EconPapers    
Economics at your fingertips  
 

International Journal of Forecasting

1985 - 2022

Current editor(s): R. J. Hyndman

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.


Volume 38, issue 3, 2022

Forecasting: theory and practice pp. 705-871 Downloads
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos, Mohamed Zied Babai, Devon K. Barrow, Souhaib Ben Taieb, Christoph Bergmeir, Ricardo J. Bessa, Jakub Bijak, John E. Boylan, Jethro Browell, Claudio Carnevale, Jennifer Castle, Pasquale Cirillo, Michael Clements, Clara Cordeiro, Fernando Luiz Cyrino Oliveira, Shari De Baets, Alexander Dokumentov, Joanne Ellison, Piotr Fiszeder, Philip Hans Franses, David T. Frazier, Michael Gilliland, M. Sinan Gönül, Paul Goodwin, Luigi Grossi, Yael Grushka-Cockayne, Mariangela Guidolin, Massimo Guidolin, Ulrich Gunter, Xiaojia Guo, Renato Guseo, Nigel Harvey, David F. Hendry, Ross Hollyman, Tim Januschowski, Jooyoung Jeon, Victor Richmond R. Jose, Yanfei Kang, Anne B. Koehler, Stephan Kolassa, Nikolaos Kourentzes, Sonia Leva, Feng Li, Konstantia Litsiou, Spyros Makridakis, Gael M. Martin, Andrew Martinez, Sheik Meeran, Theodore Modis, Konstantinos Nikolopoulos, Dilek Önkal, Alessia Paccagnini, Anastasios Panagiotelis, Ioannis Panapakidis, Jose M. Pavía, Manuela Pedio, Diego J. Pedregal, Pierre Pinson, Patrícia Ramos, David E. Rapach, J. James Reade, Bahman Rostami-Tabar, Michał Rubaszek, Georgios Sermpinis, Han Lin Shang, Evangelos Spiliotis, Aris A. Syntetos, Priyanga Dilini Talagala, Thiyanga S. Talagala, Len Tashman, Dimitrios Thomakos, Thordis Thorarinsdottir, Ezio Todini, Juan Ramón Trapero Arenas, Xiaoqian Wang, Robert L. Winkler, Alisa Yusupova and Florian Ziel
In-sample tests of predictability are superior to pseudo-out-of-sample tests, even when data mining pp. 872-877 Downloads
Ian Hunt
Forecasting cryptocurrency volatility pp. 878-894 Downloads
Leopoldo Catania and Stefano Grassi
Forecasting football results and exploiting betting markets: The case of “both teams to score” pp. 895-909 Downloads
Igor Barbosa da Costa, Leandro Balby Marinho and Carlos Eduardo Santos Pires
Cyberattack-resilient load forecasting with adaptive robust regression pp. 910-919 Downloads
Jieying Jiao, Zefan Tang, Peng Zhang, Meng Yue and Jun Yan
FFORMPP: Feature-based forecast model performance prediction pp. 920-943 Downloads
Thiyanga S. Talagala, Feng Li and Yanfei Kang
Forecasting European carbon returns using dimension reduction techniques: Commodity versus financial fundamentals pp. 944-969 Downloads
Xueping Tan, Kavita Sirichand, Andrew Vivian and Xinyu Wang
A data-driven approach to forecasting ground-level ozone concentration pp. 970-987 Downloads
Dario Marvin, Lorenzo Nespoli, Davide Strepparava and Vasco Medici
Context effects in inflation surveys: The influence of additional information and prior questions pp. 988-1004 Downloads
Xiaoxiao Niu and Nigel Harvey
Forecasting sales using online review and search engine data: A method based on PCA–DSFOA–BPNN pp. 1005-1024 Downloads
Chuan Zhang, Yu-Xin Tian and Zhi-Ping Fan
Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces pp. 1025-1049 Downloads
Han Lin Shang and Fearghal Kearney
Correction to: Optimal and robust combination of forecasts via constrained optimization and shrinkage pp. 1050-1050 Downloads
Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins
Forecasting corporate default risk in China pp. 1054-1070 Downloads
Xuan Zhang, Yang Zhao and Xiao Yao
Spatial dependence in microfinance credit default pp. 1071-1085 Downloads
Victor Medina-Olivares, Raffaella Calabrese, Yizhe Dong and Baofeng Shi
Mining semantic features in current reports for financial distress prediction: Empirical evidence from unlisted public firms in China pp. 1086-1099 Downloads
Cuiqing Jiang, Ximei Lyu, Yufei Yuan, Zhao Wang and Yong Ding
The recurrence of financial distress: A survival analysis pp. 1100-1115 Downloads
Fanyin Zhou, Lijun Fu, Zhiyong Li and Jiawei Xu
Sequential optimization three-way decision model with information gain for credit default risk evaluation pp. 1116-1128 Downloads
Feng Shen, Xin Zhang, Run Wang, Dao Lan and Wei Zhou
A flexible framework for intervention analysis applied to credit-card usage during the coronavirus pandemic pp. 1129-1157 Downloads
Anson T.Y. Ho, Lealand Morin, Harry Paarsch and Kim Huynh
Assessing and predicting small industrial enterprises’ credit ratings: A fuzzy decision-making approach pp. 1158-1172 Downloads
Yue Sun, Nana Chai, Yizhe Dong and Baofeng Shi
Using scenarios to forecast outcomes of a refugee crisis pp. 1175-1184 Downloads
Lars Wicke, Mandeep K. Dhami, Dilek Önkal and Ian K. Belton
Relative performance of judgmental methods for forecasting the success of megaprojects pp. 1185-1196 Downloads
Konstantia Litsiou, Yiannis Polychronakis, Azhdar Karami and Konstantinos Nikolopoulos
Anticipating special events in Emergency Department forecasting pp. 1197-1213 Downloads
Bahman Rostami-Tabar and Florian Ziel
A disaster response model driven by spatial–temporal forecasts pp. 1214-1220 Downloads
Konstantinos Nikolopoulos, Fotios Petropoulos, Vasco Sanchez Rodrigues, Stephen Pettit and Anthony Beresford
Endemic-epidemic models with discrete-time serial interval distributions for infectious disease prediction pp. 1221-1233 Downloads
Johannes Bracher and Leonhard Held
Forecasting in humanitarian operations: Literature review and research needs pp. 1234-1244 Downloads
Nezih Altay and Arunachalam Narayanan
Forecasting for social good pp. 1245-1257 Downloads
Bahman Rostami-Tabar, Mohammad M. Ali, Tao Hong, Rob Hyndman, Michael D. Porter and Aris Syntetos
Machine learning algorithms for forecasting and backcasting blood demand data with missing values and outliers: A study of Tema General Hospital of Ghana pp. 1258-1277 Downloads
Clement Twumasi and Juliet Twumasi

