International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 11, issue 4, 1995

Positive or negative? pp. 501-502

Chris Chatfield

Forecasting earthquakes and earthquake risk pp. 503-538

David Vere-Jones

Evaluation of probability forecasts of events pp. 539-541

Yosihiko Ogata

Forecasting ultimate resource recovery pp. 543-555

Mohammad Pesaran and Hossein Samiei

Multiple cointegrating vectors, error correction, and forecasting with Litterman's model pp. 557-567

Gary Shoesmith

Forecasting with vector autoregressive (VAR) models subject to business cycle restrictions pp. 569-583

Scott Simkins

Professor Clive W.J. Granger: An interview for the International Journal of Forecasting pp. 585-590

Timo Teräsvirta

Beyond accuracy: Comparison of criteria used to select forecasting methods pp. 591-597

J. Thomas Yokuma and J. Armstrong

Non-linear dynamics chaos and econometrics: M Hashem Pesaran and Simon M Potter, (Wiley, Chichester), 244 pp., hardback, $39.95, ISBN 04719 39420 pp. 599-601

Chris Adcock

Neural network time series forecasting of financial markets: E Michael Azoff, (John Wiley, Chichester) hardback, 194 pp., [UK pound]34.95, ISBN 0471 943568 pp. 601-602

Nigel Meade

Neural networks in the capital markets: Apostos-Paul Refenes, Editor, (John Wiley, Chichester) hardback, 392 pp., [UK pound]34.95, $55.95, ISBN 0471 943649 pp. 602-603

Nigel Meade

Neural networks in the capital markets: Apostos-Paul Refenes, ed., 1995, (Wiley, Chichester), 376 pp., US$55.00, ISBN 0-471-94364-9 pp. 603-604

Robert R. Trippi

Volume 11, issue 3, 1995

Aggregate and disaggregate sector forecasting using consumer confidence measures pp. 361-377

V. Kumar, Robert P. Leone and John N. Gaskins

The relationship between manufacturing production and different business survey series in Sweden 1968-;1992 pp. 379-393

Reinhold Bergstrom

Forecasting the final vintage of real personal disposable income: A state space approach pp. 395-405

K. D. Patterson

On the optimality of adaptive expectations: Muth revisited pp. 407-416

Steve Satchell and Allan Timmermann

Accuracy and rationality of state General Fund Revenue forecasts: Evidence from panel data pp. 417-427

Naci Mocan and Sam Azad

Analysts' use of earnings forecasts in predicting stock returns: Forecast horizon effects pp. 429-445

Sati P. Bandyopadhyay, Lawrence D. Brown and Gordon D. Richardson

Forecasting tourism demand: A review of empirical research pp. 447-475

Stephen F. Witt and Christine A. Witt

A bayesian analysis of the use of pooled coefficients in a structural regional economic model pp. 477-490

Dan Rickman

Dynamical systems: An introduction with applications in economics and biology, second edition: Pierre D.V. Tu, 1994, Springer, Berlin, xviii + 314 pp., Softcover DM 65.00, ISBN 3 540 57661 4 pp. 491-492

W. D. Ray

Kiplinger's looking ahead: 70 years of forecasts from the Kiplinger Washington letter: 1993, (Kiplinger Books, Washington, DC) $29.95, ISBN 0-938721-31-3 pp. 492-493

Herman Stekler

Forecasting technological innovation: B. Henry, Editor, 1991, (Kluwer, Dordrecht) pp. 493-494

Alan L. Porter

Time series analysis: James D. Hamilton, 1994, (Princeton University Press, Princeton, NJ), 799 pp., US $55.00, ISBN 0-691-04289-6 pp. 494-495

Jamie Marquez

Software review pp. 497-499

Anne Koehler and Nicholas Noble

Volume 11, issue 2, 1995

The future of the International Journal of Forecasting pp. 197-198

John Ord

Forecasting with growth curves: An empirical comparison pp. 199-215

Nigel Meade and Towhidul Islam

Forecasting consumption, income and real interest rates from alternative state space models pp. 217-231

Hrishikesh Vinod and Parantap Basu

An analysis of the international tourism demand in Spain pp. 233-251

Pilar Gonzalez and Paz Moral

The expectations theory of interest rates: Cointegration and factor decomposition pp. 253-262

Seungmook Choi and Mark Wohar

Prediction and control for a time-series count data model pp. 263-270

Kurt Brännäs

Estimation of the variances of X-11 ARIMA seasonally adjusted estimators for a multiplicative decomposition and heteroscedastic variances pp. 271-283

Danny Pfeffermann, Marietta Morry and Paul Wong

Does reliable information improve the accuracy of judgmental forecasts? pp. 285-293

