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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 ().

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Volume 22, issue 8, 2003

Evidence of long memory in short-term interest rates pp. 553-568 Downloads
Margaret R. Maier and Nigel Meade
Rough sets bankruptcy prediction models versus auditor signalling rates pp. 569-586 Downloads
Thomas E. McKee
Tentative business confidence indicators for the Italian economy pp. 587-602 Downloads
Giuseppe Parigi and Paolo Carnazza
Forecasting with leading indicators revisited pp. 603-617 Downloads
Chung-Shu Wu and Ruey S. Tsay

Volume 22, issue 5, 2003

On SETAR non-linearity and forecasting pp. 359-375 Downloads
Dick van Dijk, Philip Hans Franses, Michael Clements and Jeremy Smith
On seasonal error correction when the processes include different numbers of unit roots pp. 377-389 Downloads
Mårten Löf and Johan Lyhagen
Forecasting new product trial in a controlled test market environment pp. 391-410 Downloads
Bruce G. S. Hardie, Peter S. Fader and Robert Zeithammer
BBVA-ARIES: a forecasting and simulation model for EMU pp. 411-426 Downloads
Sonsoles Castillo and Fernando C. Ballabriga

Volume 22, issue 4, 2003

In search of leading indicators of economic activity in Germany pp. 277-297 Downloads
Michael Funke and Harm Bandholz
Non-linear forecasts of stock returns pp. 299-315 Downloads
Angelos Kanas
A neural network versus Black-Scholes: a comparison of pricing and hedging performances pp. 317-335 Downloads
Henrik Amilon
Selection of Value-at-Risk models pp. 337-358 Downloads
Susan Thomas, Mandira Sarma and Ajay Shah

Volume 22, issue 2-3, 2003

Technology foresight-past and future pp. 79-82 Downloads
Kerstin Cuhls and Ahti Salo
Forecasting options for the future-to gain foresight to select and shape them pp. 83-91 Downloads
Günter Clar
From forecasting to foresight processes-new participative foresight activities in Germany pp. 93-111 Downloads
Kerstin Cuhls
Identifying critical technologies in the United States: a review of the federal effort pp. 113-128 Downloads
Steven W. Popper and Caroline Wagner
Identifying emerging generic technologies at the national level: the UK experience pp. 129-160 Downloads
Michael Keenan
Twelve lessons from 'Key Technologies 2005': the French technology foresight exercise pp. 161-177 Downloads
Thomas Durand
Evolving foresight in a small transition economy pp. 179-201 Downloads
Attila Havas
Foresight in a research institution: a critical review of two exercises pp. 203-217 Downloads
Philippe Petithuguenin, Marie de Lattre-Gasquet and Jérôme Sainte-Beuve
Developing futures for agriculture in the Netherlands: a systematic exploration of the strategic value of foresight pp. 219-233 Downloads
Jan de Wilt, Barend van der Meulen and Hans Rutten
Multicriteria methods for technology foresight pp. 235-255 Downloads
Tommi Gustafsson, Ahti Salo and Ramakrishnan Ramanathan
Innovative methodologies for exploring the future of automated vehicle guidance pp. 257-276 Downloads
R. E. C. M. van der Heijden and V. A. W. J. Marchau

Volume 22, issue 1, 2003

Volatility forecasting for risk management pp. 1-22 Downloads
Gita Persand and Chris Brooks
Market risk management of banks: implications from the accuracy of Value-at-Risk forecasts pp. 23-33 Downloads
Wai Yan Cheng, Michael Wong and Clement Yuk Pang Wong
Modelling trends in central England temperatures pp. 35-47 Downloads
Terence C. Mills and David Harvey
Subset threshold autoregression pp. 49-66 Downloads
Cathy W. S. Chen and Mike K. P. So
Strategic bias, herding behaviour and economic forecasts pp. 67-77 Downloads
Jordi Pons-Novell

Volume 21, issue 8, 2002

Forecasting Trend Output in the Euro Area pp. 543-58
Christian Schumacher
Neural Network Pruning Applied to Real Exchange Rate Analysis pp. 559-77
Johan F Kaashoek and Herman van Dijk
Multivariate Bayesian Regression Applied to the Problem of Network Security pp. 579-94
Kostas Triantafyllopoulos and John Pikoulas
Selection of the Relevant Information Set for Predictive Relationships Analysis between Time Series pp. 595-99
Umberto Triacca

