Journal of Forecasting

2012 - 2012

Edited by Derek W. Bunn

from John Wiley & Sons, Ltd.

This journal is a continuation of Journal of Forecasting.
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Volume 31, issue 3, 2012

Semiparametric forecast intervals pp. 189-228

Jason J. Wu

A latent variable approach to forecasting the unemployment rate pp. 229-244

Chew Lian Chua, G. C. Lim and Sarantis Tsiaplias

Spurious Forecasts? pp. 245-259

Berenice Martínez‐Rivera, Daniel Ventosa‐Santaulària and J. Eduardo Vera‐Valdés

Using Firm‐Level Leverage as an Investment Strategy pp. 260-279

Yaz Gűlnur Muradoğlu and Sheeja Sivaprasad

Volume 31, issue 2, 2012

Analyzing Macroeconomic Forecastability pp. 99-108

Ray C. Fair

Parameter Space Restrictions in State Space Models pp. 109-123

Duk Bin Jun, Dong Soo Kim, Sungho Park and Myoung Hwan Park

Term Structure Forecasting: No‐Arbitrage Restrictions versus Large Information Set pp. 124-156

Carlo Favero, Linlin Niu and Luca Sala

The Volatility and Density Prediction Performance of Alternative GARCH Models pp. 157-171

Teng‐Hao Huang and Yaw‐Huei Wang

Forecasting Performance of Nonlinear Models for Intraday Stock Returns pp. 172-188

José M. Matías and Juan C. Reboredo

Volume 31, issue 1, 2012

Business Cycle Forecasts and their Implications for High Frequency Stock Market Returns pp. 1-14

Horst Entorf, Anne Gross and Christian Steiner

The Role of Financial Variables in predicting economic activity pp. 15-46

Raphael A Espinoza, Fabio Fornari and Marco Jacopo Lombardi

Predicting the Direction of the Fed's Target Rate pp. 47-67

Heikki Kauppi

Henderson‐Trending of Macroeconomic Variables and Forecasting Accuracy pp. 68-84

Liam John Anthony Lenten

Forecasting Aggregated Moving Average Processes with an Application to the Euro Area Real Interest Rate pp. 85-98

Giacomo Sbrana