International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 15, issue 4, 1999

Introduction to paper and commentaries on the Delphi technique pp. 351-352

A. Author

The Delphi technique as a forecasting tool: issues and analysis pp. 353-375

Gene Rowe and George Wright

Commentaries on "The Delphi technique as a forecasting tool: issues and analysis" by Rowe and Wright pp. 377-379

Peter Ayton, William R. Ferrell and Thomas R. Stewart

Book review pp. 379-380

A. Author

Commentary on "The Delphi technique as a forecasting tool: Issues and analysis" by Rowe and Wright pp. 380-381

Thomas R. Stewart

Exchange-rate forecasts with simultaneous nearest-neighbour methods: evidence from the EMS pp. 383-392

Fernando Fernandez-Rodriguez, Simon Sosvilla-Rivero and Julian Andrada-Felix

Asymptotic and bootstrap prediction regions for vector autoregression pp. 393-403

Jae Kim

On the asymmetry of the symmetric MAPE pp. 405-408

Paul Goodwin and Richard Lawton

Forecasting using a periodic transfer function: with an application to the UK price of ferrous scrap pp. 409-419

Kevin Albertson and Jonathan Aylen

Nonlinear deterministic forecasting of daily dollar exchange rates pp. 421-430

Liangyue Cao and Abdol Soofi

Comparison of seasonal estimation methods in multi-item short-term forecasting pp. 431-443

Derek W. Bunn and Angelos I. Vassilopoulos

Book reviews pp. 445-447

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Book review pp. 449-450

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Software review pp. 451-459

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Volume 15, issue 3, 1999

Combining forecasts: What information do judges need to outperform the simple average? pp. 227-246

Ilan Fischer and Nigel Harvey

Assessing the forecasters: an analysis of the forecasting records of the Treasury, the London Business School and the National Institute pp. 247-257

Terence C. Mills and Gordon T. Pepper

Validation, probability-weighted priors, and information in stochastic forecasts pp. 259-271

Shripad Tuljapurkar and Carl Boe

Level-adjusted exponential smoothing for modeling planned discontinuities1 pp. 273-289

Dan W. Williams and Don Miller

Transitory and persistent earnings components as reflected in analysts' short-term and long-term earnings forecasts: evidence from a nonlinear model pp. 291-308

David P. Mest and Elizabeth Plummer

Why did forecasters fail to predict the 1990 recession? pp. 309-323

David Fintzen and Herman Stekler

Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study pp. 325-339

James W. Taylor and Derek W. Bunn

Book review pp. 341-342

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Book review pp. 345-346

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The International Institute of Forecasters Award for the Best Forecasting Paper pp. 347-348

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Volume 15, issue 2, 1999

Forecasting presidential elections using history and polls pp. 127-135

Lloyd B. Brown and Henry Chappell

Using state polls to forecast presidential election outcomes in the American states pp. 137-142

Thomas M. Holbrook and Jay A. DeSart

Toward stability in presidential forecasting: the development of a multiple indicator model pp. 143-152

Stephen J. Stambough and Gregory R. Thorson

Local votes, national forecasts - using local government by-elections in Britain to estimate party support pp. 153-162

Colin Rallings and Michael Thrasher

Polls fail in France: forecasts of the 1997 legislative election1 pp. 163-174

Bruno Jérôme, Veronique Jerome and Michael S. Lewis-Beck

Voters as forecasters: a micromodel of election prediction pp. 175-184

Michael S. Lewis-Beck and Charles Tien

Forecasting long memory left-right political orientations pp. 185-199

Rob Eisinga, Philip Hans Franses and Marius Ooms

Research note pp. 225-226

A. Author

Volume 15, issue 1, 1999

Additive outliers, GARCH and forecasting volatility pp. 1-9

Philip Hans Franses and Hendrik Ghijsels

Fitting autoregressive trend stationary models with finite samples pp. 11-25

Barry Falk

Seasonal unit roots and forecasts of two-digit European industrial production pp. 27-47

Denise Osborn, Saeed Heravi and C. R. Birchenhall

Power transformation and forecasting the magnitude of exchange rate changes pp. 49-55

Michael D. McKenzie

Testing the efficiency and rationality of City forecasts pp. 57-66

Don M. Egginton

The impact of firm and export characteristics on the accuracy of export sales forecasts: evidence from UK exporters pp. 67-81

Adamantios Diamantopoulos and Heidi Winklhofer

Are sports seedings good predictors?: an evaluation pp. 83-91

Bryan Boulier and Herman Stekler

Volume 14, issue 4, 1998

Can univariate models forecast turning points in seasonal economic time series? pp. 433-446

