International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 13, issue 4, 1997

The forecast process and academic research pp. 433-437

Ronald Bewley

Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models pp. 439-461

Norman Swanson and Halbert White

The performance of alternative forecasting methods for SETAR models pp. 463-475

Michael Clements and Jeremy Smith

Trends, lead times and forecasting pp. 477-488

Grant R. Saligari and Ralph Snyder

Model selection in univariate time series forecasting using discriminant analysis pp. 489-500

Chandra Shah

Focus forecasting reconsidered pp. 501-508

Everette S. Gardner and Elizabeth A. Anderson

Currency forecasting: an investigation of extrapolative judgement pp. 509-526

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

An estimation model for replicating the rankings of the world competitiveness report pp. 527-537

Muhittin Oral and Habib Chabchoub

A note on forecasting international tourism demand in Spain pp. 539-549

Antonio Garcia-Ferrer and Ricardo A. Queralt

Comments on "An analysis of the international tourism demand in Spain" by P. Gonzalez and P. Moral pp. 551-556

Peter Young and Diego Pedregal

Further thoughts on simplicity and complexity in population projection models pp. 557-565

Stanley K. Smith

Adjusting from X-11 to X-12 pp. 567-573

Stuart Scott

WinX-11 pp. 574-578

Barry R. Weller

SAS/ETS(R) pp. 578-582

Charles Hallahan

Currency forecasting: by Michael R. Rosenberg, (Irwin, Professional Publishing, Burr Ridge IL, 1996, ISBN 1-55738-918-7, p. 388 pp. 583-584

Will Melick

Nonstationary time series analysis and cointegration: C. Hargreaves ed. (Oxford University Press, New York, 1996), 308 pp. $29.95, ISBN 0198773927 pp. 584-586

Jaime Marquez

Economies in transition and the world economy: Models, forecasts and scenarios: Wladyslaw Welfe (ed.) (Peter Lang, Frankfurt am Main, 1997) 528 pp., [UK pound]52.00, ISBN 3-631-49335-5 pp. 586-587

Ken Holden

Hidden Markov and other models for discrete-valued time series: by Iain L. Mac Donald and Walter Zucchini. ISBN 0 412 55850 5. Monographs on Statistics and Applied Probability 70. Chapman and Hall, London, 1997. xvi + 236pp, [UK pound]35 pp. 587-588

W. D. Ray

The econometrics of panel data. A handbook of the theory with applications, second revised edition: by Laszlo Matyas and Patrick Sevestre (Editors), 1996, (Kluwer Academic Publishers, Dordrecht), Dfl275.00; US$150.00; [UK pound]106.00; ISBN 0792337875 pp. 588-589

C. Ioannidis

The International Institute of Forecasters Award for the Best Forecasting Paper pp. 591-592

Timo Teräsvirta

Volume 13, issue 3, 1997

Forecasting and seasonality pp. 303-305

Jan G. Gooijer and Philip Hans Franses

On the practical problems of computing seasonal unit root tests pp. 307-318

Robert Taylor

Forecasting international quarterly tourist flows using error-correction and time-series models pp. 319-327

N. Kulendran and Maxwell King

Seasonal integration and the evolving seasonals model pp. 329-340

Svend Hylleberg and Adrian Pagan

An empirical study of seasonal unit roots in forecasting pp. 341-355

Michael Clements and David Hendry

Mean shifts, unit roots and forecasting seasonal time series pp. 357-368

Richard Paap, Philip Hans Franses and Henk Hoek

Forecasting of seasonal cointegrated processes pp. 369-380

Hans-Eggert Reimers

The role of seasonality in economic time series reinterpreting money-output causality in U.S. data pp. 381-391

Hahn Lee and Pierre Siklos

Forecasting with periodic models A comparison with time invariant coefficient models pp. 393-405

Alfonso Novales and Rafael Flores de Fruto

Modelling seasonal patterns and long-run trends in U.S. time series pp. 407-420

J. M. Wells

Performance of periodic error correction models in forecasting consumption data pp. 421-431

Helmut Herwartz

Volume 13, issue 2, 1997

Shorte-run forecasts of electricity loads and peaks pp. 161-174

Ramu Ramanathan, Robert Engle, Clive Granger, Farshid Vahid and Casey Brace

Average work hours as a leading economic variable in US manufacturing industries pp. 175-195

Stuart M. Glosser and Lonnie Golden

Predicting consumption of Italian households by means of survey indicators pp. 197-209

Giuseppe Parigi and Giuseppe Schlitzer

Supply potential and output gaps in West German manufacturing pp. 211-222

Michael Funke

Generating detailed commodity forecasts from a computable general equilibrium model pp. 223-236

Philip Adams and Peter Dixon

A principal component approach to dynamic regression models pp. 237-244

Maria Jose del Moral and Mariano Jose Valderrama

Analysis of spatial contiguity influences on state price level formation pp. 245-253

Michael R. Dowd and James LeSage

Is a random walk the best exchange rate predictor? pp. 255-267

Francesco Lisi and Alfredo Medio

Robustness properties of some forecasting methods for seasonal time series: A Monte Carlo study pp. 269-280

