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International Journal of Forecasting

1985 - 2018

Current editor(s): R. J. Hyndman

From Elsevier
Bibliographic data for series maintained by Dana Niculescu ().

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Volume 34, issue 4, 2018

Residual value forecasting using asymmetric cost functions pp. 551-565 Downloads
Korbinian Dress, Stefan Lessmann and Hans-Jörg von Mettenheim
A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile pp. 566-581 Downloads
Stella Moisan, Rodrigo Herrera and Adam Clements
Structured low-rank matrix completion for forecasting in time series analysis pp. 582-597 Downloads
Jonathan Gillard and Konstantin Usevich
Markov-switching dynamic factor models in real time pp. 598-611 Downloads
Maximo Camacho, Perez-Quiros, Gabriel and Pilar Poncela
The diffusion of mobile social networking: Further study pp. 612-621 Downloads
Albert C. Bemmaor and Li Zheng
Forecasting crude oil price volatility pp. 622-635 Downloads
Ana María Herrera, Liang Hu and Daniel Pastor
Predictions of short-term rates and the expectations hypothesis pp. 636-664 Downloads
Massimo Guidolin and Daniel L. Thornton
Crude oil price forecasting based on internet concern using an extreme learning machine pp. 665-677 Downloads
Jue Wang, George Athanasopoulos, Rob J. Hyndman and Shouyang Wang
Forecasting distress in cooperative banks: The role of asset quality pp. 678-695 Downloads
Antonio Fabio Forgione and Carlo Migliardo
Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries pp. 696-710 Downloads
Urmee Khan and Robert Lieli
Forecasting dynamically asymmetric fluctuations of the U.S. business cycle pp. 711-732 Downloads
Emilio Zanetti Chini
Forecasting risk with Markov-switching GARCH models:A large-scale performance study pp. 733-747 Downloads
David Ardia, Keven Bluteau, Kris Boudt and Leopoldo Catania
Improving time series forecasting: An approach combining bootstrap aggregation, clusters and exponential smoothing pp. 748-761 Downloads
Tiago Mendes Dantas and Fernando Luiz Cyrino Oliveira
Ensemble forecast of photovoltaic power with online CRPS learning pp. 762-773 Downloads
J. Thorey, C. Chaussin and V. Mallet
Using low frequency information for predicting high frequency variables pp. 774-787 Downloads
Claudia Foroni, Pierre Guérin and Massimiliano Marcellino
Understanding survey-based inflation expectations pp. 788-801 Downloads
Travis J. Berge
The M4 Competition: Results, findings, conclusion and way forward pp. 802-808 Downloads
Spyros Makridakis, Evangelos Spiliotis and Vassilios Assimakopoulos
Does the foreign sector help forecast domestic variables in DSGE models? pp. 809-821 Downloads
Marcin Kolasa and Michał Rubaszek
Considerations of a retail forecasting practitioner pp. 822-829 Downloads
Brian Seaman

Volume 34, issue 3, 2018

An approximate long-memory range-based approach for value at risk estimation pp. 377-388 Downloads
Xiaochun Meng and James W. Taylor
Inversion copulas from nonlinear state space models with an application to inflation forecasting pp. 389-407 Downloads
Michael Stanley Smith and Worapree Maneesoonthorn
Macroeconomic forecasting using penalized regression methods pp. 408-430 Downloads
Stephan Smeekes and Etienne Wijler
Improving social harm indices with a modulated Hawkes process pp. 431-439 Downloads
George Mohler, Jeremy Carter and Rajeev Raje
Forecasting bank failures and stress testing: A machine learning approach pp. 440-455 Downloads
Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou
Improving forecasting performance using covariate-dependent copula models pp. 456-476 Downloads
Feng Li and Yanfei Kang
Combining predictive distributions for the statistical post-processing of ensemble forecasts pp. 477-496 Downloads
Sándor Baran and Sebastian Lerch
Portfolio optimization based on GARCH-EVT-Copula forecasting models pp. 497-506 Downloads
Maziar Sahamkhadam, Andreas Stephan and Ralf Östermark
Determining analogies based on the integration of multiple information sources pp. 507-528 Downloads
Emiao Lu, Julia Handl and Dong-ling Xu
Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data pp. 529-547 Downloads
Mathieu David, Mazorra Aguiar Luis and Philippe Lauret

Volume 34, issue 2, 2018

Probabilistic forecasting of industrial electricity load with regime switching behavior pp. 147-162 Downloads
K. Berk, A. Hoffmann and Alfred Müller
Forecasting from time series subject to sporadic perturbations: Effectiveness of different types of forecasting support pp. 163-180 Downloads
Shari De Baets and Nigel Harvey
Are macroeconomic density forecasts informative? pp. 181-198 Downloads
Michael Clements
Affect versus cognition: Wishful thinking on election day pp. 199-215 Downloads
Dieter Stiers and Ruth Dassonneville
The effects of feeding back experts’ own initial ratings in Delphi studies: A randomized trial pp. 216-224 Downloads
Jurian Vincent Meijering and Hilde Tobi
How can big data enhance the timeliness of official statistics? pp. 225-234 Downloads
Tarek M. Harchaoui and Robert V. Janssen
Social networks and citizen election forecasting: The more friends the better pp. 235-248 Downloads
Debra Leiter, Andreas Murr, Ericka Rascón Ramírez and Mary Stegmaier
Forecasting banking crises with dynamic panel probit models pp. 249-275 Downloads
António Antunes, Diana Bonfim, Nuno Monteiro and Paulo Rodrigues
Forecasting realized variance measures using time-varying coefficient models pp. 276-287 Downloads
Jeremias Bekierman and Hans Manner
What do professional forecasters actually predict? pp. 288-311 Downloads
Didier Nibbering, Richard Paap and Michel van der Wel
Data-based mechanistic modelling and forecasting globally averaged surface temperature pp. 314-335 Downloads
Peter C. Young
Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods pp. 339-354 Downloads
Hyun Hak Kim and Norman R. Swanson
Belgian economic policy uncertainty index: Improvement through text mining pp. 355-365 Downloads
Ellen Tobback, Hans Naudts, Walter Daelemans, Enric Junqué de Fortuny and David Martens
Nowcasting with payments system data pp. 366-376 Downloads
John W. Galbraith and Greg Tkacz

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
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