International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 3, issue 3-4, 1987

Editorial pp. 351-351

J. Armstrong and Shelby McIntyre

Forecasting methods for marketing: Review of empirical research pp. 355-376

J. Scott Armstrong, Roderick J. Brodie and Shelby H. McIntyre

Sales forecasting practices: Results from a United States survey pp. 379-391

Douglas J. Dalrymple

Behavioral biases in new product forecasting pp. 393-404

Tyzoon T. Tyebjee

The use of multiple scenarios in sales forecasting: An empirical test pp. 405-419

Steven P. Schnaars and Martin T. Topol

A comparison of the short term forecasting accuracy of econometric and naive extrapolation models of market share pp. 423-437

Roderick J. Brodie and Cornelis A. De Kluyver

The Brodie and de Kluyver enigma: Introduction to the commentaries pp. 439-439

Shelby H. McIntyre

Misspecification and the inherent randomness of the model are at the heart of the Brodie and de Kluyver enigma pp. 441-444

Frank M. Bass

Causal market share models in marketing: Neither forecasting nor understanding? pp. 445-448

Dick R. Wittink

The sophistication of naive modeling pp. 449-451

David A. Aaker and Robert Jacobson

Marketing managers need more than forecasting accuracy pp. 453-455

Gary M. Erickson

Conditions under which econometric models will outperform naive models pp. 457-460

Michael R. Hagerty

Reply to the commentary pp. 461-462

Roderick J. Brodie, Cornelis A. and Kluyver de

Forecasting the effect of an environmental change on market performance: An intervention time-series approach pp. 463-478

Robert P. Leone

Forecasting sales response for multiple time horizons and temporally aggregated data: A comparison of constant and stochastic coefficient models pp. 479-488

J. Yokum and Albert R. Wildt

Confidence intervals: An empirical investigation of the series in the M-competition pp. 489-508

Spyros Makridakis, Michele Hibon, Ed Lusk and Moncef Belhadjali

Comment: By referee on confidence intervals: An empirical investigation pp. 509-510

David Targett

An assessment of books relevant to forecasting in marketing pp. 515-527

James Cox

Store location and store assessment research: R.L. Davies and D.S. Rogers, (John Wiley, New York, 1981) pp. 375 pp. 529-530

Charles A. Ingene

Innovation diffusion models of new product acceptance: Vijay Mahajan and Yoram Wind, (Ballinger, Cambridge, MA, 1986) pp. 318, $34.95 pp. 531-532

Steven Schnaars

Practical techniques of business forecasting: George Kress, (Quorum, Westport, CT, 1985) pp. 259, $39.95 pp. 532-533

Michael D. Geurts

Forecasting for sales and material management: Geoffrey A. Lancaster and Robert A. Lomas, (Macmillan, London, 1985) pp. 191, [UK pound]20.00, [UK pound]6.95 paperback pp. 533-534

Nigel Meade

Volume 3, issue 2, 1987

Analyse et prevision: Leurs roles respectifs dans la Maitrise de nos Destins pp. 187-194

Edmond Malinvaud

Testing causality: Some caveats and a suggestion pp. 195-209

Satyadev Gupta

Measuring forecast uncertainty: A review with evaluation based on a macro model of the French economy pp. 211-227

Carlo Bianchi, Giorgio Calzolari and Jean-Louis Brillet

Combining forecasts to improve earnings per share prediction: An examination of electric utilities pp. 229-238

Paul Newbold, J. Kenton Zumwalt and Srinivasan Kannan

A note on the value of combining short-term earnings forecasts: A test of Granger and Ramanathan pp. 239-243

Jay S. Holmen

Short-term forecasting of the industrial production index pp. 245-259

Giorgio Bodo and Luigi Federico Signorini

A comparison of the accuracy of the Box-Jenkins method with that of automated forecasting methods pp. 261-267

Laurette Poulos, Alan Kvanli and Robert Pavur

On the normality of probability distributions of inflation and GNP forecasts pp. 269-279

Kajal Lahiri and Christie Teigland

Price forecasting and trigger price probability estimation pp. 281-287

James Epperson, S. M. Fletcher and M. F. Collins

Policy intervention and forecasting: An application to minimum wages pp. 289-298

Carlos E. Santiago

Regional econometric models that reflect labor market relations pp. 299-312

Dennis Glennon, Julia Lane and Stanley Johnson

Optimal error and GMDH predictors: A comparison with some statistical techniques pp. 313-328

