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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 24, issue 8 , 2005
Forecasting and signal extraction with misspecified models pp. 539-556 Tommaso Proietti Forecasting in the presence of level shifts pp. 557-574 Aaron Smith Nowcasting quarterly GDP growth in a monthly coincident indicator model pp. 575-592 Luis C. Nunes Currency forecasting based on an error components-seemingly unrelated nonlinear regression model pp. 593-605 Winston T. Lin Volume 24, issue 7 , 2005
Statistical surveillance of cyclical processes with application to turns in business cycles pp. 465-490 David Bock , Eva Andersson and Marianne Frisén Forecasting euro area inflation using dynamic factor measures of underlying inflation pp. 491-503 George Kapetanios and Gonzalo Camba-Mendez Development of a multifunctional sales response model with the diagnostic aid of artificial neural networks pp. 505-521 Derek W. Bunn and Stefania Pantelidaki The multi-chain Markov switching model pp. 523-537 Edoardo Otranto Volume 24, issue 6 , 2005
Stochastic models underlying Croston's method for intermittent demand forecasting pp. 389-402 Rob J Hyndman and Lydia Shenstone Performance evaluation of neural network architectures: the case of predicting foreign exchange correlations pp. 403-420 Mark T. Leung and An-Sing Chen A leading indicator approach to predicting short-term shifts in demand for business travel by air to and from the UK pp. 421-432 Nenad Njegovan Evaluating forecasts: a look at aggregate bias and accuracy measures pp. 433-451 Dean W. Wichern and Benito E. Flores A note on in-sample and out-of-sample tests for Granger causality pp. 453-464 Shiu-Sheng Chen Volume 24, issue 5 , 2005
Political manoeuvrings as sources of measurement errors in forecasts pp. 311-324 Suzanna Maria Paleologou Regional econometric income forecast accuracy pp. 325-333 Roberto Tinajero , Thomas Fullerton and Lawrence Waldman A forecasting procedure for nonlinear autoregressive time series models pp. 335-351 Yuzhi Cai Long-term sales forecasting using holt-winters and neural network methods pp. 353-368 Markos Papageorgiou , Apostolos Kotsialos and Antonios Poulimenos Forecasting the dollar|euro exchange rate: are international parities useful? pp. 369-377 Emma García and Simon Sosvilla-Rivero Identifying the time-effect factors of multiple time series pp. 379-387 Yu-pin Hu Volume 24, issue 3 , 2005
Conditional volatility forecasting in a dynamic hedging model pp. 155-172 Michael S. Haigh Testing and forecasting the degree of integration in the US inflation rate pp. 173-187 Luis Alberiko Gil-Alana Beating the random walk in Central and Eastern Europe pp. 189-201 Jesus Crespo Cuaresma and Jaroslava Hlouskova A common model approach to macroeconomics: using panel data to reduce sampling error pp. 203-219 William Thomas Gavin and Athena T. Theodorou Predicting returns and volatility with macroeconomic variables: evidence from tests of encompassing pp. 221-231 Robert Sollis Volume 24, issue 2 , 2005
Forecasting recessions using the yield curve pp. 77-103 Marcelle Chauvet and Simon Potter Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data pp. 105-117 Yoshio Kajitani , A. Ian Mcleod and Keith W. Hipel Forecast performance of nonlinear error-correction models with multiple regimes pp. 119-138 Zacharias Psaradakis and Fabio Spagnolo Forecasting outcomes in spread betting markets: can bettors use 'quarbs' to beat the book? pp. 139-154 David Paton and Leighton Vaughan Williams Volume 24, issue 1 , 2005
Forecasting time series with long memory and level shifts pp. 1-16 Philip Hans Franses and Namwon Hyung Prediction intervals for exponential smoothing using two new classes of state space models pp. 17-37 Anne B. Koehler , Rob J Hyndman , Ralph David Snyder and Keith Ord Forecasting stock prices using a hierarchical Bayesian approach pp. 39-59 Lynn Kuo , Jun Ying and Gim S. Seow A Bayesian threshold nonlinearity test for financial time series pp. 61-75 Cathy W. S. Chen , Mike K. P. So and Ming-Tien Chen Volume 23, issue 8 , 2004
