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Journal of Forecasting
2001 - 2011
Edited by Derek W. Bunn
from John Wiley & Sons, Ltd.
This journal is continued by Journal of Forecasting .
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Volume 22, issue 8 , 2003
Evidence of long memory in short-term interest rates pp. 553-568 Margaret R. Maier and Nigel Meade Rough sets bankruptcy prediction models versus auditor signalling rates pp. 569-586 Thomas E. McKee Tentative business confidence indicators for the Italian economy pp. 587-602 Giuseppe Parigi and Paolo Carnazza Forecasting with leading indicators revisited pp. 603-617 Chung-Shu Wu and Ruey S. Tsay Volume 22, issue 5 , 2003
On SETAR non-linearity and forecasting pp. 359-375 Dick van Dijk , Philip Hans Franses , Michael Peter Clements and Jeremy Smith On seasonal error correction when the processes include different numbers of unit roots pp. 377-389 Mårten Löf and Johan Lyhagen Forecasting new product trial in a controlled test market environment pp. 391-410 Bruce G. S. Hardie , Peter S. Fader and Robert Zeithammer BBVA-ARIES: a forecasting and simulation model for EMU pp. 411-426 Sonsoles Castillo and Fernando C. Ballabriga Volume 22, issue 4 , 2003
In search of leading indicators of economic activity in Germany pp. 277-297 Michael Funke and Harm Bandholz Non-linear forecasts of stock returns pp. 299-315 Angelos Kanas A neural network versus Black-Scholes: a comparison of pricing and hedging performances pp. 317-335 Henrik Amilon Selection of Value-at-Risk models pp. 337-358 Susan Thomas , Mandira Sarma and Ajay Shah Volume 22, issue 2-3 , 2003
Technology foresight-past and future pp. 79-82 Kerstin Cuhls and Ahti Salo Forecasting options for the future-to gain foresight to select and shape them pp. 83-91 Günter Clar From forecasting to foresight processes-new participative foresight activities in Germany pp. 93-111 Kerstin Cuhls Identifying critical technologies in the United States: a review of the federal effort pp. 113-128 Steven W. Popper and Caroline Wagner Identifying emerging generic technologies at the national level: the UK experience pp. 129-160 Michael Keenan Twelve lessons from 'Key Technologies 2005': the French technology foresight exercise pp. 161-177 Thomas Durand Evolving foresight in a small transition economy pp. 179-201 Attila Havas Foresight in a research institution: a critical review of two exercises pp. 203-217 Philippe Petithuguenin , Marie de Lattre-Gasquet and Jérôme Sainte-Beuve Developing futures for agriculture in the Netherlands: a systematic exploration of the strategic value of foresight pp. 219-233 Jan de Wilt , Barend van der Meulen and Hans Rutten Multicriteria methods for technology foresight pp. 235-255 Tommi Gustafsson , Ahti Salo and Ramakrishnan Ramanathan Innovative methodologies for exploring the future of automated vehicle guidance pp. 257-276 R. E. C. M. van der Heijden and V. A. W. J. Marchau Volume 22, issue 1 , 2003
Volatility forecasting for risk management pp. 1-22 Gita Persand and Chris Brooks Market risk management of banks: implications from the accuracy of Value-at-Risk forecasts pp. 23-33 Wai Yan Cheng , Michael Chak-sham Wong and Clement Yuk Pang Wong Modelling trends in central England temperatures pp. 35-47 Terence C. Mills and David I. Harvey Subset threshold autoregression pp. 49-66 Cathy W. S. Chen and Mike K. P. So Strategic bias, herding behaviour and economic forecasts pp. 67-77 Jordi Pons-Novell Volume 21, issue 8 , 2002
Forecasting Trend Output in the Euro Area pp. 543-58 Christian Schumacher Neural Network Pruning Applied to Real Exchange Rate Analysis pp. 559-77 Johan F Kaashoek and Herman K. van Dijk Multivariate Bayesian Regression Applied to the Problem of Network Security pp. 579-94 Kostas Triantafyllopoulos and John Pikoulas Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series pp. 595-99 Umberto Triacca Volume 21, issue 7 , 2002
A Threshold Stochastic Volatility Model pp. 473-500 Mike K P So , W K Li and K Lam Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks pp. 501-11 Ashok K Nag and Amit Mitra The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison pp. 513-42 Gianna Boero and Emanuela Marrocu Volume 21, issue 6 , 2002
Portfolio Managers' and Novices' Forecasts of Risk and Return: Are There Predictable Forecast Errors? pp. 395-416 Yaz Gulnur Muradoglu Guesstimation pp. 417-33 Wojciech W. Charemza Accurate Forecasting of the Undecided Population in a Public Opinion Poll pp. 435-49 Monterola, Christopher, et al A Ground-Level Ozone Forecasting Model for Santiago, Chile pp. 451-72 Hector Jorquera , Wilfredo Palma and Jose Tapia Volume 21, issue 5 , 2002
Conditional Predictability of Daily Exchange Rates pp. 301-15 Demosthenes N. Tambakis and Anne-Sophie Van Royen Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination pp. 317-54 Christian L Dunis and Xuehuan Huang Can Cointegration-Based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates pp. 355-80 McCrae, Michael, et al An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns pp. 381-93 Beum Jo Park Volume 21, issue 4 , 2002
Forecasting European GNP Data through Common Factor Models and Other Procedures pp. 225-44 Antonio Garcia-Ferrer and Pilar Poncela The Data Measurement Process for UK GNP: Stochastic Trends, Long Memory, and Unit Roots pp. 245-64 Kerry Patterson Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order pp. 265-80 Jae Hoon Kim Forecasting Multivariate Time Series with Linear Restrictions Using Constrained Structural State-Space Models pp. 281-300 Gurupdesh S Pandher Volume 21, issue 3 , 2002
Forecasting Exchange Rates Using Cointegration Models and Inra-day Data pp. 151-66 Adrian Trapletti , Alois Geyer and Friedrich Leisch Bayesian Forecasts for Cointegrated Models pp. 167-80 Shu-Ing Liu Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency pp. 181-92 John Okunev , Patrick J Wilson and Ralf Zurbruegg The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption pp. 193-206 Zijun Wang and David A Bessler Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity pp. 207-23 Guglielmo Maria Caporale and Nikitas Pittis Volume 21, issue 2 , 2002
Testing for (Common) Stochastic Trends in the Presence of Structural Breaks pp. 81-105 Fabio Busetti A Non-linear Dynamic Model for Multiplicative Seasonal-Trend Decomposition pp. 107-24 Tohru Ozaki and Peter Thomson On a Family of Finite Moving-Average Trend Filters for the Ends of Series pp. 125-49 Alistair G Gray and Peter J Thomson Volume 21, issue 1 , 2002
Efficient Forecasting in Nearly Non-stationary Processes pp. 1-26 Ismael Sanchez A Comparison of Methods for Bootstrapping in the Local Level Model pp. 27-38 Glaura C Franco and Reinaldo C Souza Statistical Analyses of Freeway Traffic Flows pp. 39-68 Claudia Tebaldi , Mike West and Alan F Karr Forecasting Hong Kong's Container Throughput: An Error-Correction Model pp. 69-80 Michael K Fung
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