International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 19, issue 4, 2003

Introduction to crime forecasting pp. 551-555

Wilpen Gorr and Richard Harries

Modelling and predicting recorded property crime trends in England and Wales--a retrospective pp. 557-566

Richard Harries

Forecasting residential burglary pp. 567-578

Derek Deadman

Short-term forecasting of crime pp. 579-594

Wilpen Gorr, Andreas Olligschlaeger and Yvonne Thompson

Simple indicators of crime by time of day pp. 595-601

Marcus Felson and Erika Poulsen

Criminal incident prediction using a point-pattern-based density model pp. 603-622

Hua Liu and Donald E. Brown

Predicting the geo-temporal variations of crime and disorder pp. 623-634

Jonathan J. Corcoran, Ian D. Wilson and J. Andrew Ware

The non-normality of some macroeconomic forecast errors pp. 635-653

David Harvey and Paul Newbold

Evaluating FOMC forecasts pp. 655-667

William Gavin and Rachel J. Mandal

Shrinkage estimators of time series seasonal factors and their effect on forecasting accuracy pp. 669-684

Don M. Miller and Dan Williams

The business cycle in the G-7 economies pp. 685-700

Agustin Duarte and Ken Holden

Forecasting the New York State economy: The coincident and leading indicators approach pp. 701-713

Robert Megna and Qiang Xu

Exponential smoothing with a damped multiplicative trend pp. 715-725

James W. Taylor

A note on Musgrave asymmetrical trend-cycle filters pp. 727-734

Benoit Quenneville, Dominique Ladiray and Bernard Lefrancois

Diagnostics for evaluating the value and rationality of economic forecasts pp. 735-742

Herman Stekler and G. Petrei

Just-in-time inventory systems innovation and the predictability of earnings pp. 743-749

Thomas A. Carnes, Jefferson P. Jones, Timothy B. Biggart and Katherine J. Barker

Non-Linear Time Series Models in Empirical Finance,: Philip Hans Franses and Dick van Dijk, Cambridge University Press, Cambridge, 2000, 296 pp., Paperback, ISBN 0-521-77965-0, $33, [UK pound]22.95, [euro;]36.18, Hardback, ISBN 0-521-770416-0, $90, [UK pound]60, [euro;]89.03 pp. 751-752

Blake Lebaron

International Marketing Forecasts (2002),: London: Euromonitor Books, 606 pages. ISBN 0 84264-152-2, Paperback, $1250, [UK pound]625, [euro;]1250 pp. 753-754

Paul Goodwin

Time-Series Forecasting,: Chris Chatfield, Chapman & Hall/CRC, London, 2001, Hardcover, 280 pages. ISBN: 1-58488-063-5, $74.95 pp. 754-755

Konstantinos Nikolopoulos

Essays in Econometrics. Collected papers of Clive W.J. Granger. Volume I: Spectral analysis, Seasonality, Nonlinearity, Methodology and Forecasting. Volume II: Causality, Integration and Cointegration, and Long Memory,: Edited by Eric Ghysels, Norman R. Swanson, and Mark W. Watson, Cambridge University Press, 2001, Paperback. Volume I: pp. 523, ISBN: 0-521-77496-9, $40. Volume II: pp. 378, ISBN: 0-521-79649-0, $40 pp. 755-756

Konstantinos Nikolopoulos

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory,: Edited by W.A. Barnett, D.F. Hendry, S. Hylleberg, T. Terasvirta, D. Tjostheim, and A.W. Wurtz, Cambridge University Press, 2000. ISBN: 0-521- 59424-3, pp. 227, [UK pound]42.50, US$70 (hardback) pp. 756-758

Lars-Erik Oller

Measuring Business Cycles in Economic Time Series (Lecture Notes in Statistics, Vol. 154),: R. Kaiser and A. Maravall (eds.), Springer-Verlag, New York, 2000. ISBN 0-387-95112-1, pp. 200, $64.95 (Paperback) pp. 758-759

Qiang Xu

Predicting Presidential Elections and Other Things,: Ray C. Fair. Stanford University Press: Stanford, CA, 2002, 168 pp., Hardback, ISBN 0-8047-4509-9, $26.00 pp. 760-761

J. Armstrong

Maddala, G.S., "Econometrics in the 21st Century," pp. 265-284 pp. 763-764

P Allen

The impact of forecasting model selection on the value of information sharing in a supply chain: Zhao, X., J. Xie, and Leung, J. (Eds.), European Journal of Operational Research, 2002, Vol. 142, pp. 321-344 pp. 765-765

K. D. Lawrence

Corrigendum to "Comparing forecasts of inflation using time distance" [International Journal of Forecasting 19 (2003) 339-349] pp. 767-767

Clive Granger and Yongil Jeon

Volume 19, issue 3, 2003

Comparing forecasts of inflation using time distance pp. 339-349

Clive Granger and Yongil Jeon

Predicting returns in U.S. financial sector indices pp. 351-367

Nathan Lael Joseph

The predictability of asset returns: an approach combining technical analysis and time series forecasts pp. 369-385