Comparing the accuracy of density forecasts from competing models pp. 541-557 Giorgio Valente and Lucio Sarno Probability distributions, trading strategies and leverage: an application of Gaussian mixture models pp. 559-585 Paulo Lisboa , Christian L. Dunis and Andreas Lindemann A fractal forecasting model for financial time series pp. 586-601 Gordon R. Richards Value at risk from econometric models and implied from currency options pp. 603-620 James Chong Resuscitating the cobweb cycle pp. 621-624 Klaus Reiner Schenk-Hoppé Volume 23, issue 7 , 2004
Monetary policy, composite leading economic indicators and predicting the 2001 recession pp. 463-477 Mehdi Mostaghimi Finding good predictors for inflation: a Bayesian model averaging approach pp. 479-496 Sune Karlsson and Tor Jacobson Unemployment variation over the business cycles: a comparison of forecasting models pp. 497-511 Laura K. Brown and Saeed Moshiri Local to unity, long-horizon forecasting thresholds for model selection in the AR(1) pp. 513-539 John Lovick Turner Volume 23, issue 6 , 2004
Smooth transition exponential smoothing pp. 385-404 James W. Taylor Combination forecasts of output growth in a seven-country data set pp. 405-430 Mark W. Watson and James H. Stock Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation pp. 431-447 Gulasekaran Rajaguru and Tilak Abeysinghe Daily volatility forecasts: reassessing the performance of GARCH models pp. 449-460 Alan E. H. Speight and David G. McMillan Volume 23, issue 5 , 2004
Long-run forecasting in multicointegrated systems pp. 315-335 Tom Engsted , Niels Haldrup and Boriss Siliverstovs A comparison of temperature density forecasts from GARCH and atmospheric models pp. 337-355 Roberto Buizza and James W. Taylor Forecasting the Treasury's balance at the Fed pp. 357-371 Daniel L Thornton Asymmetry in the link between the yield spread and industrial production: threshold effects and forecasting pp. 373-384 Ioannis A. Venetis , David A. Peel and Ivan Paya Volume 23, issue 4 , 2004
Intrinsic bubbles revisited: evidence from nonlinear cointegration and forecasting pp. 237-250 Angelos Kanas and Yue Ma Forecast accuracy after pretesting with an application to the stock market pp. 251-274 Jan R. Magnus and Dmitry Danilov Updating ARMA predictions for temporal aggregates pp. 275-296 Yue Fang and Sergio G. Koreisha Human judgments in New York state sales and use tax forecasting pp. 297-314 Kuo-Yuan Liang and Yu-Ying Kuo Volume 23, issue 3 , 2004
Asymmetries in conditional mean and variance: modelling stock returns by asMA-asQGARCH pp. 155-171 Jan G. De Gooijer and Kurt Brännäs Vector smooth transition regression models for US GDP and the composite index of leading indicators pp. 173-196 Maximo Camacho A classifying procedure for signalling turning points pp. 197-214 Lars-Erik Öller and Lasse Koskinen Robustness of alternative non-linearity tests for SETAR models pp. 215-231 Man-Wai Ng and Wai-Sum Chan Review of 'Principles of Forecasting', J. Scott Armstrong (ed.), Kluwer Academic Publishers, 2001, ISBN 0-7923-7930-6 pp. 233-235 Lilian M. de Menezes Volume 23, issue 2 , 2004
Do seasonal unit roots matter for forecasting monthly industrial production? pp. 77-88 Philip Hans Franses and Yoshinori Kawasaki Which survey indicators are useful for monitoring consumption? Evidence from European countries pp. 89-98 W. Jos Jansen and Niek Nahuis An outlier robust hierarchical Bayes model for forecasting: the case of Hong Kong pp. 99-114 William W. Chow Can out-of-sample forecast comparisons help prevent overfitting? pp. 115-139 Todd Clark Bias-corrected bootstrap prediction regions for vector autoregression pp. 141-154 Jae Hoon Kim Volume 23, issue 1 , 2004
Forecasts of the seasonal fractional integrated series pp. 1-17 Vivien Guiraud , Michel Terraza and Olivier Darné Medium-term forecasts of potential GDP and inflation using age structure information pp. 19-49 Thomas Lindh Forecasting football results and the efficiency of fixed-odds betting pp. 51-66 Ioannis Asimakopoulos and John Goddard Forecasting commercial paper rates pp. 67-76 William Carlson , Celia Varick and Conway Lackman
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