Journal of Forecasting
2001 - 2011
Continued by Journal of Forecasting. Current editor(s): Derek W. Bunn From John Wiley & Sons, Ltd. Bibliographic data for series maintained by Wiley-Blackwell Digital Licensing () and Christopher F. Baum (). Access Statistics for this journal.
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Volume 30, issue 8, 2011
- Estimating private information usage amongst analysts: evidence from UK earnings forecasts pp. 679-705

- Svetlana Mira and Nick Taylor
- Nonparametric density forecast based on time‐ and state‐domain pp. 706-720

- João Nicolau
- Bootstrap prediction bands for forecast paths from vector autoregressive models pp. 721-735

- Anna Staszewska‐Bystrova
- Are more data always better for factor analysis? Results for the euro area, the six largest euro area countries and the UK pp. 736-752

- Giovanni Caggiano, George Kapetanios and Vincent Labhard
Volume 30, issue 7, 2011
- A nonparametric method for asymmetrically extending signal extraction filters pp. 597-621

- Tucker McElroy
- How helpful are spatial effects in forecasting the growth of Chinese provinces? pp. 622-643

- Eric Girardin and Konstantin Kholodilin
- Forecast accuracy and effort: The case of US inflation rates pp. 644-665

- Nick Taylor
- A wavelet approach for factor‐augmented forecasting pp. 666-678

- António Rua
Volume 30, issue 6, 2011
- Dynamic density forecasts for multivariate asset returns pp. 523-540

- Arnold Polanski and Evarist Stoja
- Prediction from the regression model with two‐way error components pp. 541-564

- Eugene Kouassi, Joel Sango, J. M. Bosson Brou, Francis N. Teubissi and Kern O. Kymn
- Forecasting private consumption: survey‐based indicators vs. Google trends pp. 565-578

- Simeon Vosen and Torsten Schmidt
- Combining forecasts based on multiple encompassing tests in a macroeconomic core system pp. 579-596

- Mauro Costantini and Robert Kunst
Volume 30, issue 5, 2011
- Forecasting time‐varying covariance with a robust Bayesian threshold model pp. 451-468

- Chih‐Chiang Wu and Jack C. Lee
- Testing for the usefulness of forecasts pp. 469-489

- Eric Lin, Ping‐Hung Chou and Ta‐Sheng Chou
- Nonlinear identification of judgmental forecasts effects at SKU level pp. 490-508

- Juan R. Trapero, Robert Fildes and Andrey Davydenko
- Cointegration rank switching model: an application to forecasting interest rates pp. 509-522

- Kosei Fukuda
Volume 30, issue 4, 2011
- Functional methods for time series prediction: a nonparametric approach pp. 377-392

- Germán Aneiros‐Pérez, Ricardo Cao and Juan M. Vilar‐Fernández
- New proposals for the quantification of qualitative survey data pp. 393-408

- Tommaso Proietti and Cecilia Frale
- Moment tests for density forecast evaluation in the presence of parameter estimation uncertainty pp. 409-450

- Yi‐Ting Chen
Volume 30, issue 3, 2011
- Is forecasting with large models informative? Assessing the role of judgement in macroeconomic forecasts pp. 303-324

- Ricardo Mestre and Peter McAdam
- Testing for common autocorrelation in data‐rich environments pp. 325-335

- Gianluca Cubadda and Alain Hecq
- Flow of conjunctural information and forecast of euro area economic activity pp. 336-354

- Katja Drechsel and Laurent Maurin
- Pricing of basket options using univariate normal inverse gaussian approximations pp. 355-376

- Fred Espen Benth and Pål Nicolai Henriksen
Volume 30, issue 2, 2011
- On the association between IPO underpricing and reversal and Taiwan's regulatory reforms for mandatory forecasts pp. 225-248

- Chen‐Lung Chin, Hsiou‐Wei William Lin and Yir‐Jung Emily Syu
- The role of age‐structured education data for economic growth forecasts pp. 249-267

