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International Journal of Forecasting

1985 - 2018

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 34, issue 1, 2018

Targeted growth rates for long-horizon crude oil price forecasts pp. 1-16 Downloads
Stephen Snudden
Testing the Wisdom of Crowds in the field: Transfermarkt valuations and international soccer results pp. 17-29 Downloads
Thomas Peeters
Using past contribution patterns to forecast fundraising outcomes in crowdfunding pp. 30-44 Downloads
Onochie Fan-Osuala, Daniel Zantedeschi and Wolfgang Jank
MGARCH models: Trade-off between feasibility and flexibility pp. 45-63 Downloads
Daniel de Almeida, Luiz Hotta and Esther Ruiz
Some theoretical results on forecast combinations pp. 64-74 Downloads
Felix Chan and Laurent L. Pauwels
Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index pp. 75-88 Downloads
Eduardo Horta and Flavio Ziegelmann
Benchmarking robustness of load forecasting models under data integrity attacks pp. 89-104 Downloads
Jian Luo, Tao Hong and Shu-Cherng Fang
Forecast-error-based estimation of forecast uncertainty when the horizon is increased pp. 105-116 Downloads
Malte Knüppel
Deciding between alternative approaches in macroeconomics pp. 119-135 Downloads
David Hendry

Volume 33, issue 4, 2017

Predicting recessions with boosted regression trees pp. 745-759 Downloads
Jörg Döpke, Ulrich Fritsche and Christian Pierdzioch
Systematic errors in growth expectations over the business cycle pp. 760-769 Downloads
Jonas Dovern and Nils Jannsen
Realised variance forecasting under Box-Cox transformations pp. 770-785 Downloads
Nick Taylor
A now-casting model for Canada: Do U.S. variables matter? pp. 786-800 Downloads
Daniela Bragoli and Michele Modugno
The predictive power of Google searches in forecasting US unemployment pp. 801-816 Downloads
D’Amuri, Francesco and Juri Marcucci
A neglected dimension of good forecasting judgment: The questions we choose also matter pp. 817-832 Downloads
Edgar C. Merkle, Mark Steyvers, Barbara Mellers and Philip E. Tetlock
Forecast evaluation tests and negative long-run variance estimates in small samples pp. 833-847 Downloads
David I. Harvey, Stephen J. Leybourne and Emily J. Whitehouse
Volatility measures and Value-at-Risk pp. 848-863 Downloads
Dennis Bams, Gildas Blanchard and Thorsten Lehnert
Car resale price forecasting: The impact of regression method, private information, and heterogeneity on forecast accuracy pp. 864-877 Downloads
Stefan Lessmann and Stefan Voß
Business tendency surveys and macroeconomic fluctuations pp. 878-893 Downloads
Daniel Kaufmann and Rolf Scheufele
Selecting exchange rate fundamentals by bootstrap pp. 894-914 Downloads
Pinho Ribeiro
Nowcasting BRIC+M in real time pp. 915-935 Downloads
Tatjana Dahlhaus, Justin-Damien Guénette and Garima Vasishtha
Beta forecasting at long horizons pp. 936-957 Downloads
Tolga Cenesizoglu, Fabio de Oliveira Ferrazoli Ribeiro and Jonathan J. Reeves
Forecasting multidimensional tail risk at short and long horizons pp. 958-969 Downloads
Arnold Polanski and Evarist Stoja
Optimal asset allocation for strategic investors pp. 970-987 Downloads
Ricardo Laborda and Jose Olmo
Adaptive expectations versus rational expectations: Evidence from the lab pp. 988-1006 Downloads
Annarita Colasante, Antonio Palestrini, Alberto Russo and Mauro Gallegati
Re-anchoring countercyclical capital buffers: Bayesian estimates and alternatives focusing on credit growth pp. 1007-1024 Downloads
Rodrigo Barbone Gonzalez, Leonardo Sousa Gomes Marinho and Joaquim Ignacio Alves de Vasconcellos e Lima
Infinite hidden markov switching VARs with application to macroeconomic forecast pp. 1025-1043 Downloads
Chenghan Hou
When does the yield curve contain predictive power? Evidence from a data-rich environment pp. 1044-1064 Downloads
Jari Hännikäinen
Short-term inflation forecasting: The M.E.T.A. approach pp. 1065-1081 Downloads
Giacomo Sbrana, Andrea Silvestrini and Fabrizio Venditti
Forecasting inflation in emerging markets: An evaluation of alternative models pp. 1082-1104 Downloads
Zeyyad Mandalinci
Threshold stochastic volatility: Properties and forecasting pp. 1105-1123 Downloads
Xiuping Mao, Esther Ruiz and Helena Veiga
Forecasting with VAR models: Fat tails and stochastic volatility pp. 1124-1143 Downloads
Ching-Wai (Jeremy) Chiu, Haroon Mumtaz and Gabor Pinter

