International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
Bibliographic data for series maintained by Catherine Liu ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 6, issue 4, 1990

The role of time series analysis in forecasting: A personal view pp. 449-451

Jan G. Gooijer

Forecasting the business cycle using survey data pp. 453-461

Lars-Erik Oller

Use of preliminary values in forecasting industrial production pp. 463-468

Jamel Boucelham and Timo Teräsvirta

Comparing forecasts from fixed and variable coefficient models: The case of money demand pp. 469-477

P. A. V. B. Swamy, Arthur B. Kennickell and Peter von zur Muehlen

A modification of time series forecasting methods for handling announced price increases pp. 479-484

Jose Juan Carreno and Jesus Madinaveitia

Time-series decomposition using the sinusoidal model pp. 485-495

L. F. Simmons

"In defense of ARIMA modeling", by D.J. Pack pp. 497-499

Michael D. Geurts and J. Patrick Kelly

Comments on: "In defense of ARIMA modeling", by M.D. Geurts and J.P. Kelly pp. 501-502

David J. Pack

The use of prior information in forecast combination pp. 503-508

Francis Diebold and Peter Pauly

A forecast evaluation of capital investment in agriculture pp. 509-519

Roger K. Conway, James Hrubovcak and Michael LeBlanc

Stochastic methods in population forecasting pp. 521-530

Juha M. Alho

Experience curve models in the electricity supply industry pp. 531-540

John A. Sharp and David H. R. Price

Parameter instability in learning curve models: Invited comments on papers by Towill and by Sharp and Price pp. 541-547

Sydney D. Howell

An engineering approach to LSE modelling of experience curves in the electricity supply industry pp. 549-556

Mohamed M. Naim and Denis R. Towill

An inappropriate prediction interval pp. 557-558

Anne B. Koehler

"Confidence intervals for non-stationary forecast errors", by P. Lefrancois pp. 559-559

Chris Chatfield

Comments by C. Chatfield pp. 561-561

Pierre Lefrancois

Forecasting methods for management: Spyros Makridakis and Steven C. Wheelwright, Fifth Edition (Wiley, New York, 1989), pp. 470, $52.95 (hard), $27.15, [UK pound]15.95 (soft) pp. 563-564

Herman Stekler

Introductory business forecasting: Paul Newbold and Theodore Bos, (South-Western Publishing, Cincinnati, OH, 1990), pp. 497, $31.00 pp. 564-565

William Remus

Applied time series analysis for business and economic forecasting: Sufi M. Nazem, (Marcel Dekker, Inc., New York and Basel, 1988), pp. 431, $89.75 pp. 565-566

Prakash Loungani

System-theoretic methods in economic modelling I: Stefan Mittnik, ed., (Pergamon Press, Oxford, 1989), pp. 184, $39.50 pp. 566-568

James LeSage

The analysis of time series: An introduction: Christopher Chatfield, 4th ed. (Chapman & Hall, London, U.K., 1989), pp. 241, $25.00 pp. 568-569

Prem P. Talwar

Business forecasting: J. Holten Wilson and Barry Keating, (Richard D. Irwin, Homewood, IL), 1990, pp. 386, $45.95 pp. 569-570

Michael S. Rozeff

Future stuff: Malcolm Abrams and Harriet Bernstein, (Penguin Books, New York, 1989), pp. 300, $8.95 pp. 570-571

Steven P. Schnaars

Parameter variability in the single factor market model: An empirical comparison of tests and estimation procedures using data from the Helsinki stock exchange: Johan Knif, (The Finnish Society of Sciences and Letters, Helsinki, 1989), pp. 167, ISBN 951-653-196-2, ISSN 0355-256X pp. 571-572

Stephen J. Taylor

Effect of price on the demand for durables: Modelling, estimation and findings: D.C. Jain and R.C. Rao, Journals of Business and Economics Statistics 8, no. 2 (1990) 163-170 pp. 583-584

Paul Bottomley

A meta-analysis of applications of diffusion models: F. Sultan, J.U. Farley and D.R. Lehmann, Journal of marketing research 27 (1990) 70-77 pp. 584-585

Bottomley Paul

To be convincing or to be right: A question of preciseness: K.J. Gilhooly, M.T.G. Keane, R.H. Logie and G. Erdos (eds.), Lines of Thinking (Wiley, Chichester, 1990) 299-313 pp. 585-586

Teigen Karl Halvor

The price elasticity of selective demand: A meta-analysis of econometric models of sales: Gerald J. Tellis, Journal of marketing research 25 (1988) 331-341 pp. 586-586

Fildes Robert

Volume 6, issue 3, 1990

Macroeconomic forecasting pp. 283-284

S. G. B. Henry and K. Holden

Introduction pp. 285-286

S. G. B. Henry and K. Holden

The role of judgment in macroeconomic forecasting accuracy pp. 287-299

Stephen K. McNees

The Warwick ESRC macroeconomic modelling bureau: An assessment pp. 301-309

Ronald Smith

Product differentiation in the economic forecasting industry pp. 311-316

Roy Batchelor and Pami Dua

Mode predictors in nonlinear systems with identities pp. 317-326

Giorgio Calzolari and Lorenzo Panattoni

A survey of seasonality in UK macroeconomic variables pp. 327-336

Denise Osborn

Macroeconomic forecasting experience with balanced state space models pp. 337-348

