International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 21, issue 4, 2005

Introduction to nonlinearities, business cycles, and forecasting pp. 623-625

Antonio Garcia-Ferrer, Jan G. Gooijer, Pilar Poncela and Esther Ruiz

The Marshallian macroeconomic model: A progress report pp. 627-645

Arnold Zellner and Guillermo Israilevich

Comments on "The Marshallian macroeconomic model: A progress report" by Arnold Zellner and Guillermo Israilevich pp. 647-650

Antoni Espasa

Some methods for assessing the need for non-linear models in business cycle analysis pp. 651-662

James Engel, David Haugh and Adrian Pagan

Comments on "Some methods for assessing the need for non-linear models in business cycle analysis" pp. 663-666

Gabriel Perez Quiros

Growth, cycles and convergence in US regional time series pp. 667-686

Vasco Carvalho and Andrew Harvey

Growth, cycles, and convergence in US regional time series: A personal point of view pp. 687-689

Miguel Jerez, Jose Casals and Sonia Sotoca

Combining filter design with model-based filtering (with an application to business-cycle estimation) pp. 691-710

Regina Kaiser and Agustin Maravall

Comments on "Combining filter design with model-based filtering" pp. 711-715

Javier Fernandez-Macho

A note on multi-step forecasting with functional coefficient autoregressive models pp. 717-727

Jane L. Harvill and Bonnie K. Ray

A mild skepticism on nonlinear forecasting: Some comments on the paper by Harvill and Ray pp. 729-730

Nuno Crato

Detecting nonlinearity in time series by model selection criteria pp. 731-748

Daniel Peña and Julio Rodriguez

On model selection criteria as a starting point for sequential detection of non-linearity pp. 749-754

Charles Bos and Ana Justel

Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination pp. 755-774

Timo Teräsvirta, Dick van Dijk and Marcelo Medeiros

Comments on: "Linear models, smooth transition autoregressions, and neural networks for forecasting macroeconomic time series: A re-examination" pp. 775-780

Alfonso Novales

Reply pp. 781-783

Timo Teräsvirta, Dick van Dijk and Marcelo Medeiros

Forecasting aggregates using panels of nonlinear time series pp. 785-794

Dennis Fok, Dick van Dijk and Philip Hans Franses

Comments on Fok, van Dijk and Franses's paper: "Forecasting aggregates using panels of nonlinear time series" pp. 795-797

J. del Hoyo

Volume 21, issue 3, 2005

The M3 competition: Statistical tests of the results pp. 397-409

Alex J. Koning, Philip Hans Franses, Michele Hibon and Herman Stekler

Forecasting support systems for the incorporation of event information: An empirical investigation pp. 411-423

Richard Webby, Marcus O'Connor and Bob Edmundson

Large neural networks for electricity load forecasting: Are they overfitted? pp. 425-434

H.S. Hippert, D.W. Bunn and R.C. Souza

Forecasting electricity prices for a day-ahead pool-based electric energy market pp. 435-462

Antonio J. Conejo, Javier Contreras, Rosa Espinola and Miguel A. Plazas

Game theory, simulated interaction, and unaided judgement for forecasting decisions in conflicts: Further evidence pp. 463-472

Kesten Green

Performance evaluation of judgemental directional exchange rate predictions pp. 473-489

Andrew C. Pollock, Alex Macaulay, Mary E. Thomson and Dilek Onkal

A monthly crude oil spot price forecasting model using relative inventories pp. 491-501

Michael Ye, John Zyren and Joanne Shore

Coincident and leading indicators for the euro area: A frequency band approach pp. 503-523

António Rua and Luis Nunes

Measuring and predicting turning points using a dynamic bi-factor model pp. 525-537

Konstantin Kholodilin and Vincent Yao

Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models pp. 539-550

José Ortega and Pilar Poncela

Odds-setters as forecasters: The case of English football pp. 551-564

David Forrest, John Goddard and Robert Simmons

Predicting the World Cup 2002 in soccer: Performance and confidence of experts and non-experts pp. 565-576

Patric Andersson, Jan Edman and Mattias Ekman

Clustered panel data models: an efficient approach for nowcasting from poor data pp. 577-594

Michel Mouchart and Jeroen Rombouts

Forecasting with measurement errors in dynamic models pp. 595-607

Richard Harrison, George Kapetanios and Anthony Yates

Software evaluation: EasyReg International pp. 609-616

Hwan-sik Choi and Nicholas Kiefer

Comments on a patented bootstrapping method for forecasting intermittent demand pp. 617-618

