International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 26, issue 4, 2010

Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles pp. 627-646

James W. Taylor

Exponentionally weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments pp. 647-651

Siem Jan Koopman and Marius Ooms

Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles: Comments pp. 652-654

Haipeng Shen

Exponentially weighted methods for multiple seasonal time series pp. 655-657

Alysha M. De Livera

Reply to the discussion of: Exponentially weighted methods for forecasting intraday time series with multiple seasonal cycles pp. 658-660

James W. Taylor

Damped trend exponential smoothing: A modelling viewpoint pp. 661-665

Eddie McKenzie and Everette S. Gardner

Real-time forecasting of online auctions via functional K-nearest neighbors pp. 666-683

Shu Zhang, Wolfgang Jank and Galit Shmueli

Functional hourly forecasting of water temperature pp. 684-699

Thomas Mestekemper, Michael Windmann and Göran Kauermann

Functional clustering and linear regression for peak load forecasting pp. 700-711

Aldo Goia, Caterina May and Gianluca Fusai

State space models for estimating and forecasting fertility pp. 712-724

Cristina Rueda and Pilar Rodríguez

A hierarchical procedure for the combination of forecasts pp. 725-743

Mauro Costantini and Carmine Pappalardo

Predictive likelihood for Bayesian model selection and averaging pp. 744-763

Tomohiro Ando and Ruey Tsay

Predictive-sequential forecasting system development for cash machine stocking pp. 764-776

Adam R. Brentnall, Martin J. Crowder and David J. Hand

Business cycle monitoring with structural changes pp. 777-793

Marcelle Chauvet and Simon Potter

Should quarterly government finance statistics be used for fiscal surveillance in Europe? pp. 794-807

Diego J. Pedregal and Javier Pérez

Have economic models' forecasting performance for US output growth and inflation changed over time, and when? pp. 808-835

Barbara Rossi and Tatevik Sekhposyan

A reappraisal of the leading indicator properties of the yield curve under structural instability pp. 836-857

Andreas Schrimpf and Qingwei Wang

Currency crisis prediction using ADR market data: An options-based approach pp. 858-884

Dominik Maltritz and Stefan Eichler

General-to-specific modelling of exchange rate volatility: A forecast evaluation pp. 885-907

Luc Bauwens and Genaro Sucarrat

Regional unemployment forecasts with spatial interdependencies pp. 908-926

Norbert Schanne, R. Wapler and A. Weyh

Book review pp. 927-928

Paul Goodwin

Robert A. Krueger, Business forecasting: A practical, comprehensive resource for managers and practitioners, BookSurge, North Charleston (2008), p. 319 Soft-cover, ISBN: 978-1-4196-7779-3 pp. 929-929

Aris A. Syntetos

Volume 26, issue 3, 2010

Sports forecasting pp. 445-447

Leighton Vaughan Williams and Herman Stekler

Prediction accuracy of different market structures -- bookmakers versus a betting exchange pp. 448-459

Egon Franck, Erwin Verbeek and Stephan Nuesch

Using ELO ratings for match result prediction in association football pp. 460-470

Lars Magnus Hvattum and Halvard Arntzen

Forecasting sports tournaments by ratings of (prob)abilities: A comparison for the EUROÂ 2008 pp. 471-481

Christoph Leitner, Achim Zeileis and Kurt Hornik

Online bookmakers' odds as forecasts: The case of European soccer leagues pp. 482-488

E. Strumbelj and M. Robnik Sikonja

Improving Australian Football League player performance forecasts using optimized nonlinear smoothing pp. 489-497

Jonathan Sargent and Anthony Bedford

Finding profitable forecast combinations using probability scoring rules pp. 498-510

Andrew Grant and David Johnstone

An optimized ratings-based model for forecasting Australian Rules football pp. 511-517

Richard Ryall and Anthony Bedford

Alternative methods of predicting competitive events: An application in horserace betting markets pp. 518-536

Stefan Lessmann, Ming-Chien Sung and Johnnie E.V. Johnson

The impact of insider trading on forecasting in a bookmakers' horse betting market pp. 537-542

Adi Schnytzer, Martien Lamers and Vasiliki Makropoulou

Forecasting horse race outcomes: New evidence on odds bias in UK betting markets pp. 543-550

Michael A. Smith and Leighton Vaughan Williams

Are differences in ranks good predictors for Grand Slam tennis matches? pp. 551-563

Julio del Corral and Juan Prieto-Rodriguez

Forecasting outcomes in tennis matches using within-match betting markets pp. 564-575

