International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 41, issue 3, 2025

Trust the experts? The performance of inflation expectations, 1960–2023 pp. 863-876

Tyler Goodspeed

The decrease in confidence with forecast extremity pp. 877-893

Doron Sonsino and Yefim Roth

Credit scoring model for fintech lending: An integration of large language models and FocalPoly loss pp. 894-919

Yufei Xia, Zhiyin Han, Yawen Li and Lingyun He

A semi-supervised reject inference framework with hierarchical heterogeneous networks for credit scoring pp. 920-939

Liao Chen, Ning Jia, Zhixian Jiao, Hongke Zhao, Runbang Cui and Huimin Wang

The structural Theta method and its predictive performance in the M4-Competition pp. 940-952

Giacomo Sbrana and Andrea Silvestrini

Forecasting CPI inflation under economic policy and geopolitical uncertainties pp. 953-981

Shovon Sengupta, Tanujit Chakraborty and Sunny Kumar Singh

Time-varying parameters as ridge regressions pp. 982-1002

Philippe Goulet Coulombe

Fundamental determinants of exchange rate expectations pp. 1003-1021

Joscha Beckmann and Robert L. Czudaj

Constructing hierarchical time series through clustering: Is there an optimal way for forecasting? pp. 1022-1036

Bohan Zhang, Anastasios Panagiotelis and Han Li

Interpretable water level forecaster with spatiotemporal causal attention mechanisms pp. 1037-1054

Sungchul Hong, Yunjin Choi and Jong-June Jeon

Econometric forecasting using ubiquitous news text: Text-enhanced factor model pp. 1055-1072

Beomseok Seo

Testing for equal predictive accuracy with strong dependence pp. 1073-1092

Laura Coroneo and Fabrizio Iacone

SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks pp. 1093-1111

Alessio Brini and Giacomo Toscano

Decision-focused linear pooling for probabilistic forecast combination pp. 1112-1125

Akylas Stratigakos, Salvador Pineda and Juan Miguel Morales

Stock return predictability in the frequency domain pp. 1126-1147

Zhifeng Dai, Fuwei Jiang, Jie Kang and Bowen Xue

Fan charts 2.0: Flexible forecast distributions with expert judgement pp. 1148-1164

Andrej Sokol

The contribution of realized variance–covariance models to the economic value of volatility timing pp. 1165-1183

Luc Bauwens and Yongdeng Xu

Multivariate dynamic mixed-frequency density pooling for financial forecasting pp. 1184-1198

Audronė Virbickaitė, Hedibert F. Lopes and Martina Danielova Zaharieva

Predicting value at risk for cryptocurrencies with generalized random forests pp. 1199-1222

Rebekka Buse, Konstantin Görgen and Melanie Schienle

SolNet: Open-source deep learning models for photovoltaic power forecasting across the globe pp. 1223-1236

Joris Depoortere, Johan Driesen, Johan Suykens and Hussain Syed Kazmi

Modeling and predicting failure in US credit unions pp. 1237-1259

Qiao Peng, Donal McKillop, Barry Quinn and Kailong Liu

Real-time monitoring procedures for early detection of bubbles pp. 1260-1277

E.J. Whitehouse, D.I. Harvey and S.J. Leybourne

Forecasting stock market return with anomalies: Evidence from China pp. 1278-1295

Jianqiu Wang, Zhuo Wang and Ke Wu

A projected nonlinear state-space model for forecasting time series signals pp. 1296-1309

Christian Donner, Anuj Mishra and Hideaki Shimazaki

Volume 41, issue 2, 2025

Introduction to the Special Issue on Judgment in Forecasting pp. 419-423

Robert Fildes, Fergus Bolger, Paul Goodwin, Nigel Harvey and Matthias Seifert

An overview of the effects of algorithm use on judgmental biases affecting forecasting pp. 424-439

Alvaro Chacon and Esther Kaufmann

Light-touch forecasting: A novel method to combine human judgment with statistical algorithms pp. 440-451

B.B.J.P.J. van der Staak, R.J.I. Basten, P.P.F.M. van de Calseyde, E. Demerouti and A.G. de Kok

