International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 27, issue 4, 2011

In memory of Arnold Zellner, a great scientist and person pp. 961-967

Antonio García-Ferrer

Validation and forecasting accuracy in models of climate change pp. 968-995

Robert Fildes and Nikolaos Kourentzes

Validation and forecasting accuracy in models of climate change: Comments pp. 996-999

Patrick McSharry

Commentary on "Validation and forecasting accuracy in models of climate change" pp. 1000-1003

Noel S. Keenlyside

Validation and forecasting accuracy in models of climate change: Postscript pp. 1004-1005

Robert Fildes and Nikolaos Kourentzes

Calling recessions in real time pp. 1006-1026

James Hamilton

Comments on "Calling recessions in real time" pp. 1027-1031

Thomas Trimbur

Discussion: Calling recessions in real time pp. 1032-1038

Marc Wildi

Response to comments pp. 1039-1040

James Hamilton

Kernel-based calibration diagnostics for recession and inflation probability forecasts pp. 1041-1057

John Galbraith and Simon van Norden

On economic evaluation of directional forecasts pp. 1058-1065

Oliver Blaskowitz and Helmut Herwartz

How accurate are government forecasts of economic fundamentals? The case of Taiwan pp. 1066-1075

Chia-Lin Chang, Philip Hans Franses and Michael McAleer

A large factor model for forecasting macroeconomic variables in South Africa pp. 1076-1088

Rangan Gupta and Alain Kabundi

Forecasting exchange rate volatility using high-frequency data: Is the euro different? pp. 1089-1107

Georgios Chortareas, Ying Jiang and John. C. Nankervis

Forecasting levels of log variables in vector autoregressions pp. 1108-1115

Gunnar Bårdsen and Helmut Lütkepohl

Forecasting abnormal stock returns and trading volume using investor sentiment: Evidence from online search pp. 1116-1127

Kissan Joseph, M. Babajide Wintoki and Zelin Zhang

The utility of expectational data: Firm-level evidence using matched qualitative-quantitative UK surveys pp. 1128-1146

Silvia Sze Wai Lui, James Mitchell and Martin Weale

Decay factor optimisation in time weighted simulation -- Evaluating VaR performance pp. 1147-1159

Saša Žiković and Bora Aktan

Modeling the demand and supply in a new B2B-upstream market using a knowledge updating process pp. 1160-1177

Trichy V. Krishnan, Shanfei Feng and Tony Beebe

Forecasting monthly and quarterly time series using STL decomposition pp. 1178-1195

Marina Theodosiou

Sensitivity to autocorrelation in judgmental time series forecasting pp. 1196-1214

Stian Reimers and Nigel Harvey

Forecasting television ratings pp. 1215-1240

Peter Danaher, Tracey S. Dagger and Michael Smith

Robust backward population projections made possible pp. 1241-1247

Dalkhat M. Ediev

Forecasting elections in Turkey pp. 1248-1258

Emre Toros

Maximizing bidder surplus in simultaneous online art auctions via dynamic forecasting pp. 1259-1270

Mayukh Dass, Wolfgang Jank and Galit Shmueli

Book review pp. 1271-1273

P Allen

Volume 27, issue 3, 2011

Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction pp. 635-660

Sven F. Crone, Michèle Hibon and Konstantinos Nikolopoulos

Advances in forecasting with neural networks? Empirical evidence from the NN3 competition on time series prediction pp. 635-660

Sven F. Crone, Michèle Hibon and Konstantinos Nikolopoulos

MLP ensembles improve long term prediction accuracy over single networks pp. 661-671

Paulo J.L. Adeodato, Adrian L. Arnaud, Germano C. Vasconcelos, Rodrigo C.L.V. Cunha and Domingos S.M.P. Monteiro

MLP ensembles improve long term prediction accuracy over single networks pp. 661-671

Paulo J.L. Adeodato, Adrian L. Arnaud, Germano C. Vasconcelos, Rodrigo C.L.V. Cunha and Domingos S.M.P. Monteiro

Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition pp. 672-688

Robert R. Andrawis, Amir F. Atiya and Hisham El-Shishiny

Forecast combinations of computational intelligence and linear models for the NN5 time series forecasting competition pp. 672-688

Robert R. Andrawis, Amir F. Atiya and Hisham El-Shishiny

Conditionally dependent strategies for multiple-step-ahead prediction in local learning pp. 689-699

Gianluca Bontempi and Souhaib Ben Taieb

Conditionally dependent strategies for multiple-step-ahead prediction in local learning pp. 689-699

Gianluca Bontempi and Souhaib Ben Taieb

Forecasting the NN5 time series with hybrid models pp. 700-707

Jörg D. Wichard

Forecasting the NN5 time series with hybrid models pp. 700-707

Jörg D. Wichard

Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting pp. 708-724

Ivette Luna and Rosangela Ballini

Top-down strategies based on adaptive fuzzy rule-based systems for daily time series forecasting pp. 708-724

