International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

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Volume 9, issue 4, 1993

Dynamic structural analysis and forecasting of residential electricity consumption pp. 437-455

John L. Harris and Lon-Mu Liu

The demand for gasoline: a two stage approach pp. 457-465

M. A. Elkhafif and A. A. Kubursi

Periodic integration in quarterly UK macroeconomic variables pp. 467-476

Philip Hans Franses and Gerbert Romijn

Combining historical and preliminary information to obtain timely time series data pp. 477-485

Victor M. Guerrero

Rounding errors in autoregressive processes pp. 487-508

Antonie Stam and Kenneth O. Cogger

Seasonal exponential smoothing with damped trends: An application for production planning pp. 509-515

Tan Miller and Matthew Liberatore

Using group seasonal indices in multi-item short-term forecasting pp. 517-526

Derek W. Bunn and A. I. Vassilopoulos

Accuracy measures: theoretical and practical concerns pp. 527-529

Spyros Makridakis

Microcomputer software of interest to forecasters in comparative review: An update pp. 531-575

Robert S. Rycroft

Introduction to multiple time series: H. Lutkepohl, 1991, (Springer, New York), 552 pp., paperback US$59.00, ISBN 0-387-53194-7 pp. 577-578

Sune Karlsson

Konjunkturprognoser och konjunkturpolitikk--Ekonomiska radets arsbok 1992 (Business cycle forecasting and stabilization policies--Economic council yearbook 1992: (Allmanna Forlaget, Stockholm, 1993), pp. 116, ISBN 91-3812586-X, ISSN 1100-3413 pp. 578-579

Ådne Cappelen

Market research using forecasting in business: Peter Clifton, Hai Nguyen and Susan Nutt, 1991, (Butterworth and Heinemann, Stoneham, MA), 294 pp., paperback, US$29.95, ISBN 0-7506-0153-1 pp. 579-580

Kenneth D. Lawrence

Modelling seasonality: Svend Hylleberg, Ed., (Oxford University Press, New York), 476 pp., US$75.00 hard cover (ISBN 0-19-877317-X), US$35.00 paperback (ISBN 0-19-8773188) pp. 580-582

Elizabeth Rose

Time series models, second edition: Andrew C. Harvey, 1993, (Harvester-Wheatsheaf, New York) xviii + 308 pp., [UK pound]14.99 (paperback), ISBN 0-7450-1200-0 pp. 582-583

W. D. Ray

Total contingency planning for disasters: Kenneth N. Myers, 1993, (Wiley, New York) xvi + 270 pp., [UK pound]45.50, ISBN 0-471-574418-X pp. 583-583

W. D. Ray

Management science: George Duncan, Wilpen Gorr and Janusz Szczypula, 1993, "Bayesian forecasting for seemingly unrelated time series: an application to local government forecasting"39, 275-293 pp. 585-586

Robert Fildes

Journal of the Royal Statistical Society (B): Gary K. Grunwald, Adrian E. Raftery and Peter Guttorp, 1993, "Time series of continuous proportions", 55, 103-116 pp. 586-587

Robert Fildes

Volume 9, issue 3, 1993

Earnings forecasting research: its implications for capital markets research pp. 295-320

Lawrence D. Brown

Commentary on: Lawrence D. Brown "Earnings forecasting research: its implications for capital markets research" pp. 321-323

J. O'Hanlon

Comments on 'Earnings forecasting research: its implications for capital markets research', by L. Brown pp. 325-330

Jacob K. Thomas

Comments on 'Earnings forecasting research: its implications for capital markets research' by L. Brown pp. 331-335

Philip Brown

Comments on 'earnings forecasting research: its implications for capital markets research' by L. Brown pp. 337-342

Mark E. Zmijewski

Reply to commentaries on "Earnings forecasting research: its implications for capital markets research" pp. 343-344

Lawrence D. Brown

Accuracy improvements from a consensus of updated individual analyst earnings forecasts pp. 345-353

Scott E. Stickel

Betting on trends: Intuitive forecasts of financial risk and return pp. 355-371

Werner P. M. De Bondt

Forecasting the return and risk on a portfolio of assets pp. 373-386

Nigel Meade

Economic evaluation of commodity price forecasting models pp. 387-397

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

Forecasting the number of competing products in high-technology markets pp. 399-405