- Jesus Crespo Cuaresma and Tapas Mishra
- Do professional forecasters believe in the Phillips curve? evidence from the G7 countries pp. 268-287

- Ralf Fendel, Eliza M. Lis and Jan‐Christoph Rülke
- Forecasting regional house price inflation: a comparison between dynamic factor models and vector autoregressive models pp. 288-302

- Sonali Das, Rangan Gupta and Alain Kabundi
Volume 30, issue 1, 2011
- Introduction to special issue commemorating the 50th anniversary of the Kalman Filter and 40th anniversary of Box and Jenkins pp. 1-5

- Terence C. Mills, Ruey S. Tsay and Peter C. Young
- Inference for regression models with errors from a non‐invertible MA(1) process pp. 6-30

- Mei‐Ching Chen, Richard A. Davis and Li Song
- Identification of TAR models using recursive estimation pp. 31-50

- Miguel Ángel Bermejo, Daniel Peña and Ismael Sánchez
- Computationally efficient bootstrap prediction intervals for returns and volatilities in ARCH and GARCH processes pp. 51-71

- Bei Chen, Yulia R. Gel, N. Balakrishna and Bovas Abraham
- Random aggregation with applications in high‐frequency finance pp. 72-103

- Ruey S. Tsay and Jin‐Huei Yeh
- Gauss, Kalman and advances in recursive parameter estimation pp. 104-146

- Peter C. Young
- Kalman filtering and smoothing for model‐based signal extraction that depend on time‐varying spectra pp. 147-167

- Siem Jan Koopman and Soon Yip Wong
- Particle filters and Bayesian inference in financial econometrics pp. 168-209

- Hedibert F. Lopes and Ruey S. Tsay
- Distributional Kalman filters for Bayesian forecasting and closed form recurrences pp. 210-224

- Jim Q. Smith and Guy Freeman
Volume 29, issue 8, 2010
- Forecasting the 10‐year US treasury rate pp. 673-688

- Hamid Baghestani
- Assessing the value of Hermite densities for predictive distributions pp. 689-714

- Ignacio Mauleón
- The use of encompassing tests for forecast combinations pp. 715-727

- Turgut Kisinbay
- Variable selection in STAR models with neighbourhood effects using genetic algorithms pp. 728-750

- Isolina Alberto, Asunción Beamonte, Pilar Gargallo, Pedro M. Mateo and Manuel Salvador
Volume 29, issue 6, 2010
- Spreads versus professional forecasters as predictors of future output change pp. 517-522

- Kevin Aretz and David Peel
- Incorporating higher moments into value-at-risk forecasting pp. 523-535

- Arnold Polanski and Evarist Stoja
- Business failure prediction using decision trees pp. 536-555

- Adrian Gepp, Kuldeep Kumar and Sukanto Bhattacharya
- Bananas and petrol: further evidence on the forecasting accuracy of the ABS 'headline' and 'underlying' rates of inflation pp. 556-572

- Liam Lenten
- Forecasting inflation in Malaysia pp. 573-594

- Jarita Duasa, Nursilah Ahmad, Mansor Ibrahim and Mohd-Pisal Zainal
Volume 29, issue 5, 2010
- Testing homogeneity of Japanese CPI forecasters pp. 435-441

- Masahiro Ashiya
- The detection of earnings manipulation: the three-phase cutting plane algorithm using mathematical programming pp. 442-466

- Burcu Dikmen and Güray Küçükkocaoğlu
- The variance ratio and trend stationary model as extensions of a constrained autoregressive model pp. 467-475

- Shlomo Zilca
- Predicting the signs of forecast errors pp. 476-485

- Nazaria Solferino and Robert Waldmann
- Forecasting business failure in China using case-based reasoning with hybrid case respresentation pp. 486-501

- Hui Li and Jie Sun
- New evidence on the relation between return volatility and trading volume pp. 502-515

