International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 12, issue 4, 1996

Consumer credit and consumption forecasts pp. 439-453

Angelos Antzoulatos

Is there a consensus among financial forecasters? pp. 455-464

R. A. Kolb and Herman Stekler

Distinguishing between stochastic and deterministic behavior in high frequency foreign exchange rate returns: Can non-linear dynamics help forecasting? pp. 465-473

A. Aydin Cecen and Cahit Erkal

Neural network forecasting of quarterly accounting earnings pp. 475-482

Jeffrey L. Callen, Clarence C. Y. Kwan, Patrick C. Y. Yip and Yufei Yuan

Modelling optimal strategies for the allocation of wealth in multicurrency investments pp. 483-493

Costas Christou, P. A. V. B. Swamy and George Tavlas

Automatic feature identification and graphical support in rule-based forecasting: a comparison pp. 495-512

Robert J. Vokurka, Benito E. Flores and Stephen L. Pearce

Forecasting: its role and value for planning and strategy pp. 513-537

Spyros Makridakis

Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis pp. 539-546

Claude Faucheux

Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis pp. 546-550

Peter H. Grinyer

Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis pp. 550-551

Henry Mintzberg

Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis pp. 551-552

Richard P. Rumelt

Comments on "Forecasting: its role and value for planning and strategy" by Spyros Makridakis pp. 552-554

Steven Schnaars

Reply to comments on "Forecasting: its role and value for planning and strategy" pp. 555-557

Spyros Makridakis

Testing of macroeconometric models: Ray C. Fair, 1994, (Harvard University Press, Cambridge, MA), 421 pp., ISBN 0-674-87503-6 pp. 559-561

Fred Joutz

Statistics and econometric models: C. Gourieroux and A. Monfort, 1995, (Cambridge University Press, Cambridge), [UK pound]32.50, US$44.95, ISBN 052147837 pp. 561-562

W. D. Ray

Economics, econometrics and the LINK: M. Dutta, executive ed., 1995, (North Holland, Amsterdam), 578 pp., $95, ISBN 0 444 81787 5 pp. 562-564

Guy V. G. Stevens

Econometrics of short and unreliable time series: T. Url and A. Worgotter, eds., 1996, (Physica-Verlag, Heidelberg), DM140, ISBN 37908-0879-2 pp. 564-565

Bernard Walters

Adaptive prediction and predictive control: P.P. Kanjilal, 1995, (Peter Peregrinus Ltd. (on behalf of I.E.E. London), xvii + 518 pp., [UK pound]60.00, ISBN 0 86341 193 2 pp. 566-566

W. D. Ray

Volume 12, issue 3, 1996

Forest sector modeling: a synthesis of econometrics, mathematical programming, and system dynamics methods pp. 329-343

Joseph Buongiorno

Modelling the Great Lakes freeze: forecasting and seasonality in the market for ferrous scrap pp. 345-359

Kevin Albertson and Jonathan Aylen

Forecasting in the Scottish electronics industry pp. 361-371

Moira C. Watson

Short-term forecasting of industrial production with business survey data: experience from Finland's great depression 1990-1993 pp. 373-381

Eija Kauppi, Jukka Lassila and Timo Teräsvirta

Use of macroeconomic forecasts in corporate forecasting: a note on aggregation problems pp. 383-388

Pekka Ilmakunnas

Smooth and timely business cycle indicators for noisy Swedish data pp. 389-402

Lars-Erik Oller and Christer Tallbom

An evaluation of the leading indicators for the Canadian economy using time series analysis pp. 403-416

William Veloce

Dating and predicting phase changes in the U.S. business cycle pp. 417-428

Allan P. Layton

Volume 12, issue 2, 1996

Forecasting practice: A review of the empirical literature and an agenda for future research pp. 193-221

Heidi Winklhofer, Adamantios Diamantopoulos and Stephen F. Witt

An experimental examination of subjective forecast combination pp. 223-233

Laureen A. Maines

The use of protocols to select exponential smoothing procedures: A reconsideration of forecasting competitions pp. 235-253

Leonard J. Tashman and Joshua M. Kruk

Forecasting consumers' expenditure: A comparison between econometric and neural network models pp. 255-267

Keith B. Church and Stephen P. Curram

Forecasting macroeconomic variables using data of different periodicities pp. 269-282

Chung-Hua Shen

Unit roots in the Nelson-Plosser data: Do they matter for forecasting? pp. 283-288

Philip Hans Franses and Frank Kleibergen

The predictive power of the money market term structure pp. 289-295

Tom Engsted

Forecasting intermittent demand: A comparative evaluation of croston's method. Comment pp. 297-298

F. R. Johnston and J. E. Boylan

Publication of research on controversial topics: The early acceptance procedure pp. 299-302

J. Armstrong

Testing exogeneity: N. R. Ericsson and J. S. Irons, Editors, 1994, (Oxford University Press, Oxford), 422 pp. [UK pound]18.95, ISBN 0-19-8774044 pp. 303-304