William Remus, Marcus O'Connor and Kenneth Griggs

Judgmental and statistical methods of peak electric load management pp. 295-305

Elizabeth A. Anderson

Effects of feedback on probabilistic forecasts of stock prices pp. 307-319

Dilek Onkal and Yaz Muradoglu

The measurement of price elasticities--the BT experience pp. 321-329

David Cracknell and Michael Knott

Learning and practicing econometrics: W.E. Griffiths, R.C. Hill and G.G. Judge, (Wiley, New York) 1993 pp. 331-333

Robert Phillips

Population growth, income distribution and economic development (Theory, methodology, and empirical results): Nico Heerink, 1994, (Springer, Berlin, Heidelberg), 401 pp., DM 168, ISBN 3-540-57323-2 (Springer, Berlin, Heidelberg), 401 pp., DM 168, ISBN 3-540-57323-2 pp. 333-334

Chris Ioannides

Macroeconomic modelling vols I and II: Kenneth F. Wallis, Editor, 1944, (Edward Elgar, Aldershot), Vol. I: 460 pp., Vol. II: 475 PP., [UK pound]175.00, ISBN 1-85278-664-7 pp. 334-335

Ken Holden

Student editions of forecasting software: A survey pp. 337-351

Robert S. Rycroft

Software review pp. 337-337

Anne Koehler

Journal of the American Statistical Association: Carlo Grillenzoni, 1994, Optimal recursive estimation of dynamic models, 89, 777-787 pp. 353-354

Anne B. Koehler

Journal of economic psychology: Fred D. Davis, Gerald L. Loshe, and Jeffrey E. Kottemann, 1944, Harmful effects of seemingly helpful information on forecasts of stock earnings pp. 354-355

Fred Collopy

Information systems research: Gurbaxani, V. and H. Mendelson, 1990, An integrative model of information systems spending growth, 1, 23-46 pp. 355-355

Nigel Meade

Information systems research: Gurbaxani, V. and H. Mendelson, 1994, Modeling vs. forecasting: the case of information systems spending, 5, 180-190 pp. 355-358

Nigel Mead, V. Gurbaxani and H. Mendelson

Volume 11, issue 1, 1995

Probability forecasting pp. 1-4

Bruce Abramson and Robert Clemen

The use of probability elicitation in the high-level nuclear waste regulation program pp. 5-24

Aaron R. Dewispelare, L. Tandy Herren and Robert T. Clemen

A Bayesian method for analyzing dependencies in precursor data pp. 25-41

Vicki M. Bier and Woojune Yi

A Bayesian technique for refining the uncertainty in global energy model forecasts pp. 43-61

F. Ted Tschang and Hadi Dowlatabadi

Probabilistic forecasts from probabilistic models: A case study in the oil market pp. 63-72

Bruce Abramson and Anthony Finizza

Uncertain reasoning and forecasting pp. 73-87

P. Dagum, A. Galper, E. Horvitz and A. Seiver

dHugin: a computational system for dynamic time-sliced Bayesian networks pp. 89-111

Uffe Kjaerulff

SEARCH (Scenario evaluation and analysis through repeated cross impact handling): a new method for scenario analysis with an application to the Videotel service in Italy pp. 113-131

Bartolomeo Sapio

Screening probability forecasts: contrasts between choosing and combining pp. 133-145

Robert T. Clemen, Allan H. Murphy and Robert L. Winkler

Comparing probability forecasts derived from theoretical distributions pp. 147-157

P Allen and Bernard J. Morzuch

Road closure to mitigate avalanche danger: a case study for Little Cottonwood Canyon pp. 159-174

Gail Blattenberger and Richard Fowles

Software review pp. 175-187

Barry R. Weller

Handbook of statistics, volume 11, econometrics: G.S. Maddala, C.R. Rao and H.D. Vinod, eds., 1993, (North Holland, Amsterdam), 800 pp., US$180.00 Df340.00, ISBN 0-444-89577-9 pp. 189-191

Len Gill

Forecasting financial and economic cycles: Michael P. Niemira and Philip A Klein, 1994, (John Wiley and Sons Inc, New York), 500 pp. [UK pound]39.95, ISBN 0471845442 pp. 191-192

Andy W. Mullineux

Business forecasting and planning: Peter Shearer, 1994, (Prentice Hall, Hemel Hempstead, UK), 183 pp., paperback, [UK pound]16.95, ISBN 0-13-094962-0 pp. 192-193

Robert Raeside

Oliver Duncan Anderson: 1940-1995 pp. 195-196

Jan G. Gooijer