Ivette Luna and Rosangela Ballini

A heuristic method for parameter selection in LS-SVM: Application to time series prediction pp. 725-739

Ginés Rubio, Héctor Pomares, Ignacio Rojas and Luis Javier Herrera

A heuristic method for parameter selection in LS-SVM: Application to time series prediction pp. 725-739

Ginés Rubio, Héctor Pomares, Ignacio Rojas and Luis Javier Herrera

Holt’s exponential smoothing and neural network models for forecasting interval-valued time series pp. 740-759

André Luis Santiago Maia and Francisco de A.T. de Carvalho

Holt's exponential smoothing and neural network models for forecasting interval-valued time series pp. 740-759

André Luis Santiago Maia and Francisco de A.T. de Carvalho

Forecasting ATM cash demands using a local learning model of cerebellar associative memory network pp. 760-776

S.D. Teddy and S.K. Ng

Forecasting ATM cash demands using a local learning model of cerebellar associative memory network pp. 760-776

S.D. Teddy and S.K. Ng

An empirical analysis of neural network memory structures for basin water quality forecasting pp. 777-803

David West and Scott Dellana

An empirical analysis of neural network memory structures for basin water quality forecasting pp. 777-803

David West and Scott Dellana

Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange pp. 804-816

Reza Ebrahimpour, Hossein Nikoo, Saeed Masoudnia, Mohammad Reza Yousefi and Mohammad Sajjad Ghaemi

Mixture of MLP-experts for trend forecasting of time series: A case study of the Tehran stock exchange pp. 804-816

Reza Ebrahimpour, Hossein Nikoo, Saeed Masoudnia, Mohammad Reza Yousefi and Mohammad Sajjad Ghaemi

Tourism forecasting: An introduction pp. 817-821

Haiyan Song and Rob Hyndman

The tourism forecasting competition pp. 822-844

George Athanasopoulos, Rob Hyndman, Haiyan Song and Doris C. Wu

The tourism forecasting competition pp. 822-844

George Athanasopoulos, Rob Hyndman, Haiyan Song and Doris C. Wu

The value of feedback in forecasting competitions pp. 845-849

George Athanasopoulos and Rob Hyndman

The value of feedback in forecasting competitions pp. 845-849

George Athanasopoulos and Rob Hyndman

Winning methods for forecasting tourism time series pp. 850-852

Lee C. Baker and Jeremy Howard

Winning methods for forecasting seasonal tourism time series pp. 853-854

Phil Brierley

Forecasting tourist arrivals using time-varying parameter structural time series models pp. 855-869

Haiyan Song, Gang Li, Stephen F. Witt and George Athanasopoulos

Forecasting tourist arrivals using time-varying parameter structural time series models pp. 855-869

Haiyan Song, Gang Li, Stephen F. Witt and George Athanasopoulos

Combination of long term and short term forecasts, with application to tourism demand forecasting pp. 870-886

Robert R. Andrawis, Amir F. Atiya and Hisham El-Shishiny

Combination of long term and short term forecasts, with application to tourism demand forecasting pp. 870-886

Robert R. Andrawis, Amir F. Atiya and Hisham El-Shishiny

Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals pp. 887-901

Jae Kim, Kevin Wong, George Athanasopoulos and Shen Liu

Beyond point forecasting: Evaluation of alternative prediction intervals for tourist arrivals pp. 887-901

Jae Kim, Kevin Wong, George Athanasopoulos and Shen Liu

Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures pp. 902-922

Robert Fildes, Yingqi Wei and Suzilah Ismail

Evaluating the forecasting performance of econometric models of air passenger traffic flows using multiple error measures pp. 902-922

Robert Fildes, Yingqi Wei and Suzilah Ismail

Forecasting (aggregate) demand for US commercial air travel pp. 923-941

Richard Carson, Tolga Cenesizoglu and Roger Parker

Forecasting (aggregate) demand for US commercial air travel pp. 923-941

Richard Carson, Tolga Cenesizoglu and Roger Parker

Booking horizon forecasting with dynamic updating: A case study of hotel reservation data pp. 942-960

Alwin Haensel and Ger Koole

Booking horizon forecasting with dynamic updating: A case study of hotel reservation data pp. 942-960

