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International Journal of Forecasting

1985 - 2019

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 35, issue 3, 2019

Forecasting dynamic return distributions based on ordered binary choice pp. 823-835 Downloads
Stanislav Anatolyev and Jozef Baruník
Forecasting Bitcoin risk measures: A robust approach pp. 836-847 Downloads
Carlos Trucíos
Recession forecasting using Bayesian classification pp. 848-867 Downloads
Troy Davig and Aaron Smalter Hall
Accuracy of German federal election forecasts, 2013 & 2017 pp. 868-877 Downloads
Andreas Graefe
Unrestricted and controlled identification of loss functions: Possibility and impossibility results pp. 878-890 Downloads
Robert Lieli, Maxwell B. Stinchcombe and Viola M. Grolmusz
Semiparametric quantile averaging in the presence of high-dimensional predictors pp. 891-909 Downloads
Jan G. Gooijer and Dawit Zerom
Robust optimization of forecast combinations pp. 910-926 Downloads
Thierry Post, Selçuk Karabatı and Stelios Arvanitis
International propagation of shocks: A dynamic factor model using survey forecasts pp. 929-947 Downloads
Kajal Lahiri and Yongchen Zhao
Growth in stress pp. 948-966 Downloads
Gloria Gonzalez-Rivera, Javier Maldonado and Esther Ruiz
The measurement and transmission of macroeconomic uncertainty: Evidence from the U.S. and BRIC countries pp. 967-979 Downloads
Yang Liu and Xuguang Simon Sheng
Inflation expectations in India: Learning from household tendency surveys pp. 980-993 Downloads
Abhiman Das, Kajal Lahiri and Yongchen Zhao
Quasi ex-ante inflation forecast uncertainty pp. 994-1007 Downloads
Wojciech Charemza, Carlos Díaz and Svetlana Makarova
New perspectives on forecasting inflation in emerging market economies: An empirical assessment pp. 1008-1031 Downloads
Roberto Duncan and Martínez-García, Enrique
Bagged neural networks for forecasting Polish (low) inflation pp. 1042-1059 Downloads
Karol Szafranek
Forecasting inflation in Latin America with core measures pp. 1060-1071 Downloads
Pablo Pincheira, Jorge Selaive and Jose Luis Nolazco
The trilemma between accuracy, timeliness and smoothness in real-time signal extraction pp. 1072-1084 Downloads
Marc Wildi and Tucker S. McElroy
Medium term growth forecasts: Experts vs. simple models pp. 1085-1099 Downloads
J. Daniel Aromi
Anomalies in macroeconomic prediction errors–evidence from Chilean private forecasters pp. 1100-1107 Downloads
Michael Pedersen
Characteristics and implications of Chinese macroeconomic data revisions pp. 1108-1117 Downloads
Tara Sinclair
Can media and text analytics provide insights into labour market conditions in China? pp. 1118-1130 Downloads
Jeannine Bailliu, Xinfen Han, Mark Kruger, Yu-Hsien Liu and Sri Thanabalasingam
Do IMF forecasts respect Okun’s law? Evidence for advanced and developing economies pp. 1131-1142 Downloads
Zidong An, Laurence Ball, Joao Jalles and Prakash Loungani
Forecasts in times of crises pp. 1143-1159 Downloads
Theo S. Eicher, David Kuenzel, Chris Papageorgiou and Charis Christofides
Financial information and macroeconomic forecasts pp. 1160-1174 Downloads
Sophia Chen and Romain Ranciere
Assessing the accuracy of electricity production forecasts in developing countries pp. 1175-1185 Downloads
Jevgenijs Steinbuks
Some observations on forecasting and policy pp. 1186-1192 Downloads
Jonathan H. Wright

