International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 22, issue 4, 2006

Exponential smoothing: The state of the art--Part II pp. 637-666

Everette Gardner

Discussion pp. 667-670

Anne Koehler

Discussion pp. 671-672

James W. Taylor

Discussion pp. 673-676

Ralph Snyder

Discussion pp. 677-677

Richard Lawton

Another look at measures of forecast accuracy pp. 679-688

Rob Hyndman and Anne B. Koehler

Modeling voter choice to predict the final outcome of two-stage elections pp. 689-706

Wagner A. Kamakura, Jose Afonso Mazzon and Arnaud De Bruyn

Density forecasting for the efficient balancing of the generation and consumption of electricity pp. 707-724

James W. Taylor

On predictive distributions of public net liabilities pp. 725-733

Juha M. Alho and Reijo Vanne

A useful tool for forecasting the Euro-area business cycle phases pp. 735-749

Pilar Bengoechea, Maximo Camacho and Gabriel Perez-Quiros

Restricted forecasting with VAR models: An analysis of a test for joint compatibility between restrictions and forecasts pp. 751-770

Nicolas Gomez and Victor M. Guerrero

Testing Granger Causality in the presence of threshold effects pp. 771-780

Jing Li

Forecasting an accumulated series based on partial accumulation II: A new Bayesian method for short series with stable seasonal patterns pp. 781-798

Manuel Mendoza and Enrique de Alba

Stable seasonal pattern models for forecast revision: A comparative study pp. 799-818

Phillip M. Yelland

`Modelling non-stationary economic time series' pp. 819-819

Chris Chatfield

John T. Mentzer and Mark A. Moon, Sales forecasting management: A demand management approach (2nd edition), Sage Publications, Thousand Oaks, London (2005) ISBN 1-4129-0571-0 Softcover, 347 pages pp. 821-821

A. Syntetos

John E. Hanke and Dean W. Wichern, Business Forecasting (8th Edition), Pearson, Prentice Hall, New Jersey (2005) ISBN 0-13-122856-0 Softcover (software enclosed), 535 pages pp. 823-824

A.A. Syntetos

Volume 22, issue 3, 2006

Twenty-five years of forecasting pp. 413-414

Rob Hyndman and John Ord

The forecasting journals and their contribution to forecasting research: Citation analysis and expert opinion pp. 415-432

Robert Fildes

Making progress in forecasting pp. 433-441

J. Armstrong and Robert Fildes

25 years of time series forecasting pp. 443-473

Jan G. Gooijer and Rob Hyndman

Twenty-five years of progress, problems, and conflicting evidence in econometric forecasting. What about the next 25 years? pp. 475-492

P Allen and Bernard J. Morzuch

Judgmental forecasting: A review of progress over the last 25 years pp. 493-518

Michael Lawrence, Paul Goodwin, Marcus O'Connor and Dilek Onkal

Modelling and forecasting the diffusion of innovation - A 25-year review pp. 519-545

Nigel Meade and Towhidul Islam

Demographic forecasting: 1980 to 2005 in review pp. 547-581

Heather Booth

Findings from evidence-based forecasting: Methods for reducing forecast error pp. 583-598

J. Armstrong

Forecasting software: Past, present and future pp. 599-615

Ulrich Kusters, B McCullough and Michael Bell

Improving forecasting through textbooks -- A 25 year review pp. 617-624

James Cox and David G. Loomis

Spyros Makridakis: An interview with the International Journal of Forecasting pp. 625-636

Robert Fildes and Konstantinos Nikolopoulos

Volume 22, issue 2, 2006

Forecasting traffic accidents using disaggregated data pp. 203-222

A. Garcia-Ferrer, A. de Juan and Pilar Poncela

Coherent forecasting in integer time series models pp. 223-238

Robert Jung and Andrew Tremayne

Exponential smoothing model selection for forecasting pp. 239-247

Baki Billah, Maxwell King, Ralph Snyder and Anne B. Koehler

Forecasting with genetically programmed polynomial neural networks pp. 249-265

Lilian M. de Menezes and Nikolay Y. Nikolaev

Aggregation effect and forecasting temporal aggregates of long memory processes pp. 267-281

K.S. Man and G.C. Tiao

Using extreme value theory to measure value-at-risk for daily electricity spot prices pp. 283-300

Kam Fong Chan and Philip Gray

Forecasting the global electronics cycle with leading indicators: A Bayesian VAR approach pp. 301-315

Hwee Kwan Chow and Keen Meng Choy

When Wall Street conflicts with Main Street--The divergent movements of Taiwan's leading indicators pp. 317-339