Volume 33, issue 3, 2017

Stock return prediction under GARCH — An empirical assessment pp. 569-580 Downloads
Helmut Herwartz
A wavelet-based multivariate multiscale approach for forecasting pp. 581-590 Downloads
António Rua
Model and survey estimates of the term structure of US macroeconomic uncertainty pp. 591-604 Downloads
Michael Clements and Ana Galvão
The effect of price volatility on judgmental forecasts: The correlated response model pp. 605-617 Downloads
Daphne Sobolev
Improving the power of the Diebold–Mariano–West test for least squares predictions pp. 618-626 Downloads
Walter J. Mayer, Feng Liu and Xin Dang
VARX-L: Structured regularization for large vector autoregressions with exogenous variables pp. 627-651 Downloads
William B. Nicholson, David S. Matteson and Jacob Bien
The influence of product involvement and emotion on short-term product demand forecasting pp. 652-661 Downloads
Valeria Belvedere and Paul Goodwin
Dependence in credit default swap and equity markets: Dynamic copula with Markov-switching pp. 662-678 Downloads
Fei Fei, Ana-Maria Fuertes and Elena Kalotychou
Real-time inflation forecasting with high-dimensional models: The case of Brazil pp. 679-693 Downloads
Márcio G.P. Garcia, Marcelo Medeiros and Gabriel F.R. Vasconcelos
Does fiscal responsibility matter? Evidence from public and private forecasters in Italy pp. 694-706 Downloads
Laura Carabotta, Elisenda Paluzie and Raul Ramos
Evaluation of exchange rate point and density forecasts: An application to Brazil pp. 707-728 Downloads
Wagner Gaglianone and Jaqueline Terra Moura Marins
Forecasting the variance of stock index returns using jumps and cojumps pp. 729-742 Downloads
Adam Clements and Yin Liao

Volume 33, issue 2, 2017

A vector heterogeneous autoregressive index model for realized volatility measures pp. 337-344 Downloads
Gianluca Cubadda, Barbara Guardabascio and Alain Hecq
Visualising forecasting algorithm performance using time series instance spaces pp. 345-358 Downloads
Yanfei Kang, Rob Hyndman and Kate Smith-Miles
Evaluating multi-step system forecasts with relatively few forecast-error observations pp. 359-372 Downloads
David Hendry and Andrew Martinez
Does realized volatility help bond yield density prediction? pp. 373-389 Downloads
Minchul Shin and Molin Zhong
Now-casting the Japanese economy pp. 390-402 Downloads
Daniela Bragoli
Empowering cash managers to achieve cost savings by improving predictive accuracy pp. 403-415 Downloads
Francisco Salas-Molina, Francisco J. Martin, Juan A. Rodríguez-Aguilar, Joan Serrà and Josep Ll. Arcos
Density forecast evaluation in unstable environments pp. 416-432 Downloads
Gloria Gonzalez-Rivera and Yingying Sun
Structural forecasts for marketing data pp. 433-441 Downloads
Greg M. Allenby
Forecasting inflation: Phillips curve effects on services price measures pp. 442-457 Downloads
Ellis W. Tallman and Saeed Zaman
A bivariate Weibull count model for forecasting association football scores pp. 458-466 Downloads
Georgi Boshnakov, Tarak Kharrat and Ian G. McHale
Forecasting elections at the constituency level: A correction–combination procedure pp. 467-481 Downloads
Simon Munzert
Adaptive models and heavy tails with an application to inflation forecasting pp. 482-501 Downloads
Davide Delle Monache and Ivan Petrella
Forecasting compositional time series: A state space approach pp. 502-512 Downloads
Ralph Snyder, Keith Ord, Anne B. Koehler, Keith McLaren and Adrian N. Beaumont
Forecasting loss given default of bank loans with multi-stage model pp. 513-522 Downloads
Yuta Tanoue, Akihiro Kawada and Satoshi Yamashita
Economic forecasting in theory and practice: An interview with David F. Hendry pp. 523-542 Downloads
Neil Ericsson
How biased are U.S. government forecasts of the federal debt? pp. 543-559 Downloads
Neil Ericsson
Comment on “How Biased are US Government Forecasts of the Federal Debt?” pp. 560-562 Downloads
Edward N. Gamber and Jeffrey P. Liebner
Interpreting estimates of forecast bias pp. 563-568 Downloads
Neil Ericsson

