Journal of Forecasting

2001 - 2011

Current editor(s): Derek W. Bunn

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

On SETAR non-linearity and forecasting pp. 359-375: 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: Mårten Löf and Johan Lyhagen
Forecasting new product trial in a controlled test market environment pp. 391-410: Bruce G. S. Hardie, Peter S. Fader and Robert Zeithammer
BBVA-ARIES: a forecasting and simulation model for EMU pp. 411-426: Sonsoles Castillo and Fernando C. Ballabriga

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

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

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

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

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

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

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

Forecasting European GNP Data through Common Factor Models and Other Procedures pp. 225-44: Antonio Garcia-Ferrer 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

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

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

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