International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 2, issue 4, 1986

Simple is best? pp. 401-402

Chris Chatfield

Leading indicators of inflation in market economies pp. 403-412

Philip A. Klein

An international comparison of economic leading indicators of telecommunications traffic pp. 413-425

Allan P. Layton, Lorraine V. Defris and Ben Zehnwirth

Forecasting international telecommunications traffic by the data translation method pp. 427-434

Kiyonori Kunisawa and Yasuichi Horibe

Forecasting employment: The role of forward-looking behaviour pp. 435-445

Stephen Hall, Brian Henry, Judith Payne and Simon Wren-Lewis

A forecasting comparison of some var techniques pp. 447-456

Robert Kunst and Klaus Neusser

M-competition -- A closer look at NAIVE2 and median APE: A note pp. 457-459

LeRoy F. Simmons

Use of the sign test to supplement the percentage better statistic pp. 477-489

Benito E. Flores

A tale of forecasting 1001 series: The Bayesian knight strikes again pp. 491-494

Arnold Zellner

Does consensus imply accuracy in accounting studies of decision making?: Alison Hubbard Ashton, Accounting Review 60 (185) 173-85 pp. 495-495

Alison Hubbard Ashton

The effects of seat belt legislation on British road casualities: A case study in structural modelling: A.C. Harvey and J. Durbing, Journal of the Royal Statistical Society, Series A 149 (1986) (in press) pp. 496-497

Andrew Harvey

Research on forecasting: A quarter-century review, 1960-1984: J. Scott Armstrong, with comment, Interfaces 16: 1 (1986) 89-109 pp. 496-496

J. Scott Amrstrong

A statistical approach to economic forecasting: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 1-4 pp. 497-498

Robert Litterman

Forecasting accuracy of alternative techniques: A comparison of US macroeconomic forecasts, with comment: Stephen K. McNees, with comment, Journal of Business and Economic Statistics 4 (1986) 5-23 pp. 497-498

Stephen K. McNees

Forecasting with Bayesian vector autoregressions -- Five years of experience: Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38 pp. 497-498

Robert Litterman

Microeconomic modeling and policy analysis: Studies in residential energy demand: Tomas G. Cowing and Daniel L. McFadden, (Academic Press, Orlando, FL, 1984) pp. 499-501

Nancy J. Kirkendall

Computer Modeling for Business and Industry: Bruce L. Bowerman and Richard T. O'Connell, (Marcel Dekker, New York, 1984) pp. 219 pp. 501-501

Robert Fildes

Comparative models for electrical load forecasting: D.W. Bunn and E.D. Farmer, (Wiley, Belfast, 1985) pp. 232, [UK pound]24.95 pp. 501-505

Alexander R. Hapka

Understanding management software: A. Leigh, (Macmillan, London, 1985) [UK pound]11.50, pp. 286 pp. 505-506

Chris Beaumont

Business competitor intelligence, methods for collecting, organizing, and using information: William L. Sammon, Mark A. Kurland and Robert Spitainic, (Wiley, New York, 1984) $29,95, pp. 357 pp. 506-506

Jehoshua Eliashberg

The advanced theory of statistics: Sir Maurice Kendall, A. Stuart and J.K. Ord, Vol. 3, 4th ed. (Griffin, High Wycombe, 1983) [UK pound]37.50, pp. 780 pp. 506-507

H. P. Wynn

Nonextrapolative methods in business forecasting: Scenarios, visions, and issues management: Jay S. Mendell, ed., (Quorum Books, Westport, CT, 1985) $39.55, pp. 222 pp. 507-509

Steven P. Schnaars

AUTOBOX: (Version 1.02, March 1986). Automatic Forecasting Systems Inc., P.O. Box 563, Hatboro, PA 19040, 215-675-0652. List price $1,695 (AUTOBJ-univariate only-$595). Requirements: 320K, two disk drives (or one drive and a hard disk), DOS 2.0 or better pp. 511-513

John Ord

4CaST/2: (Version 1.0), Core Analytic, Inc., 674 Route 202-206 North Bridgewater, NJ 08807, (201)218-0900. List price $595. Requirements: DOS 2.1 or higher, IBM PC/XT/AT and close compatibles, 192K minimum (512K recommended), two disk drives, graphics con troller board, graphics monitor. Supports HP 7470A & HP 7474A desktop plotters. Demonstration disk available for $25 pp. 513-515

Dennis McLeavy and Roy Ageloff

Volume 2, issue 3, 1986

Forecasting retail sales using alternative models pp. 261-272

Michael D. Geurts and J. Patrick Kelly

Nostradamus A knowledge-based forecasting advisor pp. 273-283

Rob R. Weitz

The attributes diagram A geometrical framework for assessing the quality of probability forecasts pp. 285-293

