International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 10, issue 4, 1994

A world-wide information system for forecasters pp. 491-494

Fred Collopy

Judgmental decomposition: when does it work? pp. 495-506

Donald G. MacGregor and J. Armstrong

Forecasting costs incurred from unit differencing fractionally integrated processes pp. 507-514

Jeremy Smith and Sanjay Yadav

Restricted forecasts using exponential smoothing techniques pp. 515-527

A. Lorena Rosas and Victor M. Guerrero

Forecasting intermittent demand in manufacturing: a comparative evaluation of Croston's method pp. 529-538

Thomas R. Willemain, Charles N. Smart, Joseph H. Shockor and Philip A. DeSautels

Forecasting in least absolute value regression with autocorrelated errors: a small-sample study pp. 539-547

Terry E. Dielman and Elizabeth L. Rose

Prediction with a linear regression model and errors in a regressor pp. 549-555

Bo Jonsson

Forecasts for the Australian economy using the MONASH model pp. 557-571

Philip Adams, Peter Dixon, Daina McDonald, Gerald Meagher and Brian R. Parmenter

Adventures with ARIMA software pp. 573-581

Paul Newbold, Christos Agiakloglou and John Miller

Electronics industry model: a report on two decades of implementation pp. 583-596

G. Kent Webb

Economic forecasting in agriculture: Comment pp. 597-599

Dean T. Chen

Economic forecasting in agriculture: Reply pp. 601-602

P. Geoffrey Alien

Introduction pp. 609-609

Robert Fildes and Herman Stekler

Marketing: J. Eliashberg and G.L. Lilien, eds., 1993, (North-Holland, Amsterdam, The Netherlands), 920 pp., hardback $165.00/Dfl.310.00, ISBN 0-444-88957-4 pp. 643-645

Alan Mercer

The rise and fall of strategic planning: Henry Mintzberg, 1994, (Prentice Hall, Englewood Cliffs, NJ, USA), 458 pp., [UK pound]19.95 ISBN 0137818246 pp. 645-646

Michael Lawrence

Omega 21: G.L. Riddington, (1993), Time varying coefficient models and their forecasting performance, 573-583 pp. 647-649

J. Armstrong

Marketing letters: Barry L., Bayus, (1992), Have diffusion rates been accelerating over time? 3 215-226 pp. 647-647

J. Armstrong

Journal of Business and Economic Statistics: Rick L. Andrews, 1994, Forecasting performance of structural time series models, 12, 129-133 pp. 649-649

Robert Fildes

Applied Statistics: L.S.-Y. Wu, J.R.M. Hosking and N. Ravishankar, 1993, Reallocation outliers in time series, 42, 301-313 pp. 650-650

Robert Fildes

Volume 10, issue 3, 1994

What forecasts (seem to) mean pp. 387-403

Baruch Fischhoff

Using economic indicators to reduce risk in stock market investments pp. 405-417

Geoffrey H. Moore, Ernst A. Boehm and Anirvan Banerji

The performance of alternative VAR models in forecasting exchange rates pp. 419-433

Te-Ru Liu, Mary E. Gerlow and Scott Irwin

The rationality of the OECD foreign-balance forecasts for the USA pp. 435-443

Angelos Antzoulatos

Recursive estimation as an aid to exploratory data analysis: an application to market share models pp. 445-453

Colin F. Jex

Late forecasts and early revisions of United States GNP pp. 455-460

Noel Brodsky and Paul Newbold

Time series prediction: Forecasting the future and understanding the past: Andreas S. Weigend and Neil A. Gershenfeld, eds., 1993, (Addison-Wesley Publishing Company, Reading, MA, USA), 643 pp., paperback $49.50, ISBN 0-201-62 pp. 463-466

Spyros Makridakis

Elements of multivariate time series: Gregory C. Reinsel, 1993, Springer Series in Statistics, (Springer-Verlag, New York), 263 pp. US 49.00. ISBN 0-387-94063-4 pp. 463-463

John Ord

Modelling reality and personal modelling: Richard Flavell, (ed.), 1993, Contributions to Management Science, (Physica-Verlag, Heidelberg), 407 pp., paperback, DM120, ISBN 3-7908-0682-X pp. 466-469

Chris Adcock

Forecasting practices in US corporations: Survey results: Nada Sanders and Karl B. Manrodt, 1994, interfaces, 24, 92-100 pp. 471-472

J. Armstrong

An analysis of the accuracy ot "trial heat" polls during the 1992 presidential election: Richard R. Lau, 1994, Public opinion quarterly, 58, 2-20 pp. 473-474

J. Armstrong

Forecasting final cost and budget of construction projects: Paul Teicholz, Journal of computing in civil engineering, 7 (1993), 511-529 pp. 474-475

Fred Collopy

Dating turning points in the business cycle: Michael D. Boldin, Journal of business, 67, 97-131 pp. 475-475

Herman Stekler

Volume 10, issue 2, 1994

Forecasting market response pp. 181-189

Leonard J. Parsons and Randall L. Schultz

A nearest neighbor model for forecasting market response pp. 191-207

Francis J. Mulhern and Robert J. Caprara

Bayesian forecasts in markets with overlapping structures pp. 209-233

Catriona M. Queen, Jim Q. Smith and David M. James

Comparing the predictive performance of a neural network model with some traditional market response models pp. 235-244

