International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 23, issue 4, 2007

Long-run income forecasting pp. 533-538

Dennis Ahlburg and Thomas Lindh

Long-term forecasting and evaluation pp. 539-551

Clive Granger and Yongil Jeon

Demographically based global income forecasts up to the year 2050 pp. 553-567

Thomas Lindh and Bo Malmberg

Does age structure forecast economic growth? pp. 569-585

David Bloom, David Canning, Günther Fink and Jocelyn Finlay

The effects of age structure on economic growth: An application of probabilistic forecasting to India pp. 587-602

Alexia Fürnkranz-Prskawetz, Tomas Kögel, Warren Sanderson and S. Scherbov

Who gains from the demographic dividend? Forecasting income by age pp. 603-619

Sang-Hyop Lee and Andrew Mason

Income growth in the 21st century: Forecasts with an overlapping generations model pp. 621-635

David de la Croix, Frédéric Docquier and Philippe Liegeois

Long term projections of carbon emissions pp. 637-653

Warwick McKibbin, David Pearce and Alison Stegman

Macroeconomic forecasting using structural factor analysis pp. 655-677

Dandan Liu and Dennis Jansen

Evaluating factor forecasts for the UK: The role of asset prices pp. 679-693

Fadi Zaher

Predictive financial models of the euro area: A new evaluation test pp. 695-705

Ekaterini Panopoulou

Optimal prediction under LINLIN loss: Empirical evidence pp. 707-715

Yasemin Ulu

Nonparametric econometrics: Theory and practice pp. 717-719

Brian Sloboda`

Thomas F. Wallace and Robert A. Stahl, Sales Forecasting: A New Approach, T.F. Wallace & Co. (2006) ISBN: 0-9674884-1-9 (paper), $44.95, 166 pages pp. 719-720

Robert Fildes

Volume 23, issue 3, 2007

Judgement in forecasting pp. 343-345

Mathew Parackal, Paul Goodwin and Marcus O'Connor

When do purchase intentions predict sales? pp. 347-364

Vicki G. Morwitz, Joel H. Steckel and Alok Gupta

Structured analogies for forecasting pp. 365-376

Kesten Green and J. Armstrong

Providing support for the use of analogies in demand forecasting tasks pp. 377-390

Wing Yee Lee, Paul Goodwin, Robert Fildes, Konstantinos Nikolopoulos and Michael Lawrence

The process of using a forecasting support system pp. 391-404

Paul Goodwin, Robert Fildes, Michael Lawrence and Konstantinos Nikolopoulos

The comparative accuracy of judgmental and model forecasts of American football games pp. 405-413

ChiUng Song, Bryan Boulier and Herman Stekler

Predicting Wimbledon 2005 tennis results by mere player name recognition pp. 415-426

Benjamin Scheibehenne and Arndt Broder

Judgemental bootstrapping of technical traders in the bond market pp. 427-445

Roy Batchelor and Tai Yeong Kwan

Forecasting of software development work effort: Introduction pp. 445-447

J. Armstrong

Forecasting of software development work effort: Evidence on expert judgement and formal models pp. 449-462

Magne Jorgensen

Is task complexity an exception to the superiority of mechanized judgement, or a barrier to it? pp. 463-464

Jason Dana

Information asymmetry and aggregation rules: A comment on Jorgensen (2007) pp. 465-467

Robin Hogarth

Difficulty and complexity as factors in software effort estimation pp. 469-471

Fred Collopy

How should we compare forecasting models with expert judgement? pp. 473-474

Magne Jorgensen

Organizational factors in sales forecasting management pp. 475-495

Donna F. Davis and John T. Mentzer

Does past volatility affect investors' price forecasts and confidence judgements? pp. 497-511

Ning Du and David V. Budescu

Forecasting and analyzing insurance companies' ratings pp. 513-529

Tony van Gestel, David Martens, Bart Baesens, Daniel Feremans, Johan Huysmans and Jan Vanthienen

John Geweke, Contemporary Bayesian Econometrics and Statistics, Wiley, New Jersey (2005) (Hardcover, 300 pages) ISBN: 0-471-67932-1 pp. 529-531