Wu-ron Hsu and Allan H. Murphy

An empirical comparison of cross-impact models for forecasting sales pp. 295-303

Antonio Caselles-Moncho

An application of model-based estimation of unobserved components pp. 305-318

Agustin Maravall

Modeling and forecasting U.S. public construction pp. 319-331

Winston T. Lin

A comparison of the performance of different univariate forecasting methods in a model of capacity acquisition in UK electricity supply pp. 333-348

D. H. R. Price and J. A. Sharp

Estimating forecast variance with exponential smoothing Some new results pp. 349-355

Stuart Bretschneider

Identification of time series models in the presence of calendar variation pp. 357-372

Lon-Mu Liu

Error analysis for winters' additive seasonal forecasting system pp. 373-382

Ed. Mckenzie

Forecasting trends in time series: Everette S. Gardner Jr. and Ed. McKenzie, Management Science 31 (1985) 1237-1246 pp. 383-384

Robert Fildes

Combining economic forecasts: Robert T. Clemen and Robert L. Winkler, Journal of Business and Economic Statistics 4 (1986) 39-46 pp. 384-384

Robert Fildes

Methods for determining the order of an autoregressive-moving average process: a survey: Jan G. De Gooijer, Bovas Abraham, Ann Gould and Lecily Robinson, International Statistical Review 53 (1985) 301-329 pp. 384-385

Robert Fildes

Long-range forecasting: From crystal ball to computer: J. Scott Armstrong, 2nd ed. (Wiley, New York, 1985) [UK pound]22.95 (paper), pp. 689 pp. 387-390

Steven P. Schnaars

Outliers in statistical data: Vic Barnett and Toby Lewis, 2nd ed. (Wiley, New York, 1984) $49.95, pp. 463 pp. 390-391

David H. Nash

Business forecasting: Charles S. Gross and Robin T. Peterson, 2nd ed. (Houghton Mifflin Company, Boston 1983) pp. 400 pp. 391-393

James Cox

Handbook of econometrics: Zvi Griliches and Michael D. Intriligator, eds., vol. 1 (North Holland, Amsterdam, 1983) pp. 771 pp. 393-394

Richard Baillie

Volume 2, issue 2, 1986

Comparative stability analysis of demand-side and supply-side input-output models pp. 231-235

Ranko Bon

Sensitivity analyses would help: Edward E. Learner, American Economic Review 75 (1985) 308-313 pp. 237-238

Robert Fildes

Quantitative forecasting -- The state of the art: Econometric models: Robert Fildes, Journal of the Operational Research Society 36, 549-580 pp. 238-239

J. Scott Armstrong

Comparative models for electrical load forecasting: D.H. Bunn and E.D. Farmer, eds.(Wiley, New York, 1985) [UK pound]24.95, pp. 232 pp. 241-242

John Sharp

Models of the UK economy: A review by the ESRC Macroeconomic Modelling Bureau: K.F. Wallis, M.J. Andrews, D.N.F. Bell, P.G. Fisher and J.D. Whitley, (Oxford University Press, Oxford, 1984) [UK pound]6.95 (paperback), pp. 158 pp. 242-243

K. Holden

Eurofutures: The challenges of innovation (The FAST Report): (Commission of the European Communities, in association with the Journal Futures, Butterworths, London, 1984) Price: [UK pound]20.00, pp. xiii + 199 pp. 244-244

Peter Hall

The theory and practice of econometrics: George C. Judge, W.E. Griffiths, R. Carter Hill, Helmut Lutkepohl and Tsoung-Chao Lee, (Wiley, New York, 1985, 2nd ed.) Price: $46.95/[UK pound]49.00, pp. 1019 pp. 245-246

Terry E. Dielman

Recent advances in regression methods: H.D. Vinod and A. Ullah, (Dekker, New York, 1981) pp. 361 pp. 246-246

R. W. Farebrother

The foreign exchange handbook: A user's guide: Julian Walmsley, (Wiley, New York/ Chichester, 1983) [UK pound]37.95/$53.15, pp. 479 pp. 247-248

John Sharples

Forecasting presidential elections: Steven J. Rosenstone, (Yale University Press, New Haven, CT, 1983) $20.00, pp. 211 pp. 248-249

J. Scott Armstrong

Time series analysis: Theory and practice 5: O.D. Anderson, ed., (North-Holland, Amsterdam, 1984) Dfl. 160.00, pp. x + 314 pp. 249-250

Phillip Cartwright

Sales forecasting: Timesaving and profit-making strategies that work: Harry R. White, (Sales Executives Club of New York, Scott, Foresman and Company, Glenview, IL, 1984) $24.95, pp. 180 pp. 250-251

