International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 24, issue 4, 2008

Energy forecasting pp. 561-565

James W. Taylor and Antoni Espasa

An hourly periodic state space model for modelling French national electricity load pp. 566-587

V. Dordonnat, Siem Jan Koopman, Marius Ooms, A. Dessertaine and J. Collet

Forecasting the electricity load from one day to one week ahead for the Spanish system operator pp. 588-602

José Ramón Cancelo, Antoni Espasa and Rosmarie Grafe

A smooth transition periodic autoregressive (STPAR) model for short-term load forecasting pp. 603-615

Luiz Felipe Amaral, Reinaldo Castro Souza and Maxwell Stevenson

Input space to neural network based load forecasters pp. 616-629

Alexandre P. Alves da Silva, Vitor H. Ferreira and Roberto M.G. Velasquez

Modeling and forecasting short-term electricity load: A comparison of methods with an application to Brazilian data pp. 630-644

Lacir J. Soares and Marcelo Medeiros

An evaluation of methods for very short-term load forecasting using minute-by-minute British data pp. 645-658

James W. Taylor

A nonlinear mixed effects model for the prediction of natural gas consumption by individual customers pp. 659-678

Marek Brabec, Ondrej Konár, Emil Pelikán and Marek Malý

Adaptive combination of forecasts with application to wind energy pp. 679-693

Ismael Sánchez

Short-term wind power forecasting using evolutionary algorithms for the automated specification of artificial intelligence models pp. 694-709

René Jursa and Kurt Rohrig

Bayesian density forecasting of intraday electricity prices using multivariate skew t distributions pp. 710-727

Anastasios Panagiotelis and Michael Smith

A new approach to characterizing and forecasting electricity price volatility pp. 728-743

Kam Fong Chan, Philip Gray and Bart van Campen

Forecasting spot electricity prices: A comparison of parametric and semiparametric time series models pp. 744-763

Rafał Weron and Adam Misiorek

Forecasting electricity prices: The impact of fundamentals and time-varying coefficients pp. 764-785

Nektaria V. Karakatsani and Derek W. Bunn

Volume 24, issue 3, 2008

Stochastic population forecasts using functional data models for mortality, fertility and migration pp. 323-342

Rob Hyndman and Heather Booth

Aggregation across countries in stochastic population forecasts pp. 343-353

Juha Alho

Evaluating a three-dimensional panel of point forecasts: The Bank of England Survey of External Forecasters pp. 354-367

Gianna Boero, Jeremy Smith and Kenneth Wallis

Real-time squared: A real-time data set for real-time GDP forecasting pp. 368-385

Roberto Golinelli and Giuseppe Parigi

Real-time forecasting of German GDP based on a large factor model with monthly and quarterly data pp. 386-398

Christian Schumacher and Jörg Breitung

Automatic leading indicators versus macroeconometric structural models: A comparison of inflation and GDP growth forecasting pp. 399-413

Duo Qin, Marie Anne Cagas, Geoffrey Ducanes, Nedelyn Magtibay-Ramos and Pilipinas Quising

Measuring and testing Granger causality over the spectrum: An application to European production expectation surveys pp. 414-431

Aurélie Lemmens, Christophe Croux and Marnik G. Dekimpe

Multimodality in GARCH regression models pp. 432-448

Jurgen Doornik and Marius Ooms

A Portfolio Index GARCH model pp. 449-461

Manabu Asai and Michael McAleer

Can idiosyncratic volatility help forecast stock market volatility? pp. 462-479

Nick Taylor

Quarterly beta forecasting: An evaluation pp. 480-489

Vincent Hooper, Kevin Ng and Jonathan J. Reeves

Forecasting bond yields in the Brazilian fixed income market pp. 490-497

José Valentim Vicente and Benjamin Tabak

On the forecasting performance of a small-scale DSGE model pp. 498-512

Michał Rubaszek and Paweł Skrzypczyński

Exponentially weighted information criteria for selecting among forecasting models pp. 513-524

James W. Taylor

Empirical evidence on individual, group and shrinkage seasonal indices pp. 525-534

Huijing Chen and John E. Boylan

A bootstrap-based non-parametric forecast density pp. 535-550

Sebastiano Manzan and Dawit Zerom

,The Black Swan. The impact of the highly improbable.Nassim Nicholas Taleb and Allen Lane, Editors, Hardcover (2007) 366 pages, ISBN: 978-0713-99995-2, £20, Paperback, ISBN 978-0141-03459-1, £8.99 pp. 551-552

Paul Goodwin

Francis X. Diebold, Editor, Elements of Forecasting (4th ed.), Thomson, South-Western: Ohio, US (2007) ISBN 978-0-324-35904-6, p. 458 Hardcover pp. 552-553

