International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 28, issue 4, 2012

Forecasting Spanish elections pp. 769-776

Pedro C. Magalhães, Luís Aguiar-Conraria and Michael S. Lewis-Beck

Election forecasting under opaque conditions: A model for Francophone Belgium, 1981–2010 pp. 777-788

Ruth Dassonneville and Marc Hooghe

Forecasting Norwegian elections: Out of work and out of office pp. 789-796

Sveinung Arnesen

Japanese election forecasting: Classic tests of a hard case pp. 797-803

Michael S. Lewis-Beck and Charles Tien

Forecasting Brazilian presidential elections: Solving the N problem pp. 804-812

Mathieu Turgeon and Lucio Rennó

Forecasting Turkish local elections pp. 813-821

Emre Toros

Election forecasting in Lithuania: The case of municipal elections pp. 822-829

Mažvydas Jastramskis

Forecast errors and inventory performance under forecast information sharing pp. 830-841

Mohammad M. Ali, John E. Boylan and Aris A. Syntetos

Forecasting method selection in a global supply chain pp. 842-848

Yavuz Acar and Everette S. Gardner

Ranking the predictive performances of value-at-risk estimation methods pp. 849-873

Emrah Şener, Sayad Baronyan and Levent Ali Mengütürk

Security analysts, cash flow forecasts, and turnover pp. 874-890

Shailendra Pandit, Richard H. Willis and Ling Zhou

Volume 28, issue 3, 2012

Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range pp. 557-574

Cathy W. S. Chen, Richard Gerlach, Bruce B.K. Hwang and Michael McAleer

Bias correction and out-of-sample forecast accuracy pp. 575-586

Hyeongwoo Kim and Nazif Durmaz

A population dependent diffusion model with a stochastic extension pp. 587-606

C. Michalakelis and T. Sphicopoulos

Using a nested logit model to forecast television ratings pp. 607-622

Peter Danaher and Tracey Dagger

Optimal forecasting of noncausal autoregressive time series pp. 623-631

Markku Lanne, Jani Luoto and Pentti Saikkonen

Forecasting test cricket match outcomes in play pp. 632-643

Sohail Akhtar and Philip Scarf

Are freight futures markets efficient? Evidence from IMAREX pp. 644-659

Lambros Goulas and George Skiadopoulos

Modeling patronage shift to a new entrant for predicting disproportionate losses for incumbent outlets pp. 660-674

Duk Bin Jun, Jungki Kim, Myoung Hwan Park and Kyoung Cheon Cha

A varying-coefficient default model pp. 675-688

Ruey-Ching Hwang

The illusion of predictability: How regression statistics mislead experts pp. 695-711

Emre Soyer and Robin Hogarth

Fast sparse regression and classification pp. 722-738

Jerome H. Friedman

Volume 28, issue 2, 2012

Do professional forecasters pay attention to data releases? pp. 297-308

Michael Clements

Jointly evaluating the Federal Reserve’s forecasts of GDP growth and inflation pp. 309-314

Tara Sinclair, Edward N. Gamber, Herman Stekler and Elizabeth Reid

Forecasting US state-level employment growth: An amalgamation approach pp. 315-327

David E. Rapach and Jack Strauss

Autocontour-based evaluation of multivariate predictive densities pp. 328-342

Gloria Gonzalez-Rivera and Emre Yoldas

Efficient evaluation of multidimensional time-varying density forecasts, with applications to risk management pp. 343-352

Arnold Polanski and Evarist Stoja

Markov switching and exchange rate predictability pp. 353-365

Alex Nikolsko-Rzhevskyy and Ruxandra Prodan

Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks pp. 366-383

Chun-Hung Chen, Wei-Choun Yu and Eric Zivot

Forecasting volatility with asymmetric smooth transition dynamic range models pp. 384-399

Edward Lin, Cathy W. S. Chen and Richard Gerlach

Forecasting spikes in electricity prices pp. 400-411

T.M. Christensen, Stan Hurn and K.A. Lindsay

Forecasting a monetary aggregate under instability: Argentina after 2001 pp. 412-427

Hildegart Ahumada and Maria Garegnani

The performance of short-term forecasts of the German economy before and during the 2008/2009 recession pp. 428-445