Chanda Ghose Dasgupta, Gary S. Dispensa and Sanjoy Ghose

A comparison and an exploration of the forecasting accuracy of a loglinear model at different levels of aggregation pp. 245-261

Eijte W. Foekens, Peter S. H. Leeflang and Dick R. Wittink

Forecasting market shares with disaggregate or pooled data: a comparison of attraction models pp. 263-276

Youhua Chen, Vinay Kanetkar and Doyle L. Weiss

Conditions when market share models are useful for forecasting: further empirical results pp. 277-285

Roderick J. Brodie and Andre Bonfrer

Comparing naive with econometric market share models when competitors' actions are forecast pp. 287-294

Peter Danaher

Forecasting performance of market share models: an assessment, additional insights, and guidelines pp. 295-312

V. Kumar

Market expansion, cannibalization, and international airline pricing strategy pp. 313-326

Gregory S. Carpenter and Dominique M. Hanssens

Predicting advertising expenditures using intention surveys pp. 327-337

Karel Jan Alsem and Peter S. H. Leeflang

Strategic marketing forecasting, market segment selection and firm performance pp. 339-352

Noel Capon and Peter Palij

Aggregate diffusion forecasting models in marketing: A critical review pp. 353-380

Philip M. Parker

Elements of multivariate time series analysis: Gregory C. Reinsel, 1993, (Springer-Verlag, New York), xiv + 263 pp., DM 88 hardback, ISBN 0-387-94063-4 pp. 381-382

Chris Chatfield

Leading economic indicators: New approaches and forecasting record: Review of Lahiri K. and G. Moore (eds.), 1991, (Cambridge University press, Cambridge) pp. 382-385

Nader Nazmi

Business cycles, indicators, and forecasting: James H. Stock and Mark W. Watson, (eds.), 1994, National Bureau of Economic Research, studies in business cycles, vol. 28, (University of Chicago pres pp. 385-386

Herman Stekler

Volume 10, issue 1, 1994

Editorial: Research prospective on neural network forecasting pp. 1-4

Wilpen L. Gorr

Artificial neural network models for forecasting and decision making pp. 5-15

Tim Hill, Leorey Marquez, Marcus O'Connor and William Remus

Comparative study of artificial neural network and statistical models for predicting student grade point averages pp. 17-34

Wilpen L. Gorr, Daniel Nagin and Janusz Szczypula

Review of '4thought' pp. 35-41

Andrew Harvey and Sabine Toulson

Comments on 'neural networks: Forecasting breakthrough or passing fad' by C. Chatfield pp. 43-46

A. N. Refenes

The combination of forecasts using changing weights pp. 47-57

Melinda Deutsch, Clive Granger and Timo Teräsvirta

The approximation of the one-step ahead forecast error covariance for vector ARMA models pp. 59-64

Ken Hung and Frank B. Alt

Evaluating forecasting models of farmland prices pp. 65-80

Abebayehu Tegene and Fred Kuchler

Economic forecasting in agriculture pp. 81-135

P Allen

Economic forecasting in agriculture: Discussion pp. 137-138

David Bessler

The agricultural commodity market forecasting game pp. 139-142

John Freebairn

Economic forecasting in agriculture: Comment pp. 143-145

William G. Tomek

The fertile field of meta-analysis: Cumulative progress in agricultural forecasting pp. 147-149

J. Armstrong

The past and the future of forecasting research pp. 151-159

Robyn Dawes, Robert Fildes, Michael Lawrence and John Ord

Time series prediction: Forecasting the future and understanding the past: Neil A. Gershenfeld and Andreas S. Weigend, 1994, 'The future of time series', in: A.S. Weigend and N.A. Gershenfeld, eds., (Addison-Wesley, Reading, MA), 1-70 pp. 161-163

Chris Chatfield and Andreas S. Weigend

Journal of econometrics: Chung-ki Min and Arnold Zellner, 1993, "Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates" pp. 163-164

Robert Fildes

The econometric modelling of financial time series: Terence C. Mills, 1993, (Cambridge University Press, Cambridge, UK), 247 pp., hardback. [UK pound]35.00, ISBN 0-521-41048-7 pp. 165-166

Nigel Meade

ARMA model identification: Byoung Choi, 1992, (Springer-Verlag Berlin), 200 pp., DM 81.00, ISBN 3-540-97795-3 pp. 166-166

W. D. Ray

Inflation and disinflation: The Israeli experiment: Leonardo Leiderman, 1993, (Chicago University Press, Chicago, IL). 348 pp., [UK pound]39.25, US $56.25 pp. 166-167

Kent Matthews

Forecasting the health of elderly populations: Kenneth G. Manton, Burton H. Singer, Richard M. Suzman (editors), 1993, (Springer-Verlag, New York), 371 pp., $59.00, ISBN 0-387-97953-0 pp. 168-169

R. Clifton Bailey

Modelling nonlinear economic relationships: C.W.J. Granger and T. Terasvirta, 1993, (Oxford University Press, New York,) 187 pp., hardback $30, ISBN 0-19-877319-6; paperback $14.95, ISBN 0-19-877320-X pp. 169-171

Lars-Erik Oller

Developments in time series analysis: T. Subba Rao, ed., 1993, (Chapman & Hall, London, UK), 433 pp., hardback [UK pound]49.95, ISBN 0-412-49260-1 pp. 171-172

Chris Chatfield