Volume 35, issue 2, 2019

Forecasting the exchange rate using nonlinear Taylor rule based models pp. 429-442 Downloads
Rudan Wang, Bruce Morley and Michalis P. Stamatogiannis
Forecasting U.S. money growth using economic uncertainty measures and regularisation techniques pp. 443-457 Downloads
Artur Tarassow
Threshold cointegration in international exchange rates:A Bayesian approach pp. 458-473 Downloads
Florian Huber and Thomas O. Zörner
Combining forecasts: Performance and coherence pp. 474-484 Downloads
Mary E. Thomson, Andrew C. Pollock, Dilek Önkal and M. Sinan Gönül
Forecasting cryptocurrencies under model and parameter instability pp. 485-501 Downloads
Leopoldo Catania, Stefano Grassi and Francesco Ravazzolo
Long-term forecasting of fuel demand at theater entry points pp. 502-520 Downloads
Benjamin J. Lobo, Donald E. Brown and Peter J. Grazaitis
Approximate Bayesian forecasting pp. 521-539 Downloads
David T. Frazier, Worapree Maneesoonthorn, Gael M. Martin and Brendan McCabe
Testing out-of-sample portfolio performance pp. 540-554 Downloads
Ekaterina Kazak and Winfried Pohlmeier
Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes pp. 555-572 Downloads
Oguzhan Cepni, I. Ethem Güney and Norman R. Swanson
Interpreting the skill score form of forecast performance metrics pp. 573-579 Downloads
Edward Wheatcroft
Euro area real-time density forecasting with financial or labor market frictions pp. 580-600 Downloads
Peter McAdam and Anders Warne
Combining wavelet decomposition with machine learning to forecast gold returns pp. 601-615 Downloads
Marian Risse
Macroeconomic forecasting for Australia using a large number of predictors pp. 616-633 Downloads
Anastasios Panagiotelis, George Athanasopoulos, Rob Hyndman, Bin Jiang and Farshid Vahid
A generalized non-linear forecasting model for limited overs international cricket pp. 634-640 Downloads
M. Asif and I.G. McHale
Forecasting unknown-unknowns by boosting the risk radar within the risk intelligent organisation pp. 644-658 Downloads
Alasdair Marshall, Udechukwu Ojiako, Victoria Wang, Fenfang Lin and Maxwell Chipulu
Forecasting, uncertainty and risk; perspectives on clinical decision-making in preventive and curative medicine pp. 659-666 Downloads
Spyros Makridakis, Richard Kirkham, Ann Wakefield, Maria Papadaki, Joanne Kirkham and Lisa Long
Systemic risk in major public contracts pp. 667-676 Downloads
Katherine Bloomfield, Terry Williams, Chris Bovis and Yasmin Merali
How much data do you need? An operational, pre-asymptotic metric for fat-tailedness pp. 677-686 Downloads
Nassim Nicholas Taleb
Tales from tails: On the empirical distributions of forecasting errors and their implication to risk pp. 687-698 Downloads
Evangelos Spiliotis, Konstantinos Nikolopoulos and Vassilios Assimakopoulos
Intraday portfolio risk management using VaR and CVaR:A CGARCH-EVT-Copula approach pp. 699-709 Downloads
Madhusudan Karmakar and Samit Paul
Efficiency of online football betting markets pp. 712-721 Downloads
Giovanni Angelini and Luca De Angelis
Bayesian forecasting of UEFA Champions League under alternative seeding regimes pp. 722-732 Downloads
Francisco Corona, David Forrest, Juan de Dios Tena and Michael Wiper
Paired comparison models with age effects modeled as piecewise quadratic splines pp. 733-740 Downloads
Kenji Araki, Yoshihiro Hirose and Fumiyasu Komaki
Predictive analysis and modelling football results using machine learning approach for English Premier League pp. 741-755 Downloads
Rahul Baboota and Harleen Kaur
A calibration method with dynamic updates for within-match forecasting of wins in tennis pp. 756-766 Downloads
Stephanie Kovalchik and Machar Reid
Optimizing the allocation of funds of an NFL team under the salary cap pp. 767-775 Downloads
Jason Mulholland and Shane T. Jensen
Wage against the machine: A generalized deep-learning market test of dataset value pp. 776-782 Downloads
Philip Z. Maymin
Exploiting sports-betting market using machine learning pp. 783-796 Downloads
Ondřej Hubáček, Gustav Šourek and Filip Železný
Forecasting football match results in national league competitions using score-driven time series models pp. 797-809 Downloads
Siem Jan Koopman and Rutger Lit
Forecasting Tour de France TV audiences: A multi-country analysis pp. 810-821 Downloads
Daam Van Reeth