Katja Drechsel and Rolf Scheufele

Forecasting monetary policy rules in South Africa pp. 446-455

Ruthira Naraidoo and Ivan Paya

Improving forecasting in an emerging economy, South Africa: Changing trends, long run restrictions and disaggregation pp. 456-476

Janine Aron and John Muellbauer

A study of outliers in the exponential smoothing approach to forecasting pp. 477-484

Anne B. Koehler, Ralph Snyder, John Ord and Adrian Beaumont

Forecasting the intermittent demand for slow-moving inventories: A modelling approach pp. 485-496

Ralph Snyder, John Ord and Adrian Beaumont

To model, or not to model: Forecasting for customer prioritization pp. 497-506

Chun-Yao Huang

Forecasting customer behaviour in a multi-service financial organisation: A profitability perspective pp. 507-518

Alena Audzeyeva, Barbara Summers and Klaus Schenk-Hoppé

Forecasting life expectancy in an international context pp. 519-531

Tiziana Torri and James W. Vaupel

Simulating a basketball match with a homogeneous Markov model and forecasting the outcome pp. 532-542

Erik Štrumbelj and Petar Vračar

A comparative analysis of data mining methods in predicting NCAA bowl outcomes pp. 543-552

Dursun Delen, Douglas Cogdell and Nihat Kasap

Volume 28, issue 1, 2012

Kernel density estimation for time series data pp. 3-14

Andrew Harvey and Vitaliy Oryshchenko

Time series modeling of histogram-valued data: The daily histogram time series of S&P500 intradaily returns pp. 20-33

Gloria Gonzalez-Rivera and Javier Arroyo

Improved forecasting of autoregressive series by weighted least squares approximate REML estimation pp. 39-43

Rohit S. Deo

Prediction from ARFIMA models: Comparisons between MLE and semiparametric estimation procedures pp. 46-53

Richard T. Baillie, Chaleampong Kongcharoen and George Kapetanios

Better to give than to receive: Predictive directional measurement of volatility spillovers pp. 57-66

Francis Diebold and Kamil Yilmaz

A conditionally heteroskedastic independent factor model with an application to financial stock returns pp. 70-93

Antonio García-Ferrer, Ester González-Prieto and Daniel Peña

Bond risk, bond return volatility, and the term structure of interest rates pp. 97-117

Luis Viceira

A through-the-cycle model for retail lending economic capital pp. 133-138

Joseph L. Breeden, Robert Parker and Carsten Steinebach

Performance monitoring of credit portfolios using survival analysis pp. 139-144

Axel Gandy

Forecasting and explaining aggregate consumer credit delinquency behaviour pp. 145-160

Jonathan Crook and John Banasik

Benchmarking regression algorithms for loss given default modeling pp. 161-170

Gert Loterman, Iain Brown, David Martens, Christophe Mues and Bart Baesens

Loss given default models incorporating macroeconomic variables for credit cards pp. 171-182

Tony Bellotti and Jonathan Crook

Predicting loss given default (LGD) for residential mortgage loans: A two-stage model and empirical evidence for UK bank data pp. 183-195

Mindy Leow and Christophe Mues

Comparing debt characteristics and LGD models for different collections policies pp. 196-203

L.C. Thomas, A. Matuszyk and A. Moore

Comparisons of linear regression and survival analysis using single and mixture distributions approaches in modelling LGD pp. 204-215

Jie Zhang and Lyn C. Thomas

Overcoming selectivity bias in evaluating new fraud detection systems for revolving credit operations pp. 216-223

David J. Hand and Martin J. Crowder

Instance sampling in credit scoring: An empirical study of sample size and balancing pp. 224-238

Sven F. Crone and Steven Finlay

Non-linearity of scorecard log-odds pp. 239-247

Ross A. McDonald, Matthew Sturgess, Keith Smith, Michael S. Hawkins and Edward Xiao-Ming Huang

Estimating causal effects of credit decisions pp. 248-260

Gerald Fahner

Transition matrix models of consumer credit ratings pp. 261-272

Madhur Malik and Lyn C. Thomas

Forecasting US bond default ratings allowing for previous and initial state dependence in an ordered probit model pp. 273-287

Paul Mizen and Serafeim Tsoukas

The predictive accuracy of credit ratings: Measurement and statistical inference pp. 288-296

Walter Orth