- Thomas Chiang, Zhuo Qiao and Wing-Keung Wong
Volume 29, issue 4, 2010
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates pp. 353-366

- Zijun Wang
- Forecasting key macroeconomic variables from a large number of predictors: a state space approach pp. 367-387

- Arvid Raknerud, Terje Skjerpen and Anders Rygh Swensen
- A monetary real-time conditional forecast of euro area inflation pp. 388-405

- Sylvia Kaufmann and Peter Kugler
- Forecasting volatility with support vector machine-based GARCH model pp. 406-433

- Shiyi Chen, Wolfgang Härdle and Kiho Jeong
Volume 29, issue 3, 2010
- Foreign exchange market prediction with multiple classifiers pp. 271-284

- Bo Qian and Khaled Rasheed
- Robust forecasting with exponential and Holt-Winters smoothing pp. 285-300

- Sarah Gelper, Roland Fried and Christophe Croux
- A simultaneous test of unit root and level change pp. 301-312

- Duk Bin Jun and Dae Keun Park
- Nowcasting and predicting data revisions using panel survey data pp. 313-330

- Troy Matheson, James Mitchell and Brian Silverstone
- Do experts' adjustments on model-based SKU-level forecasts improve forecast quality? pp. 331-340

- Philip Hans Franses and Rianne Legerstee
- Forecasting using targeted diffusion indexes pp. 341-352

- Francisco Dias, Maximiano Pinheiro and António Rua
Volume 29, issue 1-2, 2010
- Introduction to advances in business cycle analysis and forecasting pp. 1-5

- Massimiliano Marcellino and Gian Luigi Mazzi
- Business cycles in the euro area defined with coincident economic indicators and predicted with leading economic indicators pp. 6-28

- Ataman Ozyildirim, Brian Schaitkin and Victor Zarnowitz
- A new production function estimate of the euro area output gap This paper is based on a report for Eurostat: 'Real time estimation of potential output, output gap, NAIRU and Phillips curve for Euro-zone', part of the Advanced statistical and econometric techniques for the analysis of PEEIs EUROSTAT Project, December 2007 pp. 29-53

- Matthieu Lemoine, Gian Luigi Mazzi, Paola Monperrus-Veroni and Frédéric Reynès
- The transmission of shocks between Europe, Japan and the United States pp. 54-70

- Shushanik Papanyan
- The UK intranational business cycle pp. 71-93

- Michael Artis and Toshihiro Okubo
- The local quadratic trend model pp. 94-108

- Andrew Harvey
- Survey data as coincident or leading indicators pp. 109-131

- Cecilia Frale, Massimiliano Marcellino, Gian Luigi Mazzi and Tommaso Proietti
- Are disaggregate data useful for factor analysis in forecasting French GDP? pp. 132-144

- Karim Barhoumi, Olivier Darné and Laurent Ferrara
- Identifying business cycle turning points with sequential Monte Carlo methods: an online and real-time application to the Euro area pp. 145-167

- Monica Billio and Roberto Casarin
- Forecasting macroeconomic variables in a small open economy: a comparison between small- and large-scale models pp. 168-185

- Rangan Gupta and Alain Kabundi
- GDP nowcasting with ragged-edge data: a semi-parametric modeling pp. 186-199

- Laurent Ferrara, Dominique Guégan and Patrick Rakotomarolahy
- Nowcasting from disaggregates in the face of location shifts pp. 200-214

- Jennifer Castle and David Hendry
- Dynamic probit models and financial variables in recession forecasting pp. 215-230

- Henri Nyberg
- Combining inflation density forecasts pp. 231-250

- Christian Kascha and Francesco Ravazzolo
- Forecast accuracy and economic gains from Bayesian model averaging using time-varying weights pp. 251-269

- Lennart Hoogerheide, Richard Kleijn, Francesco Ravazzolo, Herman van Dijk and Marno Verbeek
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