Stefan Mittnik

BVAR forecasts for the G-7 pp. 349-362

Michael Artis and W. Zhang

Assessing the forecasting accuracy of monthly vector autoregressive models: The case of five OECD countries pp. 363-378

Michael Funke

The accuracy of OECD forecasts of the international economy: Demand, output and prices pp. 379-392

J. C. K. Ash, D. J. Smyth and S. M. Heravi

Forecasting the developing world: An accuracy analysis of the IMF's forecasts pp. 393-400

Harjit K. Arora and David J. Smyth

Forecasting government policy: An example of the importance of time inconsistency pp. 401-405

Peter Westaway and Simon Wren-Lewis

By how much would exchange rate stabilisation improve macroeconomic performance?: An exercise in forecasting alternative histories for the industrial economies pp. 407-419

Andrew Hughes Hallett

P* type models: Evaluation and forecasts pp. 421-440

Rowena Pecchenino and Robert Rasche

Investment and factor demand: Patrick Artus and Pierre-Alain Muet, Contributions to Economic Analysis, Vol. 193 (North-Holland, Amsterdam, 1990) pp. 308, Dfl 175.00 ($69.50) pp. 441-442

S. G. B. Henry

Challenges for macroeconomic modelling: W. Driehuis, M.M.G. Fase and H. den Hartog, eds., Contributions to Economic Analysis, Vol. 178 (North-Holland, Amsterdam, 1988) pp. 487, Dfl 185.00 ($97.25) pp. 442-443

S. G. Hall

Volume 6, issue 2, 1990

Judgmental forecasts in a competitive environment: Rational vs. adaptive expectations pp. 149-162

Rashi Glazer, Joel H. Steckel and Russell S. Winer

A comparative study of market share models using disaggregate data pp. 163-174

V. Kumar and Timothy B. Heath

A composite model for deterministic and stochastic trends pp. 175-186

Heejoon Kang

Structural time series models in inventory control pp. 187-198

Andrew Harvey and Ralph Snyder

Parameter space of the Holt-winters' model pp. 199-209

Blyth C. Archibald

In defense of ARIMA modeling pp. 211-218

David J. Pack

An MSE statistic for comparing forecast accuracy across series pp. 219-227

Patrick A. Thompson

Bootstrap prediction intervals for autoregressions pp. 229-239

Guido Masarotto

A log-linear approach to disaggregated micro-level population forecasts pp. 241-251

Kusum W. Ketkar

Forecasting: A new agenda: Harold A. Linstone, senior ed., 1989, a special twentieth anniversary edition, technological forecasting social change, 36, nos. 1-2, Aug pp. 253-254

Steven P. Schnaars

Optimal control, expectations and uncertainty: Sean Holly and Andrew Hughes Hallett, (Cambridge University Press, Cambridge, UK, 1989) pp. 244 pp. 255-256

Kajal Lahiri

Quantitative forecasting methods: Nicholas R. Farnum and La Verne W. Stanton, PWS-KENT, Boston, MA, 1989) pp. 573 pp. 258-259

Nada R. Sanders

An exercise in computing the variance of the forecast error pp. 275-276

Peter Kennedy

Volume 6, issue 1, 1990

A look at the year and decade ahead pp. 1-2

Steven P. Schnaars

Forecaster ideology, forecasting technique, and the accuracy of economic forecasts pp. 3-10

Roy Bathcelor and Pami Dua

An examination of vector autoregressive forecasts for the U.K. economy pp. 11-23

K. Holden and A. Broomhead

Forecasting learning curves pp. 25-38

Denis R. Towill

Predicting doctorate production in the U.S.A.: Some lessons for long-range forecasters pp. 39-52

Bruce Pollack-Johnson, Burton V. Dean, Arnold Reisman and Alfred R. Michenzi

Forecasting demand for special telephone services: A case study pp. 53-64

Patricia Grambsch and Werner A. Stahel

Forecasting competitive entry: The case of bypass adoption in telecommunications pp. 65-74

Dennis L. Weisman and Donald J. Kridel

Forecasting competitors' actions: An evaluation of alternative ways of analyzing business competition pp. 75-88

Alan E. Singer and Roderick J. Brodie

Political risk forecasting by Canadian firms pp. 89-102

Gillian Rich and Essam Mahmoud

Forecasting monthly cotton price: Structural and time series approaches pp. 103-113

Dean T. Chen and David Bessler

Forecasting using partially known demands pp. 115-125

Sunder Kekre, Thomas E. Morton and Timothy L. Smunt

Prediction intervals for the Holt-Winters forecasting procedure pp. 127-137

Mohammed Yar and Chris Chatfield

Megamistakes: Forecasting and the myth of technological change: Steven Schnaars, 1989, (The Free Press, New York), 202 pp., US$19.95 pp. 139-140

Spyros Makridakis

Macro-economic modelling: S.G. Hall and S.G.B. Henry, [1988] 1989, Contributions to economic analysis, vol. 172 (North-Holland, Amsterdam, reprint), 416 pp., ISBN 0-444-7042 pp. 140-141

Denise Osborn

Basic techniques of forecasting: D. Johnson and M. King, 1988, (Butterworth, Guildford, U.K.), 144 pp., [UK pound]13.95 pp. 141-142

William B. Sweeney

The limits to rational expectations: M. Hashem Pesaran, 1987, (Basic Blackwell, Oxford, U.K.), [UK pound]32.50 (hardbound) pp. 142-144

Kent Matthews