Alwin Haensel and Ger Koole

Volume 27, issue 2, 2011

Quantiles as optimal point forecasts pp. 197-207

Tilmann Gneiting

Quantiles as optimal point forecasts pp. 197-207

Tilmann Gneiting

Combining probability forecasts pp. 208-223

Michael Clements and David Harvey

Combining probability forecasts pp. 208-223

Michael Clements and David Harvey

Forecast combination through dimension reduction techniques pp. 224-237

Pilar Poncela, Julio Rodríguez, Rocío Sánchez-Mangas and Eva Senra

Forecast combination through dimension reduction techniques pp. 224-237

Pilar Poncela, Julio Rodríguez, Rocío Sánchez-Mangas and Eva Senra

Combining exponential smoothing forecasts using Akaike weights pp. 238-251

Stephan Kolassa

Combining exponential smoothing forecasts using Akaike weights pp. 238-251

Stephan Kolassa

Forecasting correlated time series with exponential smoothing models pp. 252-265

Ana Corberán-Vallet, José D. Bermúdez and Enriqueta Vercher

Forecasting correlated time series with exponential smoothing models pp. 252-265

Ana Corberán-Vallet, José D. Bermúdez and Enriqueta Vercher

Direct and iterated multistep AR methods for difference stationary processes pp. 266-280

Tommaso Proietti

Direct and iterated multistep AR methods for difference stationary processes pp. 266-280

Tommaso Proietti

Incorporating vintage differences and forecasts into Markov switching models pp. 281-307

Jeremy J. Nalewaik

Incorporating vintage differences and forecasts into Markov switching models pp. 281-307

Jeremy J. Nalewaik

Prediction intervals in conditionally heteroscedastic time series with stochastic components pp. 308-319

Santiago Pellegrini, Esther Ruiz and Antoni Espasa

Prediction intervals in conditionally heteroscedastic time series with stochastic components pp. 308-319

Santiago Pellegrini, Esther Ruiz and Antoni Espasa

Bootstrap prediction intervals for SETAR models pp. 320-332

Jing Li

Bootstrap prediction intervals for SETAR models pp. 320-332

Jing Li

A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP pp. 333-346

Marta Banbura and Gerhard Rünstler

A look into the factor model black box: Publication lags and the role of hard and soft data in forecasting GDP pp. 333-346

Marta Banbura and Gerhard Rünstler

Multivariate semi-nonparametric distributions with dynamic conditional correlations pp. 347-364

Esther Del Brio, Trino-Manuel Ñíguez and Javier Perote

Multivariate semi-nonparametric distributions with dynamic conditional correlations pp. 347-364

Esther Del Brio, Trino Ñíguez Grau and Javier Perote

Shrinkage estimation of semiparametric multiplicative error models pp. 365-378

Christian Brownlees and Giampiero Gallo

Shrinkage estimation of semiparametric multiplicative error models pp. 365-378

Christian Brownlees and Giampiero Gallo

Scoring rules and survey density forecasts pp. 379-393

Gianna Boero, Jeremy Smith and Kenneth Wallis

Scoring rules and survey density forecasts pp. 379-393

Gianna Boero, Jeremy Smith and Kenneth Wallis

Density forecasting through disaggregation pp. 394-412

Kun Ho Kim

Density forecasting through disaggregation pp. 394-412

Kun Ho Kim

Asymmetric loss functions and the rationality of expected stock returns pp. 413-437

Kevin Aretz, Söhnke Bartram and Peter F. Pope

Asymmetric loss functions and the rationality of expected stock returns pp. 413-437

Kevin Aretz, Söhnke Bartram and Peter F. Pope

Predicting economic contractions and expansions with the aid of professional forecasts pp. 438-451

Chew Chua and Sarantis Tsiaplias

Predicting economic contractions and expansions with the aid of professional forecasts pp. 438-451

Chew Chua and Sarantis Tsiaplias

Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 pp. 452-465

Jonas Dovern and Johannes Weisser

Accuracy, unbiasedness and efficiency of professional macroeconomic forecasts: An empirical comparison for the G7 pp. 452-465

Jonas Dovern and Johannes Weisser

Real-time macroeconomic forecasting with leading indicators: An empirical comparison pp. 466-481

Christiaan Heij, Dick van Dijk and Patrick Groenen

Real-time macroeconomic forecasting with leading indicators: An empirical comparison pp. 466-481

Christiaan Heij, Dick van Dijk and Patrick Groenen

One model and various experts: Evaluating Dutch macroeconomic forecasts pp. 482-495

Philip Hans Franses, Henk C. Kranendonk and Debby Lanser

One model and various experts: Evaluating Dutch macroeconomic forecasts pp. 482-495

Philip Hans Franses, Henk C. Kranendonk and Debby Lanser

Forecasting national activity using lots of international predictors: An application to New Zealand pp. 496-511

Sandra Eickmeier and Tim Ng

Forecasting national activity using lots of international predictors: An application to New Zealand pp. 496-511