Eileen Bridges, Katherine B. Ensor and John A. Norton

Developing a Bayesian vector autoregression forecasting model pp. 407-421

David Spencer

Software review pp. 423-428

Leonardo J. Tashman and Michael E. Brody

Accuracy of judgmental forecasts: A comparison: R. Nada Sanders, Omega, 20 (1992) 353-364 pp. 429-430

J. Armstrong

Calculating interval forecasts: C. Chatfield, Journal of business and economic statistics, 11 (1993), 121-144 (with discussion and response by author) pp. 430-430

John Ord

A case study of expert judgment: Economists probabilities versus base-rate model forecasts: Phillip A. Braun and Ilan Yaniv, Journal of behavioral decision making, 5 (1992), 217-231 pp. 431-431

J. Armstrong

The uses and abuses of consensus forecasts: Stephen K. McNees,Journal of forecasting, 11 (1992) 703-710 pp. 431-432

J. Armstrong

Volume 9, issue 2, 1993

Improving judgmental time series forecasting: A review of the guidance provided by research pp. 147-161

Paul Goodwin and George Wright

Judgemental forecasting in times of change pp. 163-172

Marcus O'Connor, William Remus and Ken Griggs

Forecasting replacement demand by occupation and education pp. 173-185

E. J. T. A. Willems and Andries de Grip

Modeling and forecasting the time series of US fertility: Age distribution, range, and ultimate level pp. 187-202

Ronald Lee

Energy forecasting models, simulations and price sensitivity: New formulation pp. 203-210

Mahmoud A. T. Elkhafif

Constructing leading indicators from non-balanced sectoral business survey series pp. 211-225

Horst Entorf

On the estimation of time-series quantiles using smoothed order statistics pp. 227-243

Rene Gelinas and Pierre Lefrancois

Forecasting the failure of component parts in computer systems: A case study pp. 245-253

Everette Gardner

Long-range forecasting of IBM product revenues using a seasonal fractionally differenced ARMA model pp. 255-269

Bonnie K. Ray

Leading economic indicators: New approaches and forecasting records: Kajal Lahiri and Geoffrey H. Moore, eds. 1992 (Cambridge University Press, Cambridge, UK), 464 pp., paperback [UK pound]15.95, US$22.95, ISBN 0-521-43858-6 pp. 271-272

Kenneth Holden

Dynamical systems. An introduction with applications in economics and biology: Pierre N.M. Tu, 1992 (Springer, Berlin-Heidelberg), xi + 252 pp., DM 49.80, ISBN 3-540-55780-6 pp. 272-272

W. D. Ray

Nonlinear modeling and forecasting: Martin Casdagli and Stephen Eubank (eds.), 1992, (Addison-Wesley, Reading, MA), 533 pp., paper-back $34.50, ISBN 0-201-58788-2 pp. 273-274

Rong Chen

Forecasting elections: Michael S. Lewis-Beck and Tom W. Rice, 1992, (CQ Press, Washington, DC), 163 pp., paperback $18.95, ISBN 0-8718 7-600-0 pp. 274-275

Herman Stekler

Business cycles: Theory, history, indicators, and forecasting: Victor Zarnowitz, 1992, (University of Chicago Press, Chicago), xvii + 593 pp., $70.00, ISBN 0-226-97890-7 pp. 275-277

Ernst A. Boehm

Guide to forecasts and projections: Don Pallais and Stephen D. Holton, 1992, (Practitioners Publishing, Fort Worth, TX), 2 vols., $120.00 pp. 277-278

Jay D. Forsyth

Selling the story: The layman's guide to collecting and communicating demographic information: William Dunn, 1992, (American Demographic Books, Ithaca, NY), 245 pp., paperback $27.50, hardback $39.95, ISBN 0-936889-14-4 pp. 278-279

Karen Hamrick

A critique of recent papers on "Trends, random walks, and break points in macroeconomic time series" pp. 281-283