Volume 38, issue 2, 2022

Pandemics and forecasting: The way forward through the Taleb-Ioannidis debate pp. 410-412 Downloads
Pierre Pinson and Spyros Makridakis
On single point forecasts for fat-tailed variables pp. 413-422 Downloads
Nassim Nicholas Taleb, Yaneer Bar-Yam and Pasquale Cirillo
Forecasting for COVID-19 has failed pp. 423-438 Downloads
John P.A. Ioannidis, Sally Cripps and Martin A. Tanner
COVID-19: Forecasting confirmed cases and deaths with a simple time series model pp. 439-452 Downloads
Fotios Petropoulos, Spyros Makridakis and Neophytos Stylianou
Short-term forecasting of the coronavirus pandemic pp. 453-466 Downloads
Jurgen Doornik, Jennifer Castle and David Hendry
Short-term Covid-19 forecast for latecomers pp. 467-488 Downloads
Marcelo C. Medeiros, Alexandre Street, Davi Valladão, Gabriel Vasconcelos and Eduardo Zilberman
Comparing the accuracy of several network-based COVID-19 prediction algorithms pp. 489-504 Downloads
Massimo A. Achterberg, Bastian Prasse, Long Ma, Stojan Trajanovski, Maksim Kitsak and Piet Van Mieghem
Hawkes process modeling of COVID-19 with mobility leading indicators and spatial covariates pp. 505-520 Downloads
Wen-Hao Chiang, Xueying Liu and George Mohler
Epidemiological versus meteorological forecasts: Best practice for linking models to policymaking pp. 521-526 Downloads
Erin Coughlan de Perez, Elisabeth Stephens, Maarten van Aalst, Juan Bazo, Eleonore Fournier-Tombs, Sebastian Funk, Jeremy J. Hess, Nicola Ranger and Rachel Lowe
Guest editorial: Economic forecasting in times of COVID-19 pp. 527-528 Downloads
Laurent Ferrara and Xuguang Simon Sheng
The impact of the COVID-19 pandemic on business expectations pp. 529-544 Downloads
Brent Meyer, Brian Prescott and Xuguang Simon Sheng
Boosting tax revenues with mixed-frequency data in the aftermath of COVID-19: The case of New York pp. 545-566 Downloads
Kajal Lahiri and Cheng Yang
Forecasting unemployment insurance claims in realtime with Google Trends pp. 567-581 Downloads
Daniel Aaronson, Scott Brave, R. Andrew Butters, Michael Fogarty, Daniel W. Sacks and Boyoung Seo
High-frequency monitoring of growth at risk pp. 582-595 Downloads
Laurent Ferrara, Matteo Mogliani and Jean-Guillaume Sahuc
Forecasting the Covid-19 recession and recovery: Lessons from the financial crisis pp. 596-612 Downloads
Claudia Foroni, Massimiliano Marcellino and Dalibor Stevanovic
Transparent modeling of influenza incidence: Big data or a single data point from psychological theory? pp. 613-619 Downloads
Konstantinos V. Katsikopoulos, Özgür Şimşek, Marcus Buckmann and Gerd Gigerenzer
Nowcasting unemployment insurance claims in the time of COVID-19 pp. 635-647 Downloads
William Larson and Tara Sinclair
Dynamic logistic regression and variable selection: Forecasting and contextualizing civil unrest pp. 648-661 Downloads
Jordan Bakerman, Karl Pazdernik, Gizem Korkmaz and Alyson G. Wilson
Regional heterogeneity and U.S. presidential elections: Real-time 2020 forecasts and evaluation pp. 662-687 Downloads
Rashad Ahmed and M Pesaran
What do forecasting rationales reveal about thinking patterns of top geopolitical forecasters? pp. 688-704 Downloads
Christopher W. Karvetski, Carolyn Meinel, Daniel T. Maxwell, Yunzi Lu, Barbara A. Mellers and Philip E. Tetlock

