75 Sundaresh Ramnath , Steve Rock and Philip Shane Consensus and uncertainty: Using forecast probabilities of output declines pp. 76-86 Michael Peter Clements Macroeconomic forecasting with matched principal components pp. 87-100 Christiaan Heij , Dick van Dijk and Patrick Groenen Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts pp. 101-121 Costas Milas and Philip Rothman Are combination forecasts of S&P 500 volatility statistically superior? pp. 122-133 Ralf Becker and Adam Clements Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? pp. 134-150 Prasad Sankar Bhattacharya and Dimitrios D. Thomakos Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach pp. 151-162 Ruijun Bu and Brendan McCabe Simple robust averages of forecasts: Some empirical results pp. 163-169 Victor Richmond R. Jose and Robert L. Winkler Exponential smoothing in the telecommunications data pp. 170-174 Everette S. Gardner and Joaquin Diaz-Saiz Kenneth G. Stewart, Introduction to Applied Econometrics, Thomson Brooks/Cole, Belmont (2005) ISBN 0-534-36916-2 Hardcover, 913 pages pp. 175-176 Nlandu Mamingi Peter G.M. Swann, Putting econometrics in its place: A new direction in applied economics, Edward Elgar, Cheltenham (2006) ISBN 978 1 85898 305 9 xiv + 250 pp pp. 177-179 P Geoffrey Allen Thomas B. Fomby and Dek Terrell, Editors, Econometric analysis of financial and economic time series, Advances in Econometrics, Volume 20, Part 2, Elsevier Ltd. (2006) 352 pages, Price, $105, ISBN-10: 0-7623-1273-4, ISBN-13: 978-0-7623-1273-3 pp. 179-183 Lars-Erik Öller Nicolas Carnot, Vincent Koen and Bruno Tissot, Economic Forecasting, Palgrave Macmillan (2005) ISBN 1-4039-3653-6 (hardback), £65, ISBN 1-4039-3653-4 (paperback), $22.50, 315pp pp. 183-184 Lars-Erik Öller and Pär Stockhammar Special issue on decision making and planning under low levels of predictability pp. 186-186 Spyros Makridakis and Nassim Nicholas Taleb
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