Richard Paap

Volume 23, issue 2, 2007

Introduction to "The future of macroeconomic forecasting" pp. 159-165

Ullrich Heilemann and Herman Stekler

How far ahead can we forecast? Evidence from cross-country surveys pp. 167-187

Gultekin Isiklar and Kajal Lahiri

Bias in macroeconomic forecasts pp. 189-203

Roy Batchelor

Quantifying the quality of macroeconomic variables pp. 205-217

Lars-Erik Oller and Alex Teterukovsky

A comparison of methods for the construction of composite coincident and leading indexes for the UK pp. 219-236

Andrea Carriero and Massimiliano Marcellino

The future of macroeconomic forecasting: Understanding the forecasting process pp. 237-248

Herman Stekler

Qualitative business surveys and the assessment of employment -- A case study for Germany pp. 249-258

Klaus Abberger

Leading indicators for euro area government deficits pp. 259-275

Javier Pérez

The timing and accuracy of leading and lagging business cycle indicators: A new approach pp. 277-287

Knut Lehre Seip and Robert McNown

The information content of the Bond-Equity Yield Ratio: Better than a random walk? pp. 289-305

Pierre Giot and Mikael Petitjean

Forecasting realized exchange rate volatility by decomposition pp. 307-320

Markku Lanne

Significance tests harm progress in forecasting pp. 321-327

J. Armstrong

Significance tests harm progress in forecasting: Comment pp. 329-330

Herman Stekler

Comments on "significance tests harm progress in forecasting" pp. 331-332

John Ord

Should we be using significance tests in forecasting research? pp. 333-334

Paul Goodwin

Statistical significance tests are unnecessary even when properly done and properly interpreted: Reply to commentaries pp. 335-336

J. Armstrong

Dek Terrell and Thomas B. Fomby, Editors, Advances in Econometrics, Econometric Analysis of Financial and Economic Time Series Vol. 20, Part A, JAI Press (2006) ISBN 0-7623-1274-2 379 pp., Part A pp. 337-339

Brian Sloboda`

P.E. Tetlock, Expert political judgment: How good is it? How can we know?, Princeton University Press (2006) ISBN 978-0-691-12871-9 Paperback, 352 pp pp. 339-342

Adrian Tschoegl and J. Armstrong

Volume 23, issue 1, 2007

Combining density forecasts pp. 1-13

Stephen Hall and James Mitchell

Using forecasts of forecasters to forecast pp. 15-28

Ingmar Nolte and Winfried Pohlmeier

Accuracy of GDP growth forecasts for transition countries: Ten years of forecasting assessed pp. 29-45

Libor Krkoska and Utku Teksoz

Business and consumer expectations and macroeconomic forecasts pp. 47-69

Oscar Claveria, Ernest Pons and Raul Ramos

Forecasting exchange rates: A robust regression approach pp. 71-84

Arie Preminger and Raphael Franck

Optimal design of early warning systems for sovereign debt crises pp. 85-100

Ana-Maria Fuertes and Elena Kalotychou

Forecasting spot and forward prices in the international freight market pp. 101-114

Roy Batchelor, Amir Alizadeh and Ilias Visvikis

Non-linear forecasting of stock returns: Does volume help? pp. 115-126

David G. McMillan

Institutional and individual sentiment: Smart money and noise trader risk? pp. 127-145

Maik Schmeling

Increase in mean square forecast error when omitting a needed covariate pp. 147-152

Johannes Ledolter

New Introduction to Multiple Time Series Analysis, Helmut Lutkepohl. Springer-Verlag (2005), ISBN 3-540-40172-5 (hardcover), 149.95 [euro], ISBN 3-540-26239-3 (softcover), 54.95 [euro], 764 pages pp. 152-153

Robert Taylor

Advances in Business and Management Forecasting(volume 4), Kenneth D. Lawrence & Michael D. Geurts (eds), Elsevier: JAI Press, Hardback, 302 pages, ISBN: 0-7623-1281-5 pp. 154-155

A.A. Syntetos

Corrigendum to "Stable seasonal pattern models for forecast revision: A comparative study" [International Journal of Forecasting, 22 (2006), 799-818] pp. 155-157

Phillip M. Yelland