Robert Fildes

Advances in Business and Management Forecasting, Kenneth D. Lawrence & Michael D. Geurts (Eds.), (vol. 5), Elsevier: JAI Press, Hardback, 305 pages, ISBN: 978-0-7623-1478-2 pp. 553-554

Aris A. Syntetos

Call for Papers: Special issue of the International Journal of Forecasting on tourism forecasting pp. 557-557

Rob Hyndman

Volume 24, issue 2, 2008

US presidential election forecasting: An introduction pp. 189-192

James E. Campbell and Michael S. Lewis-Beck

Forecasting the presidential primary vote: Viability, ideology and momentum pp. 193-208

Wayne P. Steger

It's about time: Forecasting the 2008 presidential election with the time-for-change model pp. 209-217

Alan I. Abramowitz

The economy and the presidential vote: What leading indicators reveal well in advance pp. 218-226

Robert S. Erikson and Christopher Wlezien

Forecasting presidential elections: When to change the model pp. 227-236

Michael S. Lewis-Beck and Charles Tien

Forecasting non-incumbent presidential elections: Lessons learned from the 2000 election pp. 237-258

Andrew H. Sidman, Maxwell Mak and Matthew J. Lebo

Evaluating U.S. presidential election forecasts and forecasting equations pp. 259-271

James E. Campbell

Campaign trial heats as election forecasts: Measurement error and bias in 2004 presidential campaign polls pp. 272-284

Mark Pickup and Richard Johnston

Prediction market accuracy in the long run pp. 285-300

Joyce E. Berg, Forrest D. Nelson and Thomas A. Rietz

The keys to the white house: An index forecast for 2008 pp. 301-309

Allan J. Lichtman

The state of presidential election forecasting: The 2004 experience pp. 310-321

Randall J. Jones

Volume 24, issue 1, 2008

Elusive return predictability pp. 1-18

Allan Timmermann

Elusive return predictability: Discussion pp. 19-21

Stephen Brown

Elusive return predictability: Discussion pp. 22-28

David Hendry and J Reade

Reply to the discussion of Elusive Return Predictability pp. 29-30

Allan Timmermann

Merging models and experts pp. 31-33

Philip Hans Franses

The financial analyst forecasting literature: A taxonomy with suggestions for further research pp. 34-75

Sundaresh Ramnath, Steve Rock and Philip Shane

Consensus and uncertainty: Using forecast probabilities of output declines pp. 76-86

Michael Clements

Macroeconomic forecasting with matched principal components pp. 87-100

Christiaan Heij, Dick van Dijk and Patrick Groenen

Out-of-sample forecasting of unemployment rates with pooled STVECM forecasts pp. 101-121

Costas Milas and Philip Rothman

Are combination forecasts of S&P 500 volatility statistically superior? pp. 122-133

Ralf Becker and Adam Clements

Forecasting industry-level CPI and PPI inflation: Does exchange rate pass-through matter? pp. 134-150

Prasad Bhattacharya and Dimitrios Thomakos

Model selection, estimation and forecasting in INAR(p) models: A likelihood-based Markov Chain approach pp. 151-162

Ruijun Bu and Brendan McCabe

Simple robust averages of forecasts: Some empirical results pp. 163-169

Victor Richmond R. Jose and Robert L. Winkler

Exponential smoothing in the telecommunications data pp. 170-174

Everette S. Gardner and Joaquin Diaz-Saiz

Kenneth G. Stewart, Introduction to Applied Econometrics, Thomson Brooks/Cole, Belmont (2005) ISBN 0-534-36916-2 Hardcover, 913 pages pp. 175-176

Nlandu Mamingi

Peter G.M. Swann, Putting econometrics in its place: A new direction in applied economics, Edward Elgar, Cheltenham (2006) ISBN 978 1 85898 305 9 xiv + 250 pp pp. 177-179

P Allen

Thomas B. Fomby and Dek Terrell, Editors, Econometric analysis of financial and economic time series, Advances in Econometrics, Volume 20, Part 2, Elsevier Ltd. (2006) 352 pages, Price, $105, ISBN-10: 0-7623-1273-4, ISBN-13: 978-0-7623-1273-3 pp. 179-183

Lars-Erik Öller

Nicolas Carnot, Vincent Koen and Bruno Tissot, Economic Forecasting, Palgrave Macmillan (2005) ISBN 1-4039-3653-6 (hardback), £65, ISBN 1-4039-3653-4 (paperback), $22.50, 315pp pp. 183-184

Lars-Erik Öller and Pär Stockhammar

Special issue on decision making and planning under low levels of predictability pp. 186-186

Spyros Makridakis and Nassim Nicholas Taleb