Dale Bails

A complete guide to the futures markets: Fundamental analysis, technical analysis, trading, spreads and options: Jack D. Schwager, (Wiley-Interscience, New York, 1984) $29.95/[UK pound]34.65, pp. 741 pp. 251-252

Gordon Gemmill

Commodity models for forecasting and policy analysis: Walter C. Labys and Peter K. Pollak, (Croom Helm, London and Nichols, New York, 1984) [UK pound]19.95/$38.50, pp. 209 pp. 252-253

Stephen J. Taylor

The 2024 report: A concise history of the future 1974 - 2024: Norman Macrae, (Sigwick and Jackson, London, 1984) Price: [UK pound]9.95 pp. 253-254

Burt Nanus

Leading indicators and business cycle surveys: K.H. Oppenlander and G. Poser,, Papers presented at the 16th CIRET Conference Proceedings, Washington, DC, 1983 (Gower, Aldershot, 1984) Price: [UK pound]27.50, pp. 666 pp. 254-255

Daniel T. Walz

Financial modelling -- A practical guide: Dennis Sherwood, Financial Modelling -- A Practical Guide (Gee, London, 1983, $24.80/[UK pound]25,75, pp. 434 pp. 255-255

Morris McInnes

Models of reality: Shaping thought and action: Jacques Richardson, ed, (Lomond, Mount Airey, MD, 1984) $22.95, pp. 328 pp. 256-256

Ian Miles

Volume 2, issue 1, 1986

Long-Term Forecasting and the Experts pp. 3-4

Robert Fildes

Forecasting one's own preference pp. 5-14

Robyn M. Dawes

The art and science of forecasting An assessment and future directions pp. 15-39

Spyros Makridakis

Model selection in regression analysis, regression diagnostics and prior knowledge: A book review article with comments from Anthony C. Atkinson, D.R. Cox And John McDonald pp. 41-52

David Belsley

Uncertainty and forecast precision pp. 53-53

R. J. Corker, Sean Holly and R. G. Ellis

A comparison of extrapolation models on yearly sales forecasts pp. 71-85

Steven P. Schnaars

Leading indicators of industrial employment in British Columbia pp. 87-100

R. A. Holmes

The selection and use of linear and bilinear time series models pp. 101-114

Donald Poskitt and Andrew Tremayne

Naive vs. sophisticated methods of forecasting public library circulations: Terrence Brooks, Library and Information Science Research 6 (1984) 215-217 pp. 115-115

J. Scott Armstrong

Diagnostic checking in practice: Walter Kramer, Harald Sonnberger, Johann Maurer and Peter Havlik, Review of Economics and Statistics 67 (1985) 118-123 pp. 115-116

Robert Fildes

The role of linear recursive estimators in time series forecasting.: D.J. Pack, D.H. Pike and D.J. Downing, Management Science 31 (1985) 188-199 pp. 116-117

Robert Fildes

Time series analysis: Adrian E. Raftery, European Journal of Operations Research 20 (1985) 127-137 pp. 117-117

Robert Fildes

The forecasting accuracy of major time series methods: Spyros Makridakis, Allen Andersen, Robert Carbone, Robert Fildes, Michele Hibon, Rudolf Lewandowski, Joseph Newton, Emmanuel Parzen and Robert Winkler (Wiley, New York and Chichester, 1984) $34.50/sP43.50, pp. 301 pp. 119-121

John Ord

Specification, Estimation and analysis of macroeconomic models: Ray C. Fair, Specification, (Harvard University Press, Cambridge, MA, 1984) $35.00/[UK pound]28.00, pp. 479 pp. 122-124

S. G. B. Henry

Advanced service parts inventory control: Robert Goodell Brown, (Materials Management Systems Inc., Norwich, VT, 1982) $42.50, pp. 436 pp. 122-122

Colin D. Lewis

Cities in the 21st century: Gary Gappert and Richard V. Knight, (Urban Affairs Annual Reviews, vol. 23) (Sage, Beverley Hills, CA and London, 1982) $28.00/[UK pound]19.50 (hard)/[UK pound]9.75 (paper), pp. 320 pp. 124-125

Peter Hall

Nonlinear regression modelling: A unified practical approach: David A. Ratkowsky, (Dekker, New York, 1983) $39.00, pp. 276 pp. 125-125

R. W. Farebrother

Prediction and regulation by linear least-square methods: Peter Whittle, (Blackwell, Oxford, 1983) second revised ed., [UK pound]17.50, pp. XV + 187 pp. 125-127

Andrew Hughes Hallett