Everette Gardner and Anne B. Koehler

Author's response to Koehler and Gardner pp. 619-620

Thomas R. Willemain, Charles N. Smart and Henry Schwarz

Volume 21, issue 2, 2005

The IJF, the Institute and forecasting software pp. 199-200

Robert Fildes

Non-parametric direct multi-step estimation for forecasting economic processes pp. 201-218

Guillaume Chevillon and David Hendry

Bootstrap prediction intervals for power-transformed time series pp. 219-235

Lorenzo Pascual, Juan Romo and Esther Ruiz

Bootstrap prediction intervals for ARCH models pp. 237-248

Jonathan J. Reeves

Content horizons for conditional variance forecasts pp. 249-260

John Galbraith and KI[#x1e63]Inbay, Turgut

Predicting real growth and the probability of recession in the Euro area using the yield spread pp. 261-277

Agustin Duarte, Ioannis Venetis and Ivan Paya

Computing level-impulse responses of log-specified VAR systems pp. 279-289

Jaap E. Wieringa and Csilla Horvath

Forecasting using the trend model with autoregressive errors pp. 291-302

Barry Falk and Anindya Roy

The accuracy of intermittent demand estimates pp. 303-314

Aris A. Syntetos and John E. Boylan

Bayesian predictions of low count time series pp. 315-330

Brendan McCabe and Gael Martin

Regression models for forecasting goals and match results in association football pp. 331-340

John Goddard

A dynamic artificial neural network model for forecasting time series events pp. 341-362

M. Ghiassi, H. Saidane and D.K. Zimbra

On the predictive content of production surveys: A pan-European study pp. 363-375

Aurelie Lemmens, Christophe Croux and Marnik Dekimpe

Business survey data: Do they help in forecasting GDP growth? pp. 377-389

Jesper Hansson, Per Jansson and Marten Lof

In: Bruce L. Bowerman, Richard T. O'Connell and Anne B. Koehler, Editors, Forecasting, time series, and regression: an applied approach (4th edition), Duxbury Press (2005) ISBN 0-534-40977-6 686 pages pp. 391-392

Brian Sloboda`

Market response models: econometric and time series analysis (second edition) pp. 392-394

Robert Raeside

In: G. Peter Zhang, Editor, Neural networks in business forecasting, Idea Group Inc. (2003) ISBN 1591401763 Hardcover, 310 pages. $79.95 pp. 394-395

Konstantinos Nikolopoulos

In: J. Knight and S. Satchell, Editors, Forecasting volatility in the financial markets, Butterworth-Heinemann (2002) ISBN 0750655151 Hardcover, [Ukpound]60, 420 pages pp. 394-394

Konstantinos Nikolopoulos

Advances in business and management forecasting pp. 395-395

Konstantinos Nikolopoulos

Volume 21, issue 1, 2005

Editorial pp. 1-1

Rob Hyndman

Judgmental forecasting in the presence of loss functions pp. 3-14

Michael Lawrence and Marcus O'Connor

To combine or not to combine: selecting among forecasts and their combinations pp. 15-24

Michele Hibon and Theodoros Evgeniou

Decomposition by causal forces: a procedure for forecasting complex time series pp. 25-36

J. Armstrong, Fred Collopy and J. Thomas Yokum

An empirical comparison of default risk forecasts from alternative credit rating philosophies pp. 37-51

Daniel Rosch

Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice pp. 53-71

Richard Paap, Erjen van Nierop, Harald J. van Heerde, Michel Wedel, Philip Hans Franses and Karel Jan Alsem

Alternative methods of forecasting risks in Naval manpower planning pp. 73-85

Shabbar Jaffry and Nick Capon

The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production pp. 87-102

Philip Hans Franses and Dick van Dijk

A direct test of the information content of the OECD growth forecasts pp. 103-117

Jef Vuchelen and Maria-Isabel Gutierrez

Forecasting euro area inflation: Does aggregating forecasts by HICP component improve forecast accuracy? pp. 119-136

Kirstin Hubrich

Macro variables and international stock return predictability pp. 137-166

David E. Rapach, Mark Wohar and Jesper Rangvid

Predicting the volatility of the S&P-500 stock index via GARCH models: the role of asymmetries pp. 167-183

Basel Awartani and Valentina Corradi

Value Line and I/B/E/S earnings forecasts pp. 185-198

Sundaresh Ramnath, Steve Rock and Philip Shane