Yue Fang and Daming Xu

Multi-period forecasting using different models for different horizons: an application to U.S. economic time series data pp. 387-400

In-Bong Kang

A comparison of forecasting methods for hotel revenue management pp. 401-415

Larry R. Weatherford and Sheryl E. Kimes

Accuracy, usefulness and the evaluation of analysts' forecasts pp. 417-434

Haim A. Mozes

Univariate versus multivariate time series forecasting: an application to international tourism demand pp. 435-451

Johann du Preez and Stephen F. Witt

Neural network forecasts of Canadian stock returns using accounting ratios pp. 453-465

Dennis Olson and Charles Mossman

Debiasing forecasts: how useful is the unbiasedness test? pp. 467-475

Paul Goodwin and Richard Lawton

Long memory time series and short term forecasts pp. 477-491

K. S. Man

Forecasting autoregressive time series with bias-corrected parameter estimators pp. 493-502

Jae Kim

On the specification of cointegrated autoregressive moving-average forecasting systems pp. 503-519

Donald Poskitt

Econometrics of Qualitative Dependent Variables: Christian Gourieroux, translated by Paul B. Klassen (Cambridge, U.K., Cambridge University Press, 2000). ISBN 0 521 33149 8 (hardback), 0 521 58985 1 (paperback), pp. 372 pp. 521-523

David Margolis

Specifying and Diagnostically Testing Econometric Models,: Houston H. Stokes, Quorum Books, Westport, Conn (2nd ed.), 1997, 445 pp., $79.50, ISBN 1-56720-069-9 pp. 523-524

Robert Phillips

Making Social Science Matter: Why Social Inquiry Fails and How it Can Succeed Again,: Bent Flyvbjerg, Cambridge University Press, Cambridge, England, 2001, ISBN 0 521 77268 (hardback) [UK pound]37.50, $55.00 and 0 521 77568 (paperback) [UK pound]13.95, $20.00 pp. 524-525

Martin Wachs

Macroeconomics and the Real World. Volume 1: Econometric Techniques and Macroeconomics,: Roger E. Backhouse and Andrea Salanti (Eds.), Oxford University Press, New York, 2001, Paperback, 301 pages, ISBN 0199242046, $26.95 pp. 525-527

Antonio Garcia-Ferrer

A Course in Time Series Analysis,: Daniel Pena, George C. Tiao and Ruey S. Tsay (Eds.), John Wiley, New York, 2001. ISBN:0-471-36164-X, pp. 460, $75.00 pp. 527-530

Antonio Garcia-Ferrer

Eliciting and Analyzing Expert Judgment: A practical guide,: Mary A. Meyer and Jane M. Booker, ASA-SIAM Series on Statistics and Applied Probability 2001, Hardcover, 459 pages. ISBN: 0-89871-474-5, $85 pp. 530-532

Konstantinos Nikolopoulos

Practical Forecasting for Managers,: John C. Nash & Mary Nash (2001), London: Arnold and New York: Oxford University Press, 296 pages. ISBN 0 340 76238 1 Paperback [UK pound]24.99, $40.00 pp. 532-534

Paul Goodwin

Statistics in the 21st Century,: Edited by Adrian E. Rafferty, Martin A. Tanner and Martin T. Wells, Monographs on Statistics and Applied Probability, Chapman and Hall/CRC (2002), Paperback, [UK pound]24.99, $39.95, ISBN 1-58488-272-7 pp. 534-535

Richard Lawton

Quantitative Models in Marketing Research,: Philip Hans Franses and Richard Paap (Eds.), Cambridge University Press, Cambridge, UK. (2001), 206 pp. - ISBN 0-521-80166-4, [UK pound]30.00 pp. 535-538

Robert Trost and Julian Silk

Technological Innovation and Economic Performance,: edited by Benn Steil, David Victor, Richard Nelson, A Council of Foreign Relations Book, Princeton University Press, Princeton, New Jersey, 2002, ISBN # 0-691-08874-8, $75.00 pp. 538-539

Costas Mastrogianis

20/20 Foresight Crafting Strategy in an Uncertain World,: by Hugh Courtney, Harvard Business School Press, Boston, Massachusetts, 2001. ISBN 1-57851-266-2 pp. 539-541

Fred Joutz

The Effect of Collaborative Forecasting on Supply Chain Performance: Aviv, Y., 2001, Management Science, Vol. 47, No. 10, pp. 1326-1343. [aviv@olin.wustl.edu] pp. 543-544

John Olson

Boys Will Be Boys: Gender, Overconfidence, and Common Stock Investment,: Brad M. Barber and Terrance Odean (Eds.), 2001, The Quarterly Journal of Economics, 1, pp. 262-292 pp. 544-545

Nada R. Sanders

Volume 19, issue 2, 2003

Improving our ability to predict the unusual event pp. 161-163

Herman Stekler

Chi-squared tests of interval and density forecasts, and the Bank of England's fan charts pp. 165-175