Sandra Eickmeier and Tim Ng

Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts pp. 512-528

Kirdan Lees, Troy Matheson and Christie Smith

Open economy forecasting with a DSGE-VAR: Head to head with the RBNZ published forecasts pp. 512-528

Kirdan Lees, Troy Matheson and Christie Smith

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area pp. 529-542

Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher

MIDAS vs. mixed-frequency VAR: Nowcasting GDP in the euro area pp. 529-542

Vladimir Kuzin, Massimiliano Marcellino and Christian Schumacher

Are VIX futures prices predictable? An empirical investigation pp. 543-560

Eirini Konstantinidi and George Skiadopoulos

Are VIX futures prices predictable? An empirical investigation pp. 543-560

Eirini Konstantinidi and George Skiadopoulos

Forecasting the direction of the US stock market with dynamic binary probit models pp. 561-578

Henri Nyberg

Forecasting the direction of the US stock market with dynamic binary probit models pp. 561-578

Henri Nyberg

Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models pp. 579-591

Wei-Choun Yu and Eric Zivot

Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models pp. 579-591

Wei-Choun Yu and Eric Zivot

Forecasting accuracy of wind power technology diffusion models across countries pp. 592-601

Alessandra Dalla Valle and Claudia Furlan

Forecasting accuracy of wind power technology diffusion models across countries pp. 592-601

Alessandra Dalla Valle and Claudia Furlan

Forecasting temperature to price CME temperature derivatives pp. 602-618

Debbie J. Dupuis

Forecasting temperature to price CME temperature derivatives pp. 602-618

Debbie J. Dupuis

A Bradley-Terry type model for forecasting tennis match results pp. 619-630

Ian McHale and Alex Morton

A Bradley-Terry type model for forecasting tennis match results pp. 619-630

Ian McHale and Alex Morton

The Business Forecasting Deal pp. 631-633

Stephan Kolassa

Volume 27, issue 1, 2011

Group-based judgmental forecasting: An integration of extant knowledge and the development of priorities for a new research agenda pp. 1-13

George Wright and Gene Rowe

Group-based forecasting?: A social psychological analysis pp. 14-40

Norbert L. Kerr and R. Scott Tindale

Group-based forecasting?: A social psychological analysis pp. 14-40

Norbert L. Kerr and R. Scott Tindale

Group diversity and decision quality: Amplification and attenuation of the framing effect pp. 41-49

Ilan Yaniv

Group diversity and decision quality: Amplification and attenuation of the framing effect pp. 41-49

Ilan Yaniv

Influence of differentiated roles on group forecasting accuracy pp. 50-68

Dilek Önkal, Michael Lawrence and K. Zeynep Sayım

Influence of differentiated roles on group forecasting accuracy pp. 50-68

Dilek Önkal, Michael Lawrence and K. Zeynep SayIm

Role thinking: Standing in other people’s shoes to forecast decisions in conflicts pp. 69-80

Kesten Green and J. Armstrong

Role thinking: Standing in other people's shoes to forecast decisions in conflicts pp. 69-80

Kesten Green and J. Armstrong

Judgmental aggregation strategies depend on whether the self is involved pp. 81-102

Jack B. Soll and Albert E. Mannes

Judgmental aggregation strategies depend on whether the self is involved pp. 81-102

Jack B. Soll and Albert E. Mannes

Forecasting another’s enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice pp. 103-120

Lyn M. Van Swol

Forecasting another's enjoyment versus giving the right answer: Trust, shared values, task effects, and confidence in improving the acceptance of advice pp. 103-120

Lyn M. Van Swol

Forecasting clients’ reactions: How does the perception of strategic behavior influence the acceptance of advice? pp. 121-133

Barbara Jodlbauer and Eva Jonas

Forecasting clients' reactions: How does the perception of strategic behavior influence the acceptance of advice? pp. 121-133

Barbara Jodlbauer and Eva Jonas

People consultation to construct the future: A Delphi application pp. 134-151

Jon Landeta and Jon Barrutia

People consultation to construct the future: A Delphi application pp. 134-151

Jon Landeta and Jon Barrutia

A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi pp. 152-165

Nicole L. Klenk and Gordon M. Hickey

A virtual and anonymous, deliberative and analytic participation process for planning and evaluation: The Concept Mapping Policy Delphi pp. 152-165

Nicole L. Klenk and Gordon M. Hickey

The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science pp. 166-182

Wim G.G. Benda and Tim C.E. Engels

The predictive validity of peer review: A selective review of the judgmental forecasting qualities of peers, and implications for innovation in science pp. 166-182

Wim G.G. Benda and Tim C.E. Engels

Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task pp. 183-195

Andreas Graefe and J. Armstrong

Comparing face-to-face meetings, nominal groups, Delphi and prediction markets on an estimation task pp. 183-195

Andreas Graefe and J. Armstrong