Investigating laypeople’s short- and long-term forecasts of COVID-19 infection cycles pp. 452-465

Moon Su Koo, Yun Shin Lee and Matthias Seifert

An extended logarithmic visualization improves forecasting accuracy for exponentially growing numbers, but residual difficulties remain pp. 466-474

Ben H. Engler, Florian Hutzler and Stefan Hawelka

Judgment in macroeconomic output growth predictions: Efficiency, accuracy and persistence pp. 475-486

Michael Pedersen

How does training improve individual forecasts? Modeling differences in compensatory and non-compensatory biases in geopolitical forecasts pp. 487-498

Vahid Karimi Motahhar and Thomas S. Gruca

Subjective-probability forecasts of existential risk: Initial results from a hybrid persuasion-forecasting tournament pp. 499-516

Ezra Karger, Josh Rosenberg, Zachary Jacobs, Molly Hickman and Phillip E. Tetlock

Cognitive reflection, arithmetic ability and financial literacy independently predict both inflation expectations and forecast accuracy pp. 517-531

David A. Comerford

Factors affecting preferences between judgmental and algorithmic forecasts: Feedback, guidance and labeling effects pp. 532-553

Nigel Harvey and Shari De Baets

Service-level anchoring in demand forecasting: The moderating impact of retail promotions and product perishability pp. 554-570

Ben Fahimnia, Tarkan Tan and Nail Tahirov

Emotions and the status quo: The anti-incumbency bias in political prediction markets pp. 571-579

Vahid Karimi Motahhar, Thomas S. Gruca and Mohammad Hosein Tavakoli

Crowd prediction systems: Markets, polls, and elite forecasters pp. 580-595

Pavel Atanasov, Jens Witkowski, Barbara Mellers and Philip Tetlock

Measuring probabilistic coherence to identify superior forecasters pp. 596-612

Emily H. Ho, David V. Budescu and Mark Himmelstein

Robust recalibration of aggregate probability forecasts using meta-beliefs pp. 613-630

Cem Peker and Tom Wilkening

Humans vs. large language models: Judgmental forecasting in an era of advanced AI pp. 631-648

Mahdi Abolghasemi, Odkhishig Ganbold and Kristian Rotaru

Forecast value added in demand planning pp. 649-669

Robert Fildes, Paul Goodwin and Shari De Baets

Efficiency of poll-based multi-period forecasting systems for German state elections pp. 670-688

Markus Fritsch, Harry Haupt and Joachim Schnurbus

Improving out-of-population prediction: The complementary effects of model assistance and judgmental bootstrapping pp. 689-701

Mathew D. Hardy, Sam Zhang, Jessica Hullman, Jake M. Hofman and Daniel Goldstein

Partisan bias, attribute substitution, and the benefits of an indirect format for eliciting forecasts and judgments of trend pp. 702-715

David A. Comerford and Jack B. Soll

Guiding supervisors in artificial intelligence-enabled forecasting: Understanding the impacts of salience and detail on decision-making pp. 716-732

Naghmeh Khosrowabadi, Kai Hoberg and Yun Shin Lee

Adaptively aggregated forecast for exponential family panel model pp. 733-747

Dalei Yu, Nian-Sheng Tang and Yang Shi

Does economic uncertainty predict real activity in real time? pp. 748-762

Bart Keijsers and Dick van Dijk

Skew–Brownian processes for estimating the volatility of crude oil Brent pp. 763-780

Michele Bufalo, Brunero Liseo and Giuseppe Orlando

Sensitivity and uncertainty in the Lee–Carter mortality model pp. 781-797

Wenyun Zuo, Anil Damle and Shripad Tuljapurkar

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks pp. 798-802

Lawrence Clegg and John Cartlidge

Forecasting soccer matches with betting odds: A tale of two markets pp. 803-820

Tadgh Hegarty and Karl Whelan

A framework for timely and accessible long-term forecasting of shale gas production based on time series pattern matching pp. 821-843

Yilun Dong, Youzhi Hao and Detang Lu

On memory-augmented gated recurrent unit network pp. 844-858

Maolin Yang, Muyi Li and Guodong Li

Volume 41, issue 1, 2025

Guest editorial: Forecasting for social good pp. 1-2

Bahman Rostami-Tabar, Pierre Pinson and Michael D. Porter

Machine learning for satisficing operational decision making: A case study in blood supply chain pp. 3-19

