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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 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 B. 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

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 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
Fan-Osuala, Onochie, 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
Page updated 2019-02-17