Volume 35, issue 1, 2019

Crowdsourcing the vote: New horizons in citizen forecasting pp. 1-10 Downloads
Mickael Temporão, Yannick Dufresne, Justin Savoie and Clifton van der Linden
What determines forecasters’ forecasting errors? pp. 11-24 Downloads
Ingmar Nolte, Sandra Nolte (Lechner) and Winfried Pohlmeier
Measuring connectedness of euro area sovereign risk pp. 25-44 Downloads
Rebekka Buse and Melanie Schienle
Google data in bridge equation models for German GDP pp. 45-66 Downloads
Thomas Götz and Thomas Knetsch
Representation, estimation and forecasting of the multivariate index-augmented autoregressive model pp. 67-79 Downloads
Gianluca Cubadda and Barbara Guardabascio
Predictive regressions under asymmetric loss: Factor augmentation and model selection pp. 80-99 Downloads
Matei Demetrescu and Sinem Hacioglu Hoke
Forecasting the UK economy: Alternative forecasting methodologies and the role of off-model information pp. 100-120 Downloads
Lena Boneva, Nicholas Fawcett, Riccardo M. Masolo and Matt Waldron
Forecast quality improvement with Action Research: A success story at PharmaCo pp. 129-143 Downloads
Christina Jane Phillips and Konstantinos Nikolopoulos
Use and misuse of information in supply chain forecasting of promotion effects pp. 144-156 Downloads
Robert Fildes, Paul Goodwin and Dilek Önkal
Automatic selection of unobserved components models for supply chain forecasting pp. 157-169 Downloads
Marco A. Villegas and Diego J. Pedregal
Forecasting sales in the supply chain: Consumer analytics in the big data era pp. 170-180 Downloads
Tonya Boone, Ram Ganeshan, Aditya Jain and Nada R. Sanders
Forecasting spare part demand with installed base information: A review pp. 181-196 Downloads
Sarah Van der Auweraer, Robert N. Boute and Aris A. Syntetos
Demand forecasting with user-generated online information pp. 197-212 Downloads
Oliver Schaer, Nikolaos Kourentzes and Robert Fildes
Online big data-driven oil consumption forecasting with Google trends pp. 213-223 Downloads
Lean Yu, Yaqing Zhao, Ling Tang and Zebin Yang
A general method for addressing forecasting uncertainty in inventory models pp. 224-238 Downloads
Dennis Prak and Ruud Teunter
Quantile forecast optimal combination to enhance safety stock estimation pp. 239-250 Downloads
Juan R. Trapero, Manuel Cardós and Nikolaos Kourentzes
The inventory performance of forecasting methods: Evidence from the M3 competition data pp. 251-265 Downloads
Fotios Petropoulos, Xun Wang and Stephen M. Disney
Longshots, overconfidence and efficiency on the Iowa Electronic Market pp. 271-287 Downloads
Joyce E. Berg and Thomas A. Rietz
The wisdom of large and small crowds: Evidence from repeated natural experiments in sports betting pp. 288-296 Downloads
Alasdair Brown and Fuyu Yang
Predicting the failures of prediction markets: A procedure of decision making using classification models pp. 297-312 Downloads
Chung-Ching Tai, Hung-Wen Lin, Bin-Tzong Chie and Chen-Yuan Tung
The cost of capital in a prediction market pp. 313-320 Downloads
Andrew Grant, David Johnstone and Oh Kang Kwon
Keeping a weather eye on prediction markets: The influence of environmental conditions on forecasting accuracy pp. 321-335 Downloads
Luis Felipe Costa Sperb, Ming-Chien Sung, Johnnie E.V. Johnson and Tiejun Ma
Polls to probabilities: Comparing prediction markets and opinion polls pp. 336-350 Downloads
J Reade and Leighton Vaughan Williams
Incentive compatibility in prediction markets: Costly actions and external incentives pp. 351-370 Downloads
Chen Di, Stanko Dimitrov and Qi-Ming He
The behaviour of betting and currency markets on the night of the EU referendum pp. 371-389 Downloads
Tom Auld and Oliver Linton
Classification of intraday S&P500 returns with a Random Forest pp. 390-407 Downloads
Christoph Lohrmann and Pasi Luukka
Explaining variance in the accuracy of prediction markets pp. 408-419 Downloads
Oliver Strijbis and Sveinung Arnesen
When are prediction market prices most informative? pp. 420-428 Downloads
Alasdair Brown, J Reade and Leighton Vaughan Williams
Page updated 2019-08-23