Stephen Easton and Katherine Uylangco

Forecasting national team medal totals at the Summer Olympic Games pp. 576-588

David Forrest, Ismael Sanz and Juan de Dios Tena

Evaluating National Football League draft choices: The passing game pp. 589-605

Bryan Boulier, Herman Stekler, Jason Coburn and Timothy Rankins

Issues in sports forecasting pp. 606-621

Herman Stekler, David Sendor and Richard Verlander

Book review pp. 622-623

Aris A. Syntetos

Book review pp. 624-625

Brian Sloboda`

Volume 26, issue 2, 2010

Bayesian forecasting in economics pp. 211-215

Kajal Lahiri and Gael Martin

Comparing and evaluating Bayesian predictive distributions of asset returns pp. 216-230

John Geweke and Gianni Amisano

Bayesian forecasting of Value at Risk and Expected Shortfall using adaptive importance sampling pp. 231-247

Lennart Hoogerheide and Herman van Dijk

Forecasting inflation in an inflation-targeting regime: A role for informative steady-state priors pp. 248-264

Meredith Beechey and Pär Österholm

Learning and heterogeneity in GDP and inflation forecasts pp. 265-292

Kajal Lahiri and Xuguang Simon Sheng

Mixed frequency models: Bayesian approaches to estimation and prediction pp. 293-311

Abel Rodriguez and Gavino Puggioni

Forecasting macroeconomic time series with locally adaptive signal extraction pp. 312-325

Paolo Giordani and Mattias Villani

Bayesian forecasting using stochastic search variable selection in a VAR subject to breaks pp. 326-347

Markus Jochmann, Gary Koop and Rodney Strachan

DSGE model-based forecasting of non-modelled variables pp. 348-373

Frank Schorfheide, Keith Sill and Maxym Kryshko

Bayesian forecasting of parts demand pp. 374-396

Phillip M. Yelland

Predictive densities for models with stochastic regressors and inequality constraints: Forecasting local-area wheat yield pp. 397-412

William Griffiths, Lisa S. Newton and Christopher O'Donnell

Bayesian and non-Bayesian analysis of the seemingly unrelated regression model with Student-t errors, and its application for forecasting pp. 413-434

Arnold Zellner and Tomohiro Ando

Comment pp. 435-438

John Geweke

Rejoinder pp. 439-442

Arnold Zellner and Tomohiro Ando

Volume 26, issue 1, 2010

Changing of the guard pp. 1-1

Rob Hyndman

Encouraging replication and reproducible research pp. 2-3

Rob Hyndman

Replications of forecasting research pp. 4-8

Heiner Evanschitzky and J. Armstrong

European election forecasting: An introduction pp. 9-10

Michael S. Lewis-Beck and Bruno Jérôme

Electoral forecasting in France: A multi-equation solution pp. 11-18

Richard Nadeau, Michael S. Lewis-Beck and Éric Bélanger

Bread and butter à la française: Multiparty forecasts of the French legislative vote (1981-2007) pp. 19-31

Kai Arzheimer and Jocelyn Evans

Testing the accuracy of the Downs' spatial voter model on forecasting the winners of the French parliamentary elections in May-June 2007 pp. 32-41

Bertrand Lemennicier and Honorine Katir-Lescieux

The chancellor model: Forecasting German elections pp. 42-53

Helmut Norpoth and Thomas Gschwend

Election cycles and electoral forecasting in Italy, 1994-2008 pp. 54-67

Paolo Bellucci

Improving predictive accuracy of exit polls pp. 68-81

Jose M. Pavia

Comparing forecast models of Radical Right voting in four European countries (1973-2008) pp. 82-97

Jocelyn Evans and Gilles Ivaldi

Forecasting partisan dynamics in Europe pp. 98-115

Bruno Jérôme and Véronique Jerôme-Speziari

Biases in judgmental adjustments of statistical forecasts: The role of individual differences pp. 116-133

Cuneyt Eroglu and Keely L. Croxton

Judging the judges through accuracy-implication metrics: The case of inventory forecasting pp. 134-143

Aris A. Syntetos, Konstantinos Nikolopoulos and John E. Boylan

Forecasting task-technology fit: The influence of individuals, systems and procedures on forecast performance pp. 144-161

Carlo D. Smith and John T. Mentzer

Stochastic level shifts and outliers and the dynamics of oil price movements pp. 162-179

Thomas Trimbur

Estimation of the conditional variance-covariance matrix of returns using the intraday range pp. 180-194

Richard Harris and Fatih Yilmaz

Interview with Herman O. Stekler pp. 195-203

Fred Joutz

Rob J. Hyndman, Anne B. Koehler, J. Keith Ord and Ralph Snyder, Forecasting with Exponential Smoothing: The State Space Approach, Springer (2008) 359 pp, ISBN 978-3-540-71916-0 (paperback), [euro] 36.95, e-ISBN 978-3-540-71918-2 (online), [euro] 25/Chapter pp. 204-205

Lars-Erik Öller and Pär Stockhammar

Book review pp. 206-207

Brian Sloboda`

Book review pp. 208-209

Robert Fildes