Volume 33, issue 1, 2017

Monte Carlo forecast evaluation with persistent data pp. 1-10 Downloads
Lynda Khalaf and Charles J. Saunders
Quantile regression forecasts of inflation under model uncertainty pp. 11-20 Downloads
Dimitris Korobilis
A comparison of wavelet networks and genetic programming in the context of temperature derivatives pp. 21-47 Downloads
Antonis K. Alexandridis, Michael Kampouridis and Sam Cramer
Model Confidence Sets and forecast combination pp. 48-60 Downloads
Jon D. Samuels and Rodrigo M. Sekkel
A mixed frequency approach to the forecasting of private consumption with ATM/POS data pp. 61-75 Downloads
Cláudia Duarte, Paulo Rodrigues and António Rua
A comparative assessment of alternative ex ante measures of inflation uncertainty pp. 76-89 Downloads
Matthias Hartmann, Helmut Herwartz and Maren Ulm
Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve? pp. 90-101 Downloads
Meltem Kiygi-Calli, Marcel Weverbergh and Philip Hans Franses
Forecasting market returns: bagging or combining? pp. 102-120 Downloads
Steven J. Jordan, Andrew Vivian and Mark Wohar
Forecasting the Brazilian yield curve using forward-looking variables pp. 121-131 Downloads
Fausto Vieira, Marcelo Fernandes and Fernando Chague
Realized volatility forecasting of agricultural commodity futures using the HAR model with time-varying sparsity pp. 132-152 Downloads
Fengping Tian, Ke Yang and Langnan Chen
Forecasting GDP with global components: This time is different pp. 153-173 Downloads
Hilde Bjørnland, Francesco Ravazzolo and Leif Thorsrud
Identifying business cycle turning points in real time with vector quantization pp. 174-184 Downloads
Andrea Giusto and Jeremy Piger
Real-time nowcasting the US output gap: Singular spectrum analysis at work pp. 185-198 Downloads
Miguel de Carvalho and António Rua
Forecasting stochastic processes using singular spectrum analysis: Aspects of the theory and application pp. 199-213 Downloads
M. Atikur Rahman Khan and Donald Poskitt
EXSSA: SSA-based reconstruction of time series via exponential smoothing of covariance eigenvalues pp. 214-229 Downloads
Fotis Papailias and Dimitrios Thomakos
Use of expert knowledge to anticipate the future: Issues, analysis and directions pp. 230-243 Downloads
Fergus Bolger and George Wright
Quantifiying blind spots and weak signals in executive judgment: A structured integration of expert judgment into the scenario development process pp. 244-253 Downloads
Philip Meissner, Christian Brands and Torsten Wulf
Augmenting the intuitive logics scenario planning method for a more comprehensive analysis of causation pp. 254-266 Downloads
James Derbyshire and George Wright
I nvestigate D iscuss E stimate A ggregate for structured expert judgement pp. 267-279 Downloads
A.M. Hanea, M.F. McBride, M.A. Burgman, B.C. Wintle, F. Fidler, L. Flander, C.R. Twardy, B. Manning and S. Mascaro
Evaluating expert advice in forecasting: Users’ reactions to presumed vs. experienced credibility pp. 280-297 Downloads
Dilek Önkal, M. Sinan Gönül, Paul Goodwin, Mary Thomson and Esra Öz
Expertise, credibility of system forecasts and integration methods in judgmental demand forecasting pp. 298-313 Downloads
Jorge Alvarado-Valencia, Lope H. Barrero, Dilek Önkal and Jack T. Dennerlein
Using a rolling training approach to improve judgmental extrapolations elicited from forecasters with technical knowledge pp. 314-324 Downloads
Fotios Petropoulos, Paul Goodwin and Robert Fildes
An investigation of dependence in expert judgement studies with multiple experts pp. 325-336 Downloads
Kevin J. Wilson
Page updated 2018-02-18