Kenneth Wallis

Exploiting information in vintages of time-series data pp. 177-197

K. D. Patterson

A time-distance criterion for evaluating forecasting models pp. 199-215

Clive Granger and Yongil Jeon

Forecast evaluation with shared data sets pp. 217-227

Ryan Sullivan, Allan Timmermann and Halbert White

Statistically significant forecasting improvements: how much out-of-sample data is likely necessary? pp. 229-239

Richard Ashley

The influence of trend strength on directional probabilistic currency predictions pp. 241-256

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

Predicting the outcomes of National Football League games pp. 257-270

Bryan Boulier and Herman Stekler

A model of export sales forecasting behavior and performance: development and testing pp. 271-285

Heidi Winklhofer and Adamantios Diamantopoulos

Unmasking the Theta method pp. 287-290

Rob Hyndman and Baki Billah

Directional accuracy tests of long-term interest rate forecasts pp. 291-298

Mark Greer

Forecasting the behaviour of manufacturing inventory pp. 299-311

Kevin Albertson and Jonathan Aylen

Predicting discrete outcomes with the maximum score estimator: the case of the NCAA men's basketball tournament pp. 313-317

Steven B Caudill

STAMP 6.0: STAMP 6.0 Structural Time Series Analyser, Modeller and Predictor by Siem Jan Koopman, Andrew C. Harvey, Jurgen A. Doornik and Neil Shephard. London: Timberlake Consultants Ltd, 2000. Prices for the package, which includes GiveWin and one set of books and 1 CD, are: Single user: $850+$50sh, 5-user: $1700+sh, 10-user: $2250+sh, 20-user: $3400+sh, Unlimited: $4250+sh. Prices vary when STAMP bought in combination with other OxMetrics products. Academic discounts are also available. Head office is Timberlake Consultants Limited, Unit B3, Broomsleigh Business Park, Worsley Bridge Road, London, SE26 SBN, UK. Tel.: +44 (0)20 86973377, Fax: +44 (0)20 86973388. Email: info@timberlake.co.uk. Websites: http://www.timberlake.co.uk and (in the U.S.) http://www.timberlake-consultancy.com. Main website for STAMP is: www.STAMP-software.com pp. 319-325

Charlie Hallahan

New-Product Diffusion Models: V. Mahajan, E. Muller and Y. Wind (Eds.), Kluwer Academic Press, Boston & Dordrecht, 2000, ISBN 0-7923-7751-6. 115.50 EUR/99.95 USD/70.00 GBP pp. 327-328

Robert Fildes

Econometric Analysis of Seasonal Time Series: Eric Ghysels and Denise Osborn, Themes in Modern Econometrics, 2001, Cambridge University Press, Paperback: ISBN 0-521-56588-x, $25, [UK pound]17.95, Hardback: ISBN 0-521-562600, $70, [UK pound]47.50 pp. 329-330

Brian Sloboda`

Practical Business Forecasting: Michael K. Evans, Blackwell Publishing, Oxford, 2003, pp. 483, ISBN 0-631-22065-8, $69.95 pp. 330-332

Scott AndersonSenior Economist

Simplicity, Inference and Modelling: Keeping It Sophisticatedly Simple: Arnold Zellner, Hugo A. Keuzenkamp, Michael McAleer (Editors), Cambridge University Press 2001, Hardcover, 312 pages. ISBN: 0-521-80361-6, $ 75 pp. 333-335

Konstantinos Nikolopoulos

Corrigendum to "Telecommunications demand forecasting--a review": [International Journal of Forecasting 18 (2002) 489-522] pp. 337-337

Robert Fildes

Volume 19, issue 1, 2003

Some possible directions for future research pp. 1-3

Michael Clements

Conducting a sales forecasting audit pp. 5-25

Mark A. Moon, John T. Mentzer and Carlo D. Smith

Researching Sales Forecasting Practice: Commentaries and authors' response on "Conducting a Sales Forecasting Audit" by M.A. Moon, J.T. Mentzer & C.D. Smith pp. 27-42

Robert Fildes, Stuart Bretschneider, Fred Collopy, Michael Lawrence, Doug Stewart, Heidi Winklhofer, John T. Mentzer and Mark A. Moon

Using weather ensemble predictions in electricity demand forecasting pp. 57-70

James W. Taylor and Roberto Buizza

Forecasting consumer credit card adoption: what can we learn about the utility function? pp. 71-85

Min Qi and Sha Yang

Forecasting combination and encompassing tests pp. 87-94

Yue Fang

Forecasts of market shares from VAR and BVAR models: a comparison of their accuracy pp. 95-110

Francisco Fernando Ribeiro Ramos

The penetration of CDs in the sound recording market: issues in specification, model selection and forecasting pp. 111-121

Ronald Bewley and William Griffiths

Tourism forecasting: accuracy of alternative econometric models pp. 123-141

Haiyan Song, Stephen F. Witt and Thomas C. Jensen

Normalization of seasonal factors in Winters' methods pp. 143-148

Blyth C. Archibald and Anne B. Koehler

Small negative surprises: frequency and consequence pp. 149-159

Lawrence D. Brown