Volume 21, issue 7, 2002

A Threshold Stochastic Volatility Model pp. 473-500
Mike K P So, W K Li and K Lam
Forecasting Daily Foreign Exchange Rates Using Genetically Optimized Neural Networks pp. 501-11
Ashok K Nag and Amit Mitra
The Performance of Non-linear Exchange Rate Models: A Forecasting Comparison pp. 513-42
Gianna Boero and Emanuela Marrocu

Volume 21, issue 6, 2002

Portfolio Managers' and Novices' Forecasts of Risk and Return: Are There Predictable Forecast Errors? pp. 395-416
Yaz Muradoglu
Guesstimation pp. 417-33
Wojciech Charemza
Accurate Forecasting of the Undecided Population in a Public Opinion Poll pp. 435-49
Monterola, Christopher, et al
A Ground-Level Ozone Forecasting Model for Santiago, Chile pp. 451-72
Hector Jorquera, Wilfredo Palma and Jose Tapia

Volume 21, issue 5, 2002

Conditional Predictability of Daily Exchange Rates pp. 301-15
Demosthenes Tambakis and Anne-Sophie Van Royen
Forecasting and Trading Currency Volatility: An Application of Recurrent Neural Regression and Model Combination pp. 317-54
Christian L Dunis and Xuehuan Huang
Can Cointegration-Based Forecasting Outperform Univariate Models? An Application to Asian Exchange Rates pp. 355-80
McCrae, Michael, et al
An Outlier Robust GARCH Model and Forecasting Volatility of Exchange Rate Returns pp. 381-93
Beum Jo Park

Volume 21, issue 4, 2002

Forecasting European GNP Data through Common Factor Models and Other Procedures pp. 225-44
Garcia-Ferrer, Antonio and Pilar Poncela
The Data Measurement Process for UK GNP: Stochastic Trends, Long Memory, and Unit Roots pp. 245-64
Kerry Patterson
Bootstrap Prediction Intervals for Autoregressive Models of Unknown or Infinite Lag Order pp. 265-80
Jae Kim
Forecasting Multivariate Time Series with Linear Restrictions Using Constrained Structural State-Space Models pp. 281-300
Gurupdesh S Pandher

Volume 21, issue 3, 2002

Forecasting Exchange Rates Using Cointegration Models and Inra-day Data pp. 151-66
Adrian Trapletti, Alois Geyer and Friedrich Leisch
Bayesian Forecasts for Cointegrated Models pp. 167-80
Shu-Ing Liu
Relationships between Australian Real Estate and Stock Market Prices--A Case of Market Inefficiency pp. 181-92
John Okunev, Patrick Wilson and Ralf Zurbruegg
The Homogeneity Restriction and Forecasting Performance of VAR-Type Demand Systems: An Empirical Examination of US Meat Consumption pp. 193-206
Zijun Wang and David Bessler
Unit Roots versus Other Types of Time Heterogeneity, Parameter Time Dependence and Superexogeneity pp. 207-23
Guglielmo Maria Caporale and Nikitas Pittis

Volume 21, issue 2, 2002

Testing for (Common) Stochastic Trends in the Presence of Structural Breaks pp. 81-105
Fabio Busetti
A Non-linear Dynamic Model for Multiplicative Seasonal-Trend Decomposition pp. 107-24
Tohru Ozaki and Peter Thomson
On a Family of Finite Moving-Average Trend Filters for the Ends of Series pp. 125-49
Alistair G Gray and Peter J Thomson

Volume 21, issue 1, 2002

Efficient Forecasting in Nearly Non-stationary Processes pp. 1-26
Ismael Sanchez
A Comparison of Methods for Bootstrapping in the Local Level Model pp. 27-38
Glaura C Franco and Reinaldo C Souza
Statistical Analyses of Freeway Traffic Flows pp. 39-68
Claudia Tebaldi, Mike West and Alan F Karr
Forecasting Hong Kong's Container Throughput: An Error-Correction Model pp. 69-80
Michael K Fung
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