Mahdi Abolghasemi, Babak Abbasi and Zahra HosseiniFard

Nowcasting U.S. state-level CO2 emissions and energy consumption pp. 20-30

Jack Fosten and Shaoni Nandi

Predicting and optimizing the fair allocation of donations in hunger relief supply chains pp. 31-50

Nowshin Sharmile, Isaac A. Nuamah, Lauren Davis, Funda Samanlioglu, Steven Jiang and Carter Crain

Forecasting mail flow: A hierarchical approach for enhanced societal wellbeing pp. 51-65

Nadine Kafa, M. Zied Babai and Walid Klibi

Forecasting presidential elections: Accuracy of ANES voter intentions pp. 66-75

Hyein Ko, Natalie Jackson, Tracy Osborn and Michael S. Lewis-Beck

Forecasting adversarial actions using judgment decomposition-recomposition pp. 76-91

Yolanda Gomez, Jesus Rios, David Rios Insua and Jose Vila

Return predictability, dividend growth, and the persistence of the price–dividend ratio pp. 92-110

Adam Golinski, Joao Madeira and Dooruj Rambaccussing

Local and global trend Bayesian exponential smoothing models pp. 111-127

Slawek Smyl, Christoph Bergmeir, Alexander Dokumentov, Xueying Long, Erwin Wibowo and Daniel Schmidt

Coupling LSTM neural networks and state-space models through analytically tractable inference pp. 128-140

Van-Dai Vuong, Luong-Ha Nguyen and James-A. Goulet

Do oil price forecast disagreement of survey of professional forecasters predict crude oil return volatility? pp. 141-152

Anton Hasselgren, Ai Jun Hou, Sandy Suardi, Caihong Xu and Xiaoxia Ye

Forecasting interest rates with shifting endpoints: The role of the functional demographic age distribution pp. 153-174

Jiazi Chen, Zhiwu Hong and Linlin Niu

The time-varying Multivariate Autoregressive Index model pp. 175-190

Gianluca Cubadda, Stefano Grassi and Barbara Guardabascio

Boosting domain-specific models with shrinkage: An application in mortality forecasting pp. 191-207

Li Li, Han Li and Anastasios Panagiotelis

Predicting the equity premium around the globe: Comprehensive evidence from a large sample pp. 208-228

Fabian Hollstein, Marcel Prokopczuk, Björn Tharann and Chardin Wese Simen

Asymmetric uncertainty: Nowcasting using skewness in real-time data pp. 229-250

Paul Labonne

Dynamic time series modelling and forecasting of COVID-19 in Norway pp. 251-269

Gunnar Bårdsen and Ragnar Nymoen

ABC-based forecasting in misspecified state space models pp. 270-289

Chaya Weerasinghe, Rubén Loaiza-Maya, Gael M. Martin and David T. Frazier

Multi-view locally weighted regression for loss given default forecasting pp. 290-306

Hui Cheng, Cuiqing Jiang, Zhao Wang and Xiaoya Ni

Forecasting macroeconomic tail risk in real time: Do textual data add value? pp. 307-320

Philipp Adämmer, Jan Prüser and Rainer A. Schüssler

Cross-temporal forecast reconciliation at digital platforms with machine learning pp. 321-344

Jeroen Rombouts, Marie Ternes and Ines Wilms

A modified VAR-deGARCH model for asynchronous multivariate financial time series via variational Bayesian inference pp. 345-360

Wei-Ting Lai, Ray-Bing Chen and Shih-Feng Huang

Sparse time-varying parameter VECMs with an application to modeling electricity prices pp. 361-376

Niko Hauzenberger, Michael Pfarrhofer and Luca Rossini

Forecasting realized volatility with spillover effects: Perspectives from graph neural networks pp. 377-397

Chao Zhang, Xingyue Pu, Mihai Cucuringu and Xiaowen Dong

Forecasting house price growth rates with factor models and spatio-temporal clustering pp. 398-417

Raffaele Mattera and Philip Hans Franses