International Journal of Forecasting

1985 - 2025

Current editor(s): R. J. Hyndman

From Elsevier
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Volume 34, issue 4, 2018

Residual value forecasting using asymmetric cost functions pp. 551-565

Korbinian Dress, Stefan Lessmann and Hans-Jörg von Mettenheim

A dynamic multiple equation approach for forecasting PM2.5 pollution in Santiago, Chile pp. 566-581

Stella Moisan, Rodrigo Herrera and Adam Clements

Structured low-rank matrix completion for forecasting in time series analysis pp. 582-597

Jonathan Gillard and Konstantin Usevich

Markov-switching dynamic factor models in real time pp. 598-611

Maximo Camacho, Gabriel Perez-Quiros and Pilar Poncela

The diffusion of mobile social networking: Further study pp. 612-621

Albert C. Bemmaor and Li Zheng

Forecasting crude oil price volatility pp. 622-635

Ana María Herrera, Liang Hu and Daniel Pastor

Predictions of short-term rates and the expectations hypothesis pp. 636-664

Massimo Guidolin and Daniel Thornton

Crude oil price forecasting based on internet concern using an extreme learning machine pp. 665-677

Jue Wang, George Athanasopoulos, Rob Hyndman and Shouyang Wang

Forecasting distress in cooperative banks: The role of asset quality pp. 678-695

Antonio Fabio Forgione and Carlo Migliardo

Information flow between prediction markets, polls and media: Evidence from the 2008 presidential primaries pp. 696-710

Urmee Khan and Robert Lieli

Forecasting dynamically asymmetric fluctuations of the U.S. business cycle pp. 711-732

Emilio Zanetti Chini

Forecasting risk with Markov-switching GARCH models:A large-scale performance study pp. 733-747

David Ardia, Keven Bluteau, Kris Boudt and Leopoldo Catania

Improving time series forecasting: An approach combining bootstrap aggregation, clusters and exponential smoothing pp. 748-761

Tiago Mendes Dantas and Fernando Luiz Cyrino Oliveira

Ensemble forecast of photovoltaic power with online CRPS learning pp. 762-773

J. Thorey, C. Chaussin and V. Mallet

Using low frequency information for predicting high frequency variables pp. 774-787

Claudia Foroni, Pierre Guérin and Massimiliano Marcellino

Understanding survey-based inflation expectations pp. 788-801

Travis Berge

The M4 Competition: Results, findings, conclusion and way forward pp. 802-808

Spyros Makridakis, Evangelos Spiliotis and Vassilios Assimakopoulos

Does the foreign sector help forecast domestic variables in DSGE models? pp. 809-821

Marcin Kolasa and Michał Rubaszek

Considerations of a retail forecasting practitioner pp. 822-829

Brian Seaman

Volume 34, issue 3, 2018

An approximate long-memory range-based approach for value at risk estimation pp. 377-388

Xiaochun Meng and James W. Taylor

Inversion copulas from nonlinear state space models with an application to inflation forecasting pp. 389-407

Michael Smith and Worapree Maneesoonthorn

Macroeconomic forecasting using penalized regression methods pp. 408-430

Stephan Smeekes and Etienne Wijler

Improving social harm indices with a modulated Hawkes process pp. 431-439

George Mohler, Jeremy Carter and Rajeev Raje

Forecasting bank failures and stress testing: A machine learning approach pp. 440-455

Periklis Gogas, Theophilos Papadimitriou and Anna Agrapetidou

Improving forecasting performance using covariate-dependent copula models pp. 456-476

Feng Li and Yanfei Kang

Combining predictive distributions for the statistical post-processing of ensemble forecasts pp. 477-496

Sándor Baran and Sebastian Lerch

Portfolio optimization based on GARCH-EVT-Copula forecasting models pp. 497-506

Maziar Sahamkhadam, Andreas Stephan and Ralf Östermark

Determining analogies based on the integration of multiple information sources pp. 507-528

Emiao Lu, Julia Handl and Dong-ling Xu

Comparison of intraday probabilistic forecasting of solar irradiance using only endogenous data pp. 529-547

Mathieu David, Mazorra Aguiar Luis and Philippe Lauret

Volume 34, issue 2, 2018

Probabilistic forecasting of industrial electricity load with regime switching behavior pp. 147-162

K. Berk, Alex Hoffmann and Alfred Müller

Forecasting from time series subject to sporadic perturbations: Effectiveness of different types of forecasting support pp. 163-180

Shari De Baets and Nigel Harvey

Are macroeconomic density forecasts informative? pp. 181-198

Michael Clements

Affect versus cognition: Wishful thinking on election day pp. 199-215

Dieter Stiers and Ruth Dassonneville

The effects of feeding back experts’ own initial ratings in Delphi studies: A randomized trial pp. 216-224

Jurian Vincent Meijering and Hilde Tobi

How can big data enhance the timeliness of official statistics? pp. 225-234

Tarek M. Harchaoui and Robert V. Janssen

Social networks and citizen election forecasting: The more friends the better pp. 235-248

Debra Leiter, Andreas Murr, Ericka Rascón Ramírez and Mary Stegmaier

Forecasting banking crises with dynamic panel probit models pp. 249-275

António Antunes, Diana Bonfim, Nuno Monteiro and Paulo Rodrigues

Forecasting realized variance measures using time-varying coefficient models pp. 276-287

Jeremias Bekierman and Hans Manner

What do professional forecasters actually predict? pp. 288-311

Didier Nibbering, Richard Paap and Michel van der Wel

Data-based mechanistic modelling and forecasting globally averaged surface temperature pp. 314-335

Peter C. Young

Mining big data using parsimonious factor, machine learning, variable selection and shrinkage methods pp. 339-354

Hyun Hak Kim and Norman Swanson

Belgian economic policy uncertainty index: Improvement through text mining pp. 355-365

Ellen Tobback, Hans Naudts, Walter Daelemans, Enric Junqué de Fortuny and David Martens

Nowcasting with payments system data pp. 366-376

John Galbraith and Greg Tkacz

Volume 34, issue 1, 2018

Targeted growth rates for long-horizon crude oil price forecasts pp. 1-16

Stephen Snudden

Testing the Wisdom of Crowds in the field: Transfermarkt valuations and international soccer results pp. 17-29

Thomas Peeters

Using past contribution patterns to forecast fundraising outcomes in crowdfunding pp. 30-44

Onochie Fan-Osuala, Daniel Zantedeschi and Wolfgang Jank

MGARCH models: Trade-off between feasibility and flexibility pp. 45-63

Daniel de Almeida, Luiz Hotta and Esther Ruiz

Some theoretical results on forecast combinations pp. 64-74

Felix Chan and Laurent Pauwels

Dynamics of financial returns densities: A functional approach applied to the Bovespa intraday index pp. 75-88

Eduardo Horta and Flavio Ziegelmann

Benchmarking robustness of load forecasting models under data integrity attacks pp. 89-104

Jian Luo, Tao Hong and Shu-Cherng Fang

Forecast-error-based estimation of forecast uncertainty when the horizon is increased pp. 105-116

Malte Knüppel

Deciding between alternative approaches in macroeconomics pp. 119-135

David Hendry