Chunhang Chen

Testing the equality of prediction mean squared errors pp. 281-291

David Harvey, Stephen Leybourne and Paul Newbold

The art of forecasting: G. Fredric Bolling, 1996, (Gower, Vermont), 143pp., [UK pound]22.50, ISBN 0566077647 pp. 293-293

W. D. Ray

Financial forecasting for business and economics: Eduard J Bomhoff, The Dryden Press, 1994, ISBN 003099005X [UK pound]21.95 pp. 293-295

Alan E H Speight

Practical tourism forecasting: D.C. Frechtling, 1996, (Butterworth Heineman, Oxford), + 240 pp., Softcover, ISBN 0 7506 0877 3 pp. 296-297

L. W. Turner

Forecasting the labour market by occupation and education: The forecasting activities of three European labour market research institute: J.A.M. Heijke, ed. 1994, Norwell, MA: Kluwer Academic Publishers, xvi + 210 pp, ISBN 0-7923-9447-X pp. 297-298

David Ribar

Diagnosing unemployment: Edmond Malinvaud, (Cambridge University Press, Cambridge, 1994), pp. 156, $34.95, ISBN 0-521-44533-7 pp. 299-299

Herman Stekler

Predicting external imbalances for the United States and Japan pp. 300-300

Joseph Gagnon

Non linear filters, estimation and applications: Hisashi Tanizaki, ISBN 3-540-61326-9. Springer-Verlag, Berlin, 1996. xviii + 254pp. DM 128.00, SwFr 113.00 pp. 301-301

W. D. Ray

Volume 13, issue 1, 1997

Recent advances and applications in the field of short-term traffic forecasting pp. 1-12

Bart Van Arem, Howard R. Kirby, Martie J. M. Van Der Vlist and Joe C. Whittaker

Real-time estimation and prediction of origin--destination matrices per time slice pp. 13-19

Roberto Camus, Giulio E. Cantarella and Domenico Inaudi

Short-term inter-urban traffic forecasts using neural networks pp. 21-31

Mark S. Dougherty and Mark R. Cobbett

Journey time forecasting for dynamic route guidance systems in incident conditions pp. 33-42

Nick B. Hounsell and Saeed Ishtiaq

Should we use neural networks or statistical models for short-term motorway traffic forecasting? pp. 43-50

Howard R. Kirby, Susan M. Watson and Mark S. Dougherty

Tracking and predicting a network traffic process pp. 51-61

Joe Whittaker, Simon Garside and Karel Lindveld

Short-term forecasting based on a transformation and classification of traffic volume time series pp. 63-72

Dieter Wild

Travel time estimation in the GERDIEN project pp. 73-85

Bart Van Arem, Martie J. M. Van Der Vlist, Muste, M. (Rik) and Stef A. Smulders

A dynamic traffic forecasting application on the Amsterdam beltway pp. 87-103

Nanne J. Van Der Zijpp and Erik De Romph

Nested threshold autoregressive (NeTAR) models pp. 105-116

T. Astatkie, D. G. Watts and W. E. Watt

A periodic long-memory model for quarterly UK inflation pp. 117-126

Philip Hans Franses and Marius Ooms

Comptrack: A competitive tracking software: Hubert Gatignon and Piet Vanden Abeele, 1993, (Scientific Management Systems, Scientific Press) ISBN 0-89426-247-5. The software is supplied with this book pp. 137-139

Justine Cutler and Roderick Brodie

Expanding your toolbox with SPSS' neural connection: Neural Connection Version 1 (SPSS Incorporated, 444 North Michigan Avenue, Chicago Illinois 60611, (312) 329-2400), List Price $995, Academic $795 pp. 139-142

Thomas Rubino

Microsimulation modelling of the corporate firm: F.W. van Tongeren, 1995, Springer-Verlag, Berlin, 275 pp., DM 82.00, ISBN 3-540-59443-4 pp. 143-144

Ken Holden

Neural networks in finance and investing. Using artificial intelligence to improve realworld performance: Robert R. Trippi and Efraim Turban (eds.) 1996, Irwin Professional Publishing Co., Burr Ridge IL, 1996, $70.00 821 pp., ISBN 1-55738-919-5 pp. 144-146

Allan Timmerman

Chaos and nonlinear dynamics in the financial markets: Theory, evidence, and applications: Robert R. Trippi (ed.), Irwin Professional Publishing Company, Burr Ridge, IL, 1996, 528 pages, $85, ISBN 1-55738-857-7 pp. 146-147

Richard Harriff

A psychological approach to decision support systems: S.J. Hoch and D.A. Schkade, 1996, Management science, 42, 51-64 pp. 149-150

Paul Goodwin

Model selection and forecasting ability of theory-constrained food demand systems: T.L. Kastens and G.W. Brester, 1996, American journal of agricultural economics, 78, 301-312 pp. 150-151

Geoff Allen

The impact of empirical accuracy studies on time series analysis and forecasting: R. Fildes and S. Makridakis, 1995, International Statistical Review, 63, 289-308 pp. 151-153

J. Armstrong