A. Vicino, R. Tempo, R. Genesio and M. Milanese

Thinking in Time: The uses of history for decision makers: Richard E. Neustadt and Ernest R. May, (The Free Press, New York, 1986) pp. 329, $19.95 pp. 329-330

Steven P. Schnaars

World futures: A critical analysis of alternatives: Barry Hughes, (Johns Hopkins University Press, Baltimore, MD, 1985) pp. 243, $25.00, $10.95 paperback pp. 331-331

Robert Ayres

Forecast 2000: George Gallup, Jr. with William Proctor Jr., (William Morrow & Co., New York, NY, 1984) pp. 179, $12.95 pp. 331-333

Gary Soldow

Contrasts: Soviet and American thinkers discuss the future: Wiktor Osiatynski, (Macmillan Co., New York, NY, 1984) pp. 208, $19.95 pp. 333-334

Harold A. Linstone

The future of industrial societies: Convergence or continuing diversity?: Clark, Kerr, (Harvard University Press, Cambridge, MA, 1983) pp. 192, $16.50 pp. 334-336

Barry N. Rosen

World population projections 1985: Short- and long-term estimates by age and sex with related demographic statistics: Myel Vu, (Johns Hopkins University Press for the World Bank, Baltimore, MD, 1985) pp. 451, $50.00 pp. 336-338

Dennis A. Ahlburg

Forecasting use of health services: A provider's guide: R.S. MacStravic, (Aspen Systems, Rockville, MD, 1984) 281 pp pp. 338-339

George K. Chacko

Expectations: Theory and evidence: K. Holden, D.A. Peel and J.L. Thompson, NY, 1985. (St. Martin's Press, New York, NY, 1985), $25.00 pp. 340-341

Philip A. Klein

Economic forecasting and policy: The international dimension: J. Llewellyn, S. Potter and L. Samuelson, (Routledge and Kegan Paul, London, UK, 1985 288 pp., 12.95 pp. 342-343

K. Holden

Structural sensitivity in econometric models: Edwin, Kuh, John W. Neese and Peter Hollinger, (Wiley, New York and Chichester, 1985) 324 pp., 38.00 pp. 343-344

S. G. B. Henry

Time series and forecasting with IDA: Harry V. Roberts, (Scientific Press/McGraw-Hill, New York, NY, 1984) pp. 344-345

Essam Mahmoud

Corporate failure, prediction, panacea and prevention: O.P. Kharbanda and E.A. Stallworthy, (McGraw-Hill, New York, NY, 1985) [UK pound]16.50 pp. 345-346

R. B. Flavell

Volume 3, issue 1, 1987

Introduction pp. 1-1

Don Alexander, Richard Baillie and Lee Thomas

Economic theory and exchange rate forecasts pp. 3-15

Alan Stockman

The behavior of real exchange rates pp. 17-42

James Lothian

Cointegration and models of exchange rate determination pp. 43-51

Richard Baillie and David Selover

Monetary/asset models of exchange rate determination: How well have they performed in the 1980's? pp. 53-64

Don Alexander and Lee Thomas

Comparing exchange rate forecasting models: Accuracy versus profitability pp. 65-79

Paul Boothe and Debra Glassman

Optimal currency basket in a world of generalized floating: An application to the Nordic countries pp. 81-96

Hali Edison and Erling Vårdal

Testing the independence of forecast errors in the forward foreign exchange market using Markov chains: A cross-country comparison pp. 97-113

Allan Gregory and Michael Sampson

The profitability of currency speculation pp. 115-130

John Bilson and David A. Hsieh

Tests of the martingale hypothesis for foreign currency futures with time-varying volatility pp. 131-148

Thomas McCurdy and Ieuan G. Morgan

Multimaturity efficient market hypotheses: Sorting out rejections in international interest and exchange rate markets pp. 149-158

Robert E. Lippens

Forecasting the volatility of currency exchange rates pp. 159-170

Stephen J. Taylor

Time-varying risk premia, imperfect information and the forward: Exchange rate pp. 171-177

René Stulz

Perpetual currency options pp. 179-184

Mark B. Garman