Antonio Garcia-Ferrer and Ricardo A. Queralt

Bootstrap prediction intervals for autoregressions: some alternatives pp. 447-456

Matteo Grigoletto

The comparative forecast performance of univariate and multivariate models: an application to real interest rate forecasting pp. 457-468

Prasad Bidarkota

Forecasting unstable and nonstationary time series pp. 469-482

Carlo Grillenzoni

A two-step approach for identifying seasonal autoregressive time series forecasting models pp. 483-496

Sergio G. Koreisha and Tarmo Pukkila

Improving forecasting for telemarketing centers by ARIMA modeling with intervention pp. 497-504

Lisa Bianchi, Jeffrey Jarrett and R. Choudary Hanumara

Forecasting Singapore's quarterly GDP with monthly external trade pp. 505-513

Tilak Abeysinghe

The impact of incentives on the accuracy of subjects in judgmental forecasting experiments pp. 515-522

William Remus, Marcus O'Connor and Kenneth Griggs

Combining probabilistic and subjective assessments of error to provide realistic appraisals of demographic forecast uncertainty: Alho's approach pp. 523-526

Lawrence R. Carter

Volume 14, issue 3, 1998

Professor Zellner: An interview for the International Journal of Forecasting pp. 303-312

Antonio Garcia-Ferrer

The impact of information of unknown correctness on the judgmental forecasting process pp. 313-322

William Remus, Marcus O'Connor and Kenneth Griggs

Generalising about univariate forecasting methods: further empirical evidence pp. 339-358

Robert Fildes, Michele Hibon, Spyros Makridakis and Nigel Meade

A nonlinear forecasts combination method based on Takagi-Sugeno fuzzy systems pp. 367-379

Antonio Fiordaliso

Are OECD forecasts rational and useful?: a directional analysis pp. 381-391

J. C. K. Ash, D. J. Smyth and S. M. Heravi

How should additive Holt-Winters estimates be corrected? pp. 393-403

Richard Lawton

A model selection strategy for time series with increasing seasonal variation pp. 405-414

Philip Hans Franses and Anne B. Koehler

The persistence of specification problems in the distribution of combined forecast errors pp. 415-426

Lilian M. de Menezes and Derek W. Bunn

Volume 14, issue 2, 1998

Twenty five years of floating: some observations pp. 161-170

Franco Modigliani and Hossein Askari

Threshold-autoregressive, median-unbiased, and cointegration tests of purchasing power parity pp. 171-186

Walter Enders and Barry Falk

Structural VAR, MARMA and open economy models pp. 187-198

Phoebus J. Dhrymes and Dimitrios Thomakos

The stock price-volume relationship in emerging stock markets: the case of Latin America pp. 215-225

Kemal Saatcioglu and Laura T. Starks

Fundamental information and share prices in Japan: evidence from earnings surprises and management predictions pp. 227-244

Robert M. Conroy, Robert S. Harris and Young S. Park

PSR--an efficient stock-selection tool? pp. 245-254

Makoto Suzuki

Forecasting earnings composite variables, financial anomalies, and efficient Japanese and U.S. portfolios pp. 255-259

John Guerard, John Blin and Steve Bender

Biases in analyst forecasts: cognitive, strategic or second-best? pp. 261-275

Gunter Loffler

Just what are we optimizing, anyway? pp. 277-290

Timothy Masters

Generating scenarios for global financial planning systems pp. 291-298

John Mulvey, Robert Rush and John Sweeney

Volume 14, issue 1, 1998

Forecasting a collection of binomial proportions in the presence of covariates pp. 5-15

T. W. F. Stroud, Alan M. Sykes and Stephen F. Witt

A method for forecasting owner monthly construction project expenditure flow pp. 17-34

Martin Skitmore

Forecasting with artificial neural networks:: The state of the art pp. 35-62

Guoqiang Zhang, B. Eddy Patuwo and Michael Y. Hu

A further test of the influence of leading indicators on the probability of US business cycle phase shifts pp. 63-70

Allan P. Layton

Improving macro-economic forecasts: The role of consumer confidence pp. 71-81

Roy Batchelor and Pami Dua

Combining qualitative forecasts using logit pp. 83-93

Mark Kamstra and Peter Kennedy

Accuracy of judgmental extrapolation of time series data: Characteristics, causes, and remediation strategies for forecasting pp. 95-110

Eric Welch, Stuart Bretschneider and John Rohrbaugh

Forecasting economic processes pp. 111-131

Michael Clements and David Hendry