Shyh-Wei Chen and Chung-Hua Shen

The out-of-sample forecasting performance of nonlinear models of real exchange rate behavior pp. 341-361

David E. Rapach and Mark Wohar

The longer-horizon predictability of German stock market volatility pp. 363-372

Burkhard Raunig

A framework for decomposing shocks and measuring volatilities derived from multi-dimensional panel data of survey forecasts pp. 373-393

Antony Davies

Forecast accuracy and product differentiation of Japanese Institutional Forecasters pp. 395-401

Masahiro Ashiya

Ian T. Jolliffe and David B. Stephenson, Forecast Verification: A Practitioner's Guide in Atmospheric Science, John Wiley and Sons, Chichester (2003) ISBN 0-471-49759-2 pp. 403-405

Maxwell Stevenson

Hans Levenbach and James P. Cleary, Forecasting: Practice and process for demand management, Thomson, Duxbury, Belmont (2006) ISBN 0-534-26268-6 Hardcover (software enclosed), 622 pp pp. 405-407

Aris A. Syntetos

Paul D. McNelis, Neural networks in finance--gaining predictive edge in the market, Elsevier Academic Press (2005) ISBN 0-12-485967-4 hardcover, 243 pages pp. 407-408

Dick van Dijk

Arnold Zellner, Statistics, Econometrics and Forecasting. The Stone Lectures in Economics, Cambridge University Press (2004) 163 pp, ISBN 0 521 54044 5 (paperback), $24.99, ISBN 0 521 83287 X (hardback), $70 pp. 408-409

Lars-Erik Oller

Ray C. Fair, Estimating How the Economy Works, Harvard University Press, Cambridge MA, USA (2004) ISBN 0674-01546-0 295 pp., $65 pp. 409-410

Herman Stekler

Volume 22, issue 1, 2006

A comparison of univariate methods for forecasting electricity demand up to a day ahead pp. 1-16

James W. Taylor, Lilian M. de Menezes and Patrick McSharry

Forecasting electricity demand using generalized long memory pp. 17-28

Lacir Jorge Soares and Leonardo Souza

Density forecasting for weather derivative pricing pp. 29-42

James W. Taylor and Roberto Buizza

Short-term prediction of wind energy production pp. 43-56

Ismael Sanchez

Time varying parameter and fixed parameter linear AIDS: An application to tourism demand forecasting pp. 57-71

Gang Li, Haiyan Song and Stephen F. Witt

On a threshold heteroscedastic model pp. 73-89

Cathy W. S. Chen and Mike K.P. So

MCMC methods for comparing stochastic volatility and GARCH models pp. 91-107

Richard Gerlach and Frank Tuyl

The relationships between sentiment, returns and volatility pp. 109-123

Yaw-Huei Wang, Aneel Keswani and Stephen J. Taylor

When do forecasters disagree? An assessment of German growth and inflation forecast dispersion pp. 125-135

Jorg Dopke and Ulrich Fritsche

Are there any reliable leading indicators for US inflation and GDP growth? pp. 137-151

Anindya Banerjee and Massimiliano Marcellino

Predictability of large future changes in major financial indices pp. 153-168

Didier Sornette and Wei-Xing Zhou

Effect of tapering on accuracy of forecasts made with stable estimators of vector autoregressive processes pp. 169-180

YanYan Zhou and Anindya Roy

Modulated cycles, an approach to modelling periodic components from rapidly sampled data pp. 181-194

Diego J. Pedregal and Peter C. Young

Nong Ye, Editor, The Handbook of Data Mining, Lawrence Earlbaum Associates (2003) US$149.95, 720 pages pp. 195-196

B McCullough

Michael P. Clements, Evaluating Econometric Forecasts of Economic and Financial Variables, Palgrave Texts in Econometrics, 2005, 173 pp, ISBN 1-4039-0173-2 (paperback), [UK pound]19.99, ISBN 1-4039-0172-4 (hardback), [UK pound]50 pp. 196-198

Lars-Erik Oller

Gunnar, Bardsen, Oyvind, Eitrheim, Eilev S. Jansen, Ragnar Nymoen (Eds.), The Econometrics of Macroeconomic Modelling, Published in the series "Advanced Texts in Econometrics" Oxford University Press, Oxford 2005, 360pp., ISBN: 0-19-924650-5, Paperback, [UK pound]29.99 pp. 198-199

Costas Milas

Comments on the attribution of an intermittent demand estimator pp. 201-201

Aris A. Syntetos and John E. Boylan