Ken Holden

Chaos and forecasting: Howell Tong (Editor), 1995, (World Scientific, Singapore), 345 pp., [UK pound]38, ISBN 981-02-2126-6 pp. 304-306

M. A. Kaboudan

Dynamic econometrics: David F. Hendry, 1995, (Oxford University Press, Oxford), 904 pp., paperback, [UK pound]25.00, ISBN 0-19-828316-4, hardback, [UK pound]50.00, ISBN 0-19-828317-2 pp. 306-308

Antonio Garcia-Ferrer

Software review pp. 309-315

Anne Koehler, Francis Diebold, Lorenzo Giogianni and Atsushi Inoue

The validity of employment interviews: A comprehensive review and meta-analysis: Michael A. McDaniel, D.L. Whetzel, F.L. Schmidt and S.D. Maurer, 994, Journal of Applied Psychology, 79, 599-615 pp. 317-318

J. Armstrong

Validity of an honeesty test in predicting theft among convenience store employees: H. John Bernardin and D.K. Cooke, 1993 Academy of Management Journal, 36, 1097-1108 pp. 318-319

J. Armstrong

Heuristics, biases and improvement strategies in judgmental time series: P. Goodwin and G. Wright, 1994, Omega, 22, 553-568 pp. 319-321

J. Armstrong

Factors affecting new product forecasting accuracy in new firms: William B. Gartner, and Robert J. Thomas, 1993, Journal of Productive Innovation Management, 10, 35-52 pp. 321-322

J. Armstrong

Predicting insurance agent turnover using a video-based judgement test: Anthony T. Dalessio, 1994, Journal of Business an Psychology, 9, 23-32 pp. 322-323

J. Armstrong

Volume 12, issue 1, 1996

The role and validity of judgment in forecasting pp. 1-8

George Wright, Michael J. Lawrence and Fred Collopy

Effects of task format on probabilistic forecasting of stock prices pp. 9-24

Dilek Onkal and Yaz Muradoglu

An application of probability judgement accuracy measures to currency forecasting pp. 25-40

Mary E. Wilkie and Andrew C. Pollock

Good probabilistic forecasters: The 'consumer's' perspective pp. 41-56

J. Frank Yates, Paul C. Price, Ju-Whei Lee and James Ramirez

Hailfinder: A Bayesian system for forecasting severe weather pp. 57-71

Bruce Abramson, John Brown, Ward Edwards, Allan Murphy and Robert L. Winkler

The impact of task characteristics on the performance of structured group forecasting techniques pp. 73-89

Gene Rowe and George Wright

Judgemental and statistical time series forecasting: a review of the literature pp. 91-118

Richard Webby and Marcus O'Connor

Graphs versus tables: Effects of data presentation format on judgemental forecasting pp. 119-137

Nigel Harvey and Fergus Bolger

Judgmental forecasting with time series and causal information pp. 139-153

Joa Sang Lim and Marcus O'Connor

Remarks on the application of the analytic hierarchy process to judgmental forecasting pp. 155-161

Valerie Belton and Paul Goodwin

Adjustment of forecasts with model consistent expectations pp. 163-170

Derek W. Bunn and Ahti A. Salo

Outliers in statistical data: V. Barnett and T. Lewis, 1994, 3rd edition, (John Wiley & Sons, Chichester), 584 pp., [UK pound]55.00, ISBN 0-471-93094-6 pp. 175-176

John Ord

Forecasting profit: M. Metcalf, 1995, (Kluwer Academic Publishers, Boston), US$110, ISBN 0-7923-9482-8 pp. 176-177

Lawrence D. Brown

Is the economic cycle still alive?: Mario Baldassarri and Paolo Annunziato, eds., 1994, (St. Martin, New York), US$79.95, ISBN 0-312-10380-8 pp. 177-179

Philip A. Klein

Forecasting and market analysis techniques -- A practical approach: George J. Kress and John Snyder, 1994, (Quorum Books, Westport, CT), US$65.00, ISBN 0-59930-835-X pp. 179-180

Cornelis A. de Kluyver

The distortion theory of macro-economic forecasting: Steven Marquard, 1994, (Quorum Books, Westport, CT), US$59.95, ISBN 0-89930-910-0 pp. 180-181

Peggy Crawford

Futurehype: The tyranny of prophecy: Max Dublin, 1991, (Dutton Books, New York), 304pp., ISBN 0452-26800-1, US$12.00 pp. 181-182

Jerome C. Glenn

Journal of economic literature: Clifford Winston, 1993, Economic deregulation: Days of reckoning for microeconomists, 31, 1263-1289 pp. 183-184

J. Armstrong

Journal of behavioral decision making: J.S. Lim and M. O'Connor, 1995, Judgemental adjustment of initial forecasts: its effectiveness and biases, 8, 149-168 pp. 184-185

Paul Goodwin

Journal of business forecasting: John Hanke and Pam Weigand, 1994, What are business schools doing to educate forecasters, Fall, 10-12 pp. 185-186

J. Armstrong

Journal of computing in civil engineering: Paul Teicholz, 1993, Forecasting final cost and budget of construction projects, 7, 511-529 pp. 186-187

Fred Collopy