International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 29, issue 4, 2013

The two-sided Weibull distribution and forecasting financial tail risk pp. 527-540

Qian Chen and Richard H. Gerlach

Forecasting runoff elections using candidate evaluations from first round exit polls pp. 541-547

Peter Selb, Michael Herrmann, Simon Munzert, Thomas Schübel and Susumu Shikano

A zero-adjusted gamma model for mortgage loan loss given default pp. 548-562

Edward N.C. Tong, Christophe Mues and Lyn Thomas

Forecasting and stress testing credit card default using dynamic models pp. 563-574

Tony Bellotti and Jonathan Crook

Forecasting leadership transitions around the world pp. 575-591

Neila Cáceres and Samuel Malone

Overnight stock returns and realized volatility pp. 592-604

Katja Ahoniemi and Markku Lanne

Information rigidity in growth forecasts: Some cross-country evidence pp. 605-621

Prakash Loungani, Herman Stekler and Natalia Tamirisa

Analyzing fixed-event forecast revisions pp. 622-627

Chia-Lin Chang, Bert de Bruijn, Philip Hans Franses and Michael McAleer

Takeover prediction using forecast combinations pp. 628-641

Bruno Dore Rodrigues and Maxwell J. Stevenson

Nowcasting US GDP: The role of ISM business surveys pp. 644-658

Kajal Lahiri and George Monokroussos

Now-casting inflation using high frequency data pp. 664-675

Michele Modugno

Forecasting the US term structure of interest rates using a macroeconomic smooth dynamic factor model pp. 676-694

Siem Jan Koopman and Michel van der Wel

Forecasting with vector autoregressive models of data vintages: US output growth and inflation pp. 698-714

Michael Clements and Ana Galvão

Forecasting aggregates and disaggregates with common features pp. 718-732

Antoni Espasa and Iván Mayo-Burgos

Some considerations about “Forecasting aggregates and disaggregates with common features” pp. 733-735

Marcos Bujosa and Alfredo Garcia-Hiernaux

Examining the quality of early GDP component estimates pp. 736-750

Tara Sinclair and Herman Stekler

Testing time series data compatibility for benchmarking pp. 754-766

Benoît Quennevillle and Christian Gagné

Volume 29, issue 3, 2013

On the use of cross-sectional measures of forecast uncertainty pp. 367-377

Ciaran Driver, Lorenzo Trapani and Giovanni Urga

Multi-step-ahead estimation of time series models pp. 378-394

Tucker McElroy and Marc Wildi

Changes in predictive ability with mixed frequency data pp. 395-410

Ana Galvão

Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models pp. 411-430

Jason Ng, Catherine Forbes, Gael Martin and Brendan McCabe

Multivariate density forecast evaluation: A modified approach pp. 431-441

Stanley Iat-Meng Ko and Sung Y. Park

Predicting short-term interest rates using Bayesian model averaging: Evidence from weekly and high frequency data pp. 442-455

Chew Chua, Sandy Suardi and Sarantis Tsiaplias

Empirical simultaneous prediction regions for path-forecasts pp. 456-468

Oscar Jorda, Malte Knüppel and Massimiliano Marcellino

Are macroeconomic variables useful for forecasting the distribution of U.S. inflation? pp. 469-478

Sebastiano Manzan and Dawit Zerom

Approximating and forecasting macroeconomic signals in real-time pp. 479-492

João Valle e Azevedo and Ana Pereira

Adaptive forecasting of exchange rates with panel data pp. 493-509

Leonardo Morales-Arias and Guilherme Moura

Measuring forecasting accuracy: The case of judgmental adjustments to SKU-level demand forecasts pp. 510-522

Andrey Davydenko and Robert Fildes

Volume 29, issue 2, 2013

Constructing narrowest pathwise bootstrap prediction bands using threshold accepting pp. 221-233

Anna Staszewska-Bystrova and Peter Winker

Analysis of judgmental adjustments in the presence of promotions pp. 234-243

Juan R. Trapero, Diego J. Pedregal, R. Fildes and N. Kourentzes

Robust forecasting of dynamic conditional correlation GARCH models pp. 244-257

Kris Boudt, Jon Danielsson and Sébastien Laurent

Long memory conditional volatility and asset allocation pp. 258-273

Richard Harris and Anh Nguyen

Large-change forecast accuracy: Reanalysis of M3-Competition data using receiver operating characteristic analysis pp. 274-281

Wilpen L. Gorr and Matthew J. Schneider

Evaluating state revenue forecasting under a flexible loss function pp. 282-289

Robert Krol

Combining statistical and judgmental forecasts via a web-based tourism demand forecasting system pp. 295-310

Haiyan Song, Bastian Z. Gao and Vera S. Lin

A strategic forecasting framework for governmental decision-making and planning pp. 311-321

Nicolas D. Savio and Konstantinos Nikolopoulos

Forecasting support systems technologies-in-practice: A model of adoption and use for product forecasting pp. 322-336

Stavros Asimakopoulos and Alan Dix

Effects of trend strength and direction on performance and consistency in judgmental exchange rate forecasting pp. 337-353

Mary E. Thomson, Andrew C. Pollock, M. Sinan Gönül and Dilek Önkal

Antecedents and effects of trust in forecasting advice pp. 354-366

Paul Goodwin, M. Sinan Gönül and Dilek Önkal

Volume 29, issue 1, 2013

A comparison of periodic autoregressive and dynamic factor models in intraday energy demand forecasting pp. 1-12

Thomas Mestekemper, Göran Kauermann and Michael Smith

Comparing forecast accuracy: A Monte Carlo investigation pp. 13-27

Fabio Busetti and Juri Marcucci

Optimally harnessing inter-day and intra-day information for daily value-at-risk prediction pp. 28-42

Ana-Maria Fuertes and Jose Olmo

Hierarchical shrinkage priors for dynamic regressions with many predictors pp. 43-59

Dimitris Korobilis

Forecasting contemporaneous aggregates with stochastic aggregation weights pp. 60-68

Ralf Brüggemann and Helmut Lütkepohl

Depression and forecast accuracy: Evidence from the 2010 FIFA World Cup pp. 69-79

Kriti Jain, J. Neil Bearden and Allan Filipowicz

Do statistical forecasting models for SKU-level data benefit from including past expert knowledge? pp. 80-87

Philip Hans Franses and Rianne Legerstee

Does the Box–Cox transformation help in forecasting macroeconomic time series? pp. 88-99

Tommaso Proietti and Helmut Lütkepohl

Estimation and prediction in the random effects model with AR(p) remainder disturbances pp. 100-107

Badi Baltagi and Long Liu

Combining expert forecasts: Can anything beat the simple average? pp. 108-121

Veronique Genre, Geoff Kenny, Aidan Meyler and Allan Timmermann

Forecasting exact scores in National Football League games pp. 122-130

Rose D. Baker and Ian G. McHale

Does the euro area forward rate provide accurate forecasts of the short rate? pp. 131-141

Ana Galvão and Sónia Costa

Quantifying survey expectations: What’s wrong with the probability approach? pp. 142-154

Jörg Breitung and Maik Schmeling

Can securities analysts forecast intangible firms’ earnings? pp. 155-174

Huong Higgins

Evaluating probability forecasts for GDP declines using alternative methodologies pp. 175-190

Kajal Lahiri and J. George Wang

Space–time autoregressive models and forecasting national, regional and state crime rates pp. 191-201

Gary Shoesmith

On downside risk predictability through liquidity and trading activity: A dynamic quantile approach pp. 202-219

Antonio Rubia and Lidia Sanchis-Marco