Robert Fildes

"Rule-based forecasting: Development and validation of an expert systems approach to combining time series extrapolations": Fred Collopy and J. Scott Armstrong, Management science, 38 (1992) 1394-1414 pp. 284-285

Chris Chatfield

"A simple nonparameteric test of predictive performance": M. Hashem Pesaran and Allan Timmerman, Journal of business and economic statistics, 10 (1992) 461-465 pp. 285-285

Robert Fildes

Volume 9, issue 1, 1993

Neural networks: Forecasting breakthrough or passing fad? pp. 1-3

Chris Chatfield

The M2-competition: A real-time judgmentally based forecasting study pp. 5-22

Spyros Makridakis, Chris Chatfield, Michele Hibon, Michael Lawrence, Terence Mills, John Ord and LeRoy F. Simmons

A personal view of the M2-competition pp. 23-24

Chris Chatfield

Computational aspects and a personal view of the M2-competition pp. 24-25

Michele Hibon

The M2-competition: Some personal views pp. 25-26

Michael Lawrence

The M2-competition: Some personal reflections pp. 26-26

Terence C. Mills

Personal views of the M2-competition pp. 26-28

John Ord, Pamela A. Geriner, David Reilly and Robert Winkel

The value of empirical work: A personal view pp. 28-29

Spyros Makridakis

Geoffrey H. Moore and dynamic statistical methods pp. 31-37

Philip A. Klein

Monitoring business conditions at the CIBCR pp. 39-48

John P. Cullity

Forecasting criminal sentencing decisions pp. 49-60

Duncan I. Simester and Roderick J. Brodie

Forecasting the Swedish unemployment rate VAR vs. transfer function modelling pp. 61-76

Per-Olov Edlund and Sune Karlsson

Evaluation of alternative leading indicators of British Columbia industrial employment pp. 77-83

Richard A. Holmes and Abul F. M. Shamsuddin

The effect of additive outliers on the estimates from aggregated and disaggregated ARIMA models pp. 85-93

Luiz Hotta

Constrained forecasting in autoregressive time series models: A Bayesian analysis pp. 95-108

Enrique de Alba

The ambiguous nature of forecasts in project evaluation: Diagnosing the over-optimism of rate-of-return analysis pp. 109-115

William Ascher

Are economic forecasts significantly better than naive predictions? An appropriate test pp. 117-120

R. A. Kolb and Herman Stekler

Software reviews pp. 121-129

Leonard J. Tashman and Peter A. Tashman

A manager's guide to technology forecasting and strategy analysis methods: Stephen M. Millett and Edward J. Honton, 1991, (Battelle Press, Columbus, OH), 99 pp. $19.95. ISBN 0 935470 63 8 pp. 131-133

Peg Young

Scanning the future: A long term scenario study of the world economy 1990-2015: Central Planning Bureau, 1992, (Sdu Publishers, The Hague), 246 pp., ISBN 9039902046 pp. 133-134

Andrew Hughes Hallett

Nonlinear dynamics, chaos, and instability: William A. Brock, David A. Hsieh and Blake LeBaron, 1991, (MIT Press, Cambridge) 328, pp. [UK pound]29.25. ISBN 0-262-02329-6 pp. 134-135

Jan G. Gooijer

Forecasting for technologists and engineers: Brian C. Twiss, 1992, IEE Management of Technology Series 15 (Peter Peregrinus, London) pp. xv + 221, [UK pound]19.00 paperback. ISBN 0 86341 285 8 pp. 135-136

W. D. Ray

Finding public opinion data: A guide to sources: Tom W. Smith and Frederick D. Weil, Public Opinion Quarterly, 54 (1990), 609-626 pp. 137-138

J. Armstrong

Municipal forecasting practice: 'Demand' and 'supply' side perspectives": Howard A. Frank and Jane McCollough, International Journal of Public Administration, 15 (1992) 1669-1696 pp. 137-137

J. Armstrong

On predictive least squares principles: C.Z. Wei, The Annals of Statistics 20 (1992), 1-42 pp. 138-139

Jan G. Gooijer

The role of judgment in macroeconomic forecasting: D.S. Turner, Journal of Forecasting, 9 (1990), 315-345 pp. 138-138

Stephen McNees