Volume 38, issue 1, 2022

Predicting monthly biofuel production using a hybrid ensemble forecasting methodology pp. 3-20 Downloads
Lean Yu, Shaodong Liang, Rongda Chen and Kin Keung Lai
Artificial bee colony-based combination approach to forecasting agricultural commodity prices pp. 21-34 Downloads
Jue Wang, Zhen Wang, Xiang Li and Hao Zhou
A novel text-based framework for forecasting agricultural futures using massive online news headlines pp. 35-50 Downloads
Jianping Li, Guowen Li, Mingxi Liu, Xiaoqian Zhu and Lu Wei
Forecasting realized volatility of agricultural commodity futures with infinite Hidden Markov HAR models pp. 51-73 Downloads
Jiawen Luo, Tony Klein, Qiang Ji and Chenghan Hou
Forecasting realized volatility of agricultural commodities pp. 74-96 Downloads
Stavros Degiannakis, George Filis, Tony Klein and Thomas Walther
Optimal and robust combination of forecasts via constrained optimization and shrinkage pp. 97-116 Downloads
Francesco Roccazzella, Paolo Gambetti and Frédéric Vrins
Forecasting in GARCH models with polynomially modified innovations pp. 117-141 Downloads
Gianmarco Vacca, Maria Zoia and Luca Bagnato
Forecast combination for VARs in large N and T panels pp. 142-164 Downloads
Ryan Greenaway-McGrevy
The kernel trick for nonlinear factor modeling pp. 165-177 Downloads
Varlam Kutateladze
Enhancing capacity planning through forecasting: An integrated tool for maintenance of complex product systems pp. 178-192 Downloads
Duarte Dinis, Ana Barbosa-Póvoa and Ângelo Palos Teixeira
Combining forecasts for universally optimal performance pp. 193-208 Downloads
Wei Qian, Craig A. Rolling, Gang Cheng and Yuhong Yang
Classification-based model selection in retail demand forecasting pp. 209-223 Downloads
Matthias Ulrich, Hermann Jahnke, Roland Langrock, Robert Pesch and Robin Senge
Nonparametric expected shortfall forecasting incorporating weighted quantiles pp. 224-239 Downloads
Giuseppe Storti and Chao Wang
Deep learning for modeling the collection rate for third-party buyers pp. 240-252 Downloads
Abdolreza Nazemi, Hani Rezazadeh, Frank J. Fabozzi and Markus Höchstötter
Reducing revisions in hedonic house price indices by the use of nowcasts pp. 253-266 Downloads
Doron Sayag, Dano Ben-hur and Danny Pfeffermann
Comparing probabilistic forecasts of the daily minimum and maximum temperature pp. 267-281 Downloads
Xiaochun Meng and James W. Taylor
Informational efficiency and behaviour within in-play prediction markets pp. 282-299 Downloads
Giovanni Angelini, Luca De Angelis and Carl Singleton
Spatio-temporal probabilistic forecasting of wind power for multiple farms: A copula-based hybrid model pp. 300-320 Downloads
Mario Arrieta-Prieto and Kristen R. Schell
A Bayesian approach for predicting food and beverage sales in staff canteens and restaurants pp. 321-338 Downloads
Konstantin Posch, Christian Truden, Philipp Hungerländer and Jürgen Pilz
Online hierarchical forecasting for power consumption data pp. 339-351 Downloads
Margaux Brégère and Malo Huard
Random coefficient state-space model: Estimation and performance in M3–M4 competitions pp. 352-366 Downloads
Giacomo Sbrana and Andrea Silvestrini
Crude oil price forecasting incorporating news text pp. 367-383 Downloads
Yun Bai, Xixi Li, Hao Yu and Suling Jia
Optimal probabilistic forecasts: When do they work? pp. 384-406 Downloads
Gael M. Martin, Rubén Loaiza-Maya, Worapree Maneesoonthorn, David T. Frazier and Andrés Ramírez-Hassan
Page updated 2022-09-24